Publications
Document I : Synthèse de mes travaux de recherche.

Document II : L'ensemble de mes articles.

H. DJELLOUT, A. GUILLIN and L. WU
Large and moderate deviation for estimators quadratic variationnal processes of diffusions. Statistical Inference For Stochastic Processes, Vol. 2 (3), pp. 195-225, 1999.
H. DJELLOUT and A. GUILLIN
Principe de déviations modérées pour les processus emprique fonctionnel d'une chaîne de Markov. Comptes rendus de l'Académie des sciences- Série I, t.330. Mathématique, pp: 377-380., 2000.
H. DJELLOUT and A. GUILLIN
Moderate deviation for Markov chains with atom. Stochastic Processes and Their Applications , 95, pp. 203-217, 2001.
H. DJELLOUT and A. GUILLIN
Large and moderate deviation for moving average processes. Annales de la Faculté des sciences de Toulouse, Mathématiques, Vol. X, n 1, pp. 23-31, 2001.
H. DJELLOUT
Moderate deviations for martingale differences and applications to phi-mixing sequences. Stochastics and stochastics Reports, 73 (1-2), pp. 37--63, 2002.
H. DJELLOUT, A. GUILLIN and L. WU
Transportation cost-information inequalities for random dynamical systems and diffusions. Annals of Probability 32,no 3B,2702--2732, 2004.
H. DJELLOUT, A. GUILLIN and L. WU
Moderate deviations for non-linear functionals and empirical spectral density of moving average processes. Ann. Inst. H. Poincaré Probab. Statist.42, no 4, 393--416, 2006.
H. DJELLOUT and L. WU
Lipschitzian Norm Estimate of One-Dimensional Poisson Equations. Ann. Inst. H. Poincaré Probab. Statist. 47, no. 2, 450--465, 2011.
V. BITSEKI PENDA, H. DJELLOUT and A. GUILLIN
Deviation inequalities, Moderate deviations and some limit theorems for bifurcating Markov chains with application. Annals of Applied Probability 24 , no. 1, 235-291, 2014.
V. BITSEKI PENDA, H. DJELLOUT and F. PROIA
A moderate deviation principle for the Durbin-Watson statistic associated with the stable first-order autoregressive process. Accepte pour publication dans ESAIM: Probability and Statistics.
V. BITSEKI PENDA and H. DJELLOUT
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models. Ann. Inst. H. Poincaré Probab. Statist 50 , no. 3, 806-844, 2014.
V. Bitseki Penda, H. DJELLOUT, L. DUMAZ, F. MERLEVEDE, F. PROIA
Moderate deviations of functional of Markov Processes. Accepte pour publication dans ESAIM: Proceedings.
H. DJELLOUT and Y. SAMOURA
Large and moderate deviations of realized covolatility. Statistics & Probability Letters 86, 30-37, 2014.
H. DJELLOUT, A. GUILLIN and Y. SAMOURA
Large deviations of the realized (co-)volatility vector. Soumis 2014.
H. DJELLOUT and H. JIANG
Large deviations of the Threshold estimator of integrated (co-)volatility vector in the presence of jumps. En préparation.
H. DJELLOUT, A. GUILLIN and Y. SAMOURA
Moderate deviations for the (co-)volatility vector in the non-synchronous observations case. En préparation.
H. DJELLOUT, A. GUILLIN and L. WU
Large deviations for symmetric Markov Chain with applications to estimations of the volatility. En préparation.

Rapports de recherche

H. DJELLOUT, A. GUILLIN and L. WU
Large and moderate deviations for functionals depending of infinite variables of an i.i.d. sequence. Préprint, 1999.(VersionPDF)
H. DJELLOUT
Sur l'unicité de l'opérateur de Schrôdinger unidimensionnel. Mémoire de D.E.A, 1997. (VersionPDF)

Présentations orales

Groupe de travail "dynamique stochastiques et applications" du laboratoire de Mathématiques Appliquées de Clermont Ferrand.
Exposé à l' Ecole Internationale d'Eté de Probabilitées de Saint-Flour du 07 au 24 Juillet 1999.
Conférence au Colloque International "Journées de Probabilités" qui s'est deroulé du 6-10 septembre 1999, à Institut de Mathématiques Élie Cartan de l' Université Henri Poincaré, Nancy.
Exposé au Seminaire de Mathématiques Appliquées de l'Université Blaise Pascal (Clermont-Ferrand), le 11 Mai 2000.
Exposé au Seminaire du Laboratoire de Probabilites et Statistiques de l'Université Montpellier II , le 12 Mars 2001.
Exposé à l' International Workshop on Probability and Stochastic Analysis organisé par l'Université de Biskra (Algeria) avec le soutien de Department of Mathematics, KTH, Stockholm (Sweden) du 09-12 au 11-12 2003.
Exposé à l' International Workshop on Probability and Its Applications organisé par l'Université de Wuhan (China) 22-26 June 2004.

Séjour à l' étranger

Deux mois (du 01/05 au 30/06 2004) au College of Mathematics and Statistics, Wuhan University (China) : j'ai presenté un cours en troisieme cycle de 30H intitulé "Concentration inequalities and Applications".