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Ref. Titre Auteur(s) Date
tel-01632410 Lyapunov exponents of ergodic Schrödinger operators Metzger Florian 2017
tel-01597066 Limit theorems for Multilevel estimators with and without weights. Comparisons and applications Giorgi Daphné 2017
tel-01581818 Contribution to the study of the homogeneous Boltzmann equation Xu Liping 2017
tel-01562667 CONTRIBUTION TO THE STUDY OF THE HOMOGENEOUS BOLTZMANN EQUATION Xu Liping 2017
halshs-01467736 Stochastic Evolution of Distributions - Applications to CDS indices Bernis Guillaume Brunel Nicolas Kornprobst Antoine Scotti Simone 2017
hal-01635371 Scaling of sub-ballistic 1D Random Walks among biased Random Conductances Berger Quentin Salvi Michele 2017
hal-01631875 DIMER MODEL, BEAD MODEL AND STANDARD YOUNG TABLEAUX: FINITE CASES AND LIMIT SHAPES Sun Wangru 2017
hal-01619057 The beginnings of the soviet encyclopedia: Utopia and misery of mathematics in the political turmoils of the 1920s. Mazliak Laurent 2017
hal-01617472 Linking Statistical and Ecological Theory: Hubbell's Unified Neutral Theory of Biodiversity as a Hierarchical Dirichlet Process Harris Keith Parsons Todd L. Ijaz Umer Z. Lahti Leo Holmes Ian Quince Christopher 2017
hal-01617450 Dimension reduction for stochastic dynamical systems forced onto a manifold by large drift: a constructive approach with examples from theoretical biology Parsons Todd Rogers Tim 2017
hal-01614920 Probabilistic forecasting of the wind energy resource at the monthly to seasonal scale Alonzo Bastien Drobinski Philippe Plougonven Riwal Tankov Peter 2017
hal-01614758 Game Options in an Imperfect Market with Default Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès 2017
hal-01614741 American Options in an Imperfect Complete Market with Default Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès 2017
hal-01611560 Influence of microstructural parameters on the mechanical properties of oxide dispersion strengthened Fe-14Cr steels Dadé M. Malaplate J. Garnier J. De Geuser Frédéric Barcelo F. Wident P. Deschamps A. 2017
hal-01608945 A Hopf-algebraic approach to cumulants-moments relations and Wick polynomials Ebrahimi-Fard Kurusch Patras Frédéric Tapia Nikolas Zambotti Lorenzo 2017
hal-01598915 CUTOFF FOR A STRATIFIED RANDOM WALK ON THE HYPERCUBE Ben-Hamou Anna Peres Yuval 2017
hal-01598914 ESTIMATING GRAPH PARAMETERS VIA RANDOM WALKS WITH RESTARTS Ben-Hamou Anna Oliveira Roberto Peres Yuval 2017
hal-01598912 COMPARING MIXING TIMES ON SPARSE RANDOM GRAPHS Ben-Hamou Anna Lubetzky Eyal Peres Yuval 2017
hal-01596474 Adaptive p-value weighting with power optimality Durand Guillermo 2017
hal-01595875 Geodesics toward corners in first passage percolation Alexander Kenneth Berger Quentin 2017
hal-01593888 On Lasso refitting strategies Chzhen Evgenii Hebiri Mohamed Salmon Joseph 2017
hal-01586794 Area anomaly and generalized drift of iterated sums for hidden Markov walks Lopusanschi Olga Simon Damien 2017
hal-01582013 A closing lemma for polynomial automorphisms of C^2 Dujardin Romain 2017
hal-01576410 Annealed scaling for a charged polymer in dimensions two and higher Berger Quentin Den Hollander Frank Poisat Julien 2017
hal-01576409 Notes on Random Walks in the Cauchy Domain of Attraction Berger Quentin 2017
hal-01574094 Monte-Carlo acceleration: importance sampling and hybrid dynamic systems Chraïbi Hassane Dutfoy Anne Galtier Thomas Garnier Josselin 2017
hal-01574018 The free-fermionic $C^{(1)}_2$ loop model, double dimers and Kashaev's recurrence Melotti Paul 2017
hal-01568243 Existence and continuity of the flow constant in first passage percolation Rossignol Raphaël Théret Marie 2017
hal-01567129 Combinatorics for general kinetically constrained spin models Marêché Laure 2017
hal-01566968 Calibration and prediction of two nested computer codes Marque-Pucheu Sophie Perrin Guillaume Garnier Josselin 2017
hal-01562655 Nested polynomial trends for the improvement of Gaussian process-based predictors Perrin Guillaume Soize Christian Marque-Pucheu Sophie Garnier Josselin 2017
hal-01562618 Optimization by gradient boosting Biau Gérard Cadre Benoît 2017
hal-01561548 Random polymers on the complete graph Comets Francis Moreno Gregorio Ramirez Alejandro F. 2017
hal-01560832 Computing Individual Risks based on Family History in Genetic Disease in the Presence of Competing Risks Nuel G Lefebvre Antoine Bouaziz O 2017
hal-01557744 Harmonic measure for biased random walk in a supercritical Galton-Watson tree Lin Shen 2017
hal-01555892 On principal curves with a length constraint Delattre Sylvain Fischer Aurélie 2017
hal-01555188 Kardar-Parisi-Zhang equation with short-range correlated noise: Emergent symmetries and nonuniversal observables Mathey Steven Agoritsas Elisabeth Kloss Thomas Lecomte Vivien Canet Léonie 2017
hal-01552492 Weak uniqueness and density estimates for sdes with coefficients depending on some path-functionals Frikha Noufel Li Libo 2017
hal-01546288 Dynamics of a planar Coulomb gas Bolley François Chafai Djalil Fontbona Joaquín 2017
hal-01541185 Improving the Benjamini-Hochberg Procedure for Discrete Tests Döhler Sebastian Durand Guillermo Roquain Etienne 2017
hal-01533404 The split-and-drift random graph, a null model for speciation Bienvenu François Débarre Florence Lambert Amaury 2017
hal-01519983 The free energy in the Derrida--Retaux recursive model Hu Yueyun Shi Zhan 2017
hal-01517340 Activity statistics in a colloidal glass former: experimental evidence for a dynamical transition Abou Bérengère Colin Rémy Lecomte Vivien Pitard Estelle Van Wijland Frédéric 2017
hal-01517165 The coordination of centralised and distributed generation Aïd René Basei Matteo Pham Huyên 2017
hal-01516032 Non-Asymptotic Rates for Manifold, Tangent Space, and Curvature Estimation Aamari Eddie Levrard Clément 2017
hal-01514987 Algorithmic trading in a microstructural limit order book model Abergel Frédéric Huré Côme Pham Huyên 2017
hal-01511318 DNA melting structures in the generalized Poland-Scheraga model Berger Quentin Giacomin Giambattista Khatib Maha 2017
hal-01508497 Rules of calculus in the path integral representation of white noise Langevin equations Cugliandolo Leticia F. Lecomte Vivien 2017
hal-01508206 Finite-Size Scaling of a First-Order Dynamical Phase Transition: Adaptive Population Dynamics and an Effective Model Nemoto Takahiro Jack Robert L. Lecomte Vivien 2017
hal-01507054 Bismut-Elworthy-Li formulae for Bessel processes Elad Altman Henri 2017
hal-01504607 Identification of marginal causal relationships in gene networks from observational and interventional expression data Monneret Gilles Jaffrézic Florence Rau Andrea Zerjal Tatiana Nuel Grégory 2017
hal-01502048 On stochastic modified 3d navier-stokes equations with anisotropic viscosity Bessaih Hakima Millet Annie 2017
hal-01499659 The near-critical Gibbs measure of the branching random walk Pain Michel 2017
hal-01497914 Doubly Reflected BSDEs and ${\cal E}^{f}$-Dynkin games: beyond the right-continuous case Grigorova Miryana Imkeller Peter Ouknine Youssef Quenez Marie-Claire 2017
hal-01495788 Explicit expression for the stationary distribution of reflected brownian motion in a wedge Franceschi Sandro Raschel Kilian 2017
hal-01494187 Fixed effects selection in the linear mixed-effects model using adaptive ridge procedure for L0 penalty performance Adjakossa Eric Nuel Grégory 2017
hal-01494186 Profiled deviance for the multivariate linear mixed-effects model fitting Adjakossa Eric Nuel Grégory 2017
hal-01490993 Dynamical Symmetry Breaking and Phase Transitions in Driven Diffusive Systems Baek Yongjoo Kafri Yariv Lecomte Vivien 2017
hal-01490985 Finite-time and finite-size scalings in the evaluation of large deviation functions: Analytical study using a birth-death process Nemoto Takahiro Guevara Hidalgo Esteban Lecomte Vivien 2017
hal-01484800 How does geographical distance translate into genetic distance? Miro Pina Veronica Schertzer Emmanuel 2017
hal-01483585 Post hoc inference via joint family-wise error rate control Blanchard Gilles Neuvial Pierre Roquain Etienne 2017
hal-01466831 Mutations on a Random Binary Tree with Measured Boundary Duchamps Jean-Jil Lambert Amaury 2017
hal-01464530 New sharp Gagliardo-Nirenberg-Sobolev inequalities and an improved Borell-Brascamp-Lieb inequality Bolley François Cordero-Erausquin Dario Fujita Yasuhiro Gentil Ivan Guillin Arnaud 2017
hal-01464521 KINETICALLY CONSTRAINED LATTICE GASES: TAGGED PARTICLE DIFFUSION Blondel Oriane Toninelli C 2017
hal-01458419 Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint * El Karoui Nicole Hillairet Caroline Mrad Mohamed 2017
hal-01446063 Estimation of the joint distribution of random effects for a discretely observed diffusion with random effects Delattre Maud Genon-Catalot Valentine Larédo Catherine 2017
hal-01443468 Exact simulation of the jump times of a class of Piecewise Deterministic Markov Processes Lemaire Vincent Thieullen Michèle Thomas Nicolas 2017
hal-01431520 Perturbations by random matrices Benaych-Georges Florent Enriquez Nathanaël Michaïl Alkéos 2017
hal-01426652 Revealing the hidden structure of dynamic ecological networks Miele Vincent Matias Catherine 2017
hal-01412024 Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process Rey Clément 2017
hal-01403616 Optimal stopping with f -expectations: the irregular case Grigorova Miryana Imkeller Peter Ouknine Youssef Quenez Marie-Claire 2017
hal-01398292 Limit theorems for weighted and regular Multilevel estimators Giorgi Daphné Lemaire Vincent Pagès Gilles 2017
hal-01385585 Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix * Ismail Amine Pham Huyên 2017
hal-01383426 Positivity of the time constant in a continuous model of first passage percolation Gouéré Jean-Baptiste Théret Marie 2017
hal-01376983 Non density of stability for holomorphic mappings on P^k Dujardin Romain 2017
hal-01366489 L0 regularisation for the estimation of piecewise constant hazard rates in survival analysis Bouaziz O Nuel G 2017
hal-01332542 A time warping approach to multiple sequence alignment Arribas-Gil Ana Matias Catherine 2017
hal-01321645 Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion Honoré Igor Menozzi Stephane Pagès Gilles 2017
hal-01320498 Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via Optogenetics Renault Vincent Thieullen Michèle Trélat Emmanuel 2017
hal-01305929 Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications * Pham Huyên 2017
hal-01295549 Resolution of a large number of small random symmetric linear systems in single precision arithmetic on GPUs Abbas-Turki Lokman A. Graillat Stef 2017
hal-01248317 Bellman equation and viscosity solutions for mean-field stochastic control problem Pham Huyên Wei Xiaoli 2017
hal-01245867 A semiparametric extension of the stochastic block model for longitudinal networks Matias Catherine Rebafka Tabea Villers Fanny 2017
hal-01245479 Stability and Minimax Optimality of Tangential Delaunay Complexes for Manifold Reconstruction Aamari Eddie Levrard Clément 2017
hal-01234637 Vibrato and Automatic Differentiation for High Order Derivatives and Sensitivities of Financial Options Pages Gilles Pironneau Olivier Sall Guillaume 2017
hal-01222936 Product Markovian quantization of an R^d -valued Euler scheme of a diffusion process with applications to finance Lucio Fiorin Pagès Gilles Sagna Abass 2017
hal-01212018 Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options Goutte Stéphane Ismail Amine Pham Huyên 2017
hal-01154898 BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data Cosso Andrea Pham Huyên Xing Hao 2017
hal-01141801 Reflected BSDEs when the obstacle is not right-continuous and optimal stopping Grigorova Miryana Imkeller Peter Offen Elias Ouknine Youssef Quenez Marie-Claire 2017
hal-01104773 Ergodicity of robust switching control and nonlinear system of quasi variational inequalities Bayraktar Erhan Cosso Andrea Pham Huyên 2017
hal-01094046 The Li-Yau inequality and applications under a curvature-dimension condition Bakry Dominique Bolley François Gentil Ivan 2017
hal-00858083 A human proof of Gessel's lattice path conjecture Bostan Alin Kurkova Irina Raschel Kilian 2017
tel-01575418 Using Poisson processes for rare event simulation Walter Clément 2016
tel-01508922 Micro-macro analysis of heterogenous age-structured populations dynamics. Application to self-exciting processes and demography Boumezoued Alexandre 2016
tel-01508513 Optimal control of deterministic and stochastic neuron models, in finite and infinite dimension. Application to the control of neuronal dynamics via Optogenetics Renault Vincent 2016
tel-01495593 Holonomy fields and random matrices: invariance by braids and permutations. Gabriel Franck 2016
tel-01439330 Pathwise decompositions of Lévy processes: applications to epidemiological modeling Dávila Felipe Miraine 2016
tel-01411592 Around planar dimer models: Schur processes and integrable statistical mechanics on isoradial graphs Boutillier Cédric 2016
tel-01407254 Holonomy fields and random matrices : invariance by braids and permutations Gabriel Franck 2016
tel-01405437 Sovereign risk modelling and applications Li Jean-Francois, Shanqiu 2016
tel-01388458 THE GENERALIZED POLAND-SCHERAGA MODEL: A BIVARIATE RENEWAL APPROACH TO DNA DENATURATION Khatib Maha 2016
tel-01387393 Quelques résultats en statistiques des grandes dimensions Giuliani Marc-Antoine 2016
tel-01383637 Agents hétérogènes et formation des prix sur les marchés financiers Donier Jonathan 2016
tel-01376929 Concentration and compression over infinite alphabets, mixing times of random walks on random graphs Ben-Hamou Anna 2016
tel-01307921 Approches micro-macro des dynamiques de populations hétérogènes structurées par âge. Application aux processus auto-excitants et à la démographie. Boumezoued Alexandre 2016
tel-01297282 Asymptotic methods in stochastic control and applications in finance Cai Jiatu 2016
medihal-01414553 Vincent Vargas - La théorie conforme des champs de Liouville en dimension 2 Vargas Vincent Bastien Fanny 2016
inserm-01590360 Allergen immunotherapy for allergic rhinoconjunctivitis: protocol for a systematic review. Dhami Sangeeta Nurmatov Ulugbek Roberts Graham Pfaar Oliver Muraro Antonella Ansotegui Ignacio Calderon Moises Cingi Cemal Demoly Pascal Durham Stephen Van Wijk Ronald Gerth Halken Susanne Hamelmann Eckard Hellings Peter Jacobsen Lars Knol Edward Larenas ... 2016
halshs-01517884 Lines on the Horizon Jaeck Frédéric Guerraggio Angelo Mazliak Laurent 2016
hal-01609481 An optimal trading problem in intraday electricity markets Aïd René Gruet P. Pham H. 2016
hal-01562988 INSTITUTIONAL INVESTORS AND THE DEPENDENCE STRUCTURE OF ASSET RETURNS Cont Rama Wagalath Lakshithe 2016
hal-01539355 Resolution of a large number of small random symmetric linear systems in single precision arithmetic on GPUs Abbas-Turki L.A. Graillat Stef 2016
hal-01519215 Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs Grigorova Miryana Quenez Marie-Claire 2016
hal-01514653 Evolutionary consequences of behavioral diversity Stewart Alexander J. Parsons Todd L. Plotkin Joshua B. 2016
hal-01504794 Two-dimensional random interlacements and late points for random walks Comets Francis Popov Serguei Vachkovskaia Marina 2016
hal-01504789 Localization in log-gamma polymers with boundaries Comets Francis Nguyen Vu Lan 2016
hal-01504784 Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support Comets Francis Falconnet Mikael Loukianov Oleg Loukianova Dasha 2016
hal-01504779 Constrained information transmission on Erdös-Rényi graphs Comets Francis Gallesco Christophe Popov Serguei Vachkovskaia Marina 2016
hal-01504760 {\it Large deviations for the empirical measure of heavy tailed Markov renewal processes} Zambotti Lorenzo Mariani Mauro 2016
hal-01490976 Driven interfaces: from flow to creep through model reduction Agoritsas Elisabeth Garcia-Garcia Reinaldo Lecomte Vivien Truskinovsky Lev Vandembroucq Damien 2016
hal-01490969 Mutational pattern of a sample from a critical branching population Delaporte Cécile Lambert Amaury Achaz Guillaume 2016
hal-01490961 Testing for independence between evolutionary processes Behdenna Abdelkader Pothier Joël Abby Sophie Achaz Guillaume Lambert Amaury 2016
hal-01490942 Escape rate and singular limiting distributions for intermittent maps with holes Fernandez Bastien Demers Mark 2016
hal-01490927 Long signal change-point detection Biau Gérard Bleakley Kevin Mason David 2016
hal-01485689 Derivative pricing for a multicurve extension of the Gaussian, exponentially quadratic short rate model. Grbac Zorana Meneghello Laura Runggaldier Wolfgang J. 2016
hal-01485687 Approximate option pricing in the Lévy Libor model. Grbac Zorana Krief David Tankov Peter 2016
hal-01483210 How well can we quantify dust deposition to the ocean? Anderson R. F. Cheng H. Edwards R. L. Fleisher M. Q. Hayes C. T. Huang K.-F. Kadko D. Lam P. J. Landing W. M. Lao Y. Lu Y. Measures C. I. Moran S. B. Morton P. L. Ohnemus D. C. Robinson L. F. Shelley R. U. 2016
hal-01483209 Trace element and isotope deposition across the air-sea interface: progress and research needs Baker A. R. Landing W. M. Bucciarelli E. Cheize M. Fietz S. Hayes C. T. Kadko D. Morton P. L. Rogan N. Sarthou G. Shelley Rachel U. Shi Z. Shiller A. Hulten M. M. P. 2016
hal-01482529 Dynamics done with your bare hands: Lecture notes by Diana Davis, Bryce Weaver, Roland K. W. Roeder, Pablo Lessa Dal'Bo Françoise Ledrappier François Wilkinson Amie 2016
hal-01474924 Refine penetrance estimates in the main pathogenic variants of transthyretin hereditary (familial) amyloid polyneuropathy (TTR-FAP) using a new non-parametric approach (NPSE) Gorram Farida Alarcon Flora Perdry Hervé Hébrard Bérénice Damy Thibaud Fanen Pascale Funalot Benoît Nuel Gregory Planté-Bordeneuve And Violaine 2016
hal-01465592 Micropore-induced capillarity enhances bone distribution in vivo in biphasic calcium phosphate scaffolds Rustom L. E. Boudou T. Lou S. Y. Pignot-Paintrand I. Nemke B. W. Lu Y. Markel M. D. Picart C. Johnson A. W. 2016
hal-01464483 Analyse exploratoire par k-Coclustering avec Khiops CoViz Guerraz Bruno Boullé Marc Gay Dominique Lemaire Vincent Clérot Fabrice 2016
hal-01440112 INFRARED COLOR SELECTION OF MASSIVE GALAXIES AT z \textgreater 3 Wang T. Elbaz D. Schreiber C. Pannella M. Shu X. Willner S. P. Ashby M. L. N. Huang J. -S. Fontana A. Dekel A. Daddi E. Ferguson H. C. Dunlop J. Ciesla L. Koekemoer A. M. Giavalisco M. Boutsia K. Finkelstein S. Juneau S. Barro G. Koo D. C. Michalowski M. ... 2016
hal-01436950 Robust imaging with electromagnetic waves in noisy environments Borcea Liliana Garnier Josselin 2016
hal-01436949 Incoherent shock waves in long-range optical turbulence Xu Gang Garnier Josselin Faccio Daniele Trillo Stefano Picozzi Antonio 2016
hal-01436935 Passive synthetic aperture imaging with limited noise sources Garnier Josselin 2016
hal-01436934 Weak Langmuir optical turbulence in a fiber cavity Xu Gang Garnier Josselin Mussot Arnaud Trillo Stefano Churkin, D.V. Nikita Tarasov Picozzi Antonio 2016
hal-01436895 Robust seismic velocity change estimation using ambient noise recordings Daskalakis Emmanouil Evangelidis C.P. Garnier Josselin N.S. Melis Papanicolaou George Tsogka Chrysoula 2016
hal-01436827 Apparent attenuation of shear waves propagating through a randomly stratified anisotropic medium Garnier Josselin Sølna Knut 2016
hal-01436819 Polarization effects for electromagnetic wave propagation in random media Borcea Liliana Garnier Josselin 2016
hal-01436816 Spectroscopic imaging of a dilute cell suspension Ammari Habib Garnier Josselin Giovangigli Laure Jing Wenjia Seo Jin Keun 2016
hal-01436806 Derivation of a one-way radiative transfer equation in random media Borcea Liliana Garnier Josselin 2016
hal-01435004 Cohort effect in survival analysis: a change-point perspective Bouaziz Olivier Nuel Grégory 2016
hal-01429068 Improving the Prediction Cost of Drift Handling Algorithms by Abstaining Loeffel Pierre-Xavier Lemaire Vincent Marsala Christophe Detyniecki Marcin 2016
hal-01427253 Breakpoint Model for Logistic Regression and Application to the detection of G x E Interactions Nuel Grégory Alarcon Flora 2016
hal-01426812 The $Z$-invariant massive Laplacian on isoradial graphs Boutillier Cédric De Tilière Béatrice Raschel Kilian 2016
hal-01423324 The Z-invariant Ising model via dimers Boutillier Cédric De Tilière Béatrice Raschel Kilian 2016
hal-01417203 Mixed generalized Dynkin game and stochastic control in a Markovian framework Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès 2016
hal-01415449 On empirical distribution function of high-dimensional {G}aussian vector components with an application to multiple testing Delattre Sylvain Roquain Etienne 2016
hal-01415440 An Adaptive Ridge Procedure for L 0 Regularization Nuel Gregory Frommlet Florian 2016
hal-01415437 Counting Regular Expressions in Degenerated Sequences Through Lazy Markov Chain Embedding Nuel Gregory Delos Vincent 2016
hal-01415426 Quantifying age-dependent extinction from species phylogenies Lambert Amaury Alexander H.K. Stadler T. 2016
hal-01415420 Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs Quenez Marie-Claire Grigorova Miryana 2016
hal-01413829 The probability that two random integers are coprime Bureaux Julien Enriquez Nathanaël 2016
hal-01413228 THE POISSON-VORONOI CELL AROUND AN ISOLATED NUCLEUS Calka Pierre Demichel Yann Enriquez Nathanaël 2016
hal-01413024 Modèles de polymère, transition d'accrochage, et désordre Berger Quentin 2016
hal-01403845 Séminaire de Probabilités XLVIII Beiglböck Mathias Huesmann Martin Stebegg Florian Juillet Nicolas Pagès Gilles Taguchi Dai Devulder Alexis Barczy Mátyás Kern Peter Bailleul Ismaël Angst Jürgen Tardif Camille Privault Nicolas Behme Anita Lindner Alexander Maejima Makoto Lecouvey Cédric R ... 2016
hal-01402104 Long time behavior in locally activated random walks Meunier Nicolas Mouhot Clément Roux Raphaël 2016
hal-01400952 Eigenrange: A Robust Spectral Method for Dimensionality Reduction Kharouf Malika Rebafka Tabea Sokolovska Nataliya 2016
hal-01396602 Risk management for whales Cont Rama Wagalath Lakshithe 2016
hal-01396590 Weak approximations for martingale representations Lu Yi Cont Rama 2016
hal-01396583 Stochastic integration by parts and Functional Ito calculus (Lectures Notes of the Barcelona Summer School on Stochastic Analysis, Centro de Recerca de Matematica, July 2012) Cont Rama Bally Vlad Caramellino Lucia 2016
hal-01396577 Rates of convergence of rho-estimators for sets of densities satisfying shape constraints Baraud Yannick Birgé Lucien 2016
hal-01396568 Extreme current fluctuations of boundary-driven systems in the large-N limit Baek Yongjoo Kafri Yariv Lecomte Vivien 2016
hal-01396562 Population-dynamics method with a multicanonical feedback control Nemoto Takahiro Bouchet Freddy Jack Robert L. Lecomte Vivien 2016
hal-01396558 Distribution of zeros in the rough geometry of fluctuating interfaces Zamorategui Arturo Lecomte Vivien Kolton Alejandro B. 2016
hal-01396544 Discreteness effects in population dynamics Guevara Hidalgo Esteban Lecomte Vivien 2016
hal-01394651 Recovering the Brownian Coalescent Point Process from the Kingman Coalescent by Conditional Sampling Lambert Amaury Schertzer Emmanuel 2016
hal-01393137 Optimal Real-Time Bidding Strategies Fernandez Tapia Joaquin Guéant Olivier Lasry Jean Michel 2016
hal-01393134 The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms Fermanian Jean-David Guéant Olivier Pu Jiang 2016
hal-01392920 Multivariate Intensity Estimation via Hyperbolic Wavelet Selection Akakpo Nathalie 2016
hal-01391939 CUTOFF AT THE " ENTROPIC TIME " FOR SPARSE MARKOV CHAINS Bordenave Charles Caputo Pietro Salez Justin 2016
hal-01389938 Algebraic renormalisation of regularity structures Bruned M Hairer M Zambotti L 2016
hal-01388022 Generalized Dynkin games and doubly reflected BSDEs with jumps Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès 2016
hal-01378473 Multivariate Longitudinal Analysis with Bivariate Correlation Test Adjakossa Eric Houngla Sadissou Ibrahim Hounkonnou Mahouton Norbert Nuel Gregory 2016
hal-01377788 Daylight imaging for virtual reflection seismology} Garnier Josselin 2016
hal-01377786 Ghost imaging in the random paraxial regime Garnier Josselin 2016
hal-01377785 Apparent attenuation of shear waves propagating through a stratified anisotropic medium Garnier Josselin Sølna Knut 2016
hal-01377783 Polarization effects for electromagnetic wave propagation in random media Garnier Josselin Borcea L. 2016
hal-01377780 Spectroscopic imaging of a dilute cell suspension Garnier Josselin Giovangigli Laure Ammari Habib Jing Wenjia Seo Jin Keun 2016
hal-01377774 Derivation of a one-way radiative transfer equation Garnier Josselin Borcea L. 2016
hal-01377770 Fourth-moment analysis for beam propagation in the white-noise paraxial regime Garnier Josselin Solna Knut 2016
hal-01377765 Passive Imaging with Ambient Noise. Garnier Josselin Papanicolaou G. 2016
hal-01377694 Power countings versus physical scalings in disordered elastic systems – Case study of the one-dimensional interface Agoritsas Elisabeth Lecomte Vivien 2016
hal-01376925 WEIGHTED SAMPLING WITHOUT REPLACEMENT Ben-Hamou Anna Peres Yuval Salez Justin 2016
hal-01375901 Pattern Coding Meets Censoring: (almost) Adaptive Coding on Countable Alphabets Ben-Hamou Anna Boucheron Stephane Gassiat Elisabeth 2016
hal-01374519 Spectral atoms of unimodular random trees Salez Justin 2016
hal-01373949 ON THE WEAK APPROXIMATION OF A SKEW DIFFUSION BY AN EULER-TYPE SCHEME Frikha N 2016
hal-01373940 ON THE FIRST HITTING TIMES FOR ONE-DIMENSIONAL ELLIPTIC DIFFUSIONS Frikha Noufel Kohatsu-Higa Arturo Li Libo 2016
hal-01370425 A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with Ef-Expectations Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès 2016
hal-01368322 Decoupled polarization dynamics of incoherent waves and bimodal spectral incoherent solitons Fusaro Adrien Garnier Josselin Michel Claire Xu Gang Fatome Julien Wright Logan Wise Frank Picozzi Antonio 2016
hal-01367760 The different asymptotic regimes of nearly unstable autoregressive processes Rosenbaum Mathieu Jaisson Thibault 2016
hal-01367756 Optimal discretization of hedging strategies with directional views Cai Jiatu Fukasawa Masaaki Rosenbaum Mathieu Tankov Peter 2016
hal-01367752 Statistical inference versus mean field limit for Hawkes processes Fournier Nicolas Delattre Sylvain 2016
hal-01367717 Velocity of the L-branching Brownian motion Pain Michel 2016
hal-01362825 Pinning of a renewal on a quenched renewal Alexander Kenneth S. Berger Quentin 2016
hal-01362059 Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem Bandini Elena Cosso Andrea Fuhrman Marco Pham Huyên 2016
hal-01361829 The densest subgraph problem in sparse random graphs Salez Justin Anantharam Venkat 2016
hal-01361825 The interpolation method for random graphs with prescribed degrees Salez Justin 2016
hal-01361811 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data by Yao, F., Wu, Y. and Zou, J. Biau Gérard Levrard Clément 2016
hal-01361770 A general HJM framework for multiple yield curve modeling Cuchiero Christa Fontana Claudio Gnoatto Alessandro 2016
hal-01361730 Generalized Poland-Scheraga denaturation model and two-dimensional renewal processes Giacomin Giambattista Khatib Maha 2016
hal-01361671 Fixation probability in a two-locus intersexual selection model Guillermo Durand Lessard Sabin 2016
hal-01360876 The difficulties of scientific life in occupied France Mazliak Laurent 2016
hal-01358648 Entropic Ricci curvature bounds for discrete interacting systems Fathi Max Maas Jan 2016
hal-01356511 Lebein, a snake venom disintegrin, suppresses human colon cancer cells proliferation and tumor-induced angiogenesis through cell cycle arrest, apoptosis induction and inhibition of VEGF expression Zakraoui Ons Marcinkiewicz Cezary Aloui Zohra Othman Houcemeddine Grépin Renaud Haoues Meriam Essafi Makram Srairi-Abid Najet Gasmi Ammar Karoui Habib Pagès Gilles Essafi-Benkhadir Khadija 2016
hal-01355715 A note on dynamical models on random graphs and Fokker-Planck equations Delattre Sylvain Giacomin Giambattista Luçon Eric 2016
hal-01350894 Finite-Time and -Size Scalings in the Evaluation of Large Deviation Functions Part II: Numerical Approach in Continuous Time Guevara Hidalgo Esteban Nemoto Takahiro Lecomte Vivien 2016
hal-01350893 Finite-Time and -Size Scalings in the Evaluation of Large Deviation Functions Part I: Analytical Study using a Birth-Death Process Nemoto Takahiro Guevara Hidalgo Esteban Lecomte Vivien 2016
hal-01349773 Robustness of the Parsimonious Reconciliation Method in Cophylogeny Urbini Laura Matias Catherine Sagot Marie-France Sinaimeri Blerina 2016
hal-01348828 Optimal trading policies for wind energy producer Tan Zongjun Tankov Peter 2016
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PMA-1665 Combinatorial theory of permutation-invariant random matrices II: cumulants, freeness and Levy processes. F. GABRIEL 2015
PMA-1664 The high-temperature behavior for the directed polymer in dimension 1+2. Q. BERGER, H. LACOIN 2015
PMA-1663 Finite-size corrections to the speed of a branching-selection process. F. COMETS, A. CORTINES 2015
PMA-1662 Statistical clustering of temporal networks through a dynamic stochastic block model. C. MATIAS, V. MIELE 2015
PMA-1661 The Mirrors Model : Macroscopic Diffusion Without Noise or Chaos. Y. CHIFFAUDEL, R. LEFEVERE 2015
PMA-1660 Population viewpoint on Hawkes processes. A. BOUMEZOUED 2015
PMA-1659 BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. A. COSSO, H. PHAM, H. XING 2015
PMA-1658 On the limiting law of the length of the longest common and increasing subsequences in random words. J.-C. BRETON, C. HOUDRÉ 2015
PMA-1657 Limiting results for the free energy of directed polymers in random environment with unbounded jumps. F. COMETS, R. FUKUSHIMA, S. NAKAJIMA, N. YOSHIDA 2015
PMA-1656 Dimers on Rail Yard Graphs. C. BOUTILLIER, J. BOUTTIER, G. CHAPUY, S. CORTEEL, S. RAMASSAMY 2015
PMA-1655 TVA on American options. L.A. ABBAS-TURKI, M. MIKOU 2015
PMA-1654 Density estimates for SDEs driven by tempered stable processes. L. HUANG 2015
PMA-1653 Pinning on a defect line: characterization of marginal disorder relevance and sharp asymptotics for the critical point shift. Q. BERGER, H. LACOIN 2015
PMA-1652 Cutoff for non-backtracking random walks on sparse random graphs. A. BEN-HAMOU, J. SALEZ 2015
PMA-1651 The Z-invariant massive Laplacian on isoradial graphs. C. BOUTILLIER, B. DE TILIÈRE, K. RASCHEL 2015
PMA-1650 Localization in log-gamma polymers with boundaries. F. COMETS, V.-L. NGUYEN 2015
PMA-1649 Tail index estimation, concentration and adaptivity. S. BOUCHERON, M. THOMAS 2015
PMA-1648 Height and diameter of Brownian tree. M. WANG 2015
PMA-1647 Combinatorial theory of permutation-invariant random matrices I: partitions, geometry and renormalization. F. GABRIEL 2015
PMA-1646 Path-dependent equations and viscosity solutions in infinite dimension. A. COSSO, S. FEDERICO, F. GOZZI, M. ROSESTOLATO, N. TOUZI 2015
PMA-1645 Two-dimensional random interlacements and late points for random walks. F. COMETS, S. POPOV, M. VACHKOVSKAIA 2015
PMA-1644 Continuity of the asymptotic shape of the supercritical contact process. O. GARET, R. MARCHAND, M. THÉRET 2015
PMA-1643 Comparison of some recent methods in adaptive density estimation for biased data. F. COMTE, T. REBAFKA 2015
PMA-1642 An optimal trading problem in intraday electricity markets. R. AÏD, P. GRUET, H. PHAM 2015
PMA-1641 Ergodicity of robust switching control and nonlinear system of quasi variational inequalities. E. BAYRAKTAR, A. COSSO, H. PHAM 2015
PMA-1640 Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications. A. BEN-HAMOU, S. BOUCHERON, M.I. OHANNESSIAN 2015
PMA-1639 Planar Markovian Holonomy Fields. F. GABRIEL 2015
PMA-1638 Weak approximation of martingale representations. R. CONT, Y. LU 2015
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hal-01023942 On exceptional times for generalized Fleming-Viot processes with mutations Berestycki J. Doering L. Mytnik L. Zambotti L. 2014
hal-01023784 Perfect sampling algorithm for Schur processes Betea Dan Boutillier Cédric Bouttier Jérémie Chapuy Guillaume Corteel Sylvie Vuletić Mirjana 2014
hal-01022959 Optimal simulation schemes for Lévy driven stochastic differential equations Kohatsu-Higa A. Ortiz-Latorre S. Tankov P. 2014
hal-01021272 Investment/Consumption Problem in Illiquid Markets with Regime-Switching Gassiat P. Gozzi F. Pham H. 2014
hal-01020721 Stochastic orderings with respect to a capacity and an application to a financial optimization problem Grigorova M. 2014
hal-01020707 Probability estimation with machine learning methods for dichotomous and multi-category outcome: Theory Kruppa J. Liu Yehan Biau G. Kohler M. König I.R. Malley James D. Ziegler A. 2014
hal-01020639 Deux méthodes d'apprentissage non supervisé : synthèse sur la méthode des centres mobiles et présentation des courbes principales Fischer A. 2014
hal-01020600 Spectral long-range interaction of temporal incoherent solitons Xu Gang Garnier Josselin Picozzi Antonio 2014
hal-01020594 Calibration and improved prediction of computer models by universal Kriging Bachoc Francois Bois Guillaume Garnier Josselin Martinez Jean-Marc 2014
hal-01020018 Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field Arguin L.-P. Zindy O. 2014
hal-01020002 Bid and ask prices as non-linear continuous time G-expectations based on distortions Eberlein E. Madan D. Pistorius M. Yor M. 2014
hal-01019993 Two price economies in continuous time Eberlein E. Madan D. Pistorius M. Schoutens W. Yor M. 2014
hal-01019906 Upper large deviations for maximal flows through a tilted cylinder Théret M. 2014
hal-01019601 Entropy rigidity of symmetric spaces without focal points Ledrappier F. Shu L. 2014
hal-01019530 Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property Labbé C. 2014
hal-01019472 A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization Kharroubi I. Langrené N. Pham H. 2014
hal-01019308 Optimal Exponential Bounds on the Accuracy of Classification Kerkyacharian G. Tsybakov A.B. Temlyakov V. Picard D. Koltchinskii V. 2014
hal-01018542 Coherence Stability and Effect of Random Natural Frequencies in Populations of Coupled Oscillators Giacomin G. Luçon E. Poquet C. 2014
hal-01018537 Log-periodic critical amplitudes: a perturbative approach. Derida B. Giacomin G. 2014
hal-01017967 Principal minors Pfaffian half-tree theorem De Tilière B. 2014
hal-01017930 Central clearing of OTC derivatives: Bilateral vs multilateral netting Cont R. Kokholm T. 2014
hal-01017794 A reconstruction algorithm for ultrasound-modulated diffuse optical tomography Ammari Habib Bossy Emmanuel Garnier Josselin Nguyen Loc Hoang Seppecher Laurent 2014
hal-01017793 Paraxial Coupling of Propagating Modes in Three-Dimensional Waveguides with Random Boundaries Borcea Liliana Garnier Josselin 2014
hal-01017790 Role of Scattering in Virtual Source Array Imaging Garnier Josselin Papanicolaou George 2014
hal-01017778 Backpropagation imaging in nonlinear harmonic holography in the presence of measurement and medium noises Ammari Habib Garnier Josselin Millien Pierre 2014
hal-01017774 Target identification using dictionary matching of generalized polarization tensors Ammari Habib Boulier Thomas Garnier Josselin Jing Wenjia Kang Hyeonbae Wang Han 2014
hal-01017771 Mathematical modeling of fluorescence diffuse optical imaging of cell membrane potential changes Ammari Habib Garnier Josselin Giovangigli Laure 2014
hal-01017768 Scintillation in the white-noise paraxial regime Garnier Josselin Solna Knut 2014
hal-01017371 Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments Genon-Catalot V. Laredo C. 2014
hal-01017355 Phylogenetic analysis accounting for age-dependent death and sampling with applications to epidemics Lambert A. Alexander H.K. Stadler T. 2014
hal-01017322 Asymptotic sampling formulae for Λ-coalescents Berestycki J. Berestycki N. Limic V. 2014
hal-01017300 Dynkin games in a general framework. Corrigendum Kobylanski M. Quenez M.-C. Campagnolle M.R. De 2014
hal-01017297 Dynkin games in a general framework Kobylanski M. Quenez M.-C. Campagnolle M.R. De 2014
hal-01011501 Fluctuations at the edges of the spectrum of the full rank deformed GUE Capitaine Mireille Péché S. 2014
hal-01009756 Asymptotically optimal discretization of hedging strategies with jumps Rosenbaum M. Tankov P. 2014
hal-01009749 Iterating Brownian motions, Ad Libitum Curien N. Konstantopoulos T. 2014
hal-01003097 The Compulsive Gambler Process Aldous David Lanoue Daniel Salez Justin 2014
hal-00997994 Explicit investment rules with time-to-build and uncertainty Aid René Federico Salvatore Pham Huyen Villeneuve Bertrand 2014
hal-00991109 Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity Choukroun Sébastien Cosso Andrea 2014
hal-00988773 Finite-size effects in a mean-field kinetically constrained model: dynamical glassiness and quantum criticality Nemoto Takahiro Lecomte Vivien Sasa Shin-Ichi Van Wijland Frédéric 2014
hal-00988225 The weak convergence of regenerative processes using some excursion path decompositions Lambert A. Simatos F. 2014
hal-00988216 A Skew stochastic heat equation Bounebache S.K. Zambotti L. 2014
hal-00988195 A small-time coupling between Λ-coalescents and branching processes Berestycki J. Berestycki N. Limic V. 2014
hal-00988173 Maximal stream and minimal cutset for first passage percolation through a domain of ℝd Cerf R. Théret M. 2014
hal-00988171 The Seneta-Heyde scaling for the branching random walk Aidekon E. Shi Z. 2014
hal-00988168 Characterization of positively correlated squared Gaussian processes Eisenbaum N. 2014
hal-00988157 Testing monotonicity via local least concave majorants Akakpo N. Balabdaoui F. Durot C. 2014
hal-00983930 The interpolation method for random graphs with prescribed degrees Salez Justin 2014
hal-00980479 Weak shape theorem in first passage percolation with infinite passage times Cerf Raphaël Théret Marie 2014
hal-00976413 Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support Comets Francis Falconnet Mikael Loukianov Oleg Loukianova Dasha 2014
hal-00976006 Thomas Bayes' walk on manifolds Castillo I. Kerkyacharian G. Picard D. 2014
hal-00976004 Model selection for density estimation with L2 -loss Birgé L. 2014
hal-00974831 Ramsey Rule with Progressive utility and Long Term Affine Yields Curves El Karoui Nicole Mrad Mohamed Hillairet Caroline 2014
hal-00974815 Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling El Karoui Nicole Hillairet Caroline Mrad Mohamed 2014
hal-00962241 The potential energy of biased random walks on trees Hu Yueyun Shi Zhan 2014
hal-00960415 Universality for one-dimensional hierarchical coalescence processes with double and triple merges Faggionato A. Roberto C. Toninelli C. 2014
hal-00955505 Increasing paths on N-ary trees Chen Xinxin 2014
hal-00952361 About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes Stephane Boucheron Gassiat Elisabeth Ohannessian Mesrob 2014
hal-00951159 A necessary and su cient condition for the non-trivial limit of the derivative martingale in a branching random walk Chen Xinxin 2014
hal-00948421 Modeling heterogeneity in random graphs through latent space models: a selective review Matias Catherine Robin Stéphane 2014
hal-00944777 Estimating composite functions by model selection Baraud Y. Birgé L. 2014
hal-00942130 Generalized density approach in progressive enlargement of filtrations Jiao Ying Li Shanqiu 2014
hal-00937312 On least favorable configurations for step-up-down tests Blanchard G. Dickhaus T. Roquain E. Villers F. 2014
hal-00937301 Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient Guy R. Laredo C. Vergu E. 2014
hal-00937055 The price impact of order book events Cont R. Kukanov A. Stoikov S. 2014
hal-00935174 Paul Lévy and Maurice Fréchet : 50 Years of Correspondence in 107 Letters Barbut M. Locker B. Mazliak L. 2014
hal-00935038 Limit theorems for nearly unstable Hawkes processes: Version with technical appendix Jaisson Thibault Rosenbaum Mathieu 2014
hal-00934596 Existence of measures of maximal entropy for Cr interval maps Burguet D. 2014
hal-00933935 Critical Ising model and spanning trees partition functions De Tilière B. 2014
hal-00933523 Generalized polarization tensors for shape description Ammari Habib Garnier Josselin Kang Hyeonbae Lim Mikyoung Yu Sanghyeon 2014
hal-00933500 Target detection and characterization from electromagnetic induction data Ammari Habib Chen Junqing Chen Zhiming Garnier Josselin Volkov Darko 2014
hal-00920660 Multilevel Richardson-Romberg extrapolation Lemaire Vincent Pagès Gilles 2014
hal-00913075 Effect of disorder geometry on the critical force in disordered elastic systems Démery Vincent Lecomte Vivien Rosso Alberto 2014
hal-00908575 Some recent results in rare event estimation Caron Virgile Guyader Arnaud Munoz Zuniga Miguel Tuffin Bruno 2014
hal-00868922 A note on the second order universality at the edge of Coulomb gases on the plane Chafaï Djalil Péché Sandrine 2014
hal-00865092 Piecewise deterministic Markov process - recent results Azaïs Romain Bardet Jean-Baptiste Genadot Alexandre Krell Nathalie Zitt Pierre-André 2014
hal-00864579 Splitting up method for the 2D stochastic Navier-Stokes equations Bessaih Hakima Brzezniak Zdzislaw Millet Annie 2014
hal-00863653 Largest eigenvalues and eigenvectors of band or sparse matrices Benaych-Georges Florent Péché Sandrine 2014
hal-00851592 A Global Homogeneity Test for High-Dimensional Linear Regression Charbonnier Camille Verzelen Nicolas Villers Fanny 2014
hal-00843003 Is there a fractional breakdown of the Stokes-Einstein relation in Kinetically Constrained Models at low temperature? Blondel Oriane Toninelli Cristina 2014
hal-00840185 The small noise limit of order-based diffusion processes Jourdain Benjamin Reygner Julien 2014
hal-00826898 On the Eve property for CSBP Duquesne Thomas Labbé Cyril 2014
hal-00823219 The CRT is the scaling limit of random dissections Curien Nicolas Haas Bénédicte Kortchemski Igor 2014
hal-00819221 The shape of large balls in highly supercritical percolation Basdevant Anne-Laure Enriquez Nathanaël Gerin Lucas Gouéré Jean-Baptiste 2014
hal-00809313 Recursive marginal quantization of the Euler scheme of a diffusion process Pagès Gilles Sagna Abass 2014
hal-00795403 Asymptotic lower bounds in estimating jumps Clement Emmanuelle Delattre Sylvain Gloter Arnaud 2014
hal-00773708 Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps Quenez Marie-Claire Sulem Agnès 2014
hal-00769741 Central limit theorems for linear statistics of heavy tailed random matrices Benaych-Georges Florent Guionnet Alice Male Camille 2014
hal-00767885 Convex order for path-dependent derivatives: a dynamic programming approach Pagès Gilles 2014
hal-00746679 Localization and delocalization for heavy tailed band matrices Benaych-Georges Florent Péché Sandrine 2014
hal-00744629 Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment Comets Francis Falconnet Mikael Loukianov Oleg Loukianova Dasha Matias Catherine 2014
hal-00738115 Asymptotic equivalence for nonparametric diffusion and Euler scheme experiments Genon-Catalot Valentine Larédo Catherine 2014
hal-00732683 On the stochastic Strichartz estimates and the stochastic nonlinear Schrödinger equation on a compact riemannian manifold Brzezniak Zdzislaw Millet Annie 2014
hal-00686682 Large time asymptotics for the fluctuation SPDE in the Kuramoto synchronization model Lucon Eric 2014
hal-00680873 Poisson–Dirichlet statistics for the extremes of a log-correlated Gaussian field Arguin Louis-Pierre Zindy Olivier 2014
hal-00665033 About adaptive coding on countable alphabets Bontemps Dominique Boucheron Stéphane Gassiat Elisabeth 2014
hal-00653808 Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions Lebovits Joachim Lévy Véhel Jacques Herbin Erick 2014
hal-00653150 Multifractional Stochastic volatility models Corlay Sylvain Lebovits Joachim Lévy Véhel Jacques 2014
hal-00637304 Information Transmission under Random Emission Constraints Comets Francis Delarue François Schott René 2014
hal-00632783 Testing over a continuum of null hypotheses with False Discovery Rate control Blanchard Gilles Delattre Sylvain Roquain Etienne 2014
hal-00609435 From flows of Lambda-Fleming-Viot processes to lookdown processes via flows of partitions Labbé Cyril 2014
hal-00370948 The Moravian crossroads. Mathematics and mathematicians in Brno between German traditions and Czech hopes Mazliak Laurent Sisma Pavel 2014
hal-00122105 Lattice convex chains in the plane Bureaux Julien Enriquez Nathanael 2014
PMA-1637 Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations. A. COSSO, C. DI GIROLAMI, F. RUSSO 2014
PMA-1636 Long time asymptotics for fully nonlinear Bellman equations: a Backward SDE approach. A. COSSO, M. FUHRMAN, H. PHAM 2014
PMA-1635 Time reversal dualities for some random forests. M. DÁVILA FELIPE & A. LAMBERT 2014
PMA-1634 Robust feedback switching control: dynamic programming and viscosity solutions. E. BAYRAKTAR, A. COSSO, H. PHAM 2014
PMA-1633 A multi-step Richardson-Romberg extrapolation method for stochastic approximation. N. FRIKHA, L. HUANG 2014
PMA-1632 A central limit theorem for the length of the longest common subsequence in random words. C. HOUDRE, Ü. ISLAK 2014
PMA-1631 The Mezard-Parisi equation for matchings in pseudo-dimension d>1. J. SALEZ 2014
PMA-1630 Feynman-Kac representation of fully nonlinear PDEs and applications. H. PHAM 2014
PMA-1629 Long time asymptotics for optimal investment. H. PHAM 2014
PMA-1628 The Matsumoto and Yor process and infinite dimensional hyperbolic space. Ph. BOUGEROL 2014
PMA-1627 Sample genealogy and mutational patterns for critical branching populations. G. ACHAZ, C. DELAPORTE, A. LAMBERT 2014
PMA-1626 Convex order for path-dependent derivatives: a dynamic programming approach. G. PAGÈS 2014
PMA-1625 Introduction to optimal vector quantization and its applications for numerics. G. PAGÈS 2014
PMA-1624 Greedy vector quantization. H. LUSCHGY, G. PAGÈS 2014
PMA-1623 Optimal discretization of hedging strategies with directional views. J. CAI, M. FUKASAWA, M. ROSENBAUM, P. TANKOV 2014
PMA-1622 Recursive marginal quantization of an Euler scheme with applications to local volatility models. A. SAGNA, G. PAGÈS 2014
PMA-1621 The Compulsive Gambler Process. D. ALDOUS, D. LANOUE, J. SALEZ 2014
PMA-1620 Explicit investment rules with time-to-build and uncertainty. R. AID, S. FEDERICO, H. PHAM, B. VILLENEUVE 2014
PMA-1619 Population Dynamics of Globally Coupled Degrade-and-Fire Oscillators. A. BLUMENTHAL, B. FERNANDEZ 2014
PMA-1618 Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity. S. CHOUKROUN, A. COSSO 2014
PMA-1617 Finite size effects in a mean-field kinetically constrained model: dynamical glassiness and quantum criticality. T. NEMOTO, V. LECOMTE, S.-I. SASA, F. VAN WIJLAND 2014
PMA-1616 The interpolation method for random graphs with prescribed degrees. J. SALEZ 2014
PMA-1615 Fick's law in a random lattice Lorentz gas. R. LEFEVERE 2014
PMA-1614 Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support. F. COMETS, M. FALCONNET, O. LOUKIANOV, D. LOUKIANOVA 2014
PMA-1613 Weak shape theorem in first passage percolation with infinite passage times. R. CERF, M. THÉRET 2014
PMA-1612 Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one. J. DEDECKER, A. FISCHER, B. MICHEL 2014
PMA-1611 About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes. S. BOUCHERON, E. GASSIAT, M. OHANNESSIAN 2014
PMA-1610 Density Bounds for some Degenerate Stable Driven SDEs. L. HUANG, S. MENOZZI 2014
PMA-1609 A human proof of Gessel's lattice path conjecture. A. BOSTAN, I. KURKOVA, K. RASCHEL 2014
PMA-1608 A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs. A. COSSO, F. RUSSO 2014
PMA-1607 Limit theorems for nearly unstable Hawkes processes: Version with technical appendix. T. JAISSON, M. ROSENBAUM 2014
PMA-1606 Critical Ising model and spanning trees partition functions. B. DE TILIÈRE 2014
PMA-1605 Capital distribution and portfolio performance in the mean-field Atlas model. B. JOURDAIN, J. REYGNER 2014
tel-00966053 SYNCHRONIZATION AND PHASE REDUCTION IN INTERACTING STOCHASTIC SYSTEMS Poquet Christophe 2013
tel-00957985 Estimation non-paramétrique dans les problèmes inverses à opérateur bruité Vareschi Thomas 2013
tel-00920308 Branching random walks with selection Chen Xinxin 2013
tel-00915519 Arbres et Cartes aléatoires Curien Nicolas 2013
tel-00913896 KINETICALLY CONSTRAINED PARTICLE SYSTEMS ON A LATTICE Blondel Oriane 2013
tel-00913510 Contributions à la modélisation de la dépendance stochastique Lebrun Régis 2013
tel-00909569 Exactly solvable models of two-dimensional statistical mechanics: the Ising model, dimers and spanning trees De Tilière Béatrice 2013
tel-00905886 A multiscale study of stochastic spatially-extended conductance-based models for excitable systems Genadot Alexandre 2013
tel-00881002 Parametric estimation of covariance function in Gaussian-process based Kriging models. Application to uncertainty quantification for computer experiments Bachoc François 2013
tel-00878599 QUELQUES LIENS ENTRE LA THÉORIE DE L'INTÉGRATION NON-ADDITIVE ET LES DOMAINES DE LA FINANCE ET DE L'ASSURANCE Grigorova Miryana 2013
tel-00874551 Flots stochastiques et représentation lookdown Labbé Cyril 2013
tel-00866770 Multi-fidelity Gaussian process regression for computer experiments Le Gratiet Loic 2013
tel-00832234 Modélisation mathématique du risque endogène dans les marchés financiers Wagalath Lakshithe 2013
tel-00782028 Modèle de Littelmann pour cristaux géométriques, fonctions de Whittaker sur des groupes de Lie et mouvement brownien. Chhaibi Reda 2013
tel-00778458 Optimal control in limit order books Guilbaud Fabien 2013
tel-00777911 Global aspects of the reducibility of quasiperiodic cocycles in semisimple compact Lie groups Nikolaos Karaliolios 2013
inria-00616765 Splitting trees with neutral Poissonian mutations II: Largest and Oldest families Champagnat Nicolas Lambert Amaury 2013
in2p3-01134287 Radiation induced microstructures in ODS 316 austenitic steel under dual-beam ions Zhang H.K. Yao Z.W. Zhou Z.J. Wang M. Kaitasov O. Daymond M.R. 2013
hal-01519688 Nonlinear projection methods for visualizing Barcode data and application on two data sets Olteanu Madalina Schaeffer Brigitte Denys Christiane Nicolas Violaine Missoup A.D. Kennis J. Laredo Catherine 2013
hal-01465469 Des mathématiciens et des guerres. Histoires de confrontations (XIXe-XXe siècles) Mazliak Laurent Durand Antonin Tazzioli Rossana 2013
hal-01464515 FREDRICKSON-ANDERSEN ONE SPIN FACILITATED MODEL OUT OF EQUILIBRIUM Blondel Oriane Cancrini N Martinelli F Roberto C Toninelli C 2013
hal-01426319 Comments on the Influence of Disorder for Pinning Model in Correlated Gaussian Environment Berger Quentin 2013
hal-01426311 Hierarchical pinning model in correlated random environment Berger Quentin Toninelli Fabio 2013
hal-01393110 Dealing with the Inventory Risk. A solution to the market making problem Guéant Olivier Lehalle Charles-Albert Fernandez Tapia Joaquin 2013
hal-01361789 COBRA: A Nonlinear Aggregation Strategy Biau Gérard Fischer Aurélie Guedj Benjamin Malley James 2013
hal-01313995 Modelling microstructure noise with mutually exciting point processes Bacry Emmanuel Delattre Sylvain Hoffmann Marc Muzy Jean-François 2013
hal-01313994 Some limit theorems for Hawkes processes and application to financial statistics Bacry Emmanuel Delattre Sylvain Hoffmann Marc Muzy Jean-François 2013
hal-01267509 Forecasting Intra Day Load Curves Using Sparse Functional Regression Mougeot M. Picard D. Lefieux V. Maillard-Teyssier L. 2013
hal-01182190 Exploration of new Materials, Devices and Technologies for Energy Harvesting: the NANOFUNCTION Experience M. Tartagni A. G. Nassiopoulou M. V. Costache S. Valenzuela S. Torres W. Wang N. Wang J. Rohan S. Kulkarni M. Hayes S. Roy D. Flandre A. Kaminski-Cachopo G. Ardila M. Mouis M. Aberg E. Parker A. Bertacchini L. Larcher A. Romani C. Fiegna M.Z Anuccoli And ... 2013
hal-01182124 Z2-FET based ESD protections: innovative local clamps for UTBB FD-SOI Technology. Y. Solaro P. Fonteneau C-A. Legrand C. Fenouillet-Beranger P. Ferrari S. Cristoloveanu 2013
hal-01181255 Optical simulation of ZnO/CdTe and c-Si/a-Si vertical nanowires solar cells M. Zanuccoli J. Michallon I. Semenikhin A. Kaminski-Cachopo E. Sangiorgi C. Fiegna 2013
hal-01109908 Optimization and statistical methods for high frequency finance Hoffmann M. Labadie M. Lehalle C.-A. Pagès G. Pham H. Rosenbaum M. 2013
hal-01103691 Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump Kharroubi Idris Lim Thomas Ngoupeyou Armand 2013
hal-01102785 OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE Hoffmann Marc Labadie Mauricio Lehalle Charles-Albert Pagès Gilles Pham Huyên Rosenbaum Mathieu 2013
hal-01064791 Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model M. Luong T. Rozenholc Y. Nuel G. 2013
hal-01064786 Joint estimation of causal effects from observational and intervention gene expression data Rau A. Jaffrezic F. Nuel G. 2013
hal-01064783 Evidence for overdispersion in the distribution of malaria parasites and leukocytes in thick blood smears Hammami I. Garcia A. Nuel G. 2013
hal-01064774 Statistical Properties of Parasite Density Estimators in Malaria Hammami I. Nuel G. Garcia A. 2013
hal-01064771 Sparse approaches for the exact distribution of patterns in long state sequences generated by a Markov source Nuel G. Dumas J.-G. 2013
hal-01025826 Sparse approximation and fit of intraday load curves in a high dimensional framework Mougeot M. Picard D. Tribouley K. Lefieux V. Maillard-Teyssier L. 2013
hal-01025820 Anisotropic de-noising in functional deconvolution model with dimension-free convergence rates Benhaddou R. Pensky M. Picard D. 2013
hal-01025812 Grouping strategies and thresholding for high dimensional linear models rejoinder Mougeot M. Picard D. Tribouley K. 2013
hal-01025810 Grouping strategies and thresholding for high dimensional linear models Mougeot M. Picard D. Tribouley K. 2013
hal-01025422 KAM-tori near an analytic elliptic fixed point Eliasson L.H. Fayad B. Krikorian R. 2013
hal-01023772 Regularity of the drift and entropy of random walks on groups Gilch L. Ledrappier F. 2013
hal-01022961 Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias Figueroa-Lopez J. Tankov P. 2013
hal-01020701 Cellular tree classifiers Biau G. 2013
hal-01020634 Comparison of the Spatial Organization in Colorectal Tumors using Second-Order Statistics and Functional ANOVA Alsheh Ali M. Seguin J. Fischer A. Mignet N. Wendling L. Hurtut T. 2013
hal-01019985 A simple stochastic rate model for rate equity hybrid products Eberlein E. Madan D. Pistorius M. Yor M. 2013
hal-01019970 Sur l'oeuvre de Paul Lévy. Yor M. 2013
hal-01019952 Retrieving information from subordination Bertoin J. Yor M. 2013
hal-01019930 Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures Yen J.Y. Yor M. 2013
hal-01019912 Kinetically constrained spin models, glasses and coalescence processes Martinelli F. Toninelli C. 2013
hal-01017976 An exact connection between two solvable SDEs and a nonlinear utility stochastic PDE El Karoui N. Mrad M. 2013
hal-01017953 The local limit of unicellular maps in high genus Angel O. Chapuy G. Curien N. Ray G. 2013
hal-01017915 Noise Prevents Singularities in Linear Transport Equations Fedrizzi Ennio Flandoli Franco 2013
hal-01017852 On large deviations for the cover time of two-dimensional torus Comets F. Gallesco C. Popov S. Vachkovskaia M. 2013
hal-00997060 ESD protection using BIMOS transistor in 100 GHz RF application for advanced CMOS technology ICICDT-2013, May 29th-31st, 2013, Pavia, Italy Galy P. Lim T. Jimenez J. Heitz B. Benech P. Fournier J.-M. Marin-Cudraz D. 2013
hal-00997047 Symmetrical ESD protection for advanced CMOS technology dedicated to 100GHz RF application Galy P. Lim T. Bourgeat J. Jimenez J. Heitz B. Marin-Cudraz D. Benech P. Fournier J.-M. 2013
hal-00996640 Chalcopyrite thin-film solar cells by industry-compatible ink-based process Roux F. Amtablian S. Anton M. Besnard G. Bilhaut L. Bommersbach P. Braillon J. Cayron C. Disdier A. Fournier H. Garnier Josselin Jannaud A. Jouhannaud J. Kaminski A. Karst N. Noel S. Perraud S. Poncelet O. Raccurt O. Rapisarda D. Ricaud A. Rouchon D. Roum ... 2013
hal-00995335 Time reversal in viscoelastic media Ammari Habib Bretin Elie Garnier Josselin Wahab Abdul 2013
hal-00994440 Symmetrical ESD protection for advanced CMOS technology dedicated to 100 GHz RF application Galy Ph. Lim T. Bourgeat J. Jimenez J. Heitz B. Marin-Cudraz D. Benech Ph. Fournier J.M. 2013
hal-00992369 Comparison of the Spatial Organization in Colorectal Tumors using Second-Order Statistics and Functional ANOVA Alsheh Ali Maya Seguin Johanne Fisher Aurélie Mignet Nathalie Wendling Laurent Hurtut Thomas 2013
hal-00960411 The East model: recent results and new progresses Faggionato A. Martinelli F. Roberto C. Toninelli C. 2013
hal-00944771 Robust tests for Model Selection Birgé L. 2013
hal-00942704 Concentration inequalities : a non asymptotic theory of independence Boucheron Stéphane Lugosi Gabor Massart Pascal 2013
hal-00941290 Quasi-stationary distributions associated with explosive CSBP Labbé C. 2013
hal-00938253 A structural risk-neutral model for pricing and hedging power derivatives Aïd R. Campi L. Langrené N. 2013
hal-00937304 Nonlinear projection methods for visualizing Barcode data and application on two data sets Olteanu O. Nicolas V. Schaeffer B. Denys C. Missoup A.D. Kennis J. Laredo C. 2013
hal-00936843 Oscillatory critical amplitudes in hierarchical models and the Harris function of branching processes Costin O. Giacomin G. 2013
hal-00936813 Free convolution operators and free Hall transform Cébron G. 2013
hal-00936692 A mixed-step algorithm for the approximation of the stationary regime of a diffusion Pagès G. Panloup F. 2013
hal-00936685 Inequalities for permanental processes Eisenbaum N. 2013
hal-00936070 Birth-death models and coalescent point processes: The shape and probability of reconstructed phylogenies Lambert A. Stadler T. 2013
hal-00936064 Past, growth and persistence of source-sink metapopulations Bansaye V. Lambert A. 2013
hal-00936059 Predicting the loss of phylogenetic diversity under non-stationary diversification models Lambert A. Steel M. 2013
hal-00935988 Transport-induced correlations in weakly interacting systems Bunin G. Kafri Y. Lecomte V. Podolsky D. Polkovnikov A. 2013
hal-00935528 The stable trees are nested Curien N. Haas B. 2013
hal-00935525 A view from infinity of the uniform infinite planar quadrangulation Curien N. Ménard L. Miermont G. 2013
hal-00935520 The Brownian cactus I. Scaling limits of discrete cactuses Curien N. Le Gall J.-F. Miermont G. 2013
hal-00935514 The Markovian hyperbolic triangulation Curien N. Werner W. 2013
hal-00935470 Entropie et principe variationnel pour le flot géodésique en courbure négative pincée Ledrappier F. 2013
hal-00935456 Mesures stationnaires sur les espaces homogènes, d'après Yves Benoist et Jean-François Quint Ledrappier F. 2013
hal-00935422 Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation Jourdain B. Reygner J. 2013
hal-00935373 Fredrickson-Andersen one spin facilitated model out of equilibrium Blondel O. Cancrini N. Martinelli F. Roberto C. Toninelli C. 2013
hal-00935248 Weighted enumeration of spanning subgraphs in locally tree-like graphs Salez J. 2013
hal-00935246 Matchings on infinite graphs Bordenave C. Lelarge M. Salez J. 2013
hal-00935245 Joint distribution of distances in large random regular networks Salez J. 2013
hal-00935166 Le Carnet de voyage de Maurice Janet à Göttingen Mazliak L. 2013
hal-00934790 Incoherent dispersive shocks in the spectral evolution of random waves Garnier Josselin Xu G. Trillo S. Picozzi A. 2013
hal-00934787 Spectral dynamics of incoherent waves with a noninstantaneous nonlinear response Xu G. Garnier Josselin Trillo S. Picozzi A. 2013
hal-00934784 Reconstruction of piecewise smooth absorption map by an acousto-optic process Ammari H. Garnier Josselin Nguyen H. Seppecher L. 2013
hal-00934743 Mathematical and Statistical Methods for Multistatic Imaging Ammari H. Garnier Josselin Jing W. Kang H. Lim M. Solna K. Wang H. 2013
hal-00934677 Localization transition for polymers in Poissonian medium Comets F. Yoshida N. 2013
hal-00934659 Last passage percolation and traveling fronts Comets F. Quastel J. Ramirez A. 2013
hal-00934645 The precise tail behavior of the total progeny of a killed branching random walk Aïdekon E. Hu Y. Zindy O. 2013
hal-00934587 Symbolic extensions for partially hyperbolic dynamical systems with 2-dimensional center bundle Burguet D. Fisher T. 2013
hal-00933488 Localization, Stability, and Resolution of Topological Derivative Based Imaging Functionals in Elasticity Ammari H. Bretin E. Garnier Josselin Jing W. Kang H. Wahab A. 2013
hal-00933474 Anomalous Shock Displacement Probabilities for a Perturbed Scalar Conservation Law Garnier Josselin Papanicolaou G. Yang T.-W. 2013
hal-00933466 Time-reversal algorithms in viscoelastic media Ammari H. Bretin E. Garnier Josselin Wahab A. 2013
hal-00933454 Tracking of a mobile target using generalized polarization tensors Ammari H. Boulier T. Garnier Josselin Kang H. Wang H. 2013
hal-00933436 Resolution and stability analysis in full-aperture, linearized conductivity and wave imaging Ammari H. Garnier Josselin Solna K. 2013
hal-00933433 Passive array correlation-based imaging in a random waveguide Ammari H. Garnier Josselin Jing W. 2013
hal-00933417 Signal-to-noise ratio estimation in passive correlation-based imaging Garnier Josselin Papanicolaou G. Semin A. Tsogka C. 2013
hal-00932782 Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion Bertoin J. Dufresne D. Yor M. 2013
hal-00932776 On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process Hirsch F. Yor M. 2013
hal-00932772 Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion Vakeroudis S. Yor M. 2013
hal-00932768 Illustration of various methods for solving partly Skorokhod's embedding problem Yen J.Y. Yor M. 2013
hal-00932741 On an identity in law between Brownian quadratic functionals Yen J.Y. Yor M. 2013
hal-00932731 Pure jump increasing processes and the change of variables formula Bertoin J. Yor M. 2013
hal-00930259 Branching Brownian motion seen from its tip Aïdekon E. Berestycki J. Brunet E. Shi Z. 2013
hal-00922957 Pointwise convergence of the Lloyd algorithm in higher dimension Pagès Gilles Yu Jun 2013
hal-00919079 The densest subgraph problem in sparse random graphs Anantharam Venkat Salez Justin 2013
hal-00918904 Constrained information transmission on Erdös-Rényi graphs Comets Francis Gallesco Christophe Popov Serguei Vachkovskaia Marina 2013
hal-00917419 Matchings on infinite graphs Bordenave Charles Lelarge Marc Salez Justin 2013
hal-00916652 Diversification in financial networks may increase systemic risk Garnier Josselin Papanicolaou G. Yang T.-W. 2013
hal-00916457 Functional co-monotony of processes with applications to peacocks and barrier options Pagès G. 2013
hal-00913730 Nonparametric Bernstein-von Mises theorem in Gaussian white noise Castillo I. Nickl R. 2013
hal-00913726 Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues Lambert A. Simatos F. Zwart B. 2013
hal-00912018 Network structure and systemic risk in banking systems Cont Rama Moussa Amal Santos Edson B 2013
hal-00911537 Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis Dematteo Antoine Clemencon Stéphan Vayatis Nicolas Mougeot Mathilde 2013
hal-00907560 A variance reduction method for interacting particles system Bachoc François Bachouch Achref Lenôtre Lionel 2013
hal-00906934 Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes Bachoc François 2013
hal-00905899 A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization Kharroubi Idris Langrené Nicolas Pham Huyên 2013
hal-00905400 Cross Validation and Maximum Likelihood estimation of hyper-parameters of Gaussian processes with model misspecification Bachoc François 2013
hal-00881268 Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling Rosenbaum Mathieu Yor Marc 2013
hal-00880473 Kinetically constrained spin models on trees Martinelli F. Toninelli C. 2013
hal-00880456 Regularity of the entropy for random walks on hyperbolic groups Ledrappier F. 2013
hal-00879436 High-dimensional $p$-norms Biau Gérard Mason David 2013
hal-00878739 Spectra of large diluted but bushy random graphs Enriquez Nathanael Menard Laurent 2013
hal-00877356 On the hitting times of continuous-state branching processes with immigration. Duhalde Xan Foucart Clément Ma Chunhua 2013
hal-00877162 On the law of a triplet associated with the pseudo-Brownian bridge Rosenbaum Mathieu Yor Marc 2013
hal-00876957 Dual and backward SDE representation for optimal control of non-Markovian SDEs Fuhrman Marco Pham Huyen 2013
hal-00873688 Double barrier reflected BSDEs with jumps and generalized Dynkin games Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès 2013
hal-00873674 On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator Hirsch F. Yor M. 2013
hal-00871310 Poisson-Dirichlet Statistics for the extremes of the two-dimensional discrete Gaussian Free Field Arguin Louis-Pierre Zindy Olivier 2013
hal-00870732 MALT90: The Millimetre Astronomy Legacy Team 90 GHz Survey Jackson J. M. Rathborne J. M. Foster J. B. Whitaker J. S. Sanhueza P. Claysmith C. Mascoop J. L. Wienen M. Breen S. L. Herpin Fabrice Duarte-Cabral A. Csengeri T. Longmore S. Contreras Y. Indermuehle B. Barnes P. J. Walsh A. J. Cunningham M. R. Brooks K. ... 2013
hal-00870492 Density approach in modelling multi-defaults El Karoui Nicole Jeanblanc Monique Jiao Ying 2013
hal-00869298 On the expectation of normalized Brownian functionals up to first hitting times Elie Romuald Rosenbaum Mathieu Yor Marc 2013
hal-00867113 High frequency trading in a Markov renewal model Fodra Pietro Pham Huyen 2013
hal-00863579 Quarticity and other functionals of volatility : Efficient estimation Jacod J. Rosenbaum M. 2013
hal-00859346 alpha-stable densities are HCM for alpha \in ]0,1/4] and [1/3,1/2]. Fourati Sonia 2013
hal-00858377 Running for the exit: Distressed selling and endogenous correlation in financial markets Cont R. Wagalath L. 2013
hal-00858355 Multi-asset American options and parallel quantization Bronstein A. Pagès G. Portès J. 2013
hal-00853988 Reflected BSDEs with nonpositive jumps, and controller-and-stopper games Choukroun Sébastien Cosso Andrea Pham Huyen 2013
hal-00850691 Macro-evolutionary models and coalescent point processes: The shape and probability of reconstructed phylogenies Lambert Amaury Stadler Tanja 2013
hal-00845702 The number of absorbed individuals in branching Brownian motion with a barrier Maillard Philippe 2013
hal-00845018 BSDEs with jumps, optimization and applications to dynamic risk measures Quenez M.-C. Sulem A. 2013
hal-00845013 An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility Clément E. Delattre S. Gloter A. 2013
hal-00845004 Some limit theorems for Hawkes processes and application to financial statistics Bacry E. Delattre S. Hoffmann M. Muzy J.F. 2013
hal-00843113 Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs Barrieu P. El Karoui N. 2013
hal-00843106 The genealogy of branching Brownian motion with absorption Berestycki J. Berestycki N. Schweinsberg J. 2013
hal-00842432 A Bayesian approach for global sensitivity analysis of (multi-fidelity) computer codes Le Gratiet Loic Cannamela Claire Iooss Bertrand 2013
hal-00840295 Loss-based risk measures Cont R. Deguest R. He X. 2013
hal-00840137 Holder Flow and Differentiability for SDEs with Nonregular Drift Fedrizzi E. Flandoli F. 2013
hal-00839507 A multiscale approach to synthetic aperture radar in dispersive random media Garnier Josselin Solna K. 2013
hal-00839506 Multi-element stochastic spectral projection for high quantile estimation Ko J. Garnier Josselin 2013
hal-00839503 Truncated thermalization of incoherent optical waves through supercontinuum generation in photonic crystal fibers Barviau B. Garnier Josselin Xu G. Kibler B. Millot G. Picozzi A. 2013
hal-00839500 Large deviations for a mean field model of systemic risk Garnier Josselin Papanicolaou G. Yang T.-W. 2013
hal-00839499 Analysis of the time reversal operator for a scatterer undergoing small displacements Philippe F.D. Prada C. Fink M. Garnier Josselin De Rosny J. 2013
hal-00839497 Radiative transfer and diffusion limits for wave field correlations in locally shifted random media Ammari H. Bossy E. Garnier Josselin Jing W. Seppecher L. 2013
hal-00839476 Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation: numerical study Agoritsas E. Giamarchi T. Lecomte V. 2013
hal-00839475 Static fluctuations of a thick one-dimensional interface in the 1+1 directed polymer formulation Agoritsas E. Giamarchi T. Lecomte V. 2013
hal-00839470 Testing the isotropy of high energy cosmic rays using spherical needlets Faÿ G. Delabrouille J. Kerkyacharian G. Picard D. 2013
hal-00839249 Randomized urn models revisited using Stochastic Approximation Laruelle S. Pagès G. 2013
hal-00839247 Optimal posting distance of limit orders: a stochastic algorithm approach Laruelle S. Lehalle C.-A. Pagès G. 2013
hal-00839239 Sparse single-index model Alquier P. Biau G. 2013
hal-00839156 Estimation of the lead-lag parameter from non-synchronous data Hoffmann M. Rosenbaum M. Yoshida N. 2013
hal-00839153 Improved Matrix Uncertainty selector Rosenbaum M. Tsybakov A.B. 2013
hal-00839123 Fourier-Stieltjes Transforms of Rajman Measures with Full Support on the Circle Hamdan D. 2013
hal-00838777 Macroscopic Diffusion from a Hamilton-like Dynamics Lefevere R. 2013
hal-00838681 Passage time from four to two blocks of opinions in the voter model and walks in the quarter plane Kurkova I. Raschel K. 2013
hal-00838676 Des mathématiciens et des guerres : Histoires de confrontations, XIXème-XXème siècle Durand A. Mazliak L. Tazzioli R. 2013
hal-00838673 Poincaré and Probability Mazliak L. 2013
hal-00838393 Hardy-Littlewood's inequalities in the case of a capacity Grigorova M. 2013
hal-00838275 Adaptive radiation driven by the interplay of eco-evolutionary and landscape dynamics Aguilée R. Claesen D. Lambert A. 2013
hal-00838269 Overestimates of maternity and population growth rates in multi-annual breeders Chapron G. Wielgus R. Lambert A. 2013
hal-00838261 On large deviations for the cover time of two-dimensional torus Comets Francis Gallesco Christophe Popov Serguei Vachkovskaia Marina 2013
hal-00838003 Front progression in the East model Blondel O. 2013
hal-00837997 Equity correlations implied by index options: estimation and model uncertainty analysis Cont R. Deguest R. 2013
hal-00837992 Benoit Mandelbrot et la modélisation mathématique des risques financiers Cont R. 2013
hal-00837989 Network structure and systemic risk in banking systems Cont R. Santos E.B. Moussa A. 2013
hal-00836097 Une famille d'applications linéaires liée à l'hypothèse de Riemann généralisée Saias Eric 2013
hal-00835685 Local times for functions with finite variation: two versions of Stieltjes change of variables formula Bertoin Jean Yor Marc 2013
hal-00835633 Optimal high frequency trading with limit and market orders Guilbaud F. Pham H. 2013
hal-00835620 Estimating the efficient price from the order flow: A Brownian Cox process approach Delattre S. Robert C.Y. Rosenbaum M. 2013
hal-00835399 Retrieval of a Green's function with reflections from partly coherent waves generated by a wave packet using cross correlations De Hoop M. Garnier Josselin Holman S.F. Solna K. 2013
hal-00835385 Partial data resolving power of conductivity imaging from boundary measurements Ammari H. Garnier Josselin Solna K. 2013
hal-00835379 Modeling active electrolocation in weakly electric fish Ammari H. Boulier T. Garnier Josselin 2013
hal-00835272 EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS Cont Rama Deguest Romain 2013
hal-00835259 Noise prevents singularities in linear transport equations Fedrizzi E. Flandoli F. 2013
hal-00835251 From Cycle Rooted Spanning Forests to the Critical Ising Model: an Explicit Constructio De Tilière B. 2013
hal-00834706 Phylogenetic analysis accounting for age-dependent death and sampling with applications to epidemics Lambert Amaury Alexander Helen K. Stadler Tanja 2013
hal-00833585 Predicting the loss of phylogenetic diversity under non-stationary diversification models Lambert Amaury Steel Mike 2013
hal-00833190 Transport-induced correlations in weakly interacting systems Bunin Guy Kafri Yariv Lecomte Vivien Podolsky Daniel Polkovnikov Anatoli 2013
hal-00832155 Price Dynamics in a Markovian Limit Order Market Cont R. De Larrard A. 2013
hal-00831106 Wave propagation in waveguides with random boundaries Alonso R. Borcea L. Garnier Josselin 2013
hal-00831008 Quantitative thermo-acoustic imaging: an exact reconstruction formula Ammari H. Garnier Josselin Jing W. Nguyen L.H. 2013
hal-00830987 Modelling microstructure noise with mutually exciting point processes Bacry E. Delattre S. Hoffmann M. Muzy J.F. 2013
hal-00828596 Asymptotic normality of a Sobol index estimator in Gaussian process regression framework Le Gratiet Loic 2013
hal-00828485 Lévy processes with marked jumps II : Application to a population model with mutations at birth Delaporte Cécile 2013
hal-00828480 Lévy processes with marked jumps I : Limit theorems Delaporte Cécile 2013
hal-00827040 Scaling limit of the path leading to the leftmost particle in a branching random walk Chen Xinxin 2013
hal-00826770 Position of the rightmost individual in a branching random walk through an interface Mallein Bastien 2013
hal-00825405 Quenched limits for the fluctuations of transient random walks in random environment on Z Enriquez N. Sabot C. Tournier L. Zindy O. 2013
hal-00825392 Overlaps and pathwise localization in the Anderson polymer model Comets F. Cranston M. 2013
hal-00825357 Some examples of Skorokhod embeddings obtained from the Azéma-Yor algorithm Lim A.P.C. Yen J.Y. Yor M. 2013
hal-00825348 Splitting trees with neutral Poissonian mutations II: Largest and oldest families Champagnat N. Lambert A. 2013
hal-00823193 Approximation of epidemic models by diffusion processes and their statistical inference Guy Romain Larédo Catherine Vergu Elisabeta 2013
hal-00821806 Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation: numerical study Agoritsas Elisabeth Lecomte Vivien Giamarchi Thierry 2013
hal-00821745 Markov switching quadratic term structure models Goutte Stéphane 2013
hal-00819269 Semi Markov model for market microstructure Fodra Pietro Pham Huyên 2013
hal-00816013 Optimal investment under multiple defaults risk: a BSDE decomposition approach Jiao Y. Kharroubi I. Pham H. 2013
hal-00815998 The coalescent point process of branching trees Lambert A. Popovic L. 2013
hal-00815987 A consistent pricing model for index options and volatility derivatives Cont R. Kokholm T. 2013
hal-00815977 Splitting trees stopped when the first clock rings and Vervaat's transformation Lambert A. Trapman P. 2013
hal-00814678 Scaling limit of the invasion percolation cluster on a regular tree Angel O. Goodman J. Merle M. 2013
hal-00814672 Functional Itô calculus and stochastic integral representation of martingales Cont R. Fournié D.-A. 2013
hal-00804781 Increasing processes and the change of variables formula for non-decreasing functions Bertoin Jean Yor Marc 2013
hal-00801536 A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES Cont Rama Kokholm Thomas 2013
hal-00801197 The peripatric coalescent Lambert Amaury Ma Chunhua 2013
hal-00795522 Stochastic Sensitivity Study for Optimal Credit allocation Carassus Laurence Scotti Simone 2013
hal-00794821 Concentration inequalities. A nonasymptotic theory of independence Boucheron S. Lugosi G. Massart P. 2013
hal-00789806 Every totally real algebraic integer is a tree eigenvalue Salez Justin 2013
hal-00788571 Recovering Portfolio Default Intensities Implied by CDO Quotes Cont R. Minca A. 2013
hal-00785766 Invariant distribution of duplicated diffusions and application to Richardson-Romberg extrapolation Lemaire Vincent Pagès Gilles Panloup Fabien 2013
hal-00783125 Transport-entropy inequalities and deviation estimates for stochastic approximation schemes Fathi Max Frikha Noufel 2013
hal-00783023 Waiting times for particles in a branching Brownian motion to reach the rightmost position Chen Xinxin 2013
hal-00780601 Reflected backward stochastic differential equations with jumps and partial integro-differential variational inequalities Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès 2013
hal-00780467 The reconstructed tree in the lineage-based model of protracted speciation Lambert Amaury Morlon Hélène Etienne Rampal S. 2013
hal-00780175 Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps Quenez Marie-Claire Sulem Agnès 2013
hal-00779787 Modelling microstructure noise with mutually exciting point processes Bacry Emmanuel Delattre Sylvain Hoffmann Marc Muzy Jean-François 2013
hal-00778520 Cellular Tree Classifiers Biau Gérard Devroye Luc 2013
hal-00776676 On an unified framework for approachability in games with or without signals Perchet Vianney Quincampoix Marc 2013
hal-00773218 Approachability, Regret and Calibration; implications and equivalences. Perchet Vianney 2013
hal-00773217 Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm Perchet Vianney 2013
hal-00773216 A note on robust Nash equilibria in games with uncertainties Perchet Vianney 2013
hal-00772056 A Primal Condition for Approachability with Partial Monitoring Mannor Shie Perchet Vianney Stoltz Gilles 2013
hal-00766855 Front progression for the East model Blondel Oriane 2013
hal-00756061 Estimating composite functions by model selection Baraud Yannick Birgé Lucien 2013
hal-00756056 A mixed-step algorithm for the approximation of the stationary regime of a diffusion Pagès Gilles Panloup Fabien 2013
hal-00755269 Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation Jourdain Benjamin Reygner Julien 2013
hal-00739749 On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing Delattre Sylvain Roquain Etienne 2013
hal-00728181 Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation Agoritsas Elisabeth Lecomte Vivien Giamarchi Thierry 2013
hal-00719460 An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility Clement Emmanuelle Delattre Sylvain Gloter Arnaud 2013
hal-00709632 BSDEs with jumps, optimization and applications to dynamic risk measures Quenez Marie-Claire Sulem Agnès 2013
hal-00678259 Stable continuous branching processes with immigration and Beta-Fleming-Viot processes with immigration Foucart Clément Hénard Olivier 2013
hal-00677712 LAST PASSAGE PERCOLATION AND TRAVELING FRONTS Comets Francis Quastel Jeremy Ramirez Alejandro F. 2013
hal-00676352 Characterization of the optimal boundaries in reversible investment problems Federico Salvatore Pham Huyen 2013
hal-00669247 Fourth Moment Theorem and q-Brownian Chaos Deya Aurélien Noreddine Salim Nourdin Ivan 2013
hal-00639584 Distances in the highly supercritical percolation cluster Basdevant Anne-Laure Enriquez Nathanaël Gerin Lucas 2013
hal-00619075 Testing the isotropy of high energy cosmic rays using spherical needlets Faÿ G. Delabrouille J. Kerkyacharyan G. Picard D. 2013
hal-00608569 A central limit theorem for adaptive and interacting Markov chains Fort Gersende Moulines Eric Priouret Pierre Vandekerkhove Pierre 2013
hal-00564630 A note on stable point processes occurring in branching Brownian motion Maillard Pascal 2013
hal-00556652 Sparse single-index model Alquier Pierre Biau Gérard 2013
hal-00555752 Randomized Urn Models revisited using Stochastic Approximation Laruelle Sophie Pagès Gilles 2013
hal-00552252 Price Dynamics in a Markovian Limit Order Market Cont Rama De Larrard Adrien 2013
hal-00543882 Quenched limits for the fluctuations of transient random walks in random environment on Z Enriquez Nathanaël Sabot Christophe Tournier Laurent Zindy Olivier 2013
hal-00460677 Asymptotic Results on Adaptive False Discovery Rate Controlling Procedures Based on Kernel Estimators Neuvial Pierre 2013
hal-00455700 Functional Ito calculus and stochastic integral representation of martingales Cont Rama Fournié David-Antoine 2013
hal-00413730 Recovering portfolio default intensities implied by CDO quotes Cont Rama Minca Andreea 2013
hal-00384187 Passage time of a random walk in the quarter plane for opinions in the voter model Kourkova Irina Raschel Kilian 2013
PMA-1604 Pointwise convergence of the Lloyd algorithm in higher dimension. G. PAGÈS, J. YU 2013
PMA-1603 Multilevel Richardson-Romberg extrapolation. V. LEMAIRE, G. PAGÈS 2013
PMA-1602 The densest subgraph problem in sparse random graphs. V. ANANTHARAM, J. SALEZ 2013
PMA-1601 Constrained information transmission on Erdös-Rényi graphs. F. COMETS, C. GALLESCO, S. POPOV, M. VACHKOVSKAIA 2013
PMA-1600 Effect of disorder geometry on the critical force in disordered elastic systems. V. DÉMERY, V. LECOMTE, A. ROSSO 2013
PMA-1599 Nonlinear Randomized Urn Models: a Stochastic Approximation Viewpoint. S. LARUELLE, G. PAGÈS 2013
PMA-1598 A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization. I. KHARROUBI, N. LANGRENÉ, H. PHAM 2013
PMA-1597 Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps. I. KHARROUBI, N. LANGRENÉ, H. PHAM 2013
PMA-1596 On k-FWE-based critical values for controlling the false discovery proportion under dependence. S. DELATTRE, E. ROQUAIN 2013
PMA-1595 Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling. M. ROSENBAUM, M. YOR 2013
PMA-1594 On the hitting times of continuous-state branching processes with immigration. X. DUHALDE, C. FOUCART, C. MA 2013
PMA-1593 On the law of a triplet associated with the pseudo-Brownian bridge. M. ROSENBAUM, M. YOR 2013
PMA-1592 Dual and backward SDE representation for optimal control of non-Markovian SDEs. M. FUHRMAN, H. PHAM 2013
PMA-1591 Poisson-Dirichlet Statistics for the extremes of the two-dimensional discrete Gaussian Free Field. L.-P. ARGUIN, O. ZINDY 2013
PMA-1590 Multi-level stochastic approximation algorithms. N. FRIKHA 2013
PMA-1589 Existence and regularity of solution for a Stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion. D.C. ANTONOPOULOU, G. KARALI, A. MILLET 2013
PMA-1588 On the expectation of normalized Brownian functionals up to first hitting times. R. ELIE, M. ROSENBAUM, M. YOR 2013
PMA-1587 New steps in walks with small steps in the quarter plane. I. KURKOVA, K. RASCHEL 2013
PMA-1586 Splitting up method for the 2D stochastic Navier-Stokes equations. H. BESSAIH, Z. BRZEZNIAK, A. MILLET 2013
PMA-1585 Differentiating the stochastic entropy for compact negatively curved spaces under conformal changes. F. LEDRAPPIER, L. SHU 2013
PMA-1584 Alpha-stable densities are HCM for alpha \in ]0,1/4] and [1/3,1/2]. S. FOURATI 2013
PMA-1583 Reflected BSDEs with nonpositive jumps, and controller-and-stopper games. S. CHOUKROUN, A. COSSO, H. PHAM 2013
PMA-1582 Macro-evolutionary models and coalescent point processes: The shape and probability of reconstructed phylogenies. A. LAMBERT, T. STADLER 2013
PMA-1581 Is there a breakdown of the Stokes-Einstein relation in Kinetically Constrained Models at low temperature? O. BLONDEL, C. TONINELLI 2013
PMA-1579 Tracer diffusion at low temperature in kinetically constrained models. O. BLONDEL 2013
PMA-1578 On large deviations for the cover time of two-dimensional torus. F. COMETS, C. GALLESCO, S. POPOV, M. VACHKOVSKAIA 2013
PMA-1577 Phylogenetic analysis accounting for age-dependent death and sampling with applications to epidemics. A. LAMBERT, H.K. ALEXANDER, T. STADLER 2013
PMA-1576 Predicting the loss of phylogenetic diversity under non-stationary diversification models. A. LAMBERT, M. STEEL 2013
PMA-1575 Transport-induced correlations in weakly interacting systems. G. BUNIN, Y. KAFRI, V. LECOMTE, D. PODOLSKY, A. POLKOVNIKOV 2013
PMA-1574 Lévy processes with marked jumps II : Application to a population model with mutations at birth. C. DELAPORTE 2013
PMA-1573 Lévy processes with marked jumps I : Limit theorems. C. DELAPORTE 2013
PMA-1572 On the Eve property for CSBP. T. DUQUESNE, C. LABBÉ 2013
PMA-1571 Markov switching quadratic term structure models. S. GOUTTE 2013
PMA-1570 Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation : Numerical study. E. AGORITSAS, V. LECOMTE, T. GIAMARCHI 2013
PMA-1569 Semi Markov model for market microstructure. P. FODRA, H. PHAM 2013
PMA-1568 The peripatric coalescent. A. LAMBERT, C. MA 2013
PMA-1567 COBRA: A Nonlinear Aggregation Strategy. G. BIAU, A. FISCHER, B. GUEDJ, J. MALLEY 2013
PMA-1566 Every totally real algebraic integer is a tree eigenvalue. J. SALEZ 2013
PMA-1565 Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation. V. LEMAIRE, G. PAGÈS, F. PANLOUP 2013
PMA-1564 Waiting times for particles in a branching Brownian motion to reach the rightmost position. X. CHEN 2013
PMA-1563 Transport-entropy inequalities and deviation estimates for stochastic approximation schemes. N. FRIKHA, M. FATHI 2013
PMA-1562 The reconstructed tree in the lineage-based model of protracted speciation. A. LAMBERT, H. MORLON, R.S. ETIENNE 2013
PMA-1561 Quasi-stationary distributions associated with explosive CSBPs. C. LABBÉ 2013
PMA-1560 Central limit theorems for linear statistics of heavy tailed random matrices. F. BENAYCH-GEORGES, A. GUIONNET, C. MALE 2013
tel-00768570 Contrôle stochastique par quantification et applications à la finance Illand Camille 2012
tel-00766235 Markovian Projection of Stochastic Processes Bentata Amel 2012
tel-00760040 Martingales with specified marginals David Baker 2012
tel-00759505 Etudes sur les risques financiers: risques de crédit et d'information asymétrique Jiao Ying 2012
tel-00759355 Partial Differential Equation and Noise Fedrizzi Ennio 2012
tel-00741368 Branching Brownian motion with selection Maillard Pascal 2012
tel-00738647 Dynamique de carnets d'ordres boursiers : modèles stochastiques et théorèmes limites De Larrard Adrien 2012
tel-00731260 Coalescent distingués échangeables et processus de Fleming-Viot généralisés avec immigration. Foucart Clément 2012
tel-00711844 Équations aux dérivées partielles stochastiques de type parabolique avec un potentiel singulier Bounebache Said Karim 2012
tel-00709998 Oscillateurs couplés, désordre et synchronisation Luçon Eric 2012
tel-00708397 Two studies in risk management: portfolio insurance under risk measure constraint and quadratic hedge for jump processes. De Franco Carmine 2012
tel-00704526 Stochastic calculus with respect to multi-fractional Brownian motion and applications to finance Lebovits Joachim 2012
inria-00515481 Splitting trees with neutral Poissonian mutations I: Small families Champagnat Nicolas Lambert Amaury 2012
halshs-00806643 Joël Guiot, Alain Nadai, Josette Garnier, Isabelle Chuine, Bernard Reber, 2013, " Changement global organisme, écosystème humain, macro-écologie Guyot Joel Garnier Josette Chuine Isabelle Reber Bernard 2012
hal-01442389 “TNOs are Cool”: A survey of the trans-Neptunian region IV. Size/albedo characterization of 15 scattered disk and detached objects observed with Herschel-PACS Santos-Sanz P. Lellouch E. Fornasier S. Kiss C. Pal A. Mueller T. G. Vilenius E. Stansberry J. Mommert M. Delsanti A. Mueller M. Peixinho N. Henry F. Ortiz J. L. Thirouin A. Protopapa S. Duffard R. Szalai N. Lim T. Ejeta C. Hartogh P. Harris A. W. Rengel ... 2012
hal-01432910 Capturing ridge functions in high dimension from point queries Cohen Albert Devore Ronald Picard Dominique Kerkyacharian Gerard 2012
hal-01393114 Optimal Portfolio Liquidation with Limit Orders Guéant Olivier Lehalle Charles-Albert Fernandez Tapia Joaquin 2012
hal-01197243 Adaptive compression against a countable alphabet Bontemps Dominique Boucheron Stephane Gassiat Elisabeth 2012
hal-01174472 Dani's work on probability measures on groups Ledrappier F. Shah R. 2012
hal-01086228 Assessment of three mitochondrial genes (16S, Cytb, CO1) for identifying species in the Praomyini tribe (Rodentia: Muridae) Nicolas Violaine Schaeffer Brigitte Didier Missoup Alain Kennis Jan Colyn Marc Denys Christiane Tatard Caroline Cruaud Corinne Laredo Catherine 2012
hal-01062335 Transmission Line with Integrated Symmetrical 1-kV HBM DC - 100 GHz ESD Protection in Advanced CMOS Technologies", , Oct. 28th - Nov. 2nd 2012, Amsterdam, Nederland. Lim T. Jimenez J. Benech P. Fournier J.-M. Galy P. 2012
hal-01062280 Geometrical Impact on RF performances of Broadband ESD Self Protected Transmission Line in Advanced CMOS Technologies" Fallen Leaf Lake, USA. Lim T. Jimenez J. Benech P. Fournier J.-M. Heitz B. Galy P. 2012
hal-01062241 Model and measurements of a Transmission Line with Integrated Symmetrical 1-kV HBM Broadband ESD Protection in Advanced CMOS Technologies",Sept. 24-26, 2012, Grenoble, France. Lim T. Jimenez J. Benech P. Fournier J.-M. Heitz B. Galy P. 2012
hal-01020570 Vers une approche formelle des origines évolutives de la simplexité ? Lambert A. 2012
hal-00955961 Dynamical systems and ergodic theory at Saint-Flour Guivarc'H Yves Kingman John F. C. Ledrappier François 2012
hal-00937032 Urn Model-Based Adaptive Multi-Arm Clinical trials : A Stochastic Approximation Approach Laruelle S. Pagès G. 2012
hal-00872398 Market microstructure: confronting many viewpoints Abergel Frédéric Bouchaud Jean-Philippe Foucault Thierry Rosenbaum Mathieu Lehalle Charles-Albert 2012
hal-00851282 A Statistical Inference Model for the Dynamic Range of LTI Systems Chapoutot Alexandre Didier Laurent-Stéphane Villers Fanny 2012
hal-00844376 Temporal dynamics of incoherent waves in noninstantaneous response nonlinear Kerr media Kibler Bertrand Michel Claire Garnier Josselin Picozzi Antonio 2012
hal-00844040 Temporal incoherent solitons supported by a defocusing nonlinearity with anomalous dispersion Michel Claire Kibler Bertrand Garnier Josselin Picozzi Antonio 2012
hal-00838774 Macroscopic fluctuation theory of local collisional dynamics Lefevere R. 2012
hal-00835216 Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors Castillo I. 2012
hal-00832149 Constant proportion debt obligations (CPDOs): modeling and risk analysis Cont R. Jessen C. 2012
hal-00831218 On temporally completely monotone functions for Markov processes Hirsch F. Yor M. 2012
hal-00831153 Measuring the "non-stopping timeness'' of ends of previsible sets Wu C.-T. Yen J.-Y. Yor M. 2012
hal-00831147 Comment: "Minimax estimation of large covariance matrices under ℓ1-norm Rigollet P. Tsybakov A.B. 2012
hal-00831140 Enhanced and specular backscattering in random media De Hoop M. Garnier Josselin Solna K. 2012
hal-00831000 Blockwise SVD with error in the operator and application to blind deconvolution Delattre S. Hoffmann M. Picard D. Vareschi T. 2012
hal-00824206 Acceleration of clear cell renal cell carcinoma growth in mice following bevacizumab/Avastin treatment: the role of CXCL cytokines. Grepin R. Guyot M. Jacquin M. Durivault J. Chamorey E. Sudaka A. Serdjebi C. Lacarelle B. Scoazec J.-Y. Negrier S. Simonnet H. Pages G. 2012
hal-00816115 Range estimation of floating-point variables in Simulink models Chapoutot Alexandre Didier Laurent-Stéphane Villers Fanny 2012
hal-00801540 Constant Proportion Debt Obligations (CPDO): Modeling and Risk Analysis Cont Rama Jessen Cathrine 2012
hal-00801538 Stress testing the resilience of financial networks Amini Hamed Cont Rama Minca Andreea 2012
hal-00793550 Semaine d'Etude Mathématiques et Entreprises 4 : Planification optimale de production d'énergie sous contraintes technologiques Bochard Pierre Carré Sylvain Catellier Rémi Gabriel Franck Letizia Viviana Tran Tuan 2012
hal-00783567 Transitions in active rotator systems: invariant hyperbolic manifold approach Giacomin G. Pakdaman K. Pellegrin X. Poquet C. 2012
hal-00783166 Random Young diagrams in a Rectangular Box Beltoft D. Boutillier C. Enriquez N. 2012
hal-00783039 Dual Quantization for random walks with application to credit derivatives Pagès G. Wilbertz B. 2012
hal-00781695 Concentration Bounds for Stochastic Approximations Frikha N. Menozzi S. 2012
hal-00781693 Quantization based recursive importance sampling Frikha N. Sagna A. 2012
hal-00780188 Large deviations for a random speed particle Lefevere R. Mariani M. Zambotti L. 2012
hal-00779777 Blockwise SVD with error in the operator and application to blind deconvolution Delattre Sylvain Hoffmann Marc Picard Dominique Vareschi Thomas 2012
hal-00779747 Central limit theorems for realized volatility under hitting times of an irregular grid Fukasawa M. Rosenbaum M. 2012
hal-00779734 Besicovitch-Federer projection theorem and geodesic flows on Riemann surfaces Hovila R. Järvenpää E. Järvenpää M. Ledrappier F. 2012
hal-00779729 On the functions counting walks with small steps in the quarter plane Kurkova I. Raschel K. 2012
hal-00778971 Acousto-electromagnetic tomography Ammari H. Bossy E. Garnier Josselin Seppecher L. 2012
hal-00778945 Temporal incoherent solitons supported by a defocusing nonlinearity with anomalous dispersion Michel Christine Kibler B. Garnier Josselin Picozzi A. 2012
hal-00778936 Temporal dynamics of incoherent waves in noninstantaneous response nonlinear Kerr media Kibler B. Michel Christine Garnier Josselin Picozzi A. 2012
hal-00778930 Coherent interferometry algorithms for photoacoustic imaging Ammari H. Bretin E. Garnier Josselin Jugnon V. 2012
hal-00778925 Wave propagation in waveguides with rough boundaries Alonso R. Borcea L. Garnier Josselin 2012
hal-00778748 Toward a wave turbulence formulation of statistical nonlinear optics Garnier Josselin Lisak M. Picozzi A. 2012
hal-00777844 The emergence of French probabilistic statistics. Borel and the Institut Henri Poincare ́ around the 1920s Catelier R. Mazliak L. 2012
hal-00777841 La graphologie d'Alfred Binet, terrain d'entraînement d'Emile Borel, statisticien en devenir Mazliak L. 2012
hal-00777833 Finite size effects in the dynamics of glass-forming liquids Berthier L. Biroli G. Coslovich D. Kob W. Toninelli C. 2012
hal-00777822 Heat kernel generated frames in the setting of Dirichlet spaces Coulhon T. Kerkyacharian G. Petrushev P. 2012
hal-00777807 Optimal stopping time problem in a general framework Kobylanski M. Quenez M.-C. 2012
hal-00777536 Finite-temperature and finite-time scaling of the directed polymer free-energy with respect to its geometrical fluctuations Agoritsas E. Bustingorry S. Lecomte V. Schehr G. Giamarchi T. 2012
hal-00777482 Prediction of Quantiles by Statistical Learning and Application to GDP Forecasting Alquier P. Li X. 2012
hal-00777381 Concentration inequalities for order statistics Boucheron S. Thomas M. 2012
hal-00776167 Random skew plane partitions with a piecewise periodic back wall Boutillier C. Mkrtchyan S. Reshetikhin N. Tingley P. 2012
hal-00773569 Exercises in probability. A guided tour from measure theory to random processes, via conditioning. Second edition Chaumont L. Yor M. 2012
hal-00773553 Sparse regression learning by aggregation and Langevin Monte-Carlo Dalalyan A.S. Tsybakov A.B. 2012
hal-00772515 Credit risk with asymmetric information on the default threshold Hillairet C. Jiao Y. 2012
hal-00771914 Correlation-based virtual source imaging in strongly scattering random media Garnier Josselin Papanicolaou G. 2012
hal-00771911 Wenjia Resolution and stability analysis in acousto-electric imaging Ammari H. Garnier Josselin Jing W. 2012
hal-00771370 Adaptive density estimation in the pile-up model involving measurement errors Comte F. Rebafka T. 2012
hal-00768526 Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions Bensusan Harry El Karoui Nicole Loisel Stéphane Salhi Yahia 2012
hal-00767694 Almost sure convergence for stochastically biased random walks on trees Faraud G. Hu Y. Shi Z. 2012
hal-00766752 Very Strong Disorder for the Parabolic Anderson model in low dimensions Bertin Pierre 2012
hal-00766309 Critical branching Brownian motion with absorption: particle configurations Berestycki Julien Berestycki Nathanael Schweinsberg Jason 2012
hal-00766307 Critical branching Brownian motion with absorption: survival probability Berestycki Julien Berestycki Nathanael Schweinsberg Jason 2012
hal-00762969 Estimation of volatility functionals: the case of a square root n window Jacod Jean Rosenbaum Mathieu 2012
hal-00756970 Poincaré's Odds Mazliak Laurent 2012
hal-00755394 Height representation of XOR-Ising loops via bipartite dimers Boutillier Cédric De Tilière Béatrice 2012
hal-00754987 Averaging for a fully-coupled piecewise deterministic Markov process in infinite dimension Genadot A. Thieullen M. 2012
hal-00754979 On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity Vakeroudis S. 2012
hal-00751549 Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient Guy Romain Laredo Catherine Vergu Elisabeta 2012
hal-00751496 Concentration inequalities for order statistics Boucheron Stephane Thomas Maud 2012
hal-00751377 Macroscopic fluctuation theory of local collisional dynamics Lefevere Raphael 2012
hal-00751373 Macroscopic diffusion from a Hamilton-like dynamics Lefevere Raphael 2012
hal-00750034 Toward a wave turbulence formulation of statistical nonlinear optics Garnier Josselin Lisak Mietek Picozzi Antonio 2012
hal-00747229 A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation Aïd René Campi Luciano Langrené Nicolas Pham Huyên 2012
hal-00744432 Kriging-based sequential design strategies using fast cross-validation techniques with extensions to multi-fidelity computer codes Le Gratiet Loic Cannamela Claire 2012
hal-00739826 On parameter estimation for critical affine processes Barczy Matyas Doering Leif Li Zenghu Pap Gyula 2012
hal-00737491 Optimal order placement in limit order markets Cont Rama Kukanov Arseniy 2012
hal-00737342 Regularity dependence of the rate of convergence of the learning curve for Gaussian process regression Le Gratiet Loic Garnier Josselin 2012
hal-00737332 Recursive co-kriging model for Design of Computer experiments with multiple levels of fidelity with an application to hydrodynamic Le Gratiet Loic 2012
hal-00736036 Birth and death processes with neutral mutations Champagnat Nicolas Lambert Amaury Richard Mathieu 2012
hal-00733827 Functional co-monotony of processes with applications to peacocks and barrier options Pagès Gilles 2012
hal-00731523 Critical dimension for quadratic functional quantization Luschgy Harald Pagès Gilles 2012
hal-00730534 Stochastic processes with proportional increments and the last-arrival problem Bruss F.T. Yor M. 2012
hal-00730490 The local quantization behavior of absolutely continuous probabilities Graf S. Pagès G. Luschgy H. 2012
hal-00730485 Universality in one dimensional hierarchical coalescence processes Faggionato A. Martinelli F. Roberto C. Toninelli C. 2012
hal-00725663 Statistical inference in compound functional models Dalalyan Arnak S. Ingster Yuri Tsybakov Alexandre 2012
hal-00725645 Book reviews, Fall 2012 Alquier Pierre Robert Christian 2012
hal-00723273 On the 3D Allen-Cahn and Cahn-Hilliard stochastic equation with an unbounded difusion coefficient Millet Annie 2012
hal-00720912 Mean variance hedging under defaults risk. Choukroun Sebastien Goutte Stéphane Ngoupeyou Armand 2012
hal-00720394 Principal minors Pfaffian half-tree theorem De Tilière Béatrice 2012
hal-00719994 Approximate maximizers of intricacy functionals Buzzi J. Zambotti L. 2012
hal-00718589 Universality of slow decorrelation in KPZ growth Corwin I. Ferrari P.L. Péché S. 2012
hal-00718585 Universality in the bulk of the spectrum for complex sample covariance matrices Péché S. 2012
hal-00718122 Testing the finiteness of the support of a distribution: a statistical look at Tsirelson's equation Delattre S. Rosenbaum M. 2012
hal-00717733 An affine invariant k-nearest neighbor regression estimate Biau G. Devroye L. Dujmovic L. Krzyzak A. 2012
hal-00717663 Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards Comets F. Popov S. 2012
hal-00717623 Mirror averaging with sparsity priors Tsybakov A.B. Dalalyan A.S. 2012
hal-00717618 Model Selection for Weakly Dependent Time Series Forecasting Alquier P. Wintenberger O. 2012
hal-00717615 Transductive versions of the LASSO and the Dantzig Selector Alquier P. Hebiri M. 2012
hal-00717386 Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone Vakeroudis S. Yor M. 2012
hal-00716985 Two population models with constrained migrations Normand Raoul 2012
hal-00714354 Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes Thieullen M. Pakdaman K. Wainrib G. 2012
hal-00714352 A contrast estimator for completely or partially observed hypoelliptic diffusion Thieullen M. Samson A. 2012
hal-00714224 Time discretization and quantization methods for optimal multiple switching problem Gassiat P. Pham H. Kharroubi I. 2012
hal-00713432 Finite-temperature and finite-time scaling of the directed polymer free-energy with respect to its geometrical fluctuations Agoritsas Elisabeth Bustingorry Sebastian Lecomte Vivien Schehr Gregory Giamarchi Thierry 2012
hal-00713398 A study of a trajectory : Popoff, wars and ballistics. Mazliak Laurent 2012
hal-00713072 Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds Kerkyacharian G. Nickl R. Picard D. 2012
hal-00712342 Au delà des réels. Borel et l'approche probabiliste de la réalité Mazliak Laurent Sage Marc 2012
hal-00711670 GPGPUs in computational finance: Massive parallel computing for American style options Pagès G. Wilbertz E. 2012
hal-00710037 Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case Lambert Amaury Simatos Florian 2012
hal-00709194 A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes Doering Leif 2012
hal-00708858 A scaling proof for Walsh's Brownian motion extended arc-sine law Vakeroudis Stavros Yor Marc 2012
hal-00708597 Mean-Variance Hedging on uncertain time horizon in a market with a jump Kharroubi Idris Lim Thomas Ngoupeyou Armand 2012
hal-00708170 Inverse scattering perturbation theory for the nonlinear Schrödinger equation with non-vanishing background Garnier Josselin Kalimeris K. 2012
hal-00708164 A statistical approach to target detection and localization in the presence of noise Garnier Josselin Ammari H. Solna K. 2012
hal-00708160 Noise source localization in an attenuating medium Garnier Josselin Ammari H. Bretin E. Wahab A. 2012
hal-00708157 Coupled wideangle wave approximations Garnier Josselin Solna K. 2012
hal-00708150 Analysis of adaptive directional stratification for the controlled estimation of rare event probabilities Garnier Josselin Munoz Zuniga M. Remy E. De Rocquigny E. 2012
hal-00708144 Multistatic imaging of extended targets Garnier Josselin Ammari H. Kang H. Lim M. Solna K. 2012
hal-00708142 Corrector theory for elliptic equations with long-range correlated random potential Garnier Josselin Bal G. Gu Y. Jing W. 2012
hal-00708121 A sample variance inequality for U-statistics of a Markov chain with applications Priouret P. Fort G. Moulines E. Vandekerkove P. 2012
hal-00707858 Intrinsic stationarity for vector quantization: Foundation of dual quantization Pagès G. Wilbertz B. 2012
hal-00707856 Ergodic approximation of the distribution of a stationary diffusion : rate of convergence Pagès G. Panloup F. 2012
hal-00707854 Stochastic approximation using averaging innovations Laruelle S. Pagès G. 2012
hal-00707745 Mean mutual information and symmetry breaking for finite random fields Zambotti L. Buzzi J. 2012
hal-00707743 Radon needlet thresholding Kerkyacharian G. Le Pennec E. Picard D. 2012
hal-00706818 On entire moments of self-similar Markov processes Barczy Matyas Doering Leif 2012
hal-00706802 Large deviations for the empirical measure of Markov renewal processes Mariani Mauro Shen Yuhao Zambotti Lorenzo 2012
hal-00706000 Activity phase transition for constrained dynamics Toninelli C. Bodineau T. 2012
hal-00705999 Aging through hierarchical coalescence in the East model Toninelli C. Faggionato A. Martinelli F. Roberto C. 2012
hal-00705925 Zero bias transformation and asymptotic expansions Jiao Y. 2012
hal-00705894 Copolymers at Selective Interfaces: Settled Issues and Open Problems Giacomin G. Caravenna F. Toninelli F.L. 2012
hal-00705892 The Strong Interaction Limit of Continuous-TimeWeakly Self-Avoiding Walk Dahlqvist A. 2012
hal-00705781 Statistical Mechanics on isoradial graphs De Tilière B. Boutillier C. 2012
hal-00705708 Assessment of three mitochondrial genes (16S, Cytb, CO1) for identifying species in the Praomyini tribe (Rodentia: Muridae) Larédo C. Nicolas V. Schaeffer B. Missoup A.D. Kennis J. Colyn M. Denys C. Tatard C. Cruaud Corinne 2012
hal-00705702 Coalescent-based DNA Barcoding: Multilocus and Robustness Larédo C. David O. Leblois R. Schaeffer B. Vergne N. 2012
hal-00705654 Mutually Catalytic Branching Processes and Voter Processes with Strength of Opinion Dôring L. Mytnik L. 2012
hal-00705301 Global attractor and asymptotic dynamics in the Kuramoto model for coupled noisy phase oscillators Giacomin G. Pakdaman K. Pellegrin X. 2012
hal-00705291 Learning Out of Leaders: Regression for high dimension Mougeot M. Picard D. Tribouley K. 2012
hal-00705279 Finite size effects in the dynamics of glass-forming liquids Berthier Ludovic Biroli Giulio Coslovich Daniele Kob Walter Toninelli Cristina 2012
hal-00705272 Another failure in the analogy between Gaussian and semicircle laws Eisenbaum N. 2012
hal-00705261 Large Deviations and the Zero Viscosity Limit for 2D Stochastic Navier-Stokes Equations with Free Boundary Millet A. Bessaih H. 2012
hal-00705259 Kinetically constrained spin models on trees Martinelli F. Toninelli C. 2012
hal-00705258 Testing the local volatility assumption: a statistical approach Rosenbaum M. Podolskij M. 2012
hal-00705256 Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group Rosenbaum M. Bacry E. Hoffmann M. 2012
hal-00705252 Fredrickson-Andersen one spin facilitated model out of equilibrium Blondel Oriane Cancrini Nicoletta Martinelli Fabio Roberto Cyril Toninelli Cristina 2012
hal-00705239 Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection Akakpo N. 2012
hal-00705229 Limit laws for ergodic processes Thouvenot J.-P. Weiss B. 2012
hal-00705225 Singularity of projections of 2-dimensional measures invariant under the geodesic flow Ledrappier F. Hovila R. Järvenpää E. Järvenpää M. 2012
hal-00705220 Analyticity of the entropy for some random walks Ledrappier F. 2012
hal-00704994 Localization Transition for Polymers in Poissonian Medium Comets Francis Yoshida Nobuo 2012
hal-00704951 On the shrinkage estimation of variance and Pitman closeness criterion Biau G. Yatracos Y.G. 2012
hal-00704947 Analysis of a random forests model Biau G. 2012
hal-00704945 PCA-kernel estimation Biau G. Mas A. 2012
hal-00704941 Parameter selection for principal curves Biau G. Fischer A. 2012
hal-00704923 Capturing Ridge Functions in High Dimension from Point Queries Kerkyacharian G. Picard D. Cohen Albert Daubechies I. De Vore R. 2012
hal-00704764 Stress testing the resilience of financial networks Cont R. Amini H. Minca A. 2012
hal-00704505 Study of a Trajectory: Kiril Popoff, wars, and ballistics Mazliak L. 2012
hal-00704436 Joint probability distributions and fluctuation theorems Lecomte V. Garcia-Garcia R. Kolton A.B. Dominguez D. 2012
hal-00704432 Disordered Elastic Systems and One-Dimensional Interfaces Lecomte V. Agoritsas E. Giamarchi T. 2012
hal-00704428 Noise and Topology in Driven Systems - an Application to Interface Dynamics Lecomte V. Barnes S.E. Eckmann J.-P. Giamarchi G. 2012
hal-00704423 Inactive dynamical phase of a symmetric exclusion process on a ring Lecomte V. Garrahan J.P. Van Wijland F. 2012
hal-00704370 Finite size scaling of the dynamical free-energy in a kinetically constrained model Lecomte V. Bodineau T. Toninelli C. 2012
hal-00704344 A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in R^{n} Vakeroudis S. Yor M. 2012
hal-00702409 Planification d'expériences séquentielle dans un contexte de méta-modélisation multi-fidélité. Le Gratiet Loic 2012
hal-00697224 Fire Sales Forensics: Measuring Endogenous Risk Cont Rama Wagalath Lakshithe 2012
hal-00697125 Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information Guilbaud Fabien Pham Huyên 2012
hal-00695667 Stability and Resolution Analysis for a Topological Derivative Based Imaging Functional Garnier Josselin Ammari H. Jugnon V. Kang H. 2012
hal-00695353 The East model: recent results and new progresses Faggionato Alessandra Martinelli Fabio Roberto Cyril Toninelli Cristina 2012
hal-00694126 Bessel bridges decomposition with varying dimension. Applications to finance. Faraud Gabriel Goutte Stéphane 2012
hal-00691126 Properties of convergence in Dirichlet structures Malicet Dominique Poly Guillaume 2012
hal-00688241 Target Identification Using Dictionary Matching of Generalized Polarization Tensors Ammari Habib Boulier Thomas Garnier Josselin Jing Wenjia Kang Hyœnbæ Wang Han 2012
hal-00688165 Concentration Bounds for Stochastic Approximations Frikha Noufel Menozzi Stephane 2012
hal-00686868 Central limit theorems for eigenvalues of deformations of Wigner matrices Donati-Martin C. Capitaine Mireille Féral D. 2012
hal-00679710 Windings of planar stable processes Doney Ron A. Vakeroudis Stavros 2012
hal-00679037 Asset Pricing under uncertainty Scotti Simone 2012
hal-00677032 Inactive dynamical phase of a symmetric exclusion process on a ring Lecomte Vivien Garrahan Juan P Van Wijland Frédéric 2012
hal-00676815 On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation El Karoui N. Carraro L. Obloj J. 2012
hal-00676766 Modeling active electrolocation in weakly electric fish Ammari Habib Boulier Thomas Garnier Josselin 2012
hal-00675925 High-frequency market-making with inventory constraints and directional bets Fodra Pietro Labadie Mauricio 2012
hal-00675091 Sub-millimetre spectroscopy of Saturn's trace gases from Herschel/SPIRE Fletcher L. N. Swinyard B. Salji C. Polehampton E. Fulton T. Sidher S. Lellouch E. Moreno R. Orton G. Cavalié T. Courtin R. Rengel M. Sagawa H. Davis G. R. Hartogh P. Naylor D. Walker H. Lim T. 2012
hal-00674091 Minimax optimality of the local multi-resolution projection estimator over Besov spaces Monnier Jean-Baptiste 2012
hal-00671982 Prediction of quantiles by statistical learning and application to GDP forecasting Alquier Pierre Li Xiaoyin 2012
hal-00671979 Fast rates in learning with dependent observations Alquier Pierre Wintenberger Olivier 2012
hal-00670811 The weak convergence of regenerative processes using some excursion path decompositions Lambert Amaury Simatos Florian 2012
hal-00667112 Short-time asymptotics for marginal distributions of semimartingales Bentata Amel Cont Rama 2012
hal-00665852 On some expectation and derivative operators related to integral representations of random variables with respect to a PII process Goutte Stéphane Oudjane Nadia Russo Francesco 2012
hal-00663488 Bougerol's identity in law and extensions Vakeroudis Stavros 2012
hal-00663136 Credit Risk with asymmetric information on the default threshold Hillairet Caroline Jiao Ying 2012
hal-00662764 Maximal stream and minimal cutset for first passage percolation through a domain of $\mathbb{R}^d$ Cerf Raphaël Théret Marie 2012
hal-00662268 AVERAGING FOR A FULLY-COUPLED PIECEWISE DETERMINISTIC MARKOV PROCESS IN INFINITE DIMENSIONS Genadot Alexandre Thieullen Michèle 2012
hal-00662166 Asymptotics of the maximal radius of an L^r-optimal sequence of quantizers Pagès G. Sagna A. 2012
hal-00661645 Volatility and covariation estimation when microstructure noise and trading times are endogenous Rosenbaum M. Robert C.Y. 2012
hal-00660188 Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options Fourati S. 2012
hal-00660184 The exact packing measure of Lévy trees Duquesne T. 2012
hal-00660181 Stochastic order for alpha-permanental point processes Eisenbaum N. 2012
hal-00660164 A semi-parametric Bernstein-von Mises Theorem for Gaussian Process Priors Castillo I. 2012
hal-00659149 Sharp threshold for percolation on expanders Boucheron S. Benjamini I. Lugosi G. Rossignol R. 2012
hal-00658929 A Langevin process reflected at a partially elastic boundary : I Jacob E. 2012
hal-00657538 Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion Bertoin Jean Dufresne Daniel Yor Marc 2012
hal-00655850 An Affine Invariant $k$-Nearest Neighbor Regression Estimate Biau Gérard Devroye Luc Dujmovic Vida Krzyzak Adam 2012
hal-00654716 Bayesian analysis of hierarchical multi-fidelity codes. Le Gratiet Loic 2012
hal-00653721 ASYMPTOTIC ANALYSIS OF STOCHASTIC VARIATIONAL INEQUALITIES MODELING AN ELASTO-PLASTIC PROBLEM WITH VANISHING JUMPS Bensoussan Alain Jasso Fuentes Hector Mertz Laurent Menozzi Stephane 2012
hal-00650314 Optimal posting price of limit orders: learning by trading Laruelle Sophie Lehalle Charles-Albert Pagès Gilles 2012
hal-00646054 Finite size scaling of the dynamical free-energy in a kinetically constrained model Bodineau Thierry Lecomte Vivien Toninelli Cristina 2012
hal-00644701 Joint probability distributions and fluctuation theorems García-García Reinaldo Lecomte Vivien Kolton A. B. Domínguez D. 2012
hal-00643900 Continuous time regime switching model applied to foreign exchange rate. Goutte Stéphane Zou Benteng 2012
hal-00643841 Disordered Elastic Systems and One-Dimensional Interfaces Agoritsas Elisabeth Lecomte Vivien Giamarchi Thierry 2012
hal-00628424 On the functions counting walks with small steps in the quarter plane Kurkova Irina Raschel Kilian 2012
hal-00624544 Quantization based recursive Importance Sampling Frikha Noufel Sagna Abass 2012
hal-00608574 A simple variance inequality for U-statistics of a Markov chain with applications Fort Gersende Moulines Eric Priouret Pierre Vandekerkhove Pierre 2012
hal-00607809 Overlaps and Pathwise Localization in the Anderson Polymer Model Comets Francis Cranston Michael 2012
hal-00604427 On false discovery rate thresholding for classification under sparsity Neuvial Pierre Roquain Etienne 2012
hal-00598553 Contrast estimator for completely or partially observed hypoelliptic diffusion Samson Adeline Thieullen Michèle 2012
hal-00592314 Noise and Topology in Driven Systems - an Application to Interface Dynamics Barnes Stewart Eckmann Jean-Pierre Giamarchi Thierry Lecomte Vivien 2012
hal-00587225 Sharp Oracle Inequalities for Aggregation of Affine Estimators Dalalyan Arnak S. Salmon Joseph 2012
hal-00560275 Partial functional quantization and generalized bridges Corlay Sylvain 2012
hal-00537662 Inviscid Large deviation principle and the 2D Navier Stokes equations with a free boundary condition Bessaih Hakima Millet Annie 2012
hal-00536723 Non-Local Methods with Shape-Adaptive Patches (NLM-SAP) Deledalle Charles-Alban Duval Vincent Salmon Joseph 2012
hal-00531272 Adaptive Density Estimation in the Pile-up Model Involving Measurement Errors Comte Fabienne Rebafka Tabea 2012
hal-00528485 Intrinsic stationarity for vector quantization: Foundation of dual quantization Pagès Gilles Wilbertz Benedikt 2012
hal-00521185 The local quantization behaviour of absolutely continuous probabilities Graf Siegried Luschgy Harald Pagès Gilles 2012
hal-00519457 Optimal stopping in a general framework Kobylanski Magdalena Quenez Marie-Claire 2012
hal-00512722 Ergodic approximation of the distribution of a stationary diffusion : rate of convergence Pagès Gilles Panloup Fabien 2012
hal-00505502 Large deviations of the extreme eigenvalues of random deformations of matrices Benaych-Georges Florent Guionnet Alice Maïda Mylène 2012
hal-00504644 Stochastic Approximation with Averaging Innovation Applied to Finance Laruelle Sophie Pagès Gilles 2012
hal-00475628 Discrete-time Approximation of Multidimensional BSDEs with oblique reflections Elie Romuald Kharroubi Idris Chassagneux Jean-François 2012
hal-00461853 Counting walks in a quadrant: a unified approach via boundary value problems Raschel Kilian 2012
hal-00461580 Mirror averaging with sparsity priors Dalalyan Arnak S. Tsybakov Alexandre 2012
hal-00428523 Dual Quantization for random walks with application to credit derivatives Pagès Gilles Wilbertz Benedikt 2012
hal-00409903 Radon needlet thresholding Kerkyacharian Gerard Le Pennec Erwan Picard Dominique 2012
hal-00362471 Sparse Regression Learning by Aggregation and Langevin Monte-Carlo Dalalyan Arnak S. Tsybakov Alexandre 2012
hal-00362151 Model selection for weakly dependent time series forecasting Alquier Pierre Wintenberger Olivier 2012
hal-00285172 Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers Pagès Gilles Sagna Abass 2012
PMA-1580 The small noise limit of order-based diffusion processes. B. JOURDAIN, J. REYGNER 2012
PMA-1559 Convex order for path-dependent American options using the Euler scheme of martingale jump diffusion process. G. PAGÈS 2012
PMA-1558 Critical branching Brownian motion with absorption: particle configurations. J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG 2012
PMA-1557 Critical branching Brownian motion with absorption: survival probability. J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG 2012
PMA-1556 Mixing time of a kinetically constrained spin model on trees: power law scaling at criticality. N. CANCRINI, F. MARTINELLI, C. ROBERTO, C. TONINELLI 2012
PMA-1555 Estimation of volatility functionals: the case of a square root n window. J. JACOD, M. ROSENBAUM 2012
PMA-1554 Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE. I. KHARROUBI, H. PHAM 2012
PMA-1553 Information Transmission under Random Emission Constraints. F. COMETS, F. DELARUE, R. SCHOTT 2012
PMA-1552 Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient. R. GUY, C. LAREDO, E. VERGU 2012
PMA-1551 A mixed-step algorithm for the approximation of the stationary regime of a diffusion. G. PAGÈS, F. PANLOUP 2012
PMA-1550 Height representation of XOR-Ising loops via bipartite dimers. C. BOUTILLIER, B. DE TILIÈRE 2012
PMA-1549 Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation B. JOURDAIN, J. REYGNER 2012
PMA-1548 Concentration inequalities for order statistics. S. BOUCHERON, M. THOMAS 2012
PMA-1547 Macroscopic diffusion from a Hamilton-like dynamics. R. LEFEVERE 2012
PMA-1546 The limiting distributions of large heavy Wigner and arbitrary random matrices. C. MALE 2012
PMA-1545 About adaptive coding on countable alphabets. D. BONTEMPS, S. BOUCHERON, E. GASSIAT 2012
PMA-1544 Equivalence for nonparametric drift estimation of a diffusion process and its Euler scheme. V. GENON-CATALOT, C. LARÉDO 2012
PMA-1543 Conditional Markov regime switching model applied to economic modelling. S. GOUTTE 2012
PMA-1542 A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation. R. AÏD, L. CAMPI, N. LANGRENÉ, H. PHAM 2012
PMA-1541 Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment. F. COMETS, M. FALCONNET, O. LOUKIANOV, D. LOUKIANOVA, C. MATIAS 2012
PMA-1540 Asymptotics of empirical distribution function for Gaussian subordinated arrays with an application to multiple testing. S. DELATTRE, E. ROQUAIN 2012
PMA-1539 On parameter estimation for critical affine processes. M. BARCZY, L. DOERING, Z. LI, G. PAP 2012
PMA-1538 Optimal order placement in limit order markets. R. CONT, A. KUKANOV 2012
PMA-1537 Birth and death processes with neutral mutations. N. CHAMPAGNAT, A. LAMBERT, M. RICHARD 2012
PMA-1536 Functional co-monotony of processes with an application to peacocks. G. PAGÈS 2012
PMA-1535 On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a Stable process. S. VAKEROUDIS 2012
PMA-1534 Critical dimension for quadratic functional quantization. G. PAGÈS, H. LUSCHGY 2012
PMA-1533 Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation. E. AGORITSAS, V. LECOMTE, T. GIAMARCHI 2012
PMA-1532 Finite-temperature and finite-time scaling of the directed polymer free-energy with respect to its geometrical fluctuations. E. AGORITSAS, S. BUSTINGORRY, V. LECOMTE, G. SCHEHR, T. GIAMARCHI 2012
PMA-1531 Mean variance hedging under defaults risk. S. CHOUKROUN, S. GOUTTE, A. NGOUPEYOU 2012
PMA-1530 Principal minors Pfaffian half-tree theorem. B. DE TILIÈRE 2012
PMA-1529 A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes. L. DOERING 2012
PMA-1528 On entire moments of self-similar Markov processes. M. BARCZY, L. DOERING 2012
PMA-1527 A Jump Type SDE Approach to Positive Self-Similar Markov Processes. L. DOERING, M. BARCZY 2012
PMA-1526 Mutually Catalytic Branching Processes on the Lattice and Voter Processes with Strength of Opinion. L. DOERING, L. MYTNIK 2012
PMA-1525 Longtime Behavior for Mutually Catalytic Branching with Negative Correlations. L. DOERING, L. MYTNIK 2012
PMA-1524 The master field on the plane. T. LÉVY 2012
PMA-1523 Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case. A. LAMBERT, F. SIMATOS 2012
PMA-1522 Finite size effects in the dynamics of glass-forming liquids. L. BERTHIER, G. BIROLI, D. COSLOVICH, W. KOB, C. TONINELLI 2012
PMA-1521 Universality for one-dimensional hierarchical coalescence processes with double and triple merges. A. FAGGIONATO, C. ROBERTO, C. TONINELLI 2012
PMA-1520 A scaling proof for Walsh's Brownian motion extended arc-sine law. S. VAKEROUDIS, M. YOR 2012
PMA-1519 Large deviations for the empirical measure of Markov renewal processes. M. MARIANI, Y. SHEN, L. ZAMBOTTI 2012
PMA-1518 Hitting properties and non-uniqueness for SDE driven by stable processes. J. BERESTYCKI, L. DOERING, L. MYTNIK, L. ZAMBOTTI 2012
PMA-1517 Kinetically constrained spin models on trees. F. MARTINELLI, C. TONINELLI 2012
PMA-1516 Fredrickson-Andersen one spin facilitated model out of equilibrium. O. BLONDEL, N. CANCRINI, F. MARTINELLI, C. ROBERTO, C. TONINELLI 2012
PMA-1515 The East model: recent results and new progresses. A. FAGGIONATO, F. MARTINELLI, C. ROBERTO, C. TONINELLI 2012
PMA-1514 Localization Transition for Polymers in Poissonian Medium. F. COMETS, N. YOSHIDA 2012
PMA-1513 Optimal high frequency trading in a pro-rata microstructure with predictive information. F. GUILBAUD, H. PHAM 2012
PMA-1512 High-frequency market-making with inventory constraints and directional bets. P. FODRA, M. LABADIE 2012
PMA-1511 Fire sales forensics: Measuring endogenous risk. R. CONT, L. WAGALATH 2012
PMA-1510 Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property. C. LABBÉ 2012
PMA-1509 Bessel bridges decomposition with varying dimension. Applications to finance. G. FARAUD, S. GOUTTE 2012
PMA-1508 Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions. E. HERBIN, J. LEBOVITS & J. LÉVY VÉHEL 2012
PMA-1507 Multifractional Stochastic volatility models. S. CORLAY, J. LEBOVITS & J. LÉVY VÉHEL 2012
PMA-1506 Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors. F. BENAYCH-GEORGES, T. CABANAL-DUVILLARD 2012
PMA-1505 Concentration bounds for stochastic approximations. N. FRIKHA, S. MENOZZI 2012
PMA-1504 Large time asymptotics for the fluctuation SPDE in the Kuramoto synchronization model. E. LUÇON 2012
PMA-1503 Asset Pricing under uncertainty. S. SCOTTI 2012
PMA-1502 Two-sided bounds for degenerate processes with densities supported in subsets of R^N. C. CINTI, S. MENOZZI, S. POLIDORO 2012
PMA-1501 Asymptotic behavior of local particles numbers in branching random walk. E. BULINSKAYA 2012
PMA-1500 Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field. L.-P. ARGUIN, O. ZINDY 2012
PMA-1499 Windings of planar stable processes. S. VAKEROUDIS, R.A. DONEY 2012
PMA-1498 An optimal dividend and investment control problem under debt constraints. E. CHEVALIER, V. LYVATH, S. SCOTTI 2012
PMA-1497 Stable continuous-state branching processes with immigration and Beta-Fleming-Viot processes with immigration. C. FOUCART, O. HÉNARD 2012
PMA-1496 Last passage percolation and traveling waves. F. COMETS, J. QUASTEL, A.F. RAMIREZ 2012
PMA-1495 Inactive dynamical phase of a symmetric exclusion process on a ring. V. LECOMTE, J.-P. GARRAHAN, F. VAN WIJLAND 2012
PMA-1494 Smooth-fit principle for a degenerate two-dimensional singular stochastic control problem arising in irreversible investment. S. FEDERICO, H. PHAM 2012
PMA-1493 Prediction of quantiles by statistical learning and application to GDP forecasting. P. ALQUIER, X. LI 2012
PMA-1492 Fast rates in learning with dependent observations. P. ALQUIER, O. WINTENBERGER 2012
PMA-1491 Order book dynamics in liquid markets: limit theorems and diffusion approximations. R. CONT, A. DE LARRARD 2012
PMA-1490 The weak convergence of regenerative processes using some excursion path decompositions. A. LAMBERT, F. SIMATOS 2012
PMA-1489 On some expectation and derivative operators related to integral representations of random variables with respect to a PII process. S. GOUTTE, N. OUDJANE, F. RUSSO 2012
PMA-1488 Short-time asymptotics for marginal distributions of semimartingales A. BENTATA, R. CONT 2012
PMA-1487 Bougerol's identity in law and extensions. S. VAKEROUDIS 2012
PMA-1486 Maximal stream and minimal cutset for first passage percolation through a domain of $\mathbb{R}^d$. R. CERF, M. THÉRET 2012
PMA-1485 Continuous time regime switching model applied to foreign exchange rate. S. GOUTTE, B. ZOU 2012
PMA-1484 Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. A. BENSOUSSAN, H. JASSO-FUENTES, L. MERTZ, S. MENOZZI 2012
PMA-1483 Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone. S. VAKEROUDIS, M. YOR 2012
PMA-1482 Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion. S. VAKEROUDIS, M. YOR 2012
tel-00655935 Matrices aléatoires et probabilités libres Benaych-Georges Florent 2011
tel-00652128 Analyse d'Algorithmes Stochastiques Appliqués à la Finance Laruelle Sophie 2011
tel-00651357 Modélisation du risque de liquidité et méthodes de quantification appliquées au contrôle stochastique séquentiel Gassiat Paul 2011
tel-00650930 Contributions to the problems of classification, regression and study of an inverse problem in finance Monnier Jean-Baptiste 2011
tel-00649235 Arbres, Processus de branchement non markoviens et Processus de Lévy Richard Mathieu 2011
tel-00648611 Multi-dimensional "Malliavin-Stein" method on the Poisson space and its applications to limit theorems Zheng Cengbo 2011
tel-00631419 Deterministic and random models of limited aggregation and gelation phenomenon Normand Raoul 2011
tel-00627558 Calcul d'Itô étendu Walsh Alexander 2011
tel-00626445 Some aspects of optimal quantization and applications to finance Corlay Sylvain 2011
tel-00624419 Modélisation mathématique de la contagion de défaut Minca Andreea 2011
tel-00605743 Three applications of fragmentation and Poisson calculus to combinatorics Joseph Adrien 2011
tel-00600623 p-variations approchées et erreurs d'arrondis Cumenge Pierre-Henri 2011
tel-00584079 Windings of some planar Stochastic Processes and Applications to the rotation of a polymer Vakeroudis Stavros 2011
tel-00576355 Modelization and valuation methods of gas contracts: Stochastic control approaches Bernhart Marie 2011
inria-00541922 Séminaire de Probabilités XLIII Donati-Martin Catherine Lejay Antoine Rouault Alain 2011
hal-01426338 The Effect of Disorder on the Free-Energy for the Random Walk Pinning Model: Smoothing of the Phase Transition and Low Temperature Asymptotics Berger Quentin Lacoin Hubert 2011
hal-01094871 A weighted k-nearest neighbor density estimate for geometric inference Biau Gérard Chazal Frédéric Cohen-Steiner David Devroye Luc Rodríguez Carlos 2011
hal-01017943 Stability of solitons under rapidly oscillating random perturbations of the initial conditions Fedrizzi Ennio 2011
hal-00945509 A high-dimensional Wilks phenomenon Boucheron Stéphane Massart Pascal 2011
hal-00857606 The evolution of postreproductive life span as an insurance against indeterminacy. Tully Thomas Lambert Amaury 2011
hal-00844063 Kinetic Description of Random Optical Waves and Anomalous Thermalization of a Nearly Integrable Wave System Michel Claire Garnier Josselin Suret Pierre Randoux Stéphane Picozzi Antonio 2011
hal-00844056 Condensation and thermalization of classsical optical waves in a waveguide Aschieri P. Garnier Josselin Michel Claire Doya V. Picozzi A. 2011
hal-00831020 Imaging with noise blending De Hoop M. Fedrizzi E. Garnier Josselin Solna K. 2011
hal-00795370 Dynkin games in a general framework Kobylanski Magdalena Quenez Marie-Claire Roger de Campagnolle Marc 2011
hal-00778745 Enhancement of near-cloaking. Part III: Numerical simulations, statistical stability, and related questions Ammari H. Garnier Josselin Jugnon V. Kang H. Lee H. Lim M. 2011
hal-00720353 On the Gaussian approximation of vector-valued multiple integrals Noreddine S. Nourdin I. 2011
hal-00708206 Traffic safety: non-linear causation for injury severity Mougeot M. Azencott R. 2011
hal-00707851 Optimal split of orders across liquidity pools: a stochastic algorithm approach Laruelle S. Pagès G. Lehalle C.-A. 2011
hal-00707399 Local time-space calculus for symmetric Lévy processes Walsh A. 2011
hal-00707396 A random string with reflection in a convex domain Bounebache S.K. 2011
hal-00707389 A phase transition for the heights of a fragmentation tree Joseph A. 2011
hal-00707387 Markovian bridges: weak continuity and pathwise constructions Uribe Bravo G. Chaumont L. 2011
hal-00707384 (Non)differentiability and asymptotics for potential densities of subordinators Döring L. Savov M. 2011
hal-00707383 Intermittency and ageing for the symbiotic branching model Döring L. Aurzada F. 2011
hal-00707379 On the moments and the interface of the symbiotic branching model Döring L. Blath J. Etheridge A. 2011
hal-00707377 Matrix coordinate Bethe ansatz: applications to X X Z and ASEP models Simon D. Crampé N. Ragoucy E. 2011
hal-00707373 Convergence of a stochastic particle approximation for fractional scalar conservation laws Roux R. Jourdain B. 2011
hal-00707371 Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices Donati-Martin C. Capitaine M. Féral D. Février M. 2011
hal-00707366 Options on realized variance and convex orders Yor M. Carr P. Geman H. Madan D.B. 2011
hal-00707362 From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order Yor M. Hirsch F. Roynette B. 2011
hal-00707205 On the scaling property in fluctuation theory for stable Lévy processes Cordero F. 2011
hal-00706811 A Jump Type SDE Approach to Positive Self-Similar Markov Processes Doering Leif Barczy Matyas 2011
hal-00706810 Mutually Catalytic Branching Processes on the Lattice and Voter Processes with Strength of Opinion Doering Leif Mytnik Leonid 2011
hal-00706805 Longtime Behavior for Mutually Catalytic Branching with Negative Correlations Doering Leif Mytnik Leonid 2011
hal-00706796 Hitting properties and non-uniqueness for SDE driven by stable processes Berestycki Julien Doering Leif Mytnik Leonid Zambotti Lorenzo 2011
hal-00706009 Traffic safety: non-linear causation for injury severity Mougeot M. Azencott R. 2011
hal-00705975 Improved Frechet bounds and model-free pricing of multi-asset options Tankov P. 2011
hal-00705974 Arbitrage opportunities in misspecified stochastic volatility models Tankov P. Jena R.P. 2011
hal-00705972 Portfolio insurance under a risk-measure constraint Tankov P. De Franco C. 2011
hal-00705970 Tracking errors from discrete hedging in exponential Lévy models Tankov P. Broden M. 2011
hal-00705966 A finite dimensional approximation for pricing moving average options Bernhart M. Tankov P. Warin X. 2011
hal-00705764 Exponential utility maximization in an incomplete market with defaults Quenez M.-C. Lim T. 2011
hal-00705725 Analyse bayésienne hiérarchique sur la dynamique spatio-temporelle d'une metapopulation . Applications aux populations férales de colza Larédo C. Carpentier F. Laroche F. Huet S. 2011
hal-00705444 Regularization Methods for Intercepted Radar Signals Rebafka T. Levy-Leduc C. Charbit M. 2011
hal-00705408 Functional limit theorems for Lévy processes satisfying Cramer's condition Bertoin J. 2011
hal-00705406 Burning cars in a parking lot Bertoin J. 2011
hal-00705265 Universality for one-dimensional hierarchical coalescence processes with double and triple merges Faggionato A. Roberto Cyril Toninelli C. 2011
hal-00704766 Statistical Modeling of High Frequency Financial Data: Facts, Models and Challenges Cont R. 2011
hal-00704707 Optimization problems in finance under partial observation: theoretical and numerical aspects Pham H. 2011
hal-00704326 Dynamic transition in an atomic glass former: A molecular-dynamics evidence Pitard Estelle Lecomte V. Van Wijland F. 2011
hal-00696729 Kinetic Description of Random Optical Waves and Anomalous Thermalization of a Nearly Integrable Wave System Michel Christine Garnier Josselin Suret Pierre Randoux Stéphane Picozzi Antonio 2011
hal-00696352 Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes Kurkova I. Raschel K. 2011
hal-00695649 Convergence of adaptive and interacting Markov chain Monte Carlo algorithms Priouret P. Fort G. Moulines E. 2011
hal-00687701 Activity phase transition for constrained dynamics Bodineau Thierry Toninelli Cristina 2011
hal-00679042 Bid-ask spread modelling, a perturbation approach Lim Thomas Ly Vath Vathana Sahut Jean-Michel Scotti Simone 2011
hal-00676868 Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion Tsybakov A.B. Koltchinskii V. Lounici K. 2011
hal-00672274 Order book dynamics in liquid markets: limit theorems and diffusion approximations Cont Rama De Larrard Adrien 2011
hal-00662165 GPGPUs in computational finance: massive parallel computing for American style options Pagès G. Wilbertz B. 2011
hal-00661428 Information asymmetry in pricing of credit derivatives Jiao Y. Hillairet C. 2011
hal-00661422 Pathwise uniqueness and continuous dependence for SDEs with non-regular drift Fedrizzi E. Flandoli F. 2011
hal-00661135 Survival of near-critical branching Brownian motion Berestycki J. Berestycki N. Schweinsberg J. 2011
hal-00661129 Simulating rare events in dynamical processes Lecomte V. Giardina C. Kurchan J. Tailleur J. 2011
hal-00661128 Dynamic transition in an atomic glass former: A molecular dynamics evidence Lecomte V. Pitard E. Van Wijland F. 2011
hal-00660421 Fluctuations of the traces of complex-valued iid random matrices Noreddine Salim 2011
hal-00660339 Incoherent soliton turbulence in nonlocal nonlinear media Garnier Josselin Picozzi Antonio 2011
hal-00660337 Scattering enabled retrieval of Green's functions from remotely incident wave packets using cross correlations Garnier Josselin De Hoop M.V. Holman S.F. Solna K. 2011
hal-00660329 Fluctuation theory of ambient noise imaging Garnier Josselin Papanicolaou G. 2011
hal-00660326 Enhanced statistical stability in coherent interferometric imaging Garnier Josselin Borcea L. Papanicolaou G. Tsogka C. 2011
hal-00660324 The mean escape time for a narrow escape problem with multiple switching gates Garnier Josselin Ammari H. Kang H. Lee H. Solna K. 2011
hal-00659631 Inhomogeneous and anisotropic conditional density estimation from dependent data Akakpo N. Lacour C. 2011
hal-00659621 Random walk with barycentric self-interaction Comets F. Menshikov M.V. Volkov S. Wade A.R. 2011
hal-00659614 A New Approach for the Dynamics of Ultra-High-Frequency Data: The Model with Uncertainty Zones Rosenbaum M. Robert C.Y. 2011
hal-00659613 A new microstructure noise index Rosenbaum M. 2011
hal-00659609 Asymptotic results for time-changed Lévy processes sampled at hitting times Rosenbaum M. Tankov P. 2011
hal-00659595 Topological quantum field theories and Markovian random fields Lévy T. 2011
hal-00659576 Ecological speciation in dynamic landscapes Lambert A. Aguilée A. Claessen D. 2011
hal-00659575 The evolution of post-reproductive lifespan as an insurance against developmental indeterminacy Lambert A. Tully T. 2011
hal-00659564 Sparsity Considerations for Dependent Observations Alquier P. Doukhan P. 2011
hal-00659562 Generalization of L1 Constraints for High Dimensional Regression Problems Alquier P. Hebiri M. 2011
hal-00659558 C^2 surface diffeomorphisms have symbolic extensions Burguet D. 2011
hal-00659555 Symbolic extensions and continuity properties of the entropy Burguet D. 2011
hal-00659347 Type I error rate control for testing many hypotheses: a survey with proofs Roquain E. 2011
hal-00659338 Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices Benaych-Georges F. Guionnet A. Maïda M. 2011
hal-00659322 Central Limit Theorems for the Brownian motion on large unitary groups Benaych-Georges F. 2011
hal-00659170 Disorder and critical phenomena through basic probability models École d'Été de Probabilités de Saint-Flour XL - 2010 Giacomin G. 2011
hal-00659114 Upper large deviations for the maximal flow through a domain of $\mathbb{R}^d$ in first passage percolation Theret M. Cerf R. 2011
hal-00658948 Optimal investment with counterparty risk: a default-density modeling approach Jiao Y. Pham H. 2011
hal-00657769 Peacocks and associated martingales, with explicit constructions Yor M. Hirsch F. Profeta C. Roynette B. 2011
hal-00657767 On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes Yor M. Salminen P. 2011
hal-00657762 Truncation functions and Laplace transform Yor M. Yen J.-Y. 2011
hal-00657760 Remembering Paul Malliavin Yor M. Stroock D.W. Kahane J.-P. Gundy R. Gross L. Vergne M. 2011
hal-00657758 The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX Yor M. Madan D. 2011
hal-00655591 On the use of self-organizing maps for the representation of Barcoding data : an application to Hylomyscus data Nicolas Violaine Laredo Catherine Olteanu Madalina 2011
hal-00654710 Building kriging models using hierarchical codes with different levels of accuracy. Le Gratiet Loic 2011
hal-00654697 Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone Vakeroudis Stavros Yor Marc 2011
hal-00654695 Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion Vakeroudis Stavros Yor Marc 2011
hal-00654289 Image denoising with patch based PCA: local versus global Deledalle Charles-Alban Salmon Joseph Dalalyan Arnak S. 2011
hal-00654251 Optimal aggregation of affine estimators Salmon Joseph Dalalyan Arnak S. 2011
hal-00653293 An Optimal Dividend and Investment Control Problem under Debt Constraints Chevalier Etienne Ly Vath Vathana Scotti Simone 2011
hal-00652298 Rectangular R-transform as the limit of rectangular spherical integrals Benaych-Georges F. 2011
hal-00652284 Oracle inequalities and optimal inference under group sparsity Tsybakov A.B. Lounici K. Pontil M. Van de Geer S. 2011
hal-00652270 Travelling waves and homogeneous fragmentation Berestycki J. Harris S.C. Kyprianou A.E. 2011
hal-00651397 Credit derivatives pricing with default density term structure modelled by Lévy random fields Bo Lijun Jiao Ying Yang Xuewei 2011
hal-00651239 Spectral analysis of restricted call and put operators and application to stable risk-neutral density recovery Monnier Jean-Baptiste 2011
hal-00650653 The master field on the plane. Lévy Thierry 2011
hal-00649050 Benoit Mandelbrot et la modélisation mathématique des risques financiers Cont Rama 2011
hal-00649018 Some remarks on the class of Bernstein functions and some subclasses Fourati Sonia Jedidi Wissem 2011
hal-00644566 A KAM Scheme for SL(2,R) cocycles with liouvillean frequencies Krikorian R. Avila A. Fayad B. 2011
hal-00644427 A goodness-of-fit test for copula densities Tribouley K. 2011
hal-00644347 Nonparametric regression with martingale increment errors Delattre S. Gaïfas S. 2011
hal-00644346 Semiparametric shift estimation based on the cumulated periodogram for non-regular functions Castillo I. Cator E. 2011
hal-00644345 Revisiting the Sources of Borel's Interest in Probability: Continued Fractions, Social Involvement, Volterra's Prolusione Mazliak L. Durand A. 2011
hal-00644344 La matematica di Emile Borel nella transizione tra 800 e 900 Mazliak L. 2011
hal-00644342 What does the arrest of Emile Borel in 1941 tell us about the German Occupation in France ? Mazliak L. Shafer G. 2011
hal-00644340 L'analyse graphologique controversée d'Alphonse Bertillon dans l'Affaire Dreyfus Mazliak L. Mansuy R. 2011
hal-00644337 Borel, Fréchet, Darmois : La découverte des statistiques par les probabilistes français Mazliak L. 2011
hal-00640841 Exceptionally small balls in stable trees Duquesne Thomas Wang Guanying 2011
hal-00640493 Revisiting the sources of Borel's interest in Probability : Continued fractions, social involvment, Volterra's Prolusione Durand Antonin Mazliak Laurent 2011
hal-00640491 What does the arrest and release of Emile Borel and his colleagues in 1941 tell us about the German occupation of France? Mazliak Laurent Shafer Glenn 2011
hal-00640029 Reduction of stochastic conductance-based neuron models with time-scales separation. Wainrib Gilles Thieullen Michèle Pakdaman Khashayar 2011
hal-00639667 Stochastic dominance with respect to a capacity and risk measures Grigorova Miryana 2011
hal-00639011 New approaches of source-sink metapopulations decoupling the roles of demography and dispersal Bansaye Vincent Lambert Amaury 2011
hal-00637010 Classification via local multi-resolution projections (extended version) Monnier Jean-Baptiste 2011
hal-00635769 Universal Gaussian fluctuations on the discrete Poisson chaos Peccati Giovanni Zheng Cengbo 2011
hal-00635428 Explicit expression for the generating function counting Gesselʼs walks Kurkova I. Raschel K. 2011
hal-00635414 Green functions for killed random walks in the Weyl chamber of Sp(4) Raschel K. 2011
hal-00634813 A skew stochastic heat equation Bounebache Said Karim Zambotti Lorenzo 2011
hal-00634423 Adaptive Dantzig density estimation Bertin Karine Le Pennec Erwan Rivoirard Vincent 2011
hal-00633327 Optimal multiple stopping time problem Quenez M.-C. Kobylanski M. Rouy-Mironescu E. 2011
hal-00632325 Splitting trees stopped when the first clock rings and Vervaat's transformation Lambert Amaury Trapman Pieter 2011
hal-00632262 Regularity of the entropy for random walks on hyperbolic groups Ledrappier Francois 2011
hal-00629929 Loss-Based Risk Measures Cont Rama Deguest Romain He Xuedong 2011
hal-00628248 Volume entropy rigidity of non-positively curved symmetric spaces Ledrappier Francois 2011
hal-00626258 Time discretization and quantization methods for optimal multiple switching problem Paul Gassiat Kharroubi Idris Pham Huyen 2011
hal-00625683 Defaultable bond pricing using regime switching intensity model Goutte Stéphane Ngoupeyou Armand 2011
hal-00625265 Pricing and Hedging Defaultable Claim Goutte Stéphane Ngoupeyou Armand 2011
hal-00624585 Wong Zakai approximation for 2D hydrodynamical stochastic evolution equations Millet Annie Chueshov Igor 2011
hal-00624578 On the stochastic nonlinear Schrödinger equation in dimension 2 Millet Annie Brzezniak Zdzislaw 2011
hal-00624308 On the Non-Linear Schrodinger Equation on a Compact Manifold Millet Annie Brzezniak Zdzislaw 2011
hal-00623074 Large deviations for renewal processes Lefevere R. Mariani M. Zambotti L. 2011
hal-00623071 Survival of branching random walks with absorption Jaffuel B. Aïdekon E. 2011
hal-00622983 A high-dimensional Wilks phenomenon Boucheron S. Massart P. 2011
hal-00622642 Branching random walks in space-time random environment: Survival probability, global and local growth rates Comets F. Yoshida N. 2011
hal-00617089 On least favorable configurations for step-up-down tests Blanchard Gilles Dickhaus Thorsten Roquain Etienne Villers Fanny 2011
hal-00614716 Stochastic orderings with respect to a capacity and an application to a financial optimization problem Grigorova Miryana 2011
hal-00612301 Vanishing transverse entropy in smooth ergodic theory Ledrappier F. Xie J.S 2011
hal-00612097 Inverse Problems and High-Dimensional Estimation. Stats in the Chateau Summer School, August 31 - September 4, 2009 Alquier P. Gautier E. Stoltz Guillaume 2011
hal-00610214 Investment/consumption problem in illiquid markets with regimes switching Gassiat Paul Gozzi Fausto Pham Huyen 2011
hal-00610192 A sequence of Albin type continuous martingale with brownian marginals and scaling Donati-Martin C. Baker D. Yor M. 2011
hal-00610189 On martingales with given marginals and the scaling property Yor M. Baker D. 2011
hal-00610188 Constructing self-similar martingales via two Skorokhod embeddings Hirsch Francis Profeta Christophe Roynette Bernard Yor Marc 2011
hal-00610165 Convergence of multi-dimensional quantized SDE's Pagès G. Sellami A. 2011
hal-00610162 Fractal functional quantization of mean-regular stochastic processes Pagès G. Graf S. Luschgy H. 2011
hal-00610117 Optimal investment on finite horizon with random discrete order flow in illiquid markets Pham H. Gassiat P. Sirbu M. 2011
hal-00609983 Optimality properties in estimating jumps Clement Emmanuelle Delattre Sylvain Gloter Arnaud 2011
hal-00609835 Risk-averse asymptotics for reservation prices Carassus L. Rasonyi M. 2011
hal-00609831 Bethe Ansatz for the Weakly Asymmetric Simple Exclusion Process and Phase Transition in the Current Distribution Simon D. 2011
hal-00608880 A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn Vakeroudis Stavros Yor Marc 2011
hal-00608491 Large deviations of the current in stochastic collisional dynamics Lefevere R. Mariani M. Zambotti L. 2011
hal-00608487 Uniqueness of post-gelation solutions of a class of coagulation equations Normand R. Zambotti L. 2011
hal-00608163 Almost sure convergence for stochastically biased random walks on trees Faraud Gabriel Hu Yueyun Shi Zhan 2011
hal-00608096 Quenched limits and fluctuations of the empirical measure for plane rotators in random media Luçon E. 2011
hal-00608007 Propriétés de convergence dans les structures d'erreur Malicet Dominique Poly Guillaume 2011
hal-00607766 A reduced basis method for option pricing Cont R. Lantos N. Pironneau Olivier 2011
hal-00607764 Dynamic hedging of portfolio credit derivatives Cont R. Kan Y.H. 2011
hal-00607759 Species abundance distributions in neutral models with immigration or mutation and general lifetimes Lambert A. 2011
hal-00607757 Under which conditions is character displacement a likely outcome of secondary contact? Lambert A. Aguilée A. De Becdelièvre B. Claessen D. 2011
hal-00607743 Noncommutative ergodic theorems Ledrappier F. Karlsson A. 2011
hal-00607297 PAC-Bayesian Theorems for Sparse Regression Estimation with Exponential Weights Alquier P. Lounici K. 2011
hal-00607233 Coherent interferometric imaging, time gating, and beamforming Garnier Josselin Borcea L. Papanicolaou G. Tsogka C. 2011
hal-00607230 Filtered Kirchhoff migration of cross correlations of ambient noise signals Garnier Josselin Solna K. 2011
hal-00607228 Background velocity estimation by cross correlation of ambient noise signals in the radiative transport regime Garnier Josselin Solna K. 2011
hal-00607226 Condensation and thermalization of classsical optical waves in a waveguide Garnier Josselin Aschieri P. Michel Christine Doya V. Picozzi Antonio 2011
hal-00607224 Kinetic description of random optical waves and anomalous thermalization of a nearly integrable wave system Garnier Josselin Michel Christine Suret P. Randoux S. Picozzi Antonio 2011
hal-00607218 Imaging schemes for cracks and inclusions Garnier Josselin Ammari H. Kang H. Park W.K. Solna K. 2011
hal-00607215 Optimal transmission through a randomly perturbed waveguide in the localization regime Garnier Josselin 2011
hal-00607188 Partialmatch queries in two-dimensional quadtrees: a probabilistic approach Joseph A. Curien N. 2011
hal-00606997 Stochastic Two-Dimensional Hydrodynamical Systems: Wong-Zakai Approximation and Support Theorem Millet A. Chueshov I. 2011
hal-00606990 Large deviations Comets F. 2011
hal-00606984 Large deviations and applications Comets F. 2011
hal-00606503 The Mean First Rotation Time of a Planar Polymer Vakeroudis S. Yor M. Holcman D. 2011
hal-00606486 Sequential quantile prediction of time series Biau G. Patra B. 2011
hal-00606482 A weighted k-nearest neighbor density estimate for geometric inference Biau G. Chazal F. Cohen-Steiner D. Devroye L. Rodriguez C. 2011
hal-00606471 Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration Foucart C. 2011
hal-00606466 Some applications of duality for Lévy processes in a half-line Bertoin J. Savov M. 2011
hal-00606413 Ecole de Théorie Ergodique Thouvenot J.P. Lacroix Y. Liardet P. 2011
hal-00606380 On the maximal offspring in a critical branching process with infinite variance Bertoin J. 2011
hal-00606123 The prolific backbone for supercritical superdiffusions Berestycki J. Kyprianou A.E. Murillo-Salas A. 2011
hal-00606067 Localized spherical deconvolution Kerkyacharian G. Pham Ngoc T.M. Picard D. 2011
hal-00606063 Estimation of high-dimensional low-rank matrices Tsybakov A. Rohde A. 2011
hal-00606059 Exponential Screening and optimal rates of sparse estimation Tsybakov A. Rigollet P. 2011
hal-00606022 Nonparametric tests for pathwise properties of semimartingales Cont R. Mancini C. 2011
hal-00605898 Catalytic branching processes via spine techniques and renewal theory Doering Leif Roberts Matthew 2011
hal-00605442 On optimal investment for a behavioral investor in multiperiod incomplete market models Carassus Laurence Rasonyi Miklos 2011
hal-00604999 Weak Error for stable driven SDEs: Expansion of the densities Menozzi S. Konakov V. 2011
hal-00604490 Modelling microstructure noise with Hawkes processes Bacry Emmanuel Delattre Sylvain Hoffmann Marc Muzy J.-F. 2011
hal-00604423 Simulating rare events in dynamical processes Giardina Cristian Kurchan Jorge Lecomte Vivien Tailleur Julien 2011
hal-00603385 Optimal High Frequency Trading with limit and market orders Guilbaud Fabien Pham Huyen 2011
hal-00603322 Matrix Coordinate Bethe Ansatz: Applications to XXZ and ASEP models Crampé Nicolas Ragoucy E. Simon D. 2011
hal-00600143 Statistical methods of SNP data analysis with applications Bulinski Alexander Butkovsky Oleg Shashkin Alexey Yaskov Pavel 2011
hal-00599921 Lévy process conditioned by its height process Richard Mathieu 2011
hal-00596717 HJB equations for the optimal control of differential equations with delay in the control variable Federico Salvatore Tacconi Elisa 2011
hal-00596684 Prefixes of minimal factorisations of a cycle Lévy Thierry 2011
hal-00596004 Comportement harmonique des densités conformes et frontière de Martin Roblin T. 2011
hal-00595714 Limit theorems for supercritical age-dependent branching processes with neutral immigration Richard M. 2011
hal-00595468 A fast nearest neighbor search algorithm based on vector quantization Corlay Sylvain 2011
hal-00595044 Dynkin's isomorphism theorem and the stochastic heat equation Eisenbaum N. Foondun M. Khoshnevisan D. 2011
hal-00595043 Call option prices based on Bessel processes Yor M. Yen J.-Y. 2011
hal-00593241 Exact calculations for false discovery proportion with application to least favorable configurations Roquain E. Villers F. 2011
hal-00593234 A continuous semigroup of notions of independence between the classical and the free one Benaych-Georges F. Lévy T. 2011
hal-00592604 Dynamic transition in an atomic glass former: a molecular dynamics evidence Pitard Estelle Lecomte Vivien Van Wijland Frédéric 2011
hal-00590850 The branching Brownian motion seen from its tip Aïdékon E. Berestycki J. Brunet É. Shi Z. 2011
hal-00588557 Functional limit theorems for Lévy processes satisfying Cramér's condition Barczy Matyas Bertoin Jean 2011
hal-00588490 Nonparametric tests for the pathwise properties of semimartingales Cont Rama Mancini Cecilia 2011
hal-00587958 Random right eigenvalues of Gaussian quaternionic matrices Benaych-Georges Florent Chapon Francois 2011
hal-00587560 ON THE NEWMAN CONJECTURE Bulinski Alexander 2011
hal-00587458 Group testing with random pools : Optimal two-stage algorithms Toninelli C. Mézard M. 2011
hal-00584577 Perturbations of diagonal matrices by band random matrices Benaych-Georges Florent Enriquez Nathanael 2011
hal-00583124 HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks Federico Salvatore Goldys Ben Gozzi Fausto 2011
hal-00580140 OMP-type Algorithm with Structured Sparsity Patterns for Multipath Radar Signals Rebafka Tabea Lévy-Leduc Céline Charbit Maurice 2011
hal-00579979 Asymptotics for the survival probability in a killed branching random walk Shi Z. Hu Y. Gantert N. 2011
hal-00578784 The precise tail behavior of the total progeny of a killed branching random walk Aidekon Elie Hu Yueyun Zindy Olivier 2011
hal-00578008 Dynamic hedging of portfolio credit derivatives Cont Rama Kan Yu Hang 2011
hal-00577772 Large deviations for a random speed particle Lefevere Raphael Mariani Mauro Zambotti Lorenzo 2011
hal-00577024 Langevin process reflected on a partially elastic boundary II Jacob Emmanuel 2011
hal-00575203 The singular values and vectors of low rank perturbations of large rectangular random matrices Benaych-Georges Florent Rao Nadakuditi Raj 2011
hal-00574268 The slippage paradox Bohn Steffen 2011
hal-00574184 Bid-ask spread modelling, a perturbation approach Lim Thomas Ly Vath Vathana Sahut Jean-Michel Scotti Simone 2011
hal-00572709 Optimal Delaunay and Voronoi quantization schemes for pricing American style options Pagès Gilles Wilbertz Benedikt 2011
hal-00572600 Generalized Fleming-Viot processes with immigration via stochastic flows of partitions Foucart Clément 2011
hal-00572235 Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues Lambert Amaury Simatos Florian Zwart Bert 2011
hal-00569369 CONVERGENCE RATE OF THE LIMIT THEOREM OF A GALTON-WATSON TREE WITH NEUTRAL MUTATIONS Chen Xinxin 2011
hal-00569230 Optimal investment under multiple defaults risk: a BSDE-decomposition approach Jiao Ying Kharroubi Idris Pham Huyen 2011
hal-00565918 Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection Akakpo Nathalie 2011
hal-00565540 Parameter selection for principal curves Biau Gérard Fischer Aurélie 2011
hal-00564291 Sparsity considerations for dependent variables Alquier Pierre Doukhan Paul 2011
hal-00564205 Optimal consumption policies in illiquid markets Pham H. Cretarola A. Gozzi F. Tankov P. 2011
hal-00563884 Dynamical heterogeneities and kinetically constrained models Toninelli C. Garrahan P. Sollich P. 2011
hal-00563265 The Critical Z-Invariant Ising Model via Dimers: Locality Property Boutillier C. De Tilière B. 2011
hal-00563252 Bethe Ansatz for the Weakly Asymmetric Simple Exclusion Process and phase transition in the current distribution Simon Damien 2011
hal-00560927 Disorder relevance at marginality and critical point shift Giacomin G. Lacoin H. Toninelli F.L. 2011
hal-00559787 On the false discovery proportion convergence under Gaussian equi-correlation Roquain E. Delattre S. 2011
hal-00559457 Central and non-central limit theorems for weighted power variations of fractional Brownian motion Nourdin I. Nualart D. Tudor C.A. 2011
hal-00559456 Penalisation of a stable Lévy process involving its one-sided supremum Yor M. Yano K. Yano Y. 2011
hal-00559451 The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk Enriquez N. Lucas C. Simenhaus François 2011
hal-00557878 Critical Ising Model and Cycle Rooted Spanning Forests: an explicit correspondence De Tilière Béatrice 2011
hal-00557785 The area of a self-similar fragmentation Bertoin Jean 2011
hal-00557307 Inhomogeneous and Anisotropic Conditional Density Estimation from Dependent Data Akakpo Nathalie Lacour Claire 2011
hal-00556544 GPGPUs in computational finance: Massive parallel computing for American style options Pagès Gilles Wilbertz Benedikt 2011
hal-00555593 The coalescent point process of branching trees and spine decompositions at the first survivor Lambert Amaury Popovic Lea 2011
hal-00554696 Asymptotic sampling formulae and particle system representations for $\Lambda$-coalescents Berestycki Julien Berestycki Nathanaël Limic Vlada 2011
hal-00553669 The Mean First Rotation Time of a planar polymer Vakeroudis Stavros Yor Marc Holcman David 2011
hal-00553356 Swing Options Valuation:a BSDE with Constrained Jumps Approach Bernhart Marie Pham Huyên Tankov Peter Warin Xavier 2011
hal-00552982 Non-parametric regression on the hyper-sphere with uniform design Monnier Jean-Baptiste 2011
hal-00547965 Type I error rate control for testing many hypotheses: a survey with proofs Roquain Etienne 2011
hal-00544318 Une étude de trajectoire. Kyrille Popoff, les guerres et la balistique Mazliak Laurent 2011
hal-00536164 Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices Capitaine Mireille Donati-Martin Catherine Féral Delphine Fevrier Maxime 2011
hal-00533300 Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations Menozzi Stephane 2011
hal-00522410 A reduced basis for option pricing Cont Rama Lantos Nicolas Pironneau Olivier 2011
hal-00515616 On the Gaussian approximation of vector-valued multiple integrals Noreddine Salim Nourdin Ivan 2011
hal-00512399 Construction of a short path in high dimensional First Passage Percolation Couronné Olivier Enriquez Nathanaël Gerin Lucas 2011
hal-00507443 Limit theorems for splitting trees with structured immigration and applications to biogeography Richard Mathieu 2011
hal-00505381 Quenched limits and fluctuations of the empirical measure for plane rotators in random media Lucon Eric 2011
hal-00505206 Burning cars in a parking Bertoin Jean 2011
hal-00498758 Truncations of Haar distributed matrices, traces and bivariate Brownian bridges. Donati-Martin Catherine Rouault Alain 2011
hal-00484096 Quantitative Breuer-Major Theorems Nourdin Ivan Peccati Giovanni Podolskij Mark 2011
hal-00477403 Convenient Multiple Directions of Stratification Jourdain Benjamin Lapeyre Bernard Sabino Piergiacomo 2011
hal-00472913 The number of absorbed individuals in branching Brownian motion with a barrier Maillard Pascal 2011
hal-00456385 Exact calculations for false discovery proportion with application to least favorable configurations Roquain Etienne Villers Fanny 2011
hal-00438190 Explicit expression for the generating function counting Gessel's walks Kurkova Irina Raschel Kilian 2011
hal-00425923 Green functions for killed random walks in the Weyl chamber of Sp(4) Raschel Kilian 2011
hal-00409784 Localized spherical deconvolution Kerkyacharian Gérard Mai Pham Ngoc Thanh Picard Dominique 2011
hal-00403685 Stochastic 2D hydrodynamical systems: Wong-Zakai approximation and Support theorem Chueshov Igor Millet Annie 2011
hal-00397750 The emergence of French statistics. How mathematics entered the world of statistics in France during the 1920s. Catellier Rémi Mazliak Laurent 2011
hal-00381984 Adaptive Dantzig density estimation Bertin Karine Le Pennec Erwan Rivoirard Vincent 2011
hal-00372260 Random walks in Z_+^2 with non-zero drift absorbed at the axes Kurkova Irina Raschel Kilian 2011
hal-00371203 Central limit theorems for eigenvalues of deformations of Wigner matrices Capitaine Mireille Donati-Martin Catherine Féral Delphine 2011
hal-00331845 Weak Error for stable driven SDEs: expansion of the densities Konakov Valentin Menozzi Stephane 2011
hal-00321965 Bandlet Image Estimation with Model Selection Dossal Charles Le Pennec Erwan Mallat Stéphane 2011
hal-00261291 Statistical analysis of self-similar conservative fragmentation chains Hoffmann Marc Krell Nathalie 2011
hal-00202297 Convergence of multi-dimensional quantized $SDE$'s Pagès Gilles Sellami Afef 2011
hal-00199856 Probabilistic analysis of the upwind scheme for transport Delarue François Lagoutière Frédéric 2011
hal-00005882 Fast learning rates for plug-in classifiers under the margin condition Audibert Jean-Yves Tsybakov Alexandre 2011
PMA-1481 Optimal posting distance of limit orders: a stochastic algorithm approach. S. LARUELLE, C.-A. LEHALLE, G. PAGÈS 2011
PMA-1480 Stochastic dominance with respect to a capacity and risk measures. M. GRIGOROVA 2011
PMA-1479 Stochastic orderings with respect to a capacity and an application to a financial optimization problem. M. GRIGOROVA 2011
PMA-1478 Finite size scaling of the dynamical free-energy in a kinetically constrained model. T. BODINEAU, V. LECOMTE, C. TONINELLI 2011
PMA-1477 Joint probability distributions and fluctuation theorems. R. GARCIA-GARCIA, V. LECOMTE, A.B. KOLTON, D. DOMINGUEZ 2011
PMA-1476 Disordered Elastic Systems and One-Dimensional Interfaces. E. AGORITSAS, V. LECOMTE, T. GIAMARCHI 2011
PMA-1475 Exceptionally small balls in stable trees. T. DUQUESNE, G. WANG 2011
PMA-1474 Past, growth and persistence of source-sink metapopulations. V. BANSAYE, A. LAMBERT 2011
PMA-1473 Testing over a continuum of null hypotheses. G. BLANCHARD, S. DELATTRE, E. ROQUAIN 2011
PMA-1472 Universal Gaussian fluctuations on the discrete Poisson chaos. G. PECCATI, C. ZHENG 2011
PMA-1471 A skew stochastic heat equation. S. BOUNEBACHE, L. ZAMBOTTI 2011
PMA-1470 Regularity of the entropy for random walks on hyperbolic groups. F. LEDRAPPIER 2011
PMA-1469 Splitting trees stopped when the first clock rings and Vervaat's transformation. A. LAMBERT, P. TRAPMAN 2011
PMA-1468 Loss-Based Risk Measures. R. CONT, R. DEGUEST, X.D. HE 2011
PMA-1467 On the functions counting walks with small steps in the quarter plane. I. KURKOVA, K. RASCHEL 2011
PMA-1466 Volume entropy rigidity of non-positively curved symmetric spaces. F. LEDRAPPIER 2011
PMA-1465 Conditional Laplace formula in regime switching model: Application to defaultable bond. S. GOUTTE, A. NGOUPEYOU 2011
PMA-1464 Time discretization and quantization methods for optimal multiple switching problem. P. GASSIAT, I. KHARROUBI, H. PHAM 2011
PMA-1463 Pricing and hedging defaultable claim. S. GOUTTE, A. NGOUPEYOU 2011
PMA-1462 On least favorable configurations for step-up-down tests. G. BLANCHARD, T. DICKHAUS, E. ROQUAIN, F. VILLERS 2011
PMA-1461 Splitting trees with neutral Poissonian mutations II: Largest and oldest families. N. CHAMPAGNAT, A. LAMBERT 2011
PMA-1460 Investment/consumption problem in illiquid markets with regimes switching. P. GASSIAT, F. GOZZI, H. PHAM 2011
PMA-1459 From flows of Lambda Fleming-Viot processes to lookdown processes via flows of partitions. C.B. LABBÉ 2011
PMA-1458 A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in $\mathbb{R}^{n}$. S. VAKEROUDIS, M. YOR 2011
PMA-1457 Overlaps and pathwise localization in the Anderson polymer model. F. COMETS, M. CRANSTON 2011
PMA-1456 The hitting times with taboo for a random walk on an integer lattice. E. BULINSKAYA 2011
PMA-1455 On optimal investment for a behavioral investor in multiperiod incomplete market models. L. CARASSUS, M. RASONYI 2011
PMA-1454 On false discovery rate thresholding for classification under sparsity. P. NEUVIAL, E. ROQUAIN 2011
PMA-1453 Type I error rate control for testing many hypotheses: a survey with proofs. E. ROQUAIN 2011
PMA-1452 Simulating rare events in dynamical processes. C. GIARDINA, J. KURCHAN, V. LECOMTE, J. TAILLEUR 2011
PMA-1451 Optimal high frequency trading with limit and market orders. F. GUILBAUD, H. PHAM 2011
PMA-1450 Statistical methods of SNP data analysis with applications. A. BULINSKI, O. BUTKOVSKY, A. SHASHKIN, P. YASKOV 2011
PMA-1449 Lévy process conditioned by its height process. M. RICHARD 2011
PMA-1448 HJB equations for the optimal control of differential equations with delay in the control variable. S. FEDERICO, E. TACCONI 2011
PMA-1447 A fast nearest neighbor search algorithm based on vector quantization. S. CORLAY 2011
PMA-1446 Dynamic transition in an atomic glass former: a molecular dynamics evidence. E. PITARD, V. LECOMTE, F. VAN WIJLAND 2011
PMA-1445 Noise and topology in driven systems - an application to interface dynamics. S.E. BARNES, J.-P. ECKMANN, T. GIAMARCHI, V. LECOMTE 2011
PMA-1444 The branching Brownian motion seen from its tip. E. AÏD&EacuteKON, J. BERESTYCKI, E. BRUNET, Z. SHI 2011
PMA-1443 Functional limit theorems for Lévy processes satisfying Cramér's condition. M. BARCZY, J. BERTOIN 2011
PMA-1442 Random right eigenvalues of Gaussian quaternionic matrices. F. BENAYCH-GEORGES, F. CHAPON 2011
PMA-1441 On the Newman conjecture. A. BULINSKI 2011
PMA-1441 On the Newman conjecture. A. BULINSKI 2011
PMA-1440 Perturbations of diagonal matrices by band random matrices. F. BENAYCH-GEORGES, N. ENRIQUEZ 2011
PMA-1439 Eigenvectors of Wigner matrices: universality of global fluctuations. F. BENAYCH-GEORGES 2011
PMA-1438 HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks. S. FEDERICO, B. GOLDYS, F. GOZZI 2011
PMA-1437 Optimal posting distance of limit orders: a stochastic algorithm approach. S. BOHN 2011
PMA-1436 Stochastic Calculus with respect to multifractional Brownian motion. J. LEBOVITS, J. LÉVY-VEHEL 2011
PMA-1435 OMP-type Algorithm with Structured Sparsity Patterns for Multipath Radar Signals. T. REBAFKA, C. LÉVY-LEDUC, M. CHARBIT 2011
PMA-1434 The precise tail behavior of the total progeny of a killed branching random walk. E. AIDEKON, Y. HU, O. ZINDY 2011
PMA-1433 Annealed and quenched fluctuations for ballistic random walks in random environment on Z. N. ENRIQUEZ, C. SABOT, L. TOURNIER, O. ZINDY 2011
PMA-1432 Large deviations for a random speed particle. R. LEFEVERE, M. MARIANI, L. ZAMBOTTI 2011
PMA-1431 A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case. I. KHARROUBI, T. LIM 2011
PMA-1430 Langevin process reflected on a partially elastic boundary II. E. JACOB 2011
PMA-1429 The singular values and vectors of low rank perturbations of large rectangular random matrices. F. BENAYCH-GEORGES, R.R. NADAKUDITI 2011
PMA-1428 Bid-ask spread modelling, a perturbation approach. T. LIM, V. LY VATH, J.-M. SAHUT, S. SCOTTI 2011
PMA-1427 Convergence rate of the limit theorem of a Galton-Watson tree with neutral mutations. X. CHEN 2011
PMA-1426 Generalized Fleming-Viot processes with immigration via stochastic flows of partitions. C. FOUCART 2011
PMA-1425 Optimal Delaunay and Voronoi quantization schemes for pricing American style options. G. PAGÈS, B. WILBERTZ 2011
PMA-1424 Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues. A. LAMBERT, F. SIMATOS, B. ZWART 2011
PMA-1423 Optimal investment under multiple defaults risk: a BSDE-decomposition approach. Y. JIAO, I. KHARROUBI, H. PHAM 2011
PMA-1422 Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection. N. AKAKPO 2011
PMA-1421 Inhomogeneous and Anisotropic Conditional Density Estimation from Dependent Data. N. AKAKPO, C. LACOUR 2011
PMA-1420 A characterisation of superposable random measures. P. MAILLARD 2011
PMA-1419 Bethe Ansatz for the Weakly Asymmetric Simple Exclusion Process and phase transition in the current distribution. D. SIMON 2011
PMA-1418 Partial functional quantization and generalized bridges. S. CORLAY 2011
PMA-1417 The area of a self-similar fragmentation. J. BERTOIN 2011
PMA-1416 Critical Ising Model and Cycle Rooted Spanning Forests: an explicit correspondence. B. DE TILIÈRE 2011
PMA-1415 Sparse single-index model. P. ALQUIER, G. BIAU 2011
PMA-1414 GPGPUs in computational finance: Massive parallel computing for American style options. G. PAGÈS, B. WILBERTZ 2011
PMA-1413 Progressive enlargement of filtrations and Backward SDEs with jumps. I. KHARROUBI, T. LIM 2011
PMA-1412 Randomized Urn Models revisited using Stochastic Approximation. S. LARUELLE, G. PAGÈS 2011
PMA-1411 The coalescent point process of branching trees and spine decompositions at the first survivor. A. LAMBERT, L. POPOVIC 2011
PMA-1410 A finite dimensional approximation for pricing moving average options. M. BERNHART, P. TANKOV, X. WARIN 2011
PMA-1409 On the splitting method for some complex-valued quasilinear equations. Z. BRZEZNIAK, A. MILLET 2011
PMA-1408 Asymptotic sampling formulae and particle system representations for $\Lambda$-coalescents. J. BERESTYCKI, N. BERESTYCKI, V. LIMIC 2011
PMA-1407 The mean first rotation time of a planar polymer. S. VAKEROUDIS, M. YOR, D. HOLCMAN 2011
PMA-1406 Swing Options Valuation: a BSDE with Constrained Jumps Approach. M. BERNHART, H. PHAM, P. TANKOV, X. WARIN 2011
PMA-1405 Price Dynamics in a Markovian Limit Order Book Market. R. CONT, A. DE LARRARD 2011
PMA-1404 Aging through hierarchical coalescence in the East model. A. FAGGIONATO, F. MARTINELLI, C. ROBERTO, C. TONINELLI 2011
tel-00712732 Contributions à l'étude de discrétisation des processus avec sauts, du risque de liquidité, et du risque de saut dans les marchés financiers Tankov Peter 2010
tel-00552025 Structures aléatoires de branchement et applications en génétique des populations Berestycki Julien 2010
tel-00550719 Processus de Langevin réfléchis au second ordre Jacob Emmanuel 2010
tel-00546846 Mathématiques financières en marché incomplet. Carassus Laurence 2010
tel-00546082 Processus de Dunkl, matrices aléatoires, et marches aléatoires sur des espaces non-commutatifs Chapon Francois 2010
tel-00545643 Agrégation d'estimateurs et méthodes à patch pour le débruitage d'images numériques Salmon Joseph 2010
tel-00544117 Marches aléatoires avec branchement et absorption Jaffuel Bruno 2010
tel-00539964 Chemins confinés dans un quadrant Raschel Kilian 2010
tel-00539962 Contribution à la modélisation et à la gestion dynamique du risque des marchés de l'énergie Frikha Noufel 2010
tel-00534716 Phénomènes d'accrochage et théorie des fluctuations. Sohier Julien 2010
tel-00533333 Discrétisation de processus stochastiques, estimées de densités et applications Menozzi Stephane 2010
tel-00521136 Sur la théorie des excursions pour des processus de Lévy symétriques stables d'indice α ϵ ]1,2] et quelques applications Cordero Fernando 2010
tel-00499532 Stochastic control, default risk and liquidity risk Lim T. 2010
tel-00489557 Modèles de polymères dirigés en milieux aléatoires Moreno Flores Gregorio 2010
inria-00514281 Correspondance équilibre hors-équilibre dans les modèles de transport unidimensionnels Lecomte Vivien 2010
inria-00510375 Correspondance équilibre hors-équilibre dans les modèles de transport unidimensionnels Lecomte Vivien 2010
inria-00510340 Autour de la théorie des fluctuations pour des processus de Lévy stables d'indice supérieur à 1. Cordero Fernando 2010
inria-00510289 Déconvolution localisée sur la sphère Pham Ngoc Thanh Mai Kerkyacharian Gerard Picard Dominique 2010
inria-00510287 PAC-Bayesian approach for kernel methods Salmon Joseph Le Pennec Erwan 2010
inria-00510285 Sparsity oracle inequalities for mirror avaraging aggregate Dalalyan Arnak S. Tsybakov Alexandre 2010
inria-00510205 Sélection et aggrégation de modèles pour la prédiction de séries temporelles faiblement dépendantes Alquier Pierre Wintenberger Olivier 2010
inria-00510194 Produit de valeurs d'une courbe de Harnack sur un tore et asymptotiques de fonctions de partition de dimères Boutillier Cédric 2010
inria-00509824 Convergence et fluctuations des valeurs propres extrémales des matrices de Wigner déformées Donati-Martin Catherine Capitaine Mireille Féral Delphine 2010
inria-00496685 Lois à priori parcimonieuses et estimation en grande dimension Alquier Pierre 2010
inria-00494750 Inégalités d'oracle exactes pour la prédiction d'une matrice en grande dimension Gaiffas Stéphane Lecué Guillaume Tsybakov Alexandre 2010
inria-00494718 Stratification Directionnelle adaptative Munoz Zuniga Miguel Garnier Josselin Remy Emmanuel De Rocquigny Etienne 2010
inria-00494672 Sur l'estimation du support d'une densité Biau Gérard Cadre Benoît Pelletier Bruno 2010
inria-00469603 On the Holonomy or Algebraicity of Generating Functions Counting Lattice Walks in the Quarter-Plane Fayolle Guy Raschel Kilian 2010
hal-01426326 On the critical point of the Random Walk Pinning Model in Dimension d=3 Berger Quentin Toninelli Fabio 2010
hal-01198468 PB-PENTAdb : a web resource for the analysis and prediction of local backbone structure and flexibility using pentapeptide protein blocks Offmann Bernard Tyagi M. Joseph A. Drula M. Grondin M. Frumence E. Vaitinadapoule Aurore Cadet Frédéric Srinivasan Narayanaswamy De Brevern Alexandre G. 2010
hal-01017947 Pathwise uniqueness and continuous dependence for SDEs with nonregular drift Fedrizzi E. Flandoli F. 2010
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hal-00911993 On the rate of convergence of the functional k-nearest neighbor estimates Biau Gérard Cérou Frédéric Guyader Arnaud 2010
hal-00911992 On the rate of convergence of the bagged nearest neighbor estimate Biau Gérard Cérou Frédéric Guyader Arnaud 2010
hal-00853950 Noisy Independent Factor Analysis Model for Density Estimation and Classification Amato Umberto Antoniadis Anestis Samarov Alexander Tsybakov Alexandre 2010
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hal-00795479 Statistical estimation for reflected skew processes Bardou Olivier Martinez Miguel 2010
hal-00778063 On the splitting method for some complex-valued quasilinear evolution equation Brzezniak Z. Millet A. 2010
hal-00717355 Cycles of free words in several independent random permutations with restricted cycle lengths Benaych-Georges F. 2010
hal-00708204 Minimax comparison for tail indices Mougeot M. Tribouley K. 2010
hal-00707862 Optimal Delaunay et Voronoi quantization methods for pricing American options Pagès G. Wilbertz B. 2010
hal-00707740 Paul Malliavin (1925-2010) et son calcul (1976-. . . ) Yor M. 2010
hal-00707737 Some aspects of K. Itô's works Yor M. 2010
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hal-00707427 An application of renewal theorems to exponential moments of local times Döring L. Savov M. 2010
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hal-00707227 Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs Nourdin I. Peccati G. 2010
hal-00707225 Stein's method and stochastic analysis of Rademacher functionals Nourdin I. Peccati G. Reinert G. 2010
hal-00707219 Weak convergence for the minimal position in a branching random walk: a simple proof Shi Z. Aïdekon E. 2010
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hal-00707215 Multi-dimensional Gaussian fluctuations on the Poisson space Zheng C. Peccati G. 2010
hal-00707213 Modularity-driven clustering of dynamic graphs Maillard Philippe Görke R. Staudt C. Wagner D. 2010
hal-00705302 New bounds for the free energy of directed polymer in dimension 1+1 and 1+2 Lacoin H. 2010
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hal-00704771 Default Intensities implied by CDO Spreads: Inversion Formula and Model Calibration. Cont R. Deguest R. Kan Y.H. 2010
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hal-00704706 Swing options valuation: a BSDE with constrained jumps approach Bernhart M. Pham H. Tankov P. Warin X. 2010
hal-00704352 Statistical estimation for reflected skew processes Bardou O. Martinez M. 2010
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hal-00659596 Central limit theorem for the heat kernel measure on the unitary group Lévy T. Maïda M. 2010
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hal-00609948 Unifying approach for fluctuation theorems from joint probability distributions Lecomte V. Garcia-Garcia R. Dominguez D. Kolton A.B. 2010
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hal-00566482 On some non asymptotic bounds for the Euler scheme Lemaire V. Menozzi S. 2010
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hal-00563734 Asymmetric simple exclusion process on a ring conditioned on enhanced flux Simon D. Popkov V. Schütz G. 2010
hal-00559843 Linear drift and entropy for regular covers Ledrappier F. 2010
hal-00559840 An integral formula for the entropy with an application to rigidity Ledrappier F. Wang X. 2010
hal-00559821 A two-time-scale phenomenon for a fragmentation-coagulation process Bertoin J. 2010
hal-00559811 On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification Biau G. Devroye L. 2010
hal-00559803 Knudsen gas in a finite random tube: transport diffusion and first passage properties Comets F. Popov S. Schütz G.M. Vachkovskaia M. 2010
hal-00559782 Spatial Clustering of Array CGH Features in Combination with Hierarchical Multiple Testing Roquain E. Kim K.I. Van de Wiel M.A. 2010
hal-00559706 An algorithm for iterative selection of blocks of features Alquier P. 2010
hal-00559676 On the holonomy or algebraicity of generating functions counting lattice walks in the quarter-plane Raschel K. Fayolle G. 2010
hal-00559448 Explicit parametrix and local limit theorems for some degenerate diffusion processes Menozzi S. Konakov V. Molchanov S. 2010
hal-00557920 The weak coupling limit of disordered copolymer models Giacomin G. Caravenna F. 2010
hal-00555721 Asymptotic regimes for the partition into colonies of a branching process with emigration Bertoin J. 2010
hal-00555398 Fluid limit theorems for stochastic hybrid systems with application to neuron models Thieullen M. Pakdaman K. Wainrib G. 2010
hal-00555392 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis Nourdin I. Darses S. Nualart D. 2010
hal-00555063 On the splitting method for some complex-valued quasilinear evolution equations Brzezniak Zdzislaw Millet Annie 2010
hal-00554216 A finite dimensional approximation for pricing moving average options Bernhart Marie Tankov Peter Warin Xavier 2010
hal-00552911 Aging through hierarchical coalescence in the East model Faggionato A. Martinelli F. Roberto Cyril Toninelli C. 2010
hal-00549769 Voting for bugs in Firefox: a voice for Mom and Dad? Dalle Jean-Michel Den-Besten Matthijs 2010
hal-00547776 CVaR hedging using quantization based stochastic approximation algorithm Bardou Olivier Frikha Noufel Pagès Gilles 2010
hal-00546224 Statistical mechanics on isoradial graphs Boutillier Cédric De Tilière Béatrice 2010
hal-00545815 The component sizes of a critical random graph with pre-described degree sequence Joseph Adrien 2010
hal-00545746 Social distance, heterogeneity and social interactions. Cont Rama Loewe Matthias 2010
hal-00545745 The Price Impact of Order Book Events Cont Rama Kukanov Arseniy Stoikov Sasha 2010
hal-00545744 Default Intensities implied by CDO Spreads: Inversion Formula and Model Calibration Cont Rama Deguest Romain Kan Yu Hang 2010
hal-00545742 Credit default swaps and financial stability Cont Rama 2010
hal-00543709 Stable fluctuations for ballistic random walks in random environment on Z Enriquez Nathanaël Sabot Christophe Tournier Laurent Zindy Olivier 2010
hal-00539604 Squared Bessel Processes Yor M. 2010
hal-00539600 Partial Differential Equations Pham H. 2010
hal-00539599 Local Times Eisenbaum N. 2010
hal-00539598 Itô's formula Eisenbaum N. 2010
hal-00539597 Stylized Properties of Asset Returns Cont R. 2010
hal-00539596 Model Calibration Cont R. 2010
hal-00539593 Mandelbrot, Benoit Cont R. 2010
hal-00539590 Credit Default Swaps Cont R. 2010
hal-00536344 The speed of evolution in large asexual populations Park Su-Chan Simon Damien Krug Joachim 2010
hal-00536337 Asymmetric simple exclusion process on a ring conditioned on enhanced flux Popkov Vladislav Schütz Gunter M. Simon Damien 2010
hal-00534386 Fires on trees Bertoin Jean 2010
hal-00533272 Sparse recovery under matrix uncertainty Tsybakov A.B. Rosenbaum M. 2010
hal-00531700 Diffusion approximation of birth-death processes: comparison in terms of large deviations and exit points Thieullen M. Pakdaman K. Wainrib G. 2010
hal-00531295 Volterra's Prolusione as a source for Borel's interest in probability Durand Antonin Mazliak Laurent 2010
hal-00530581 Nonparametric regression with martingale increment errors Delattre Sylvain Gaïffas Stéphane 2010
hal-00528816 Packing and Hausdorff measures of stable trees Duquesne T. 2010
hal-00527869 THE EXACT PACKING MEASURE OF LEVY TREES Duquesne Thomas 2010
hal-00527315 Affine Dunkl processes Chapon Francois 2010
hal-00526255 NGC 6334-NGC 6357 complex (Russeil+, 2010) Russeil D. Zavagno A. Motte F. Schneider N. Bontemps S. Walsh A. J. 2010
hal-00525800 A structural risk-neutral model for pricing and hedging power derivatives Aid René Campi Luciano Langrené Nicolas 2010
hal-00523525 Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos Nourdin I. Peccati G. Reinert G. 2010
hal-00523495 Herschel-SPIRE spectroscopy of G29.96-0.02: fitting the full SED Kirk J. M. Polehampton E. Anderson L. D. Baluteau J. -P. Bontemps S. Joblin C. Jones S. C. Naylor D. A. Ward-Thompson D. White G. J. Abergel A. Ade P. Andre P. Arab H. Bernard J. -P. Blagrave K. Boulanger F. Cohen M. Compiegne M. Cox P. Dartois E. Davis G ... 2010
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hal-00523445 The physical properties of the dust in the RCW 120 HII region as seen by Herschel Anderson L. D. Zavagno A. Rodon J. A. Russeil D. Abergel A. Ade P. Andre P. Arab H. Baluteau J. -P. Bernard J. -P. Blagrave K. Boulanger F. Cohen M. Compiegne M. Cox P. Dartois E. Davis G. Emery R. Fulton T. Gry C. Habart E. Huang M. Joblin C. Jones S. C. ... 2010
hal-00523050 Herschel-SPIRE observations of the Polaris flare : structure of the diffuse interstellar medium at the sub-parsec scale Miville-Deschênes M. -A. Martin P. G. Abergel A. Bernard J. -P. Boulanger F. Lagache G. Anderson L. D. André P. Arab H. Baluteau J. -P. Blagrave K. Bontemps S. Cohen M. Compiegne M. Cox P. Dartois E. Davis G. Emery R. Fulton T. Gry C. Habart E. Huang M. J ... 2010
hal-00523032 Herschel-SPIRE spectroscopy of the DR21 molecular cloud core White Glenn J. Abergel A. Spencer L. Schneider N. Naylor D. A. Anderson L. D. Joblin C. Ade P. André P. Arab H. Baluteau J. -P. Bernard J. -P. Blagrave K. Bontemps S. Boulanger F. Cohen M. Compiegne M. Cox P. Dartois E. Davis G. Emery R. Fulton T. Gom B. ... 2010
hal-00523010 SPIRE spectroscopy of the prototypical Orion Bar photodissociation region Habart E. Dartois E. Abergel A. Baluteau J.-P. Naylor D. Polehampton E. Joblin C. Ade P. Anderson L. D. André P. Arab H. Bernard J.-P. Blagrave K. Bontemps S. Boulanger F. Cohen M. Compiegne M. Cox P. Davis G. Emery R. Fulton T. Gry C. Huang M. Jones S. C ... 2010
hal-00522987 First detection of the methylidyne cation (CH+) fundamental rotational line with the Herschel/SPIRE FTS Naylor D. A. Dartois E. Habart E. Abergel A. Baluteau J.-P. Jones S. C. Polehampton E. Ade P. Anderson L. D. André P. Arab H. Bernard J.-P. Blagrave K. Bontemps S. Boulanger F. Cohen M. Compiègne M. Cox P. Davis G. Emery R. Fulton T. Gry C. Huang M. Jobli ... 2010
hal-00521672 Intrinsic variability of latency to first-spike. Wainrib Gilles Thieullen Michèle Pakdaman Khashayar 2010
hal-00521426 Analyticity of the entropy for some random walks Ledrappier Francois 2010
hal-00520424 Eigenvectors of open XXZ and ASEP models for a class of non-diagonal boundary conditions Crampé Nicolas Ragoucy Eric Simon Damien 2010
hal-00520234 Large deviations for renewal processes Lefevere Raphael Mariani Mauro Zambotti Lorenzo 2010
hal-00519722 Radon transform on spheres and generalized Bessel function associated with dihedral groups Demni Nizar 2010
hal-00518352 Partial Match Queries in Two-Dimensional Quadtrees: a Probabilistic Approach Curien Nicolas Joseph Adrien 2010
hal-00518149 Excursions of the integral of the Brownian motion Jacob E. 2010
hal-00518147 On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions Benaych-Georges F. 2010
hal-00518134 Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management Pham H. 2010
hal-00518131 Almost sure central limit theorems on the Wiener space Nourdin I. Bercu B. Taqqu M.S. 2010
hal-00516259 Detection boundary in sparse regression Ingster Yuri Tsybakov Alexandre Verzelen Nicolas 2010
hal-00515925 On the maximal offspring in a critical branching process with infinite variance Bertoin Jean 2010
hal-00515488 The Nyström method for functional quantization with an application to the fractional Brownian motion Corlay Sylvain 2010
hal-00514958 Quantum random walks and minors of Hermitian Brownian motion Chapon Francois Defosseux Manon 2010
hal-00514779 Survival of near-critical branching Brownian motion Berestycki Julien Berestycki Nathanaël Schweinsberg Jason 2010
hal-00514558 Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards Comets Francis Popov Serguei 2010
hal-00514384 Species abundance distributions in neutral models with immigration or mutation and general lifetimes Lambert Amaury 2010
hal-00514124 SPADES and mixture models Tsybakov A.B. Bunea F. Wegkamp M.H. Barbu A. 2010
hal-00514122 Optimal switching over multiple regimes Pham H. Ly Vath V. Yu Zhou X. 2010
hal-00512830 Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit points Pakdaman Khashayar Thieullen Michèle Wainrib Gilles 2010
hal-00512522 Temperature-induced crossovers in the static roughness of a one-dimensional interface Agoritsas Elisabeth Lecomte Vivien Giamarchi Thierry 2010
hal-00511665 Super-replication price for asset prices having bounded increments in discrete time Carassus Laurence Vargiolu Tiziano 2010
hal-00510503 Extreme events in optics: Challenges of the MANUREVA project Dudley John M. Finot Christophe Millot Guy Garnier Josselin Genty Goëry Agafontsev Dmitry Dias Frédéric 2010
hal-00508535 Random Young diagrams in a Rectangular Box Beltoft Dan Boutillier Cédric Enriquez Nathanaël 2010
hal-00507780 The exact packing measure of Lévy trees Duquesne Thomas 2010
hal-00505999 On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity. Vakeroudis Stavros 2010
hal-00505497 Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices Benaych-Georges Florent Guionnet Alice Maïda Mylène 2010
hal-00505322 Universality in one dimensional Hierarchical Coalescence Processes Faggionato A. Martinelli F. Roberto Cyril Toninelli C. 2010
hal-00505184 On the scaling property in fluctuation theory for stable Lévy processes Cordero Fernando 2010
hal-00504909 Macroscopic fluctuations theory of aerogel dynamics Lefevere Raphael Mariani Mauro Zambotti Lorenzo 2010
hal-00504908 Large deviations of the current in stochastic collisional dynamics Lefevere Raphael Mariani Mauro Zambotti Lorenzo 2010
hal-00503093 Hierarchical pinning model with site disorder : disorder is marginally relevant Lacoin H. 2010
hal-00502971 Quenched invariance principle for the Knudsen stochastic billiard in a random tube Comets F. Popov S. Schütz G.M. Vachkovskaia M. 2010
hal-00501509 Oracle Inequalities and Optimal Inference under Group Sparsity Lounici Karim Tsybakov Alexandre Pontil Massimiliano Van de Geer Sara 2010
hal-00499452 Minimax comparison for tail indices Mougeot M. Tribouley K. 2010
hal-00499313 Backward Stochastic Differential Equations Quenez M.-C. 2010
hal-00499284 Unifying approach for fluctuation theorems from joint probability distributions Garcia-Garcia Reinaldo Dominguez Daniel Lecomte Vivien Kolton Alejandro B. 2010
hal-00498479 Pricing and Hedging Basis Risk under No Good Deal Assumption Carassus Laurence Temam Emmanuel 2010
hal-00498356 Fractional precursors in random media Garnier Josselin Solna K. 2010
hal-00498354 Effective fractional acoustic wave equations in random multiscale media Garnier Josselin Solna K. 2010
hal-00498352 Resolution analysis for imaging with noise Garnier Josselin Papanicolaou G. 2010
hal-00498351 A universal filter for enhanced imaging with small arrays Garnier Josselin Borcea L. Callaghan T. Papanicolaou G. 2010
hal-00498346 Unified kinetic formulation of incoherent waves propagating in nonlinear media with noninstantaneous response Garnier Josselin Picozzi Antonio 2010
hal-00498268 Solving BSDE with adaptive control variate Labart C. Gobet E. 2010
hal-00497924 Goodness-of-fit tests for high-dimensional Gaussian linear models Villers F. Verzelen N. 2010
hal-00497676 Green functions and Martin compactification for killed random walks related to SU(3) Raschel K. 2010
hal-00497670 Change of variable formulas for non-anticipative functional on path space Cont R. Fournié D. 2010
hal-00497668 Robustness and sensitivity analysis of risk measurement procedures Cont R. Deguest R. Scandolo G. 2010
hal-00497666 A stochastic model for order book dynamics Cont R. Stoikov S. Talreja R. 2010
hal-00497665 Encyclopedia of Quantitative Finance Cont R. 2010
hal-00497652 Quantization methods Pagès G. 2010
hal-00497573 Cumulants on the Wiener space Nourdin I. Peccati G. 2010
hal-00497571 Stein's method meets Malliavin calculus: a short survey with new estimates Nourdin I. Peccati G. 2010
hal-00497551 Unconstrained recursive importance sampling Lemaire V. Pagès G. 2010
hal-00497541 Dynamical aspects of mean field plane rotators and the Kuramoto model Giacomin G. Bertini L. Pakdaman K. 2010
hal-00497528 Stochastic 2D hydrodynamical type systems: Well posedeness and large deviations Millet A. Chushov I. 2010
hal-00497199 Rates of convergence of the functional $k$-nearest neighbor estimate Biau G. Cérou F. Guyader A. 2010
hal-00497197 Nonparametric sequential prediction of time series Biau G. Bleakley K. Györfi L. Ottucsak G. 2010
hal-00497194 On the rate of convergence of the bagged nearest neighbor estimate Biau G. Cérou F. Guyader A. 2010
hal-00497180 Mathématiques et statistique pour les sciences de la nature - Modéliser, comprendre et appliquer Biau G. Droniou J. Herzlich M. 2010
hal-00497154 Hot scatterers and tracers for the transfer of heat in collisional dynamics Lefevere R. Zambotti L. 2010
hal-00497134 On the false discovery proportion convergence under Gaussian equi-correlation Delattre Sylvain Roquain Etienne 2010
hal-00497046 Maxisets for model selection estimators Le Pennec E. Autin F. Loubes J.M. Rivoirard V. 2010
hal-00497044 Inversion of noisy Radon transform by SVD based needlets Kerkyacharian G. Kyriasis G. Le Pennec E. Petrushev P. Picard D. 2010
hal-00497032 Volume entropy of hyperbolic buildings Ledrappier F. Lim S. 2010
hal-00497022 A system of grabbing particles related to Galton-Watson trees Bertoin J. Sidoravicius V. Vares M.E. 2010
hal-00497015 Facilitated oriented spin models: some non equilibrium results Toninelli C. Cancrini N. Martinelli F. Schonman R. 2010
hal-00497013 Bootstrap percolation and kinetically constrained models on hyperbolic lattices Toninelli C. Sausset F. Biroli G. Tarjus G. 2010
hal-00497009 Kinetically constrained lattice gases Toninelli C. Cancrini N. Martinelli F. Roberto C. 2010
hal-00496001 The earliest phases of high-mass star formation: the NGC 6334-NGC 6357 complex Russeil D. Zavagno A. Motte F. Schneider N. Bontemps S. Walsh A. J. 2010
hal-00494462 The critical Z-invariant Ising model via dimers: the periodic case Boutillier C. De Tilière B. 2010
hal-00494458 What happens after a default : The conditional density approach El Karoui N. Jeanblanc M. Jiao Y. 2010
hal-00494240 Statistical analysis of k-nearest neighbor collaborative recommendation Biau G. Cadre Benoît Rouvière L. 2010
hal-00493981 The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 Nourdin Ivan Réveillac Anthony Swanson Jason 2010
hal-00489069 Numerical methods for an optimal order execution problem Guilbaud Fabien Mnif Mohamed Pham Huyen 2010
hal-00487275 Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration Foucart Clément 2010
hal-00485352 A matrix interpolation between classical and free max operations. I. The univariate case Benaych-Georges F. Cabanal-Duvillard T. 2010
hal-00485340 A limit theorem for trees of alleles in branching processes with rare neutral mutations Bertoin J. 2010
hal-00485312 Backward SDEs with constrained jumps and quasi-variational inequalities Kharroubi I. Ma J. Pham H. Zhang J. 2010
hal-00485300 A new formula for some linear stochastic equations with applications Yor M. Kella O. 2010
hal-00485283 The infinite valley for a recurrent random walk in random environment Shi Z. Gantert N. Peres Y. 2010
hal-00485281 Large scale behavior of semiflexible heteropolymers Giacomin G. Gubinelli M. Caravenna F. 2010
hal-00485277 Multivariate normal approximation using Stein's method and Malliavin calculus Nourdin I. Peccati G. Réveillac A. 2010
hal-00484054 Retrieving information from subordination Bertoin Jean Yor Marc 2010
hal-00477606 Spatial clustering of array CGH features in combination with hierarchical multiple testing Kim Kyung In Roquain Etienne Van de Wiel Mark 2010
hal-00477381 An Exact Connection between two Solvable SDEs and a Nonlinear Utility Stochastic PDE El Karoui Nicole Mrad Mohamed 2010
hal-00477380 Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows El Karoui N. M'Rad Mohamed 2010
hal-00476545 Analysis of a Random Forests Model Biau Gérard 2010
hal-00473946 Unified kinetic formulation of incoherent waves propagating in nonlinear media with noninstantaneous response Garnier Josselin Picozzi Antonio 2010
hal-00473274 A random string with reflection in a convex domain Bounebache Said 2010
hal-00472601 Langevin process reflected on a partially elastic boundary I Jacob Emmanuel 2010
hal-00472225 Multi-dimensional Gaussian fluctuations on the Poisson space Peccati Giovanni Zheng Cengbo 2010
hal-00471318 Change of variable formulas for non-anticipative functionals on path space Cont Rama Fournie David-Antoine 2010
hal-00471238 Uniqueness of post-gelation solutions of a class of coagulation equations Normand Raoul Zambotti Lorenzo 2010
hal-00471169 A sequence of Albin type continuous martingales with Brownian marginals and scaling Donati-Martin Catherine Baker David Yor Marc 2010
hal-00469985 Modélisation mathématique et étude expérimentale des instabilités non-linéaires, des vagues scélérates et des phénomènes extrêmes Dudley J.M. Dias Frédéric Finot Christophe Kibler Bertrand Picozzi Antonio Hammani Kamal Millot Guy Garnier Josselin 2010
hal-00469503 Directed polymers on hierarchical lattices with site disorder Lacoin H. Moreno G. 2010
hal-00469493 Hierarchical pinning models, quadratic maps and quenched disorder Giacomin G. Lacoin H. Toninelli F.L. 2010
hal-00469195 Central Limit Theorems for Multiple Skorokhod Integrals Nourdin I. Nualart D. 2010
hal-00468072 Portfolio optimization in a default model under full/partial information Lim Thomas Quenez Marie-Claire 2010
hal-00467052 Stable fluctuations for ballistic random walks in random environment on Z Enriquez Nathanaël Sabot Christophe Tournier Laurent Zindy Olivier 2010
hal-00466924 Constructing self-similar martingales via two Skorokhod embeddings Hirsch Francis Profeta Christophe Roynette Bernard Yor Marc 2010
hal-00465801 PAC-Bayesian Bounds for Sparse Regression Estimation with Exponential Weights Alquier Pierre Lounici Karim 2010
hal-00464471 Random walk with barycentric self-interaction Comets Francis Menshikov Mikhail V. Volkov Stanislav Wade Andrew R. 2010
hal-00464088 Functional quantization-based stratified sampling methods Corlay Sylvain Pagès Gilles 2010
hal-00462386 Option prices as probabilities. A new look at generalized Black-Scholes formulae Yor M. Profeta C. Roynette Bernard 2010
hal-00460279 The contour of splitting trees is a Lévy process Lambert A. 2010
hal-00460278 The Λ-coalescent speed of coming down from infinity Berestycki J. Berestycki N. Limic V. 2010
hal-00460271 Spatial homogenization in a stochastic network with mobility Tibi D. Simatos F. 2010
hal-00459166 Almost sure asymptotics for the random binary search tree Roberts Matthew 2010
hal-00457533 A functional extension of the Itô formula Cont R. Fournié D. 2010
hal-00457456 Information Asymmetry in Pricing of Credit Derivatives Hillairet Caroline Jiao Ying 2010
hal-00453622 Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs Nourdin Ivan Peccati Giovanni 2010
hal-00451064 Packing and Hausdorff measures of stable trees. Duquesne Thomas 2010
hal-00449645 Optimal double stopping time problem Quenez M.-C. Kobylanski M. Rouy-Mironescu E. 2010
hal-00449182 A two-time-scale phenomenon in a fragmentation-coagulation process Bertoin Jean 2010
hal-00447808 Fluid limit theorems for stochastic hybrid systems with application to neuron models Pakdaman K. Thieullen M. Wainrib G. 2010
hal-00447444 The genealogy of branching Brownian motion with absorption Berestycki Julien Berestycki Nathanael Schweinsberg Jason 2010
hal-00446609 Convergence of some random functionals of discretized semimartingales Diop Assane 2010
hal-00446328 Fluctuations of Lévy processes and scattering theory Fourati S. 2010
hal-00446315 Stopped diffusion processes: Boundary corrections and overshoot Menozzi S. Gobet E. 2010
hal-00446297 Thresholding methods to estimate the copula density Le Pennec E. Autin F. Tribouley K. 2010
hal-00446197 Some non-asymptotic results on resampling in high dimension, II: Multiple tests Roquain E. Arlot S. Blanchard G. 2010
hal-00446194 Some non-asymptotic results on resampling in high dimension, I: Confidence regions Roquain E. Arlot S. Blanchard G. 2010
hal-00445833 Marginal relevance of disorder for pinning models Giacomin G. Lacoin H. Toninelli F.L. 2010
hal-00445690 Learning Out of Leaders Kerkyacharian Gerard Mougeot Mathilde Picard Dominique Tribouley Karine 2010
hal-00445494 On some Non Asymptotic Bounds for the Euler Scheme Lemaire Vincent Menozzi Stephane 2010
hal-00443874 Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management Pham Huyen 2010
hal-00443722 Weak approximation of a fractional SDE Nourdin I. Bardina X. Rovira C. Tindel S. 2010
hal-00436051 Density Estimates for a Random Noise Propagating through a Chain of Differential Equations Delarue François Menozzi Stéphane 2010
hal-00425651 Green functions and Martin compactification for killed random walks related to SU(3) Raschel Kilian 2010
hal-00423831 Cumulants on the Wiener Space Nourdin Ivan Peccati Giovanni 2010
hal-00422427 Optimal split of orders across liquidity pools: a stochastic algorithm approach Laruelle Sophie Lehalle Charles-Albert Pagès Gilles 2010
hal-00421289 Joint Modelling of Gas and Electricity spot prices Frikha Noufel Lemaire Vincent 2010
hal-00413729 Robustness and sensitivity analysis of risk measurement procedures Cont Rama Deguest Romain Scandolo Giacomo 2010
hal-00411081 Asymptotic regimes for the partition into colonies of a branching process with emigration Bertoin Jean 2010
hal-00394997 Optimal portfolio liquidation with execution cost and risk Kharroubi Idris Pham Huyen 2010
hal-00375290 Almost sure central limit theorems on the Wiener space Bercu Bernard Nourdin Ivan Taqqu Murad 2010
hal-00373350 Solving BSDE with adaptive control variate Gobet Emmanuel Labart Céline 2010
hal-00367480 Statistical analysis of k-nearest neighbor collaborative recommendation Biau Gérard Cadre Benoît Rouviere Laurent 2010
hal-00359743 Large scale behavior of semiflexible heteropolymers Caravenna Francesco Giacomin Giambattista Gubinelli Massimiliano 2010
hal-00342281 Second order Poincaré inequalities and CLTs on Wiener space Nourdin Ivan Peccati Giovanni Reinert Gesine 2010
hal-00337822 Emile Borel's difficult days in 1941 Mazliak Laurent Shafer Glenn 2010
hal-00330023 Krylov and Safonov Estimates for Degenerate Quasilinear Elliptic PDEs Delarue François 2010
hal-00326900 Orbit measures, random matrix theory and interlaced determinantal processes Defosseux Manon 2010
hal-00321894 Inversion of noisy Radon transform by SVD based needlet Kerkyacharian Gérard Kyriazis George Le Pennec Erwan Petrushev Pencho Picard Dominique 2010
hal-00295023 Stochastic 2D hydrodynamical type systems: Well posedness and large deviations Chueshov Igor Millet Annie 2010
hal-00293466 Unconstrained Recursive Importance Sampling Lemaire Vincent Pagès Gilles 2010
hal-00289807 A matrix interpolation between classical and free max operations: I. The univariate case Benaych-Georges Florent Cabanal-Duvillard Thierry 2010
hal-00272442 Multivariate normal approximation using Stein's method and Malliavin calculus Nourdin Ivan Peccati Giovanni Réveillac Anthony 2010
hal-00259253 Maxisets for Model Selection Autin Florent Le Pennec Erwan Loubes Jean-Michel Rivoirard Vincent 2010
hal-00258618 Asymptotically optimal quantization schemes for Gaussian processes Luschgy Harald Pagès Gilles Wilbertz Benedikt 2010
hal-00256588 Explicit parametrix and local limit theorems for some degenerate diffusion processes Konakov Valentin Menozzi Stephane Molchanov Stanislav 2010
hal-00256197 Thresholding methods to estimate the copula density Autin Florent Le Pennec Erwan Tribouley Karine 2010
hal-00194145 Some non-asymptotic results on resampling in high dimension, I: Confidence regions, II: Multiple tests Arlot Sylvain Blanchard Gilles Roquain Etienne 2010
hal-00184057 Central and non-central limit theorems for weighted power variations of fractional Brownian motion Nourdin Ivan Nualart David Tudor Ciprian 2010
hal-00170074 Weak approximation of a fractional SDE Bardina Xavier Nourdin Ivan Rovira Carles Tindel Samy 2010
hal-00157975 Stopped diffusion processes: boundary corrections and overshoot Gobet Emmanuel Menozzi Stéphane 2010
hal-00144517 When are Swing options bang-bang and how to use it Bardou Olivier Bouthemy Sandrine Pagès Gilles 2010
hal-00114382 Cycles of free words in several independent random permutations with restricted cycle lengths Benaych-Georges Florent 2010
cel-00665021 Financial Modeling with Lévy Processes Tankov Peter 2010
PMA-1403 CVaR hedging using quantization based stochastic approximation algorithm. O. BARDOU, N. FRIKHA, G. PAGÈS 2010
PMA-1402 Sharp rate for the dual quantization problem. G. PAGÈS, B. WILBERTZ 2010
PMA-1401 Statistical mechanics on isoradial graphs. C. BOUTILLIER, B. DE TILIÈRE 2010
PMA-1400 Random Young diagrams in a rectangular box. D. BELTOFT, C. BOUTILLIER, N. ENRIQUEZ 2010
PMA-1399 The component sizes of a critical random graph with pre-described degree sequence. A. JOSEPH 2010
PMA-1398 Inviscid Large deviation principle and the 2D Navier Stokes equations with a free boundary condition. H. BESSAIH, A. MILLET 2010
PMA-1397 Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices. M. CAPITAINE, C. DONATI-MARTIN, D. FÉRAL, M. FÉVRIER 2010
PMA-1396 Fires on trees. J. BERTOIN 2010
PMA-1395 Adaptive density estimation in the pile-up model involving measurement errors. F. COMTE, T. REBAFKA 2010
PMA-1394 Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations. S. MENOZZI 2010
PMA-1393 Intrinsic stationarity for vector quantization: Foundation of dual quantization. G. PAGÈS, B. WILBERTZ 2010
PMA-1392 The exact packing measure of Levy trees. T. DUQUESNE 2010
PMA-1391 Packing and Hausdorff measures of stable trees. T. DUQUESNE 2010
PMA-1390 On the re-rooting invariance property of Levy trees. T. DUQUESNE, J.-F. LE GALL 2010
PMA-1389 An Elementary Proof of Hawkes's Conjecture on Galton-Watson Trees. T. DUQUESNE 2010
PMA-1388 The Packing Measure of the Range of Super-Brownian Motion. T. DUQUESNE 2010
PMA-1387 A reduced basis for option pricing. R. CONT, N. LANTOS, O. PIRONNEAU 2010
PMA-1386 Analyticity of the entropy for some random walks. F. LEDRAPPIER 2010
PMA-1385 The local quantization behaviour of absolutely continuous probabilities. S. GRAF, H. LUSCHGY, G. PAGÈS 2010
PMA-1384 Large deviations for renewal processes. R. LEFEVERE, M. MARIANI, L. ZAMBOTTI 2010
PMA-1383 Partial match queries in two-dimensional quadtrees: a probabilistic approach. N. CURIEN, A. JOSEPH 2010
PMA-1382 Splitting trees with neutral Poissonian mutations I: Small families. N. CHAMPAGNAT, A. LAMBERT 2010
PMA-1381 Quantum random walks and minors of Hermitian Brownian motion. F. CHAPON, M. DEFOSSEUX 2010
PMA-1380 On the maximal offspring in a critical branching process with infinite variance. J. BERTOIN 2010
PMA-1379 The Nyström method for functional quantization with an application to the fractional Brownian motion. S. CORLAY 2010
PMA-1378 Survival of near-critical branching Brownian motion. J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG 2010
PMA-1377 Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards. F. COMETS, S. POPOV 2010
PMA-1376 Species abundance distributions in neutral models with immigration or mutation and general lifetimes. A. LAMBERT 2010
PMA-1375 Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices. F. BENAYCH-GEORGES, A. GUIONNET, M. MAIDA 2010
PMA-1374 Large deviations of the extreme eigenvalues of random deformations of matrices. F. BENAYCH-GEORGES, A. GUIONNET, M. MAIDA 2010
PMA-1373 Ergodic approximation of the distribution of a stationary diffusion : rate of convergence. G. PAGÈS, F. PANLOUP 2010
PMA-1372 Temperature-induced crossovers in the static roughness of a one-dimensional interface. E. AGORITSAS, V. LECOMTE, T. GIAMARCHI 2010
PMA-1371 Super-replication price for asset prices having bounded increments in discrete time. L. CARASSUS, T. VARGIOLU 2010
PMA-1370 Limit theorems for splitting trees with structured immigration and applications to biogeography. M. RICHARD 2010
PMA-1369 Macroscopic fluctuations theory of aerogel dynamics. R. LEFEVERE, M. MARIANI, L. ZAMBOTTI 2010
PMA-1368 Large deviations of the current in stochastic collisional dynamics. R. LEFEVERE, M. MARIANI, L. ZAMBOTTI 2010
PMA-1367 On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity. S. VAKEROUDIS 2010
PMA-1366 Burning cars in parkings. J. BERTOIN 2010
PMA-1365 Quenched limits and fluctuations of the empirical measure for plane rotators in random media. E. LUÇON 2010
PMA-1364 Universality in one dimensional Hierarchical Coalescence Processes. A. FAGGIONATO, F. MARTINELLI, C. ROBERTO, C. TONINELLI 2010
PMA-1363 On the scaling property in fluctuation theory for stable Lévy processes. F. CORDERO 2010
PMA-1362 Stochastic approximation with averaging innovation. S. LARUELLE, G. PAGÈS 2010
PMA-1361 Portfolio optimization in a default model under full/partial information. T. LIM, M.-C. QUENEZ 2010
PMA-1360 Unifying approach for fluctuation theorems from joint probability distributions. R. GARCIA-GARCIA, D. DOMINGUEZ, V. LECOMTE, A.B. KOLTON 2010
PMA-1359 Truncations of Haar unitary matrices, traces and bivariate Brownian bridge. C. DONATI-MARTIN, A. ROUAULT 2010
PMA-1358 Pricing and hedging basis risk under No Good Deal Assumption. L. CARASSUS, E. TEMAM 2010
PMA-1357 The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6. I. NOURDIN, A. RÉVEILLAC, J. SWANSON 2010
PMA-1356 Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration. C. FOUCART 2010
PMA-1355 Numerical methods for an optimal order execution problem. F. GUILBAUD, M. MNIF, H. PHAM 2010
PMA-1354 Retrieving information from subordination. J. BERTOIN, M. YOR 2010
PMA-1353 Quantitative Breuer-Major theorems. I. NOURDIN, G. PECCATI, M. PODOLSKIJ 2010
PMA-1352 Langevin process reflected on a partially elastic boundary I. E. JACOB 2010
PMA-1351 The number of absorbed individuals in branching Brownian motion with a barrier. P. MAILLARD 2010
PMA-1350 Stable fluctuations for ballistic random walks in random environment on Z. N. ENRIQUEZ, C. SABOT, L. TOURNIER, O. ZINDY 2010
PMA-1349 A random string with reflection in a convex domain. S. BOUNEBACHE 2010
PMA-1348 Multi-dimensional Gaussian fluctuations on the Poisson space. G. PECCATI, C. ZHENG 2010
PMA-1347 Exact calculations for false discovery proportion with application to least favorable configurations. E. ROQUAIN, F. VILLERS 2010
PMA-1346 PAC-Bayesian bounds for sparse regression estimation with exponential weights. P. ALQUIER, K. LOUNICI 2010
PMA-1345 Change of variable formulas for non-anticipative functionals on path space. R. CONT, D.-A. FOURNIE 2010
PMA-1344 Uniqueness of post-gelation solutions of a class of coagulation equations. R. NORMAND, L. ZAMBOTTI 2010
PMA-1343 A sequence of Albin type continuous martingales with Brownian marginals and scaling. D. BAKER, C. DONATI-MARTIN, M. YOR 2010
PMA-1342 Explicit solutions for the exit problem for a class of Lévy processes. Applications to the pricing of double barrier options. S. FOURATI 2010
PMA-1341 Functional quantization based stratified sampling methods. S. CORLAY, G. PAGÈS 2010
PMA-1340 Random walk with barycentric self-interaction. F. COMETS, M.V. MENSHIKOV, S. VOLKOV, A.R. WADE 2010
PMA-1339 Counting walks in a quadrant : a unified approach via boundary value problems. K. RASCHEL 2010
PMA-1338 Almost sure asymptotics for the random binary search tree. M. ROBERTS 2010
PMA-1337 Functional Itô calculus and stochastic integral representation of martingales. R. CONT, D.-A. FOURNIÉ 2010
PMA-1336 An aging phenomenon for a fragmentation-coagulation process. J. BERTOIN 2010
PMA-1335 Forward equations for option prices in semimartingale models. A. BENTATA, R. CONT 2010
PMA-1334 Fluid limit theorems for stochastic hybrid systems with application to neuron models. K. PAKDAMAN, M. THIEULLEN, G. WAINRIB 2010
PMA-1333 The genealogy of branching Brownian motion with absorption. J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG 2010
PMA-1332 Convergence of some random functionals of discretized semimartingales. A. DIOP 2010
PMA-1331 On some non asymptotic bounds for the Euler scheme. V. LEMAIRE, S. MENOZZI 2010
PMA-1330 The prolific backbone for supercritical superdiffusions. J. BERESTYCKI, A.E. KYPRIANOU, A. MURILLO 2010
PMA-1329 Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management. H. PHAM 2010
tel-00443087 Probabilités et mécanique statistique hors équilibre Lefevere Raphael 2009
tel-00440850 Théorèmes limites fonctionnels et estimation de la densité spectrale pour des suites stationnaires. Dede Sophie 2009
tel-00439576 Wave propagation and time reversal in random waveguides. Gomez Christophe 2009
tel-00439542 EDS Rétrogrades et Contrôle Stochastique Séquentiel en Temps Continu en Finance Kharroubi Idris 2009
tel-00439112 Problèmes inverses et analyse en ondelettes adaptées Pham Ngoc Thanh Mai 2009
tel-00435917 Statistical Estimation in High Dimension, Sparsity and Oracle Inequalities Lounici Karim 2009
tel-00433045 Contributions to the statistical analysis of microarray data. Neuvial Pierre 2009
tel-00426925 marches aleatoires en milieu aleatoire et marches branchantes Aidekon Elie 2009
tel-00408737 Quelques questions de sélection de variables autour de l'estimateur LASSO Hebiri Mohamed 2009
tel-00404894 Sur la convergence de certaines fonctionnelles de semimartingales discrétisées. Diop Assane 2009
tel-00373735 A propos des matrices aléatoires et des fonctions L Bourgade Paul 2009
lirmm-00384983 A method for paraplegic upper-body posture estimation during standing: a pilot study for rehabilitation purposes Pages Gaël Ramdani Nacim Fraisse Philippe Guiraud David 2009
inserm-00663565 DNA barcode analysis: a comparison of phylogenetic and statistical classification methods. Austerlitz Frédéric David Olivier Schaeffer Brigitte Bleakley Kevin Olteanu Madalina Leblois Raphael Veuille Michel Laredo Catherine 2009
inria-00386733 Model selection and randomization for weakly dependent time series forecasting Alquier Pierre Wintenberger Olivier 2009
inria-00386697 LASSO transductif et autres généralisations Alquier Pierre Hebiri Mohamed 2009
inria-00386668 Agrégation d'estimateurs pour le débruitage d'image Salmon Joseph Le Pennec Erwan 2009
inria-00386589 Un Théorème Limite Centrale empirique dans L1 pour des suites de variables aléatoires stationnaires. Dede Sophie 2009
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hal-01068799 Extreme values statistics for Markov chains via the (pseudo-) regenerative method Bertail Patrice Clémencon Stéphan Tressou-Cosmao Jessica 2009
hal-00720434 Herman's last geometric theorem Fayad B. Krikorian R. 2009
hal-00719305 Kingman's coalescent and Brownian motion Berestycki J. Berestycki N. 2009
hal-00717349 A permutation model for free random variables and its classical analogue Benaych-Georges F. Nechita I. 2009
hal-00717347 Regularization by free additive convolution, square and rectangular cases Benaych-Georges F. Belinschi S. Guionnet A. 2009
hal-00717343 Rectangular random matrices, related free entropy and free Fisher's information Benaych-Georges F. 2009
hal-00714355 Discrete-time approximation of doubly reflected BSDEs Chassagneux J.-F. 2009
hal-00708496 Cash subadditive risk measures and interest rate ambiguity El Karoui N. Ravanelli C. 2009
hal-00708186 Tests for Gaussian graphical models Villers F. Verzelen N. 2009
hal-00707735 Some aspects of K. Itô's works Yor M. 2009
hal-00707734 J.L. Doob (27 February 1910-7 June 2004) Yor M. 2009
hal-00707704 Kiyosi Itô (1915-2008) Yor M. 2009
hal-00706808 Random matrices and the Riemann zeta function Bourgade P. Yor M. 2009
hal-00706804 Self-similar branching Markov chains Krell N. 2009
hal-00706801 Circular Jacobi ensembles and deformed Verblunsky coefficients Bourgade P. Nikeghbali A. Rouault A. 2009
hal-00706795 The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation Uribe Bravo G. 2009
hal-00706792 Construction of a coordinate Bethe ansatz for the asymmetric simple exclusion process with open boundaries Simon D. 2009
hal-00706784 On the re-rooting invariance property of Lévy trees Duquesne T. Le Gall J.-F. 2009
hal-00705747 Scaling limit and aging for directed trap models Zindy O. 2009
hal-00705742 A probabilistic representation of constants in Kesten's renewal theorem Zindy O. Enriquez N. Sabot C. 2009
hal-00704777 Les statistiques face aux événements rares Cont R. 2009
hal-00704713 Investment/consumption choice in illiquid markets with random trading times Pham H. 2009
hal-00690322 Ewens measures on compact groups and hypergeometric kernels Bourgade Paul Nikeghbali Ashkan Rouault Alain 2009
hal-00672881 Circular Jacobi Ensembles and deformed Verblunsky coefficients Bourgade Paul Nikeghbali Ashkan Rouault Alain 2009
hal-00666794 Quasi-stationary distributions and diffusion models in population dynamics Cattiaux Patrick Collet Pierre Lambert Amaury Martinez Servet Méléard Sylvie San Martín Jaime 2009
hal-00657748 Penalising symmetric stable Lévy paths Yor M. Yano K. Yano Y. 2009
hal-00657746 The Barnes G function and its relations with sums and products of generalized gamma convolution variables Yor M. Nikeghbali A. 2009
hal-00657745 A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet Yor M. Hirsch F. 2009
hal-00657744 A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet Yor M. Hirsch F. 2009
hal-00657742 Put option prices as joint distribution functions in strike and maturity: the Black-Scholes case Yor M. Madan D. Roynette B. 2009
hal-00657739 A family of generalized gamma convoluted variables Yor M. Roynette B. Vallois P. 2009
hal-00647466 DNA barcode analysis: a comparison between phylogenetic and statistical classification methods Larédo C. Austerlitz F. David O. Schaeffer B. Bleakley K. Olteanu M. Leblois R. Veuille M. 2009
hal-00610303 On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes Yor M. Yano K. Yano Y. 2009
hal-00591337 Brownian penalisations related to excursion lengths, VII Roynette Bernard Vallois Pierre Yor Marc 2009
hal-00591324 Penalisations of multidimensional Brownian motion, VI Roynette Bernard Vallois Pierre Yor Marc 2009
hal-00554539 A quantitative measure of migratory connectivity Ambrosini Roberto Møller Anders Pape Saino Nicola 2009
hal-00541673 Investigation of water vapor on Mars with PFS/SW of Mars Express Tschimmel M. Ignatiev N.I. Titov D.V. Lellouch E. Fouchet T. Giuranna M. Formisano V. 2009
hal-00537588 Miroirs à retournement temporel électromagnétiques pour les communications Tourin Arnaud El Zein Ghaïs Garnier Josselin 2009
hal-00531697 Zeros of Dirichlet series with periodic coefficients Saias E. Weingartner A. 2009
hal-00531690 An introduction to The splendors and miseries of martingales Mazliak L. Shafer G. 2009
hal-00531687 How Paul Lévy saw Jean Ville and martingales Mazliak L. 2009
hal-00531682 An introduction to an autobiographical note by Paul Lévy, written for Takeyuki Hida in 1969 Mazliak L. Shafer G. 2009
hal-00531678 Mathematicians at war. Volterra and his French colleagues in World War I Mazliak L. Tazzioli R. 2009
hal-00522441 La statistique face aux événements rares Cont Rama 2009
hal-00513288 Narrowing and broadening parameters for H2O lines perturbed by helium, argon and xenon in the 1170-1440 cm-1 spectral range Claveau Christophe Valentin A. 2009
hal-00513270 The construction of a reliable potential for GeO2 from first-principles Marrocchelli Dario Salanne Mathieu Madden Paul A Simon Christian Turq Pierre 2009
hal-00498303 Uniform exponential growth for some SL(2, R) matrix products Roblin T. Avila A. 2009
hal-00498301 Rigidity results for quasiperiodic SL(2, R)-cocycles Fayad B. Krikorian R. 2009
hal-00498053 Relative spectral theory and measure-theoretic entropy of gaussian extensions Thouvenot J.-P. 2009
hal-00497588 Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling Bardou O. Frikha N. Pagès G. 2009
hal-00491506 Universal -rate-optimality of -optimal quantizers by dilatation and contraction Sagna Abass 2009
hal-00485290 Cell contamination and branching processes in a random environment with immigration Bansaye V. 2009
hal-00461495 On Stochastic Analysis of Hydrodynamical systems Millet Annie 2009
hal-00453402 Large deviations for branching processes in random environment Berestycki J. Bansaye V. 2009
hal-00451075 On the re-rooting invariance property of Levy trees Duquesne Thomas Gall Jean-Francois Le 2009
hal-00447327 Allele fixation in a dynamic metapopulation: Founder effects vs refuge effects Lambert A. Aguilée R. Claessen D. 2009
hal-00446316 Strong approximations of BSDEs in a domain Menozzi S. Bouchard B. 2009
hal-00446305 Estimating copula densities through wavelets Tribouley K. Genest C. Masiello E. 2009
hal-00446301 Learning out of leaders Kerkyacharian G. Mougeot M. Picard D. Tribouley K. 2009
hal-00446228 Paraxial coupling of electromagnetic waves in random media Garnier Josselin Solna K. 2009
hal-00446226 Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations Garnier Josselin Omrane Abdennebi Rouchdy Y. 2009
hal-00446200 Adaptive false discovery rate control under independence and dependence Roquain E. Blanchard G. 2009
hal-00446198 Optimal weighting for false discovery rate control Roquain E. Van de Wiel M. 2009
hal-00446179 Limit laws for transient random walks in random environment on $\z$ Zindy O. Enriquez N. Sabot C. 2009
hal-00445940 Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4 Nourdin I. Réveillac A. 2009
hal-00445931 Stein's method and exact Berry-Esséen asymptotics for functionals of Gaussian fields Nourdin I. Peccati G. 2009
hal-00445928 The packing measure of the range of Super-Brownian motion Duquesne T. 2009
hal-00445924 Milstein's type scheme for fractional SDEs Nourdin I. Gradinaru M. 2009
hal-00445915 Hydrodynamic limit for a particle system with degenerate rates Toninelli C. Gonçalves P. Landim C. 2009
hal-00445884 Kinetically constrained models Toninelli C. Cancrini N. Martinelli F. Roberto C. 2009
hal-00445881 Facilitated spin models: recent and new results Toninelli C. Cancrini N. Martinelli F. Roberto C. 2009
hal-00445777 Proof(s) of the Lamperti representation of continuous-state branching processes Lambert A. Caballero M.E. Uribe Bravo G. 2009
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hal-00445768 Large deviations analysis for distributed algorithms in an ergodic Markovian environment Comets F. Delarue François Schott R. 2009
hal-00445762 Erratum: Billiards in a general domain with random reflections Comets F. Popov S. Schütz G.M. Vachkovskaia M. 2009
hal-00445733 Classification of sparse high-dimensional vectors Tsybakov A.B. Ingster Yu Pouet C. 2009
hal-00445728 A model for coagulation with mating Normand R. 2009
hal-00445717 Two solvable systems of coagulation equations with limited aggregations Bertoin J. 2009
hal-00445700 Asymptotic normality in density support estimation Biau G. Cadre Benoît Mason D.M. Pelletier B. 2009
hal-00445646 Constant proportion portfolio insurance in presence of jumps in asset prices Cont Rama Tankov Peter 2009
hal-00445641 Forward equations for option prices in semimartingale models Bentata Amel Cont Rama 2009
hal-00444240 The prolific backbone for supercritical superdiffusions Berestycki Julien Kyprianou Andreas E. Murillo Antonio 2009
hal-00443721 Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime Zindy O. Enriquez N. Sabot C. 2009
hal-00441500 Multiple defaults and contagion risks Jiao Ying 2009
hal-00441240 Adaptive density estimation for directional data using needlets Kerkyacharian G. Baldi P. Marinucci D. Picard D. 2009
hal-00440215 Travelling waves and homogeneous fragmentation Berestycki J. Harris S. C. Kyprianou A. E. 2009
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hal-00437716 Some applications of duality for Lévy processes in a half-line Bertoin Jean Savov Mladen 2009
hal-00437695 Large deviation principle and inviscid shell models Millet A. Bessaih H. 2009
hal-00437689 Density formula and concentration inequalities with Malliavin calculus Nourdin I. Viens F. 2009
hal-00437677 On concentration of self-bounding functions Boucheron S. Lugosi G. Massart P. 2009
hal-00437673 A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion Baker D. Yor M. 2009
hal-00437672 Expansions for Gaussian processes and Parseval frames Pagès G. Luschgy H. 2009
hal-00434317 How Paul Lévy saw Jean Ville and Martingales Mazliak Laurent 2009
hal-00434287 Jarnik's convex lattice $n$-gon for non-symmetric norms Barany Imre Enriquez Nathanael 2009
hal-00431844 Quasi-stationary distributions and diffusion models in population dynamics Lambert A. Cattiaux P. Collet P. Martinez S. Méléard S. San Martin J. 2009
hal-00431842 On the irrelevant disorder regime of pinning models Giacomin G. Toninelli F.L. 2009
hal-00431839 Loop statistics in the toroidal honeycomb dimer model Boutillier C. De Tilière B. 2009
hal-00430791 The critical random barrier for the survival of branching random walk with absorption Jaffuel Bruno 2009
hal-00426898 Mathematical methods for financial markets Yor M. Jeanblanc M. Chesney M. 2009
hal-00426726 An empirical central limit theorem in L1 for stationary sequences. Dede S. 2009
hal-00426689 Multi-generation massive star-formation in NGC 3576 Purcell C. R. Minier V. Longmore S. N. André Ph. Walsh A. J. Jones P. Herpin Fabrice Hill T. Cunningham M. R. Burton M. G. 2009
hal-00425345 Mimicking the marginal distributions of a semimartingale Bentata Amel Cont Rama 2009
hal-00424926 The allelic partition for coalescent point processes Lambert A. 2009
hal-00423896 Optimal multiple stopping time problem Kobylanski Magdalena Quenez Marie-Claire Rouy-Mironescu Elisabeth 2009
hal-00423593 The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices Benaych-Georges Florent Rao Raj 2009
hal-00422612 Linear drift and entropy for regular covers Ledrappier François 2009
hal-00416550 Optimal double stopping time Kobylanski Magdalena Quenez Marie-Claire Rouy-Mironescu Elisabeth 2009
hal-00416395 Approximate maximizers of intricacy functionals Buzzi Jerome Zambotti Lorenzo 2009
hal-00415514 Constant proportion portfolio insurance in the presence of jumps in asset prices Cont R. Tankov P. 2009
hal-00415478 Fractional intertwinings between two Markov semigroups Yor M. Hirsch F. 2009
hal-00415335 Existence and stability for Fokker–Planck equations with log-concave reference measure Zambotti L. Ambrosio L. Savaré G. 2009
hal-00414698 Conditional Haar measures on classical compact groups Bourgade P. 2009
hal-00414695 The structure of the allelic partition of the total population for Galton–Watson processes with neutral mutations Bertoin J. 2009
hal-00414691 Noncentral convergence of multiple integrals Nourdin I. Peccati I. 2009
hal-00414685 Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees Shi Z. Hu Y. 2009
hal-00413576 The weak coupling limit of disordered copolymer models Caravenna Francesco Giacomin Giambattista 2009
hal-00413563 Disorder relevance at marginality and critical point shift Giacomin Giambattista Lacoin Hubert Toninelli Fabio Lucio 2009
hal-00412364 Rectangular R-transform as the limit of rectangular spherical integrals Benaych-Georges Florent 2009
hal-00410120 Sequential Quantile Prediction of Time Series Biau Gérard Patra Benoît 2009
hal-00409143 A probabilistic study of neural complexity Buzzi Jerome Zambotti Lorenzo 2009
hal-00408877 Universal Gaussian fluctuations of non-Hermitian matrix ensembles Nourdin Ivan Peccati Giovanni 2009
hal-00404976 Surviving particles for subcritical branching process in random environment Bansaye V. 2009
hal-00403881 Optimal investment on finite horizon with random discrete order flow in illiquid markets Gassiat Paul Pham Huyen Sirbu Mihai 2009
hal-00402760 Universal L^s-rate-optimality of L^r-optimal quantizers by dilatation and contraction Sagna A. 2009
hal-00402757 Filtering the Wright-Fisher diffusion Chaleyat-Maurel M. Genon-Catalot V. 2009
hal-00402509 Optimal quantization for the pricing of swing options Bardou O. Bouthemy S. Pagès G. 2009
hal-00402147 Branching Random Walks in Space-Time Random Environment: Survival Probability, Global and Local Growth Rates Comets Francis Yoshida Nobuo 2009
hal-00402052 Time-reversal superresolution in random waveguides Gomez C. 2009
hal-00401893 A coupled system of integrodifferential equations arising in liquidity risk model Pham H. Tankov P. 2009
hal-00401892 Continuous-time stochastic control and optimization with financial applications Pham H. 2009
hal-00401623 Fractional moment bounds and disorder relevance for pinning models Giacomin G. Derrida B. Lacoin H. Toninelli F.L. 2009
hal-00401609 The structure of typical clusters in large sparse random configurations Bertoin J. Sidoravicius V. 2009
hal-00401585 Simultaneous analysis of Lasso and Dantzig selector Tsybakov A.B. Bickel P.J. Ritov Y. 2009
hal-00401583 Nonparametric estimation of composite functions Tsybakov A.B. Lepski O. Juditsky A. 2009
hal-00401572 Parabolic and white-noise approximations for elastic waves in random media Garnier Josselin Solna K. 2009
hal-00401571 A two-way paraxial system for simulation of wave backscattering by a random medium Garnier Josselin Solna K. 2009
hal-00401569 Background velocity estimation with cross correlations of incoherent waves in the parabolic scaling Garnier Josselin Solna K. 2009
hal-00401565 Passive sensor imaging using cross correlations of noisy signals in a scattering medium Garnier Josselin Papanicolaou G. 2009
hal-00401562 A metamodeling approach for studying ignition target robustness in a highly dimensional parameter space Garnier Josselin Giorla G. Masson A. Poggi F. Quach R. Seytor P. 2009
hal-00401558 Pulse propagation in random media with long-range correlation Garnier Josselin Solna K. 2009
hal-00401555 Scaling limits for wave pulse transmission and reflection operators Garnier Josselin Solna K. 2009
hal-00401108 Differentiating σ-fields for Gaussian and shifted Gaussian processes Nourdin I. Peccati G. Darses S. 2009
hal-00401106 Stein's method on Wiener chaos Nourdin I. Peccati G. 2009
hal-00401102 A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 Nourdin I. 2009
hal-00401100 Second order Poincaré inequalities and CLTs on Wiener space Nourdin I. Peccati G. Reinert G. 2009
hal-00401096 Exact confidence intervals for the Hurst parameter of a fractional Brownian motion Nourdin I. Breton J.-C. Peccati G. 2009
hal-00401024 Billiards in a general domain with random reflections Comets F. Popov S. Schütz G.M. Vachkovskaia M. 2009
hal-00401019 Asymptotics for spherical needlets Kerkyacharian G. Baldi P. Marinucci D. Picard D. 2009
hal-00401016 Decomposition of Triebel-Lizorkin and Besov spaces in the context of Laguerre expansions Kerkyacharian G. Petrushev P. Picard D. Xu Y. 2009
hal-00400731 An elementary proof of Hawkes's conjecture on Galton-Watson trees Duquesne T. 2009
hal-00400727 An optimal Itô formula for Lévy processes Eisenbaum N. Walsh A. 2009
hal-00400666 An application to credit risk of a hybrid Monte Carlo-Optimal quantization method Callegaro Giorgia Sagna Abass 2009
hal-00400366 Subsampling needlet coefficients on the sphere Kerkyacharian G. Baldi P. Marinucci D. Picard D. 2009
hal-00400346 Rectangular random matrices, related convolution Benaych-Georges F. 2009
hal-00400339 Large deviations for the Boussinesq equations under random influences Millet A. Duan J. 2009
hal-00400332 Asymptotic analysis of hedging errors in models with jumps Tankov P. Voltchkova E. 2009
hal-00398006 Stein's method meets Malliavin calculus: a short survey with new estimates Nourdin Ivan Peccati Giovanni 2009
hal-00395284 Oscillations and Random Perturbations of a FitzHugh-Nagumo System Doss Catherine Thieullen Michèle 2009
hal-00393950 A model for coagulation with mating Normand Raoul 2009
hal-00393807 Hot scatterers and tracers for the transfer of heat in collisional dynamics Lefevere Raphael Zambotti Lorenzo 2009
hal-00392640 Impulse control problem on finite horizon with execution delay Bruder B. Pham H. 2009
hal-00392635 On permanental processes Eisenbaum N. Kaspi H. 2009
hal-00392629 Forgetting the initial distribution for Hidden Markov Models Priouret P. Douc R. Fort G. Moulines E. 2009
hal-00392183 Numerical approximation by quantization of control problems in finance under partial observations Pham H. Corsi M. Runggaldier W. 2009
hal-00392177 Optimal quantization for finance : From random vectors to stochastic processes Pagès G. Printems J. 2009
hal-00391412 Directed Polymers on Hierarchical Lattices with site disorder. Lacoin Hubert Moreno Flores Gregorio 2009
hal-00390851 Transductive versions of the LASSO and the Dantzig Selector Alquier Pierre Hebiri Mohamed 2009
hal-00386468 A phase transition for the heights of a fragmentation tree Joseph Adrien 2009
hal-00383258 Large deviation principle and inviscid shell models Bessaih Hakima Millet Annie 2009
hal-00381090 What happens after a default: the conditional density approach El Karoui Nicole Jeanblanc Monique Jiao Ying 2009
hal-00379919 Trees and asymptotic expansions for fractional stochastic differential equations Nourdin I. Neuenkirch A. Rössler A. Tindel S. 2009
hal-00379901 The bead model and limit behaviors of dimer models Boutillier C. 2009
hal-00379900 The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations Donati-Martin C. Capitaine M. Féral D. 2009
hal-00379863 Coupled paraxial wave equations in random media in the white-noise regime Garnier Josselin Solna K. 2009
hal-00379814 Comportement harmonique des densités conformes et frontière de Martin Roblin Thomas 2009
hal-00378846 Zero bias transformation and asymptotic expansions II : the Poisson case Jiao Ying 2009
hal-00375053 Kingman's coalescent and Brownian motion Berestycki J. Berestycki N. 2009
hal-00374929 Central Limit Theorems for the Brownian motion on large unitary groups Benaych-Georges Florent 2009
hal-00374608 Risk-averse asymptotics for reservation prices Carassus Laurence Rasonyi Miklos 2009
hal-00374526 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis Darses Sébastien Nourdin Ivan Nualart David 2009
hal-00373978 Invariance Principles for Homogeneous Sums: Universality of Gaussian Wiener Chaos Nourdin Ivan Peccati Giovanni Reinert Gesine 2009
hal-00373863 Penalising Brownian paths Roynette Bernard Yor M. 2009
hal-00373349 Solving BSDE with adaptive control variate. A note on the rate of convergence of the operator P^k Gobet Emmanuel Labart Céline 2009
hal-00373262 A limit theorem for trees of alleles in branching processes with rare neutral mutations Bertoin Jean 2009
hal-00372885 Stein's method and zero bias transformation for CDO tranche pricing Jiao Y. El Karoui N. 2009
hal-00371237 Sparse classification boundaries Ingster Yuri Pouet Christophe Tsybakov Alexandre 2009
hal-00365505 Zero bias transformation and asymptotic expansions Jiao Ying 2009
hal-00365499 Optimal investment with counterparty risk: a default-density modeling approach Jiao Ying Pham Huyen 2009
hal-00365299 Uniform exponential growth for some SL(2,R) matrix products Avila Artur Roblin Thomas 2009
hal-00363535 Continuum random trees and branching processes with immigration Duquesne T. 2009
hal-00361951 Random walks in the quarter plane absorbed at the boundary: exact and asymptotic Raschel Kilian 2009
hal-00361863 New bounds for the free energy of directed polymers in dimension 1+1 and 1+2 Lacoin Hubert 2009
hal-00361433 Expansions for Gaussian processes and Parseval frames Luschgy Harald Pagès Gilles 2009
hal-00361365 The critical Z-invariant Ising model via dimers: locality property Boutillier Cédric De Tilière Béatrice 2009
hal-00361218 Quadratic functional estimation in inverse problems Butucea Cristina Méziani Katia 2009
hal-00360771 Sparse Conformal Predictors Hebiri Mohamed 2009
hal-00359877 State estimation in quantum homodyne tomography with noisy data Meziani K. Aubry J.M. Butucea C. 2009
hal-00358792 Approximation of the distribution of a stationary Markov process with application to option pricing Pagès G. Panloup F. 2009
hal-00356718 Exact confidence intervals for the Hurst parameter of a fractional Brownian motion Breton Jean-Christophe Nourdin Ivan Peccati Giovanni 2009
hal-00356674 Coding over infinite alphabets Boucheron S. Garivier A. Gassiat E. 2009
hal-00356673 A Bernstein-von Mises theorem for discrete probability distributions Boucheron S. Gassiat E. 2009
hal-00356027 A full sky, low foreground, high resolution CMB map from WMAP Guilloux F. Delabrouille J. Cardoso J.-F. Le Jeune M. Betoule M. Fay G. 2009
hal-00355172 Excursions of the integral of the Brownian motion Jacob Emmanuel 2009
hal-00354908 Rate of convergence of space-time approximation for stochastic evolution equations Millet A. Gyongy I. 2009
hal-00354843 Frontiers in quantitative finance: Volatility and credit risk modeling Cont R. 2009
hal-00354840 Forward equations for portfolio credit derivatives Cont R. Savescu I. 2009
hal-00348098 Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling. Bardou Olivier Frikha Noufel Pagès G. 2009
hal-00347676 Regression in random design and Bayesian warped wavelets estimators Pham Ngoc Thanh Mai 2009
hal-00340266 Estimating the intensity of a random measure by histogram type estimators Birgé L. Baraud Y. 2009
hal-00331332 Stein's method and stochastic analysis of Rademacher functionals Nourdin Ivan Peccati Giovanni Reinert Gesine 2009
hal-00324636 Put option prices as joint distribution functions in strike and maturity : the Black-Scholes case Madan D. Roynette Bernard Yor Marc 2009
hal-00306219 Optimal weighting for false discovery rate control Roquain Etienne Van de Wiel Mark 2009
hal-00292334 A family of generalized gamma convoluted variables Roynette Bernard Vallois Pierre Yor Marc 2009
hal-00280709 Moderate deviations for stationary sequences of Hilbert valued bounded random variables Dede Sophie 2009
hal-00278633 Cell contamination and branching process in random environment with immigration Bansaye Vincent 2009
hal-00278077 Numerical approximation for a superreplication problem under gamma constraints Bruder Benjamin Bokanowski Olivier Maroso Stefania Zidani Hasnaa 2009
hal-00273808 The allelic partition for coalescent point processes Lambert Amaury 2009
hal-00273790 How to speed up the quantization tree algorithm with an application to swing options Bronstein Anne Laure Pagès Gilles Wilbertz Benedikt 2009
hal-00273468 Continuous crystal and Duistermaat-Heckman measure for Coxeter groups Biane Philippe Bougerol Philippe O'Connell Neil 2009
hal-00270344 A system of grabbing particles related to Galton-Watson trees Bertoin Jean Sidoravicius Vladas Eulalia Vares Maria 2009
hal-00270030 Representation of continuous linear forms on the set of ladlag processes and the pricing of American claims under proportional costs Bouchard Bruno Chassagneux Jean-François 2009
hal-00260597 Stein's method and exact Berry-Esséen asymptotics for functionals of Gaussian fields Nourdin Ivan Peccati Giovanni 2009
hal-00257619 Proof(s) of the Lamperti representation of Continuous-State Branching Processes Caballero Maria-Emilia Lambert Amaury Uribe Bravo Geronimo 2009
hal-00257600 A global view of Brownian penalisations Najnudel J. Roynette Bernard Yor Marc 2009
hal-00257425 Estimating copula densities through wavelets Genest Christian Masiello Esterina Tribouley Karine 2009
hal-00250132 Large deviations for the Boussinesq Equations under Random Influences Duan Jinqiao Millet Annie 2009
hal-00245242 Finite size scaling for homogeneous pinning models Sohier Julien 2009
hal-00220460 A permutation model for free random variables and its classical analogue Benaych-Georges Florent Nechita Ion 2009
hal-00198408 Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment Comets Francis Delarue François Schott René 2009
hal-00193533 Rates of convergence for minimal distances in the central limit theorem under projective criteria Dedecker Jérôme Merlevède Florence Rio Emmanuel 2009
hal-00191132 The structure of the allelic partition of the total population for Galton-Watson processes with neutral mutations Bertoin Jean 2009
hal-00185933 Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime Enriquez Nathanaël Sabot Christophe Zindy Olivier 2009
hal-00177481 Strong Approximations of BSDEs in a domain Bouchard Bruno Menozzi Stephane 2009
hal-00170688 Filtering the Wright-Fisher diffusion Chaleyat-Maurel Mireille Genon-Catalot Valentine 2009
hal-00166140 Self-similar branching Markov chains Krell Nathalie 2009
hal-00164821 Central limit theorems for multiple Skorohod integrals Nourdin Ivan Nualart David 2009
hal-00159723 Adaptive FDR control under independence and dependence Blanchard Gilles Roquain Etienne 2009
hal-00153372 Rate of Convergence of Space Time Approximations for stochastic evolution equations Gyöngy Istvan Millet Annie 2009
hal-00148063 Nonparametric estimation of composite functions Juditsky Anatoli Lepski Oleg Tsybakov Alexandre 2009
hal-00146739 Optimal quantization for the pricing of swing options Bardou Olivier Bouthemy Sandrine Pagès Gilles 2009
hal-00143174 The contour of splitting trees is a Lévy process Lambert Amaury 2009
hal-00141167 Stochastic Homogenization of Quasilinear PDEs with a Spatial Degeneracy Delarue François Rhodes Rémi 2009
hal-00139496 Approximation of the distribution of a stationary Markov process with application to option pricing Pagès Gilles Panloup Fabien 2009
hal-00138902 Forgetting of the initial distribution for Hidden Markov Models Douc Randal Fort Gersende Moulines Eric Priouret Pierre 2009
hal-00137772 A probabilistic representation of constants in Kesten's renewal theorem Enriquez Nathanaël Sabot Christophe Zindy Olivier 2009
hal-00137770 Limit laws for transient random walks in random environment on $\z$ Enriquez Nathanaël Sabot Christophe Zindy Olivier 2009
hal-00133750 Adaptive estimation of linear functionals in the convolution model and applications. Butucea Cristina Comte Fabienne 2009
hal-00133596 Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees. Hu Yueyun Shi Zhan 2009
hal-00130399 Milstein's type schemes for fractional SDEs Gradinaru Mihai Nourdin Ivan 2009
hal-00121892 Coding on countably infinite alphabets Boucheron Stéphane Garivier Aurélien Gassiat Elisabeth 2009
hal-00090377 A stochastic target formulation for optimal switching problems in finite horizon Bouchard Bruno 2009
hal-00005736 Independent Component Analysis by Wavelets Barbedor Pascal 2009
PMA-1328 The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential. J. BERESTYCKI, E. BRUNET, J.W. HARRIS, S.C. HARRIS 2009
PMA-1327 Travelling waves and homogeneous fragmentation. J. BERESTYCKI, S.C. HARRIS, A.E. KYPRIANOU 2009
PMA-1326 Explicit expression for the generating function counting Gessel's walks. I. KURKOVA, K. RASCHEL 2009
PMA-1325 Some applications of duality for Lévy processes in a half-line. J. BERTOIN, M. SAVOV 2009
PMA-1324 Density estimates for a random noise propagating through a chain of differential equations. F. DELARUE, S. MENOZZI 2009
PMA-1323 Green functions for killed random walks in the Weyl chamber of Sp(4). K. RASCHEL 2009
PMA-1322 Dual Quantization for random walks with application to credit derivatives. G. PAGÈS, B. WILBERTZ 2009
PMA-1321 Mimicking the marginal distributions of a semimartingale. A. BENTATA, R. CONT 2009
PMA-1320 Green functions and Martin compactification for killed random walks related to SU(3). K. RASCHEL 2009
PMA-1319 Cumulants on the Wiener Space. I. NOURDIN, G. PECCATI 2009
PMA-1318 The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices. F. BENAYCH-GEORGES, R.R. NADAKUDITI 2009
PMA-1317 Linear drift and entropy for regular covers. F. LEDRAPPIER 2009
PMA-1316 Optimal split of orders across liquidity pools: a stochastic algorithm approach. S. LARUELLE, C.-A. LEHALLE, G. PAGÈS 2009
PMA-1315 Joint Modelling of Gas and Electricity spot prices. N. FRIKHA, V. LEMAIRE 2009
PMA-1314 Approximate maximizers of intricacy functionals. J. BUZZI, L. ZAMBOTTI 2009
PMA-1313 A probabilistic study of neural complexity. J. BUZZI, L. ZAMBOTTI 2009
PMA-1312 Recovering portfolio default intensities implied by CDO quotes. R. CONT, A. MINCA 2009
PMA-1311 Robustness and sensitivity analysis of risk measurement procedures. R. CONT, R. DEGUEST, G. SCANDOLO 2009
PMA-1310 Rectangular R-transform as the limit of rectangular spherical integrals. F. BENAYCH_GEORGES 2009
PMA-1309 The weak coupling limit of disordered copolymer models. F. CARAVENNA, G. GIACOMIN 2009
PMA-1308 Disorder relevance at marginality and critical point shift. G. GIACOMIN, H. LACOIN, F.L. TONINELLI 2009
PMA-1307 Localized deconvolution on the sphere. G. KERKYACHARIAN, T.M. PHAM NGOC, D. PICARD 2009
PMA-1306 Radon needlet thresholding. G. KERKYACHARIAN, E. LE PENNEC, D. PICARD 2009
PMA-1305 Asymptotic regimes for the partition into colonies of a branching process with emigration. J. BERTOIN 2009
PMA-1304 Universal Gaussian fluctuations of non-Hermitian matrix ensembles. I. NOURDIN, G. PECCATI 2009
PMA-1303 Stochastic 2D hydrodynamical systems: Support theorem. I. CHUESHOV, A. MILLET 2009
PMA-1302 Optimal investment on finite horizon with random discrete order flow in illiquid markets. P. GASSIAT, H. PHAM, M. SIRBU 2009
PMA-1301 Branching random walks in space-time random environment: Survival probability, global and local growth rates. F. COMETS, N. YOSHIDA 2009
PMA-1300 An application to credit risk of a hybrid Monte Carlo-Optimal quantization method. G. CALLEGARO, A. SAGNA 2009
PMA-1299 Transductive versions of the LASSO and the Dantzig Selector. P. ALQUIER, M. HEBIRI 2009
PMA-1298 Optimal portfolio liquidation with execution cost and risk. I. KHARROUBI, H. PHAM 2009
PMA-1297 Optimal weighting for false discovery rate control. E. ROQUAIN, M. VAN DE WIEL 2009
PMA-1296 A model for sexed coagulation. R. NORMAND 2009
PMA-1295 Hot scatterers and tracers for the transfer of heat in collisional dynamics. R. LEFEVERE, L. ZAMBOTTI 2009
PMA-1294 Adaptive FDR control under independence and dependence. G. BLANCHARD, E. ROQUAIN 2009
PMA-1293 Directed polymers on hierarchical lattices with site disorder. H. LACOIN, G. MORENO FLORES 2009
PMA-1292 Solving BSDE with adaptive control variate. E. GOBET, C. LABART 2009
PMA-1291 A phase transition for the heights of a fragmentation tree. A. JOSEPH 2009
PMA-1290 Large deviation principle and inviscid shell models. H. BESSAIH, A. MILLET 2009
PMA-1289 What happens after a default: the conditional density approach. N. EL KAROUI, M. JEANBLANC, Y. JIAO 2009
PMA-1288 Adaptive Dantzig density estimation. K. BERTIN, E. LE PENNEC, V. RIVOIRARD 2009
PMA-1287 Comportement harmonique des densités conformes et frontière de Martin. T. ROBLIN 2009
PMA-1286 Central Limit Theorems for the Brownian motion on large unitary groups. F. BENAYCH-GEORGES 2009
PMA-1285 Kingman's coalescent and Brownian motion. J. BERESTYCKI, N. BERESTYCKI 2009
PMA-1284 Risk-averse asymptotics for reservation prices. L. CARASSUS, M. RÁSONYI 2009
PMA-1283 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. S. DARSES, I. NOURDIN, D. NUALART 2009
PMA-1282 Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos. I. NOURDIN, G. PECCATI, G. REINERT 2009
PMA-1281 Central limit theorems for eigenvalues of deformations of Wigner matrices. M. CAPITAINE, C. DONATI-MARTIN, D. FÉRAL 2009
PMA-1280 A limit theorem for trees of alleles in branching processes with rare neutral mutations. J. BERTOIN 2009
PMA-1279 Constrained backward SDEs with jumps: Application to optimal switching. R. ELIE, I. KHARROUBI 2009
PMA-1278 Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes. I. KURKOVA, K. RASCHEL 2009
PMA-1277 Zero bias transformation and asymptotic expansions. Y. JIAO 2009
PMA-1276 Optimal investment with counterparty risk: a default-density modeling approach. Y. JIAO, H. PHAM 2009
PMA-1275 Quadratic functional estimation in inverse problems. C. BUTUCEA, K. MÉZIANI 2009
PMA-1274 Uniform exponential growth for some SL(2,R) matrix products. A. AVILA, T. ROBLIN 2009
PMA-1273 New bounds for the free energy of directed polymers in dimension 1+1 and 1+2. H. LACOIN 2009
PMA-1272 Random walks in the quarter plane absorbed at the boundary : exact and asymptotic. K. RASCHEL 2009
PMA-1271 Expansions for Gaussian processes and Parseval frames. H. LUSCHGY, G. PAGÈS 2009
PMA-1270 The critical Z-invariant Ising model via dimers: locality property. C. BOUTILLIER, B. DE TILIÈRE 2009
PMA-1269 Exact confidence intervals for the Hurst parameter of a fractional Brownian motion. J.-C. BRETON, I. NOURDIN, G. PECCATI 2009
PMA-1268 Hierarchical pinning model with site disorder: Disorder is marginally relevant. H. LACOIN 2009
PMA-1267 Excursions of the integral of the Browian motion. E. JACOB 2009
PMA-1266 The critical Z-invariant Ising model via dimers: the periodic case. C. BOUTILLIER, B. DE TILIÈRE 2009
tel-00395528 INVERSION DES MODELES STOCHASTIQUES DE MILIEUX HETEROGENES Romary Thomas 2008
tel-00351294 Estimations et tests non paramétriques en tomographie quantique homodyne Méziani Katia 2008
tel-00347988 Matrices aléatoires, processus entrelacés, et représentations de groupes Defosseux Manon 2008
tel-00342033 Optimal quantization methods with applications to finance. Sagna Abass 2008
tel-00339230 Applications des processus de Lévy et processus de branchement à des études motivées par l'informatique et la biologie Bansaye Vincent 2008
tel-00338804 Marches aléatoires en milieux aléatoires: Etude de quelques modèles multidimensionnels Simenhaus François 2008
tel-00293022 Some recent developments in the theory of fragmentations. Krell Nathalie 2008
tel-00287738 Contributions à l'étude des processus gaussiens Nourdin Ivan 2008
tel-00262019 Contrôle stochastique et applications à la couverture d'options en présence d'illiquidité: Aspects théoriques et numériques Bruder Benjamin 2008
insu-00361517 Comet nuclei aggregation and thermal simulations to prepare the Rosetta mission Lasue J. Levasseur-Regourd A. C. Kofman Wlodek Botet Robert Coradini A. De Sanctis Maria Cristina Capria M. T. Turrini Diego Hadamcik E. 2008
inria-00143541 Estimation of the Brownian dimension of a continuous Ito process Jacod Jean Lejay Antoine Talay Denis 2008
hal-01194674 Analysis of an algorithm catching elephants on the Internet Chabchoub Yousra Fricker Christine Meunier Frédéric Tibi Danielle 2008
hal-01123941 Erratum to “Nearest-neighbour spacing distributions of the -Hermite ensemble of random matrices” [Physica A 383 (2007) 190–208] Le Caër Gérard Male C. Delannay Renaud 2008
hal-00819181 Organic matter dynamics and budgets in the turbidity maximum zone of the Seine Estuary (France) Garnier Josette Billen Gilles Even S. Etcheber Henri Servais Pierre 2008
hal-00720431 Exponential growth of product of matrices in $SL(2,R)$ Fayad B. Krikorian R. 2008
hal-00719645 Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats Lefevere R. Bodineau T. 2008
hal-00708494 Coupling smiles El Karoui N. Durrleman V. 2008
hal-00708493 Optimal investment decisions when time-horizon is uncertain El Karoui N. Blanchet-Scalliet C. Jeanblanc M. Martinelli L. 2008
hal-00708491 Closedness results for BMO semi-martingales and application to quadratic BSDEs El Karoui N. Barrieu P. Cazanave N. 2008
hal-00708488 Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance El Karoui N. Meziou A. 2008
hal-00708182 Assessing the validity domains of graphical gaussian models in order to infer relationships among components of complex biological systems Villers F. Schaeffer B. Bertin C. Huet S. 2008
hal-00707685 Random walks and trees Shi Z. 2008
hal-00706678 Upper limits of Sinai's walk in random scenery Zindy O. 2008
hal-00706674 Penalizations of the Brownian motion with a functional of its local times Najnudel J. 2008
hal-00706657 Burkholder's submartingales from a stochastic calculus perspective Yor M. Peccati G. 2008
hal-00706655 Representing the CGMY and Meixner Lévy processes as time changed Brownian motions Yor M. Madan D. 2008
hal-00706651 Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples Yor M. Lancelot F.J. Roynette B. 2008
hal-00706650 Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding Yor M. Roynette B. Vallois P. 2008
hal-00706649 Stochastic volatility: approximation and goodness-of-fit test Nourdin I. Gradinaru M. 2008
hal-00705978 Multi-factor jump-diffusion models of electricity prices Tankov P. Meyer-Brandis T. 2008
hal-00704497 New generation wavelets associated with statistical problems Kerkyacharian G. Picard D. 2008
hal-00704490 Portfolio optimization for piecewise criteria functions Carassus L. Pham H. 2008
hal-00656007 Random Walk Delayed on Percolation Cluster Comets Francis Simenhaus François 2008
hal-00552288 Distributions aléatoires et Filtrations. Jaliniere Pierre 2008
hal-00501937 Spatial variation of metal bioaccumulation in the hydrothermal vent mussel Cosson Richard P. Thiébaut Éric Company Rui Castrec-Rouelle Maryse Colaço Ana Martins Inès Sarradin Pierre-Marie Bebianno Maria João 2008
hal-00501593 3D mapping of glycogenosis-causing mutations in the large regulatory alpha subunit of phosphorylase kinase Carrière Cathelène Jonic Slavica Mornon Jean-Paul Callebaut Isabelle 2008
hal-00481055 Report card and indicators of quality in the Seine Estuary: from a scientific approach to an operational tool. Dauvin J.C. Fisson C. Garnier J. Lafite R. Ruellet T. Billen G. Deloffre J. Verney R. 2008
hal-00451070 An Elementary Proof of Hawkes's Conjecture on Galton-Watson Trees Duquesne Thomas 2008
hal-00451068 The Packing Measure of the Range of Super-Brownian Motion Duquesne Thomas 2008
hal-00437588 Frontiers in Quantitative Finance: credit risk and volatility modeling Cont Rama 2008
hal-00425341 Small world graphs: characterization and alternative constructions Cont Rama Tanimura Emily 2008
hal-00401012 New generation wavelets associated with statistical problems Kerkyacharian G. Picard D. 2008
hal-00388880 Aspects of mathematical finance Yor M. 2008
hal-00363957 Inference for Partially Observed Multitype Branching Processes and Ecological Applications Laredo Catherine David Olivier Garnier Aurélie 2008
hal-00363406 Spiral model, jamming percolation and glass-jamming transition Toninelli C. Biroli G. 2008
hal-00363403 Statistical physics of group testing Toninelli C. Mezard M. Tarzia M. 2008
hal-00362308 Front propagation in an exclusion one-dimensional reactive dynamics Jara Milton Moreno Gregorio Ramirez Alejandro F. 2008
hal-00359869 Nonparametric goodness-of fit testing in quantum homodyne tomography with noisy data Meziani K. 2008
hal-00357011 Some theoretical results on the Grouped Variables Lasso Hebiri M. Chesneau C. 2008
hal-00356689 Spin needlets for cosmic microwave background polarization data analysis Kerkyacharian G. Geller D. Hansen F.K. Marinucci D. Picard D. 2008
hal-00356343 Hierarchical pinning model with site disorder: Disorder is marginally relevant Lacoin Hubert 2008
hal-00356293 Homogeneous multitype fragmentations Bertoin J. 2008
hal-00356288 A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one Nourdin I. 2008
hal-00356283 On continuity properties of the law of integrals of Lévy processes Bertoin J. Lindner A. Maller R. 2008
hal-00356023 CMB power spectrum estimation using wavelets Guilloux F. Fay G. Betoule M. Cardoso J.-F. 2008
hal-00355689 Heat conductivity from molecular chaos hypothesis in locally confined billiard systems Lefevere R. Gilbert T. 2008
hal-00355670 On the time to reach maximum for a variety of constrained Brownian motions Yor M. Majumdar S.N. Randon-Furling J. Kearney M.J. 2008
hal-00355664 The characteristic polynomial of a random unitary matrix: A probabilistic approach Yor M. Bourgade P. Hughes C.P. Nikeghbali A. 2008
hal-00355375 Recovering probabilities for nucleotide trimming processes for T cell receptor TRA and TRG V-J junctions analysed with IMGT tools Biau G. Bleakley K. Lefranc M.-P. 2008
hal-00355368 Consistency of random forests and other averaging classifiers Biau G. Devroye L. Lugosi G. 2008
hal-00355358 Exact rates in density support estimation Biau Gérard Cadre Benoît Pelletier Bruno 2008
hal-00355334 Strongly consistent model selection for densities Biau G. Cadre Benoît Devroye L. Györfi L. 2008
hal-00355328 Higher order estimation at Lebesgue points Biau G. Beirlant J. Berlinet A. 2008
hal-00355242 Valuation and VaR computation for CDOs Using Stein's method Jiao Y. El Karoui N. Kurtz D. 2008
hal-00355238 Gaussian and Poisson approximation: applications to CDOs tranche pricing Jiao Y. El Karoui N. Kurtz D. 2008
hal-00355230 Renewal series and square-root boundaries for Bessel processes Enriquez N. Sabot C. Yor M. 2008
hal-00355227 Moment estimates for Lévy Processes Pagès G. Luschgy H. 2008
hal-00355195 Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion Nourdin I. Breton J.C. 2008
hal-00355191 Weighted power variations of iterated Brownian motion Nourdin I. Peccati G. 2008
hal-00355189 Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion Nourdin I. 2008
hal-00355166 Population dynamics and random genealogies Lambert A. 2008
hal-00355016 Controlled stratification for quantile estimation Garnier Josselin Cannamela C. Iooss B. 2008
hal-00355014 The role of nuclear reactions and alpha-particle transport in the dynamics of Inertial Confinement Fusion capsules Garnier Josselin Cherfils-Clerouin C. 2008
hal-00355009 Coherent interferometric imaging for synthetic aperture radar in the presence of noise Garnier Josselin Solna K. 2008
hal-00355004 Random integrals and correctors in homogenization Garnier Josselin Bal G. Motsch S. Perrier V. 2008
hal-00354980 Two simple sufficient conditions for FDR control Roquain E. Blanchard G. 2008
hal-00354975 Moderate deviations for stationary sequences of Hilbert-valued bounded random variables Dede S. 2008
hal-00354966 A Cox process involved in the Bose-Einstein condensation Eisenbaum N. 2008
hal-00354956 Copolymers at selective interfaces: new bounds on the phase diagram Giacomin G. Bodineau T. Lacoin H. Toninelli F.L. 2008
hal-00354923 Iterative feature selection and the correlation selector: Oracle inequalities and numerical performances Alquier P. 2008
hal-00354922 PAC-Bayesian bounds for randomized empirical risk minimizers Alquier P. 2008
hal-00354895 The maxiset point of view for estimating integrated quadratic functionals Tribouley K. Rivoirard V. 2008
hal-00354886 Large deviations for Wishart processes Donati-Martin C. 2008
hal-00354849 Small-world graphs: characterization and alternative constructions Cont R. Tanimura E. 2008
hal-00354294 The critical Z-invariant Ising model via dimers: the periodic case Boutillier Cédric De Tilière Béatrice 2008
hal-00348400 A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion. Baker David Yor Marc 2008
hal-00347691 Model selection for density estimation with L2-loss Birgé Lucien 2008
hal-00347334 An empirical central limit theorem in L^1 for stationary sequences. Dede Sophie 2008
hal-00346974 Transport diffusion coefficient for a Knudsen gas in a random tube Comets Francis Popov Serguei Schütz Gunter M. Vachkovskaia Marina 2008
hal-00345627 Dunkl processes and their radial parts relative to a root system Yor M. Chybiryakov O. Gallardo L. 2008
hal-00344713 An interesting family of Black-Scholes perpetuities Roynette Bernard Yor Marc 2008
hal-00344697 Existence and properties of pseudo-inverses for Bessel and related processes Roynette Bernard Yor Marc 2008
hal-00342531 Utility maximization in incomplete markets with default Lim Thomas Quenez Marie-Claire 2008
hal-00341026 Learning by mirror averaging Tsybakov A.B. Juditsky A. Rigollet P. 2008
hal-00340273 Quasi-invariance properties of a class of subordinators Yor M. Zambotti L. Von Renesse M.-K. 2008
hal-00340272 A coarse graining for the Fortuin-Kasteleyn measure in random media Wouts M. 2008
hal-00340271 Hitting time of a corner for a reflected diffusion in the square Delarue François 2008
hal-00340270 Change-point estimation from indirect observations. 2. Adaptation Goldenshluger Alexander Juditsky Anatoli Tsybakov Alexandre Zeevi Assaf 2008
hal-00340269 Change-point estimation from indirect observations. 1. Minimax complexity Goldenshluger Alexander Juditsky Anatoli Tsybakov Alexandre Zeevi Assaf 2008
hal-00339779 The structure of typical clusters in large sparse random configurations Bertoin Jean Sidoravicius Vladas 2008
hal-00338985 Marginal relevance of disorder for pinning models Giacomin Giambattista Lacoin Hubert Toninelli Fabio Lucio 2008
hal-00338778 A continuous semigroup of notions of independence between the classical and the free one Benaych-Georges Florent Lévy Thierry 2008
hal-00338663 High-dimensional stochastic optimization with the generalized Dantzig estimator Lounici Karim 2008
hal-00337910 Quenched invariance principle for the Knudsen stochastic billiard in a random tube Comets Francis Popov Serguei Schütz Gunter M. Vachkovskaia Marina 2008
hal-00336414 Large deviations for random walks in random environment on a Galton-Watson tree Aidekon Elie 2008
hal-00336101 Generalization of l1 constraints for high dimensional regression problems Alquier Pierre Hebiri Mohamed 2008
hal-00334729 Large deviations for Branching Processes in Random Environment Bansaye Vincent Berestycki Julien 2008
hal-00333798 Facilitated oriented spin models:some non equilibrium results Cancrini Nicoletta Martinelli Fabio Schonmann Roberto H. Toninelli Cristina 2008
hal-00332333 Convergence rates in the law of large numbers for Banach-valued dependent variables Merlevede F. Dedecker J. 2008
hal-00332326 Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models Miermont G. Haas B. Pitman J. Winkel M. 2008
hal-00332305 On prolific individuals in a supercritical continuous-state branching process Bertoin J. Fontbona J. Martinez S. 2008
hal-00332303 Random walk delayed on percolation clusters Comets F. Simenhaus François 2008
hal-00330442 A model of optimal consumption under liquidity risk with random trading times Pham H. Tankov P. 2008
hal-00329781 Asymptotic expansions at any time for scalar fractional SDEs with Hurst index H>1/2 Nourdin I. Darses S. 2008
hal-00325161 Aspects of Brownian motion Yor M. Mansuy R. 2008
hal-00325087 Transient random walks in random environment on a Galton–Watson tree Aidekon E. 2008
hal-00324208 Gauss and Poisson approximation: applications to CDO tranches pricing El Karoui Nicole Jiao Ying Kurtz David 2008