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hal-03534271 On the multifractal spectrum of weighted Birkhoff averages Bárány Balázs Rams Michaƚ Shi Ruxi 2022
hal-03524677 Parametric insurance for extreme risks: the challenge to properly cover severe claims Lopez Olivier Thomas Maud 2022
hal-03521435 When do two rational functions have locally biholomorphic Julia sets? Dujardin Romain Favre Charles Gauthier Thomas 2022
hal-03513133 Quenched linear response for smooth expanding on average cocycles Dragičević Davor Giulietti Paolo Sedro Julien 2022
hal-03454862 A nationwide indicator to smooth and normalize heterogeneous SARS-CoV-2 RNA data in wastewater Cluzel Nicolas Courbariaux Marie Wang Siyun Moulin Laurent Wurtzer Sébastien Bertrand Isabelle Laurent Karine Monfort Patrick Gantzer Christophe Guyader Soizick Boni Mickaël Mouchel Jean-Marie Maréchal Vincent Nuel Grégory Maday Yvon 2022
hal-03339088 Geometric methods in holomorphic dynamics Dujardin Romain 2022
hal-03202701 Statistical stability and linear response for random hyperbolic dynamics Dragičević Davor Sedro Julien 2022
hal-03154116 DeepSets and their derivative networks for solving symmetric PDEs * Germain Maximilien Laurière Mathieu Pham Huyên Warin Xavier 2022
hal-03154021 Rate of convergence for particle approximation of PDEs in Wasserstein space * Germain Maximilien Pham Huyên Warin Xavier 2022
hal-03104188 Functional convex order for the scaled McKean-Vlasov processes Liu Yating Pagès Gilles 2022
hal-03083022 Quantization and martingale couplings Jourdain Benjamin Pagès Gilles 2022
hal-02901167 Independence versus Indetermination: basis of two canonical clustering criteria Bertrand Pierre Broniatowski Michel Marcotorchino Jean-François 2022
hal-02463626 Switching problems with controlled randomisation and associated obliquely reflected BSDEs Bénézet Cyril Chassagneux Jean-François Richou Adrien 2022
hal-02423791 Isoradial immersions Boutillier Cédric Cimasoni David de Tilière Béatrice 2022
hal-02304190 Convex order, quantization and monotone approximations of ARCH models Jourdain Benjamin Pagès Gilles 2022
tel-03507274 Learning time-dependent data with the signature transform Fermanian Adeline 2021
tel-03481989 Application of advanced statistical analysis for internal modeling in life insurance Duong Quang Dien 2021
tel-03481974 Regularization phenomena for stochastic (partial) differential equations via Itô- and pathwise stochastic calculi Bechtold Florian 2021
tel-03481902 Generative Adversarial Networks : theory and practice Tanielian Ugo 2021
tel-03478241 Random forests and interpretability of learning algorithms Bénard Clément 2021
tel-03457422 Arbres couvrants minimums aléatoires inhomogènes, propriétés et limite Safsafi Othmane 2021
tel-03400041 Sparse random graphs: from local specifications to global phenomena Conchon--Kerjan Guillaume 2021
inserm-03167145 Guiding measurement protocols of connected medical devices using digital twins: A statistical methodology applied to detecting and monitoring lymphedema Bethencourt Loic Dabachine Walid Dejouy Vincent Lalmiche Zakaria Neuberger Karl Ibnouhsein Issam Chereau Sandrine Mathelin Carole Savy Nicolas Saint-Pierre Philippe Bousquet Nicolas 2021
inserm-03167145 Guiding measurement protocols of connected medical devices using digital twins: A statistical methodology applied to detecting and monitoring lymphedema Bethencourt Loic Dabachine Walid Dejouy Vincent Lalmiche Zakaria Neuberger Karl Ibnouhsein Issam Chereau Sandrine Mathelin Carole Savy Nicolas Saint-Pierre Philippe Bousquet Nicolas 2021
hal-03529221 Equilibrium price in intraday electricity market Aïd René Cosso A. Pham Huyên 2021
hal-03528647 AMF: Aggregated Mondrian forests for online learning Mourtada Jaouad Gaïffas Stéphane Scornet Erwan 2021
hal-03502141 Minimal bipartite dimers and higher genus Harnack curves Boutillier Cédric Cimasoni David de Tilière Béatrice 2021
hal-03498263 A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection Germain Maximilien Pham Huyên Warin Xavier 2021
hal-03494674 Model-based Clustering with Missing Not At Random Data Sportisse Aude Biernacki Christophe Boyer Claire Josse Julie Marbac Lourdelle Matthieu Celeux Gilles Laporte Fabien 2021
hal-03486564 Generalized Pareto Regression Trees for extreme events analysis Farkas Sébastien Heranval Antoine Lopez Olivier Thomas Maud 2021
hal-03474675 Note on the Role of the Placebo Group in The Short-Term and Long Term Hazard Ratio Model Flandre Philippe O'Quigley John 2021
hal-03464883 Stable sums to infer high return levels of multivariate rainfall time series Buriticá Gloria Naveau Philippe 2021
hal-03452133 Assessing the Risk of Cascading COVID-19 Outbreaks from Prison-to-Prison Transfers Parsons Todd Worden Lee 2021
hal-03452073 Assessing the Risk of Cascading COVID-19 Outbreaks from Prison-to-Prison Transfers Parsons Todd Worden Lee 2021
hal-03451454 The stochastic heat equation with multiplicative Lévy noise: Existence, moments, and intermittency Berger Quentin Chong Carsten Lacoin Hubert 2021
hal-03450269 Assessing the risk of cascading COVID-19 outbreaks from prison-to-prison transfers Parsons Todd Worden Lee 2021
hal-03449417 Joint global fluctuations of complex Wigner and deterministic matrices Male Camile Mingo James Péché Sandrine Speicher Roland 2021
hal-03445622 Irregular timing of population cycles Rubin Jonathan Earn David Greenwood Priscilla Parsons Todd L. Abbott Karen 2021
hal-03442486 Mathematical modeling and adequate environmental sampling plans are essential for the public health assessment of COVID-19 pandemics : development of a monitoring indicator for SARS-CoV-2 in wastewater Cluzel Nicolas Courbariaux Marie Wang Siyun Moulin Laurent Wurtzer Sébastien Bertrand Isabelle Laurent Karine Monfort Patrick Le Guyader Soizick Boni Mickaël Mouchel Jean-Marie Maréchal Vincent Nuel Grégory Maday Yvon 2021
hal-03432921 Bounds in $L^1$ Wasserstein distance on the normal approximation of general M-estimators Bachoc François Fathi Max 2021
hal-03429785 Optimal bidding strategies for digital advertising Motte Médéric Pham Huyên 2021
hal-03427135 Asymptotic of the smallest eigenvalues of the continuous Anderson Hamiltonian in $d \leq 3$ Hsu Yueh-Sheng Labbé Cyril 2021
hal-03423127 SRB MEASURES FOR C ∞ SURFACE DIFFEOMORPHISMS Burguet David 2021
hal-03420524 Strong solutions of semilinear SPDEs with unbounded diffusion Bechtold Florian 2021
hal-03414684 Selective Chaos of Travelling Waves in Feedforward Chains of Bistable Maps Fernandez Bastien 2021
hal-03405268 Isomorphisms of β-Dyson’s Brownian motion with Brownian local time Lupu Titus 2021
hal-03402076 Topologically penalized regression on manifolds Hacquard Olympio Balasubramanian Krishnakumar Blanchard Gilles Polonik Wolfgang Levrard Clément 2021
hal-03388840 Cyber contagion: impact of the network structure on the losses of an insurance portfolio Hillairet Caroline Lopez Olivier d'Oultremont Louise Spoorenberg Brieuc 2021
hal-03384516 Collisions of the supercritical Keller-Segel particle system Fournier Nicolas Tardy Yoan 2021
hal-03371645 Invariant measures for large automorphism groups of projective surfaces Cantat Serge Dujardin Romain 2021
hal-03366943 A mathematical assessment of the efficiency of quarantining and contact tracing in curbing the COVID-19 epidemic Lambert Amaury 2021
hal-03359868 State-Space Models Win the IEEE DataPort Competition on Post-covid Day-ahead Electricity Load Forecasting de Vilmarest Joseph Goude Yannig 2021
hal-03350073 Actuator Health State Monitoring & Degradation Impact Study on a 4-Mecanum Wheeled Mobile Robot Behaviour Mellah Samia Graton Guillaume El Adel El Mostafa Ouladsine Mustapha Planchais Alain 2021
hal-03343481 Non-Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data Godichon-Baggioni Antoine Werge Nicklas Wintenberger Olivier 2021
hal-03340229 An autoregressive model for a censored data denoising method robust to outliers with application to the Obépine SARS-CoV-2 monitoring Courbariaux Marie Cluzel Nicolas Wang Siyun Maréchal Vincent Moulin Laurent Wurtzer Sébastien Consortium Obépine Mouchel Jean-Marie Maday Yvon Nuel Grégory 2021
hal-03329875 Minimization with respect to divergences and applications Bertrand Pierre Broniatowski Michel Marcotorchino Jean-François 2021
hal-03323994 ENVELOPE THEOREMS FOR STATIC OPTIMIZATION AND CALCULUS OF VARIATIONS Blot Joël Yilmaz Hasan 2021
hal-03323319 A vector-valued almost sure invariance principle for random expanding on average cocycles Dragičević Davor Hafouta Yeor Sedro Julien 2021
hal-03317051 Minimax Boundary Estimation and Estimation with Boundary Aamari Eddie Aaron Catherine Levrard Clément 2021
hal-03313129 Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model Werge Nicklas 2021
hal-03312412 Multiplicative chaos of the Brownian loop soup Aïdekon Elie Berestycki Nathanaël Jego Antoine Lupu Titus 2021
hal-03310875 Application of machine learning methods for cost prediction of drought in France Heranval Antoine Lopez Olivier Thomas Maud 2021
hal-03309709 Neuronal Network Inference and Membrane Potential Model using Multivariate Hawkes Processes Bonnet Anna Dion Charlotte Gindraud François Lemler Sarah 2021
hal-03301765 Recursive Estimation of a Failure Probability for a Lipschitz Function Bernard Lucie Cohen Albert Guyader Arnaud Malrieu Florent 2021
hal-03297132 Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient Godichon-Baggioni Antoine 2021
hal-03295406 Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions Cosso Andrea Gozzi Fausto Kharroubi Idris Pham Huyên Rosestolato Mauro 2021
hal-03295406 Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions Cosso Andrea Gozzi Fausto Kharroubi Idris Pham Huyên Rosestolato Mauro 2021
hal-03283126 General epidemiological models: Law of large numbers and contact tracing Duchamps Jean-Jil Foutel-Rodier Félix Schertzer Emmanuel 2021
hal-03278978 Polyhedral-based Modelling and Algorithms for Tolerancing Analysis Delos Vincent Teissandier Denis Malyshev Alexander Nuel Grégory García Sonia 2021
hal-03278232 A precise bare simulation approach to the minimization of some distances. Foundations Broniatowski Michel Stummer Wolfgang 2021
hal-03277685 A level line of the Gaussian free field with measure-valued boundary conditions Lupu Titus Wu Hao 2021
hal-03269176 Threshold selection for cluster inference based on large deviation principles Buriticá Gloria Mikosch Thomas Wintenberger Olivier 2021
hal-03264893 Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems Abi Jaber Eduardo Miller Enzo Pham Huyen 2021
hal-03263535 New data on the genetic profile and penetrance of hereditary Val30Met transthyretin amyloidosis in Sweden Olsson Malin Alarcon Flora Nuel Gregory Anan Intissar Planté-Bordeneuve Violaine 2021
hal-03258786 A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process Bernis Guillaume Brignone Riccardo Scotti Simone Sgarra Carlo 2021
hal-03254462 Sign Consistency of the Generalized Elastic Net Estimator Zhu Wencan Adjakossa Eric Lévy-Leduc Céline Ternès Nils 2021
hal-03250576 Some variations on the extremal index Buriticá Gloria Meyer Nicolas Mikosch Thomas Wintenberger Olivier 2021
hal-03245893 MEAN DIMENSION OF CONTINUOUS CELLULAR AUTOMATA Burguet David Shi Ruxi 2021
hal-03233068 Risk Quantization by Magnitude and Propensity Faugeras Olivier P. Pages Gilles 2021
hal-03232621 SHAFF: Fast and consistent SHApley eFfect estimates via random Forests Bénard Clément Biau Gérard da Veiga Sébastien Scornet Erwan 2021
hal-03231726 EXACT DIMENSION OF FURSTENBERG MEASURES Ledrappier Francois Lessa Pablo 2021
hal-03220416 From Graph Centrality to Data Depth Aamari Eddie Arias-Castro Ery Berenfeld Clément 2021
hal-03219353 Quenched limit theorems for expanding on average cocycles Dragičević Davor Sedro Julien 2021
hal-03215096 Continuous indetermination and average likelihood minimization Bertrand Pierre Broniatowski Michel Marcotorchino Jean-François 2021
hal-03214472 Post hoc false discovery proportion inference under a Hidden Markov Model Perrot-Dockès Marie Blanchard Gilles Neuvial Pierre Roquain Etienne 2021
hal-03211100 Predictive models on 1D signals in a small-data environment Coppini Fabio Jiang Yiye Tabti Sonia 2021
hal-03208539 Explicit construction of non-linear pseudo-Anosov maps, with nonminimal invariant foliations Carrand Jérôme 2021
hal-03206154 Horocycle averages on closed manifolds and transfer operators Adam Alexander Baladi Viviane 2021
hal-03205372 Monotone convex order for the McKean-Vlasov processes Liu Yating Pagès Gilles 2021
hal-03200843 ZERO-DIMENSIONAL AND SYMBOLIC EXTENSIONS OF TOPOLOGICAL FLOWS Burguet David Shi Ruxi 2021
hal-03199916 Scaling limits of tree-valued branching random walks Duquesne Thomas Khanfir Robin Lin Shen Niccolo Torri 2021
hal-03199401 Viking: Variational Bayesian Variance Tracking de Vilmarest Joseph Wintenberger Olivier 2021
hal-03197696 Stable limit theorems for additive functionals of one-dimensional diffusion processes Béthencourt Loïc 2021
hal-03197369 Logarithmic bounds for ergodic averages of constant type rotation number flows on the torus: a short proof Carrand Jérôme 2021
hal-03196144 Dimension-free PAC-Bayesian bounds for matrices, vectors, and linear least squares regression Catoni Olivier Giulini Ilaria 2021
hal-03196142 Kernel Spectral Clustering Giulini Ilaria 2021
hal-03196139 Dimension-free PAC-Bayesian bounds for the estimation of the mean of a random vector Catoni Olivier Giulini Ilaria 2021
hal-03195616 Accelerated Iterative Regularization via Dual Diagonal Descent Calatroni Luca Garrigos Guillaume Rosasco Lorenzo Villa Silvia 2021
hal-03191630 An appraisal of graph embeddings for comparing trophic network architectures Botella Christophe Dray Stéphane Matias Catherine Miele Vincent Thuiller Wilfried 2021
hal-03191347 Regularity of Characteristic Exponents and Linear Response for Transfer Operator Cocycles Sedro Julien Rugh Hans Henrik 2021
hal-03188120 Pre-threshold fractional susceptibility functions at Misiurewicz parameters Sedro Julien 2021
hal-03186807 PLANAR BROWNIAN MOTION WINDS EVENLY ALONG ITS TRAJECTORY Sauzedde Isao 2021
hal-03183612 A self-consistent dynamical system with multiple absolutely continuous invariant measures Sélley Fanni 2021
hal-03183609 Linear Response for a Family of Self-consistent Transfer Operators Sélley Fanni Tanzi Matteo 2021
hal-03183003 Convergence rates of Gibbs measures with degenerate minimum Bras Pierre 2021
hal-03180771 Global Trace Formula for Ultra-Differentiable Anosov Flows Jézéquel Malo 2021
hal-03180668 On The Simulated Annealing In $\mathbf{R}^d$. Fournier Nicolas Tardif Camille 2021
hal-03180491 Stability, well-posedness and regularity of the homogeneous Landau equation for hard potentials Fournier Nicolas Heydecker Daniel 2021
hal-03180481 On exponential moments of the homogeneous Boltzmann equation for hard potentials without cutoff Fournier Nicolas 2021
hal-03180348 Generalizations of forest fires with ignition at origin Comets Francis Menshikov Mikhail Volkov Stanislav 2021
hal-03178602 Regularity of the time constant for a supercritical Bernoulli percolation Dembin Barbara 2021
hal-03178562 Compactness and fractal dimensions of inhomogeneous continuum random trees Blanc-Renaudie Arthur 2021
hal-03173293 Estimating minimum effect with outlier selection Carpentier Alexandra Delattre Sylvain Roquain Etienne Verzelen Nicolas 2021
hal-03173293 Estimating minimum effect with outlier selection Carpentier Alexandra Delattre Sylvain Roquain Etienne Verzelen Nicolas 2021
hal-03172480 Quantifying the overall effect of biotic interactions on species communities along environmental gradients Miele Vincent Matias Catherine Ohlmann Marc Poggiato Giovanni Dray Stéphane Thuiller Wilfried 2021
hal-03161843 Maximum Likelihood Estimation for Hawkes Processes with self-excitation or inhibition Bonnet Anna Martinez Herrera Miguel Sangnier Maxime 2021
hal-03151611 MDA for random forests: inconsistency, and a practical solution via the Sobol-MDA Bénard Clément da Veiga Sébastien Scornet Erwan 2021
hal-03147211 Multiclass Classification for Hawkes Processes Denis Christophe Dion Charlotte Sansonnet Laure 2021
hal-03146283 Rate of escape of conditioned Brownian motion Collin Orphée Comets Francis 2021
hal-03145949 Linear-quadratic stochastic delayed control and deep learning resolution Lefebvre William Miller Enzo 2021
hal-03145689 A timed tally counter for microscopic examination of thick blood smears in malaria studies Nuel Grégory Garcia André 2021
hal-03140279 Reflected BSDEs in non-convex domains Chassagneux Jean-François Nadtochiy Sergey Richou Adrien 2021
hal-03138054 A note on Fokker-Planck equations and graphons Coppini Fabio 2021
hal-03133608 A non-expanding transport distance for some structured equations Fournier Nicolas Perthame Benoît 2021
hal-03133261 Spectral density of random graphs: convergence properties and application in model fitting de Siqueira Santos Suzana Fujita André Matias Catherine 2021
hal-03133228 Strong rates of convergence of space-time discretization schemes for the 2D Navier-Stokes equations with additive noise Bessaih Hakima Millet Annie 2021
hal-03125863 Stochastic Online Convex Optimization; Application to probabilistic time series forecasting Wintenberger Olivier 2021
hal-03115503 Neural networks-based algorithms for stochastic control and PDEs in finance * Germain Maximilien Pham Huyên Warin Xavier 2021
hal-03115503 Neural networks-based algorithms for stochastic control and PDEs in finance * Germain Maximilien Pham Huyên Warin Xavier 2021
hal-03115125 Non-directed polymers in heavy-tail random environment in dimension $d\geq 2$ Berger Quentin Niccolo Torri Wei Ran 2021
hal-03107197 LÉVY AREA WITHOUT APPROXIMATION Sauzedde Isao 2021
hal-03046239 On entropy production of repeated quantum measurements II. Examples Benoist Tristan Cuneo Noé Jakšić Vojkan Pillet Claude-Alain 2021
hal-03030500 Coherent interferometric imaging in a random flow Gay Etienne Bonnet Luc Peyret Christophe Savin Éric Garnier Josselin 2021
hal-03021151 On the nonparametric inference of coefficients of self-exciting jump-diffusion Amorino Chiara Dion Charlotte Gloter Arnaud Lemler Sarah 2021
hal-03008212 On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions Boyer Claire Godichon-Baggioni Antoine 2021
hal-03008212 On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions Boyer Claire Godichon-Baggioni Antoine 2021
hal-02996476 ISOMORPHISMS OF β-DYSON'S BROWNIAN MOTION WITH BROWNIAN LOCAL TIME Lupu Titus 2021
hal-02975674 Optimal dual quantizers of 1D log-concave distributions: uniqueness and Lloyd like algorithm Jourdain Benjamin Pagès Gilles 2021
hal-02974199 Analyzing the tree-layer structure of Deep Forests Arnould Ludovic Boyer Claire Scornet Erwan Lpsm Sorbonne 2021
hal-02963113 Large deviation principle for the streams and the maximal flow in first passage percolation Dembin Barbara Théret Marie 2021
hal-02917464 Piecewise linear continuous estimators of the quantile function Blanke Delphine Bosq Denis 2021
hal-02912006 Fractional susceptibility functions for the quadratic family: Misiurewicz-Thurston parameters Baladi Viviane Smania Daniel 2021
hal-02904347 Multivariate sparse clustering for extremes Meyer Nicolas Wintenberger Olivier 2021
hal-02884333 A Kernel-based Consensual Aggregation for Regression Has Sothea 2021
hal-02877569 Markowitz portfolio selection for multivariate affine and quadratic Volterra models Abi Jaber Eduardo Miller Enzo Pham Huyên 2021
hal-02874817 Behavior of solutions to the 1D focusing stochastic nonlinear Schr\"odinger equation with spatially correlated noise Millet Annie Rodriguez Alex D Roudenko Svetlana Yang Kai 2021
hal-02869538 Derivative martingale of the branching Brownian motion in dimension $d \geq 1$ Stasiński Roman Berestycki Julien Mallein Bastien 2021
hal-02780876 Random dynamics on real and complex projective surfaces Cantat Serge Dujardin Romain 2021
hal-02751784 Some Theoretical Insights into Wasserstein GANs Biau Gérard Sangnier Maxime Tanielian Ugo 2021
hal-02733439 AdaVol: An Adaptive Recursive Volatility Prediction Method Werge Nicklas Wintenberger Olivier 2021
hal-02696205 Approximation error analysis of some deep backward schemes for nonlinear PDEs Germain Maximilien Pham Huyen Warin Xavier 2021
hal-02696205 Approximation error analysis of some deep backward schemes for nonlinear PDEs Germain Maximilien Pham Huyen Warin Xavier 2021
hal-02591409 Asymptotic Independence ex machina - Extreme Value Theory for the Diagonal SRE Model Mentemeier Sebastian Wintenberger Olivier 2021
hal-02586009 Contrast estimation of time-varying infinite memory processes Bardet Jean-Marc Doukhan Paul Wintenberger Olivier 2021
hal-02557113 Interpretable Random Forests via Rule Extraction Bénard Clément Biau Gérard da Veiga Sébastien Scornet Erwan 2021
hal-02557113 Interpretable Random Forests via Rule Extraction Bénard Clément Biau Gérard da Veiga Sébastien Scornet Erwan 2021
hal-02525906 Relaxing door-to-door matching reduces passenger waiting times: a workflow for the analysis of driver GPS traces in a stochastic carpooling service Papoutsis Panayotis Fennia Safa Bridon Constant Duong Tarn 2021
hal-02475936 Inference for partially observed epidemic dynamics guided by Kalman filtering techniques Narci Romain Delattre Maud Larédo Catherine Vergu Elisabeta 2021
hal-02465446 Optimal quantization of the mean measure and applications to statistical learning Chazal Frédéric Levrard Clément Royer Martin 2021
hal-02438241 Wick polynomials in noncommutative probability: a group-theoretical approach Ebrahimi-Fard K. Patras F. Tapia Nikolas Zambotti Lorenzo 2021
hal-02422417 Martin boundary of killed random walks on isoradial graphs Boutillier Cédric Raschel Kilian Bostan Alin 2021
hal-02413114 Mean-field Markov decision processes with common noise and open-loop controls Motte Médéric Pham Huyên 2021
hal-02409079 Dual Optimization for convex constrained objectives without the gradient-Lipschitz assumptions Gaïffas Stéphane Bompaire Martin Bacry Emmanuel 2021
hal-02320543 On agnostic post hoc approaches to false positive control Blanchard Gilles Neuvial Pierre Roquain Etienne 2021
hal-02315386 Inverting the Ray-Knight identity on the line Lupu Titus Sabot Christophe Tarrès Pierre 2021
hal-02314239 WELL-POSEDNESS OF SOME NON-LINEAR STABLE DRIVEN SDES Frikha Noufel Konakov Valentin Menozzi Stéphane 2021
hal-02303098 On the fractional susceptibility function of piecewise expanding maps Aspenberg M. Baladi Viviane Leppänen J. Persson T. 2021
hal-02296513 ATOL: Measure Vectorization for Automatic Topologically-Oriented Learning Royer Martin Chazal Frédéric Levrard Clément Umeda Yuhei Ike Yuichi 2021
hal-02280297 A clusterwise supervised learning procedure based on aggregation of distances Fisher Aurélie Mougeot Mathilde Has Sothea 2021
hal-02277747 Simulated annealing in Rd with slowly growing potentials Fournier Nicolas Monmarché Pierre Tardif Camille 2021
hal-02196165 Neural networks-based backward scheme for fully nonlinear PDEs Pham Huyen Warin Xavier Germain Maximilien 2021
hal-02177620 There are no deviations for the ergodic averages of the Giulietti-Liverani horocycle flows on the two-torus Baladi Viviane 2021
hal-02170687 Consistent Regression using Data-Dependent Coverings Margot Vincent Baudry Jean-Patrick Guilloux Frédéric Wintenberger Olivier 2021
hal-02168872 HIDDEN REGULAR VARIATION FOR POINT PROCESSES AND THE SINGLE/MULTIPLE LARGE POINT HEURISTIC Dombry Clément Tillier Charles Wintenberger Olivier 2021
hal-02168772 FROM THE BACKWARD KOLMOGOROV PDE ON THE WASSERSTEIN SPACE TO PROPAGATION OF CHAOS FOR MCKEAN-VLASOV SDES Frikha Noufel Chaudru de Raynal Paul-Eric 2021
hal-02168495 Sparse regular variation Meyer Nicolas Wintenberger Olivier 2021
hal-02165001 The Moran forest Bienvenu François Duchamps Jean-Jil Foutel-Rodier Félix 2021
hal-02094514 Exponential ergodicity for diffusions with jumps driven by a Hawkes process Dion Charlotte Lemler Sarah Löcherbach Eva 2021
hal-02025835 American options in a non-linear incomplete market model with default Grigorova Miryana Quenez Marie-Claire Sulem Agnès 2021
hal-01959728 Regression modelling of interval censored data based on the adaptive ridge procedure Bouaziz Olivier Lauridsen Eva Nuel Grégory 2021
hal-01924949 WELL-POSEDNESS FOR SOME NON-LINEAR DIFFUSION PROCESSES AND RELATED PDE ON THE WASSERSTEIN SPACE Chaudru de Raynal Paul-Eric Frikha Noufel 2021
hal-01867133 Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach Pham Huyen Wei Xiaoli Zhou Chao 2021
hal-01853244 Proximal boosting and variants Fouillen Erwan Boyer Claire Sangnier Maxime 2021
hal-01850854 Nearest neighbor balanced block designs for autoregressive errors Koné Mamadou Valibouze Annick 2021
hal-01799460 ONE DIMENSIONAL CRITICAL KINETIC FOKKER-PLANCK EQUATIONS, BESSEL AND STABLE PROCESSES Fournier Nicolas Tardif Camille 2021
hal-01774150 Pricing without martingale measure Baptiste Julien Carassus Laurence Lépinette Emmanuel 2021
hal-01662197 Regularized Bidimensional Estimation of the Hazard Rate Goepp Vivien Thalabard Jean-Christophe Nuel Grégory Bouaziz Olivier 2021
tel-03431159 Long-Time Behavior of Kinetic Equations with Boundary Effects Bernou Armand 2020
tel-03411953 Fatou-Julia dichotomy and non-uniform hyperbolicity for holomorphic endomorphisms on P2(C) Ji Zhuchao 2020
tel-03371445 Interpretable Algorithms for Regression : Theory and Applications Margot Vincent 2020
tel-03343958 Maximum likelihood estimation in dynamic or spatial stochastic block models Longepierre Léa 2020
tel-03285799 Some contributions of Bayesian and computational learning methods to portfolio selection problems Nicolle Johann 2020
tel-03264959 Modelling and characterization of extreme fatigue risks for metallic materials Miranda Emilie 2020
tel-03213594 Pro-cyclicality of risk measurements. Empirical quantification and theoretical confirmation Bräutigam Marcel 2020
tel-03175532 Percolation and first passage percolation : isoperimetric, time and flow constants Dembin Barbara 2020
tel-03112849 Numerical methods by optimal quantization in finance Montes Thibaut 2020
tel-03103986 Greedy quantization: new approach and applications to reflected backward SDE El Nmeir Rancy 2020
tel-03096870 Asymptotic representation theory and applications to Yang-Mills theory Lemoine Thibaut 2020
tel-03096854 Spectral theory of ultradifferentiable hyperbolic dynamics Jézéquel Malo 2020
tel-02977794 High-dimensional Learning for Extremes Meyer Nicolas 2020
tel-02970875 Weakly interacting diffusions on graphs Coppini Fabio 2020
tel-02969115 Sequential Monte Carlo and Applications in Molecular Dynamics Du Qiming 2020
tel-02954165 Pro-cyclicality of Risk Measurements - Empirical Quantification and Theoretical Confirmation Bräutigam Marcel 2020
tel-02931357 Percolation and first passage percolation: isoperimetric, time and flow constants Dembin Barbara 2020
hal-03528643 Minimax optimal rates for Mondrian trees and forests Mourtada Jaouad Gaïffas Stéphane Scornet Erwan 2020
hal-03492318 The spatial Muller’s ratchet: Surfing of deleterious mutations during range expansion Foutel-Rodier Félix Etheridge Alison M. 2020
hal-03427753 Mixing times and cutoffs in open quadratic fermionic systems Vernier Eric 2020
hal-03427749 “Not- A ”, representation symmetry-protected topological, and Potts phases in an S 3 -invariant chain O'Brien Edward Vernier Eric Fendley Paul 2020
hal-03364764 Mini-Workshop: Dimers, Ising and Spanning Trees beyond the Critical Isoradial Case Boutillier Cédric Ramassamy Sanjay Russkikh Marianna 2020
hal-03353001 Multiview cluster aggregation and splitting, with an application to multiomic breast cancer data Godichon-Baggioni Antoine Maugis-Rabusseau Cathy Rau Andrea 2020
hal-03289869 Mesures centrales pour les graphes multiplicatifs, représentations d’algèbres de Lie et polytopes des poids Lecouvey Cédric Tarrago Pierre 2020
hal-03230838 Study of behaviours and emitted codas during sperm whales social interactions Adam Olivier Yernaux Adrien Sauvêtre Marie Ngosso Justine Nuel Gregory Haffner-Trinh Marie Troussier Robin Guillerm Zohria-Lys Picon Léa Barluet Lucie Kühn Victoire Delfour Fabienne Sarano Veronique Vitry Hugues Preud'Homme Axel Heuzey Rene Jung Jean-Luc ... 2020
hal-03212543 Overcoming the challenges associated with universal screening for Lynch syndrome in colorectal and endometrial cancer Benusiglio Patrick Coulet Florence Lefebvre Alexandra Duval Alex Nuel Gregory 2020
hal-03187988 Quadratic response of random and deterministic dynamical systems Galatolo Stefano Sedro Julien 2020
hal-03187973 Arnold Maps with Noise: Differentiability and Non-monotonicity of the Rotation Number Marangio L. Sedro J. Galatolo S. Di Garbo A. Ghil M. 2020
hal-03180715 Transfer operators for ultradifferentiable expanding maps of the circle Jézéquel Malo 2020
hal-03180505 Anomalous diffusion for multi-dimensional critical kinetic Fokker–Planck equations Fournier Nicolas Tardif Camille 2020
hal-03179758 Renormalizing the Kardar–Parisi–Zhang Equation in $$d\ge 3$$ in Weak Disorder Comets Francis Cosco Clément Mukherjee Chiranjib 2020
hal-03179756 Two-Dimensional Brownian Random Interlacements Comets Francis Popov Serguei 2020
hal-03179749 Random walks avoiding their convex hull with a finite memory Comets Francis Menshikov Mikhail Wade Andrew 2020
hal-03172363 Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough) Callegaro Giorgia Grasselli Martino Pagès Gilles 2020
hal-03166814 Trajectories of functioning in bipolar disorders: A longitudinal study in the FondaMental Advanced Centers of Expertise in Bipolar Disorders cohort Godin Ophelia Leboyer Marion Mazroui Yassin Aouizerate Bruno Azorin Jean- Michel Belzeaux Raoul Bellivier Frank Polosan Mircea Courtet Philippe Dubertret Caroline Henry Chantal Kahn Jean-Pierre Loftus Josephine Olié Emilie Passerieux Christine Costagliola ... 2020
hal-03158726 Size of a minimal cutset in supercritical first passage percolation Dembin Barbara Théret Marie 2020
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hal-03065959 Optimal Exploitation of a General Renewable Natural Resource under State and Delay Constraints Gaïgi M’hamed Kharroubi Idris Lim Thomas 2020
hal-03058452 Microbial community modelling and diversity estimation using the hierarchical Pitman-Yor process Mcgregor Kevin Labbe Aurélie Greenwood Celia Mt Parsons Todd Quince Christopher 2020
hal-03049246 Pareto Optima for a Class of Singular Control Games Cont Rama Guo Xin Xu Renyuan 2020
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hal-02997049 Bessel SPDEs and renormalised local times Elad Altman Henri Zambotti Lorenzo 2020
hal-02997039 Hairer's Reconstruction Theorem without Regularity Structures Caravenna Francesco Zambotti Lorenzo 2020
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hal-02995288 Statistical Query Complexity of Manifold Estimation Aamari Eddie Knop Alexander 2020
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hal-02976361 An improper estimator with optimal excess risk in misspecified density estimation and logistic regression Mourtada Jaouad Gaïffas Stéphane 2020
hal-02976286 Minimax optimal rates for Mondrian trees and forests Mourtada Jaouad Gaïffas Stéphane Scornet Erwan 2020
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hal-02959492 Conditional Monte Carlo Learning for Diffusions I: main methodology and application to backward stochastic differential equations Abbas-Turki Lokman Pagès G. Diallo Babacar 2020
hal-02959492 Conditional Monte Carlo Learning for Diffusions I: main methodology and application to backward stochastic differential equations Abbas-Turki Lokman Pagès G. Diallo Babacar 2020
hal-02958799 ESTIMATION OF THE SPECTRAL MEASURE FROM CONVEX COMBINATIONS OF REGULARLY VARYING RANDOM VECTORS Oesting Marco Wintenberger Olivier 2020
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hal-02947400 Thermodynamic formalism for dispersing billiards Baladi Viviane Demers Mark 2020
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hal-02945516 Additive, almost additive and asymptotically additive potential sequences are equivalent Cuneo Noé 2020
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hal-02911078 Stochastic Control: from Gradient Methods and Dynamic Programming to Statistical Learning Pagès Gilles Pironneau Olivier 2020
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hal-02876141 An efficient Averaged Stochastic Gauss-Newton algorithm for estimating parameters of non linear regressions models Cénac Peggy Godichon-Baggioni Antoine Portier Bruno 2020
hal-02870131 Weakly interacting oscillators on dense random graphs Bet Gianmarco Coppini Fabio Nardi Francesca 2020
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hal-02868916 A Generalised Signature Method for Time Series Morrill James Fermanian Adeline Kidger Patrick Lyons Terry 2020
hal-02866510 CONFORMAL BOOTSTRAP IN LIOUVILLE THEORY Guillarmou Colin Kupiainen Antti Rhodes Rémi Vargas Vincent 2020
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hal-02708571 Behavior of solutions to the 1D focusing stochastic $L^2$-critical and supercritical nonlinear Schr\"odinger equation with space-time white noise Millet Annie Roudenko Svetlana Yang Kai 2020
hal-02637958 Combination of a Wood-Pellet Boiler-Stove with other Conventional and Renewable Heating System for Space Heating and Domestic Hot Water within A Passive House in Belgium Lê van Long Candaele Arnaud Siau Kévin Thomassin Jean-Dominique Duquesne Thomas Fontaine de Ghélin Olivier 2020
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hal-02616126 A digital twin-based approach for the management of geometrical deviations during assembly processes Grégorio Jean-Loup Lartigue Claire Thiébaut François Lebrun Régis 2020
hal-02615379 Constraint-Based Learning for Non-Parametric Continuous Bayesian Networks Lasserre Marvin Lebrun Régis Wuillemin Pierre-Henri 2020
hal-02612935 Path decompositions of perturbed reflecting Brownian motions Aïdékon Elie Hu Yueyun Shi Zhan 2020
hal-02612935 Path decompositions of perturbed reflecting Brownian motions Aïdékon Elie Hu Yueyun Shi Zhan 2020
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hal-02570584 Automatic analysis of insurance reports through deep neural networks to identify severe claims Cohen Sabban Isaac Lopez Olivier Mercuzot Yann 2020
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hal-02569417 A Law of Large Numbers for interacting diffusions via a mild formulation Bechtold Florian Coppini Fabio 2020
hal-02569417 A Law of Large Numbers for interacting diffusions via a mild formulation Bechtold Florian Coppini Fabio 2020
hal-02564462 Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models Hillairet Caroline Lopez Olivier 2020
hal-02558245 Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays Lopez Olivier Milhaud Xavier 2020
hal-02557456 Extremal distance and conformal radius of a CLE_4 loop Aru Juhan Lupu Titus Sepúlveda Avelio 2020
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hal-02486805 Shiga Toxin-Associated Hemolytic Uremic Syndrome: A Narrative Review Joseph Adrien Cointe Aurélie Kurkdjian Patricia Rafat Cédric Hertig Alexandre 2020
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hal-02468701 Stochastic Online Optimization using Kalman Recursion de Vilmarest Joseph Wintenberger Olivier 2020
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hal-02446337 WELL-POSEDNESS AND APPROXIMATION OF SOME ONE-DIMENSIONAL LÉVY-DRIVEN NON-LINEAR SDES Frikha Noufel Li Libo 2020
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hal-02409058 SCALPEL3: a scalable open-source library for healthcare claims databases Bacry Emmanuel Gaiffas Stéphane Leroy Fanny Morel Maryan Nguyen D.P. Sebiat Youcef Sun Dian 2020
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hal-02406259 Universality for critical KCM: infinite number of stable directions Hartarsky Ivailo Marêché Laure Toninelli Cristina 2020
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hal-02333790 Determinantal probability measures on Grassmannians Kassel Adrien Levy Thierry 2020
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hal-02332898 Real-time prediction of severe influenza epidemics using Extreme Value Statistics Thomas Maud Rootzén Holger 2020
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hal-02189215 Properties of the Stochastic Approximation EM Algorithm with Mini-batch Sampling Kuhn Estelle Rebafka Tabea Matias Catherine 2020
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hal-02123641 Green’s Functions with Oblique Neumann Boundary Conditions in the Quadrant Franceschi Sandro 2020
hal-02118080 Cyber claim analysis through Generalized Pareto Regression Trees with applications to insurance Farkas Sébastien Lopez Olivier Thomas Maud 2020
hal-02094627 Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process Dion Charlotte Lemler Sarah 2020
hal-02080155 Transport costs for PDEs: the coupling method Fournier Nicolas Perthame Benoît 2020
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hal-01949221 Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications Bachouch Achref Huré Côme Langrené Nicolas Pham Huyen 2020
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hal-01948593 Accelerated finite elements schemes for parabolic stochastic partial differential equations Gyöngy Istvan Millet Annie 2020
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hal-01908559 The geometry of the space of branched Rough Paths Tapia Nikolas Zambotti Lorenzo 2020
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hal-01869545 CONSISTENT PROCEDURES FOR MULTICLASS CLASSIFICATION OF DISCRETE DIFFUSION PATHS Denis Christophe Dion Charlotte Martinez Miguel 2020
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hal-01852130 DISORDER AND DENATURATION TRANSITION IN THE GENERALIZED POLAND-SCHERAGA MODEL Berger Quentin Giacomin Giambattista Khatib Maha 2020
hal-01832765 On the Measure of Maximal Entropy for Finite Horizon Sinai Billiard Maps Baladi Viviane Demers Mark 2020
hal-01829037 Post hoc false positive control for structured hypotheses Durand Guillermo Blanchard Gilles Neuvial Pierre Roquain Etienne 2020
hal-01824957 Saddle hyperbolicity implies hyperbolicity for polynomial automorphisms of C^2 Dujardin Romain 2020
hal-01817823 Binacox: automatic cut-point detection in high-dimensional Cox model with applications in genetics Bussy Simon Alaya Mokhtar Z. Jannot Anne-Sophie Guilloux Agathe 2020
hal-01803800 First passage sets of the 2D continuum Gaussian free field Aru Juhan Lupu Titus Sepúlveda Avelio 2020
hal-01798812 The first passage sets of the 2D Gaussian free field: convergence and isomorphisms Aru Juhan Lupu Titus Sepúlveda Avelio 2020
hal-01788601 Some problems of arithmetic origin in rational dynamics Dujardin Romain 2020
hal-01745727 Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow Lupu Titus Sabot Christophe Tarrès Pierre 2020
hal-01737975 Some Theoretical Properties of GANs Biau Gérard Cadre Benoît Sangnier M. Tanielian U. 2020
hal-01725871 An Itô type formula for the additive stochastic heat equation Bellingeri Carlo 2020
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hal-01635371 Scaling of sub-ballistic 1D Random Walks among biased Random Conductances: a story of wells and walls Berger Quentin Salvi Michele 2020
hal-01582013 A closing lemma for polynomial automorphisms of C^2 Dujardin Romain 2020
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hal-01567129 Combinatorics for general kinetically constrained spin models Marêché Laure 2020
hal-01552492 Weak uniqueness and density estimates for sdes with coefficients depending on some path-functionals Frikha Noufel Li Libo 2020
hal-01514987 Algorithmic trading in a microstructural limit order book model Abergel Frédéric Huré Côme Pham Huyên 2020
hal-01483585 Post hoc confidence bounds on false positives using reference families Blanchard Gilles Neuvial Pierre Roquain Etienne 2020
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 2020
hal-01374519 Spectral atoms of unimodular random trees Salez Justin 2020
hal-01321645 Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion Honoré Igor Menozzi Stephane Pagès Gilles 2020
tel-03154815 Accelerated Monte-Carlo methods for piecewise deterministic Markov processes for a faster reliability assessment of power generation systems within the PyCATSHOO toolbox Galtier Thomas 2019
tel-03097986 Kinetically constrained models : relaxation to equilibrium and universality results Marêché Laure 2019
tel-03033731 Etude de la diffusion des processus déterministes et faiblement aléatoires en environnement aléatoire Chiffaudel Yann 2019
tel-03017164 Contributions à la modélisation des données de durée en présence de censure : application à l'étude des résiliations de contrats d'assurance santé Le Faou Yohann 2019
tel-03001270 Stochastic numerical methods for Piecewise Deterministic Markov Processes : applications in Neuroscience Thomas Nicolas 2019
tel-02954146 Optimal Quantization : Limit Theorem, Clustering and Simulation of the McKean-Vlasov Equation Liu Yating 2019
tel-02944026 Bootstrap percolation and kinetically constrained models in homogeneous and random environments Shapira Assaf 2019
tel-02941474 Convergence et spike and Slab Bayesian posterior distributions in some high dimensional models Mismer Romain 2019
tel-02936431 Treatment of dependency in sensitivity analysis for industrial reliability Benoumechiara Nazih 2019
tel-02935889 Itô formulae for the stochastic heat equation via the theories of regularity structure and rough paths Bellingeri Carlo 2019
tel-02932179 Random graphs in evolution Bienvenu François 2019
tel-02905425 Numerical methods and deep learning for stochastic control problems and partial differential equations Huré Come 2019
tel-02886376 Directed polymers and the KPZ equation Cosco Clément 2019
tel-02485010 Random Structured Phylogenies Duchamps Jean-Jil 2019
tel-02478078 On the Lyapunov exponent of random transfer matrices and on pinning models with constraints Havret Benjamin 2019
tel-02474901 Statistical inference for a partially observed interacting system of Hawkes processes Liu Chenguang 2019
tel-02435953 Mouvement brownien branchant et autres modèles hiérarchiques en physique statistique Pain Michel 2019
tel-02424759 Random polymers and related models: disorder, localization and critical phenomena Berger Quentin 2019
tel-02424550 Contributions of Statistical Learning to Actuarial Sciences and Financial Risk Management Piette Pierrick 2019
tel-02397594 Étude de la diffusion des processus déterministes et faiblement aléatoires en environnement aléatoire Chiffaudel Yann 2019
tel-02396796 Introduction of high-dimensional interpretable machine learning models and their applications Bussy Simon 2019
tel-02396757 Study of numerical methods for partial hedging and switching problems with costs uncertainty Bénézet Cyril 2019
tel-02338795 Dynamics of eigenvectors of random matrices and eigenvalues of nonlinear models of matrices Benigni Lucas 2019
tel-02334698 Coherent interferometric imaging in fluid dynamics Gay Etienne 2019
tel-02331441 Numerical Methods and Deep Learning for Stochastic Control Problems and Partial Differential Equations Huré Côme 2019
tel-02284974 Integration by parts formulae for the laws of Bessel bridges, and Bessel stochastic PDEs Elad Altman Henri 2019
tel-02279258 Méthodes probabilistes pour l'estimation de probabilités de défaillance Bernard Lucie 2019
tel-02277485 Integrable spin, vertex and loop models Melotti Paul 2019
tel-02271696 Non-commutative gauge symmetry and pseudo-unitary diffusions Gilliers Nicolas 2019
hal-03326051 Numerical resolution of McKean-Vlasov FBSDEs using neural networks * Germain Maximilien Mikael Joseph Warin Xavier 2019
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hal-03180519 On the equivalence between some jumping SDEs with rough coefficients and some non-local PDEs Fournier Nicolas Xu Liping 2019
hal-03180509 A recursive algorithm and a series expansion related to the homogeneous Boltzmann equation for hard potentials with angular cutoff Fournier Nicolas 2019
hal-03179763 Random polymers on the complete graph Comets Francis Moreno Gregorio Ramí Rez Alejandro 2019
hal-03158712 Equivalence of some subcritical properties in continuum percolation Gouéré Jean-Baptiste Théret Marie 2019
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hal-02997048 A brief and personal history of stochastic partial differential equations Zambotti Lorenzo 2019
hal-02982207 The Equivocal Mean Age of Parents in a Cohort Bienvenu François 2019
hal-02976455 On the optimality of the Hedge algorithm in the stochastic regime Mourtada Jaouad Gaïffas Stéphane 2019
hal-02975204 The work of Lewis Bowen on the entropy theory of non-amenable group actions Thouvenot Jean-Paul 2019
hal-02925329 Efficient sequential experimental design for surrogate modeling of nested codes Marque-Pucheu Sophie Perrin Guillaume Garnier Josselin 2019
hal-02882296 Overview of the JET preparation for deuterium–tritium operation with the ITER like-wall Joffrin E. Abduallev S. Abhangi M. Abreu P. Afanasev V. Afzal M. Aggarwal K.M. Ahlgren T. Aho-Mantila L. Aiba N. Airila M. Alarcon T. Albanese R. Alegre D. Aleiferis S. Alessi E. Aleynikov P. Alkseev A. Allinson M. Alper B. Alves E. Ambrosino G. Ambrosino ... 2019
hal-02880790 Biosafety Studies of a Clinically Applicable Lentiviral Vector for the Gene Therapy of Artemis-SCID Charrier S. Lagresle-Peyrou C. Poletti V. Rothe M. Cedrone G. Gjata B. Mavilio F. Fischer A. Schambach A. Villartay J. P. Cavazzana M. Hacein-Bey-Abina S. Galy A. 2019
hal-02457335 The Real Transform: Computing Positive Solutions of Fuzzy Polynomial Systems Aubry Philippe Marrez Jérémy Valibouze Annick 2019
hal-02423794 Asymptotic enumeration of perfect matchings in m -barrel fullerene graphs Behmaram Afshin Boutillier Cédric 2019
hal-02423682 Accelerated iterative regularization via dual diagonal descent Calatroni Luca Garrigos Guillaume Rosasco Lorenzo Villa Silvia 2019
hal-02421561 Harmonic measure for biased random walk in a supercritical Galton-Watson tree Lin Shen 2019
hal-02413920 ConvSCCS: convolutional self-controlled case-seris model for lagged adverser event detection Morel Maryan Bacry Emmanuel Gaïffas Stéphane Guilloux Agathe Leroy Fanny 2019
hal-02409974 Two-dimensional quantum Yang-Mills theory and the Makeenko-Migdal equations Lévy Thierry 2019
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hal-02408971 Self-exclusion in online poker gamblers: effect on time and money as compared to matched controls Amandine Luquiens Dugravot A Panjo Henri Benyamina Amine Gaiffas Stéphane Bacry Emmanuel 2019
hal-02407752 Estimating Diversity Through Time using Molecular Phylogenies: Old and Species-Poor Frog Families are the Remnants of a Diverse Past Billaud O Moen D Parsons Todd L. Morlon Hélène 2019
hal-02406592 Probability measure characterization by L^p-quantization error function Liu Yating Pagès Gilles 2019
hal-02402782 Efficient sequential experimental design for surrogate modeling of nested codes Sophie Marque-Pucheu Garnier Josselin Perrin Guillaume 2019
hal-02402342 Forecasting mortality rate improvements with a high-dimensional VAR Guibert Quentin Piette Pierrick Lopez Olivier 2019
hal-02398564 The price equation and evolutionary epidemiology Day Troy Parsons Todd L. Lambert Amaury Gandon Sylvain 2019
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hal-02385387 Convergence of the two-dimensional random walk loop-soup clusters to CLE Lupu Titus 2019
hal-02378069 Stochastic Dynamics Out of Equilibrium Giacomin Giambattista Olla Stefano Saada Ellen Spohn Herbert Stoltz Gabriel 2019
hal-02374604 SCALE-FREE PERCOLATION IN CONTINUUM SPACE: QUENCHED DEGREE AND CLUSTERING COEFFICIENT Dalmau Joseba Salvi Michele 2019
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hal-02265825 INTEGRATION BY PARTS FORMULA FOR KILLED PROCESSES: A POINT OF VIEW FROM APPROXIMATION THEORY Frikha Noufel Kohatsu-Higa Arturo Li Libo 2019
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hal-02263485 Long time dynamics for interacting oscillators on graphs Coppini Fabio 2019
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hal-02176276 Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(p, q) processes Bräutigam Marcel Kratz Marie 2019
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hal-02172994 Symbolic extensions and uniform generators for topological regular flows Burguet David 2019
hal-02171994 Strong renewal theorems and local large deviations for multivariate random walks and renewals Berger Quentin 2019
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hal-02149355 Can Satellite Data Forecast Valuable Information from USDA Reports ? Evidences on Corn Yield Estimates Piette Pierrick 2019
hal-02145087 A Law of Large Numbers and Large Deviations for interacting diffusions on Erdős-Rényi graphs Coppini Fabio Dietert Helge Giacomin Giambattista 2019
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hal-02113282 Non-commutative gauge theories and Zhang algebras Gilliers Nicolas 2019
hal-02113269 Matricial approximations of higher dimensional master fields Gilliers Nicolas 2019
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hal-02102218 Scaling Limit of Sub-ballistic 1D Random Walk among Biased Conductances: a Story of Wells and Walls Berger Quentin Salvi Michele 2019
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hal-02066223 Composite Tests under Corrupted Data Broniatowski Michel Jurečková Jana Moses Ashok Miranda Emilie 2019
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hal-02013995 Geometric stochastic heat equations Bruned Yvain Gabriel Franck Hairer Martin Zambotti Lorenzo 2019
hal-01864340 Maximum likelihood estimation for Gaussian processes under inequality constraints Bachoc François Lagnoux Agnes López-Lopera Andrés F. 2019
hal-01842451 Exploring the Robustness of the Parsimonious Reconciliation Method in Host-Symbiont Cophylogeny Urbini Laura Sinaimeri Blerina Matias Catherine Sagot Marie-France 2019
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hal-01811267 Entropy-controlled Last-Passage Percolation Berger Quentin Niccolo Torri 2019
hal-01795293 Detecting Latent Exposure in Genome-Wide Association Studies using a Breakpoint Model for Logistic Regression Alarcon Flora Nuel Grégory 2019
hal-01788339 On total claim amount for marked Poisson cluster models Basrak Bojan Wintenberger Olivier Zugec Petra 2019
hal-01767543 How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach. Kaakai Sarah Labit-Hardy Héloïse Arnold (-Gaille ) Séverine Karoui Nicole 2019
hal-01742614 Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity Cont Rama Perkowski Nicolas 2019
hal-01740818 Front evolution of the Fredrickson-Andersen one spin facilitated model Blondel Oriane Deshayes Aurelia Toninelli Cristina 2019
hal-01736453 Degenerations of SL(2,C) representations and Lyapunov exponents Dujardin Romain Favre Charles 2019
hal-01726599 Size of a minimal cutset in supercritical first passage percolation Dembin Barbara Théret Marie 2019
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hal-01706666 Directed polymers in heavy-tail random environment Berger Quentin Niccolo Torri 2019
hal-01696412 Universality Results for Kinetically Constrained Spin Models in Two Dimensions Martinelli Fabio Morris Robert Toninelli Cristina 2019
hal-01684077 On strong $L^2$ convergence of time numerical schemes for the stochastic 2D Navier-Stokes equations Bessaih Hakima Millet Annie 2019
hal-01677501 Shapley effects for sensitivity analysis with dependent inputs: bootstrap and kriging-based algorithms Benoumechiara Nazih Elie-Dit-Cosaque Kevin 2019
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hal-01648382 Binarsity: a penalization for one-hot encoded features Alaya Mokhtar Z. Bussy Simon Gaïffas Stéphane Guilloux Agathe 2019
hal-01648382 Binarsity: a penalization for one-hot encoded features Alaya Mokhtar Z. Bussy Simon Gaïffas Stéphane Guilloux Agathe 2019
hal-01596474 Adaptive p-value weighting with power optimality Durand Guillermo 2019
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hal-01495788 Integral expression for the stationary distribution of reflected Brownian motion in a wedge Franceschi Sandro Raschel Kilian 2019
hal-01423324 The Z-invariant Ising model via dimers Boutillier Cédric de Tilière Béatrice Raschel Kilian 2019
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hal-01228825 The tail empirical process of regularly varying functions of geometrically ergodic Markov chains Kulik Rafał Soulier Philippe Wintenberger Olivier 2019
tel-02866064 Contributions à la génétique et l'épidémiologie des maladies complexes pour une médecine personnalisée Balazard Félix 2018
tel-02436729 Asymptotic methods for option pricing in finance Krief David 2018
tel-02397992 Control of McKean-Vlasov systems and applications Wei Xiaoli 2018
tel-02383238 Chemins rugueux issus de processus discrets Lopusanschi Olga 2018
tel-02379278 Inférence de réseaux causaux à partir de données interventionnelles Monneret Gilles 2018
tel-02374758 Multiple testing and post hoc bounds for heterogeneous data Durand Guillermo 2018
tel-02372962 Quantitative Finance under rough volatility El Euch Omar 2018
tel-02361422 Asymptotic approaches in financial risk management Genin Adrien 2018
tel-02296605 Développement d'un alphabet structural intégrant la flexibilité des structures protéiques Sekhi Ikram 2018
tel-02277731 Equilibrium patterns of genetic diversity shuffled by migration and recombination Miró Pina Verónica 2018
tel-02184403 Objective Bayesian analysis of Kriging models with anisotropic correlation kernel Muré Joseph 2018
tel-02121575 Conditions d'existence des processus déterminantaux et permanentaux Maunoury Franck 2018
tel-02092072 Gaussian process regression of two nested computer codes Marque-Pucheu Sophie 2018
tel-01893974 Directed Polymers and Rough Paths Tapia Nikolas 2018
tel-01734698 Modèle de forêts enracinées sur des cycles et modèle de perles via les dimères Sun Wangru 2018
hal-03196129 Robust dimension-free Gram operator estimates Giulini Ilaria 2018
hal-03105451 High-throughput ovarian follicle counting by an innovative deep learning approach Sonigo C Jankowski S Yoo O Trassard O Bousquet N Grynberg M Beau I Binart N 2018
hal-03089542 Bandits with Side Observations: Bounded vs. Logarithmic Regret Degenne Rémy Garcelon Evrard Perchet Vianney 2018
hal-02791217 Epigenetics in Forest Trees: State of the Art and Potential Implications for Breeding and Management in a Context of Climate Change Sow Mamadou Dia Allona Isabel Ambroise Christophe Conde Daniel Fichot Régis Gribkova Svetlana Jorge Véronique Le Provost Grégoire Pâques Luc Plomion Christophe Salse Jerome Sanchez Rodriguez Leopoldo Segura Vincent Tost Jorg Maury Stéphane 2018
hal-02541250 Clade diversification dynamics and the biotic and abiotic controls of speciation and extinction rates Aguilée R. Gascuel Fanny Lambert Amaury Ferriere Regis 2018
hal-02467946 Anti-epileptic drugs induce cutaneous lymphocyte-associated antigen downregulation leading to potential human herpes virus-7 reactivation in clinically asymptomatic patients Caillot F. Andrieu E. Houivet E. Duvert-Lehembre S. Calbo S. Sabbah B. Maltete D. Martinaud O. Le Goff F. Malekpour P. Berard M. Rogez S. Joly P. Picard D. Musette P. 2018
hal-02421331 Superhedging prices of European and American options in a non-linear incomplete market with default Grigorova Miryana Quenez Marie-Claire Sulem Agnès 2018
hal-02350783 Continuous testing for Poisson process intensities: a new perspective on scanning statistics Picard Franck Reynaud-Bouret Patricia Roquain Etienne 2018
hal-02350422 A sum-product algorithm with polynomials for computing exact derivatives of the likelihood in Bayesian networks Lefebvre Alexandra Nuel Grégory 2018
hal-02324104 Dynamical Zeta Functions and Dynamical Determinants for Hyperbolic Maps-A Functional Approach Baladi Viviane 2018
hal-02307357 Consistent Spectral Methods for Dimensionality Reduction Kharouf Malika Rebafka Tabea Sokolovska Nataliya 2018
hal-02301729 Totally ordered measured trees and splitting trees with infinite variation Lambert Amaury Uribe Bravo Geronimo 2018
hal-02296832 On the Dependence between Quantiles and Dispersion Estimators Bräutigam Marcel Kratz Marie 2018
hal-02168796 Hausdorff dimension of the record set of a fractional Brownian motion Benigni Lucas Cosco Clément Shapira Assaf Wiese Kay Jörg 2018
hal-02157127 The mathematics of asymptotic stability in the Kuramoto model Dietert Helge Fernandez Bastien 2018
hal-02080070 Étude et implantation d’une méthode algébrique pour résoudre des systèmes à coefficients flous Marrez Jérémy Aubry Philippe Valibouze Annick 2018
hal-02064108 Stratégie de planification d'essais pour la caractérisation de contrainte admissible en fatigue des matériaux Emilie Miranda Broniatowski Michel Biret Maeva 2018
hal-02062903 Polygonal smoothing of the empirical distribution function Blanke Delphine Bosq Denis 2018
hal-01985432 A general and flexible method for signal extraction from single-cell RNA-seq data Risso Davide Perraudeau Fanny Gribkova Svetlana Dudoit Sandrine Vert Jean-Philippe 2018
hal-01977502 Likelihood Ratio Testing under Measurement Errors Broniatowski Michel Jurečková Jana Kalina Jan 2018
hal-01964886 Anchored isoperimetric profile of the infinite cluster in supercritical bond percolation is Lipschitz continuous * Dembin Barbara 2018
hal-01962884 EDITORIAL: SPECIAL ISSUE ON THE EXTREME VALUE ANALYSIS CONFERENCE CHALLENGE "PREDICTION OF EXTREMAL PRECIPITATION Wintenberger Olivier 2018
hal-01960702 Thinning and Multilevel Monte Carlo for Piecewise Deterministic (Markov) Processes. Application to a stochastic Morris-Lecar model Lemaire Vincent Thieullen Michèle Thomas Nicolas 2018
hal-01951541 Revisiting asymptotic periodicity in networks of degrade-and-fire oscillators Fernandez Bastien 2018
hal-01949485 Long-time large deviations for the multi-asset Wishart stochastic volatility model and option pricing Alfonsi Aurélien Krief David Tankov Peter 2018
hal-01941591 Linear-Quadratic McKean-Vlasov Stochastic Differential Games Miller Enzo Pham Huyen 2018
hal-01931202 Séminaire de probabilités XLIX Boissard Emmanuel Cattiaux Patrick Guillin Arnaud Miclo Laurent Bouguet Florian Brossard Jean Leuridan Christophe Capitaine Mireille Champagnat Nicolas Coulibaly-Pasquier Koléhè Abdoulaye Villemonais Denis Altman Henri Elad Kratz Peter Pardoux Etienne Lej ... 2018
hal-01930937 Absence of temperature chaos for the 2D discrete Gaussian free field: an overlap distribution different from the random energy model Pain Michel Zindy Olivier 2018
hal-01925014 Landau Damping to Partially Locked States in the Kuramoto Model Dietert Helge Fernandez Bastien Gerard-Varet David 2018
hal-01923917 Bayesian learning for the Markowitz portfolio selection problem de Franco Carmine Nicolle Johann Pham Huyên 2018
hal-01922264 OPTIMAL INPUT POTENTIAL FUNCTIONS IN THE INTERACTING PARTICLE SYSTEM METHOD Chraibi H Dutfoy A Galtier T Garnier J. 2018
hal-01916941 Multi-view cluster aggregation and splitting, with an application to multi-omic breast cancer data Godichon-Baggioni Antoine Maugis-Rabusseau Cathy Rau Andrea 2018
hal-01912694 Isokinetic solutions of the Navier-Stokes equation. Cirier Guy 2018
hal-01910713 Bessel SPDEs and renormalized local times Elad Altman Henri Zambotti Lorenzo 2018
hal-01910713 Bessel SPDEs and renormalized local times Elad Altman Henri Zambotti Lorenzo 2018
hal-01905679 Branching processes seen from their extinction time via path decompositions of reflected Lévy processes Dávila Felipe Miraine Lambert Amaury 2018
hal-01905034 Existence of the anchored isoperimetric profile in supercritical bond percolation in dimension two and higher Dembin Barbara 2018
hal-01897021 Invasion probabilities, hitting times, and some fluctuation theory for the stochastic logistic process Parsons Todd 2018
hal-01890698 A Linear Algorithm For Computing Polynomial Dynamical Systems Abdeljaoued-Tej Ines Benkahla Alia Haddad Ghassen Valibouze Annick 2018
hal-01886196 A nonparametric conditional copula model for successive duration times, with application to insurance subscription Le Faou Yohann Lopez Olivier 2018
hal-01884298 THE RANDOM PSEUDO-METRIC ON A GRAPH DEFINED VIA THE ZERO-SET OF THE GAUSSIAN FREE FIELD ON ITS METRIC GRAPH Lupu Titus Werner Wendelin 2018
hal-01883773 A THRESHOLD FOR CUTOFF IN TWO-COMMUNITY RANDOM GRAPHS Ben-Hamou Anna 2018
hal-01879947 The variation of invariant graphs in forced systems Fernandez Bastien Quas Anthony 2018
hal-01876066 Points of infinite multiplicity of planar Brownian motion: measures and local times Aïdékon Elie Hu Yueyun Shi Zhan 2018
hal-01874820 Hydrodynamic limit for conservative spin systems with super-quadratic, partially inhomogeneous single-site potential Fathi Max Menz Georg 2018
hal-01872753 Universality and Sharpness in Absorbing-State Phase Transitions Rolla Leonardo Sidoravicius Vladas Zindy Olivier 2018
hal-01863616 A general weak and strong error analysis of the recursive quantization with an application to jump diffusions Pagès Gilles Sagna Abass 2018
hal-01855417 On spike and slab empirical Bayes multiple testing Castillo Ismael Roquain Etienne 2018
hal-01853459 Spline Regression with Automatic Knot Selection Goepp Vivien Bouaziz Olivier Nuel Grégory 2018
hal-01850398 Chromosome Painting Lambert Amaury Pina Verónica Miró Schertzer Emmanuel 2018
hal-01849549 Regular expansion for the characteristic exponent of a product of 2 × 2 random matrices Havret Benjamin 2018
hal-01848021 On path partitions of the divisor graph Melotti Paul Saias Eric 2018
hal-01846029 Robust semi-parametric multiple change-point detection Bardet Jean-Marc Dion Charlotte 2018
hal-01842036 Trees within trees II: Nested Fragmentations Duchamps Jean-Jil 2018
hal-01837909 Brownian Polymers in Poissonian Environment: a survey Comets Francis Cosco Clément 2018
hal-01837908 Fluctuation and Rate of Convergence for the Stochastic Heat Equation in Weak Disorder Comets Francis Cosco Clément Mukherjee Chiranjib 2018
hal-01832976 Performance of epistasis detection methods in semi-simulated GWAS Chatelain Clément Durand Guillermo Thuillier Vincent Augé Franck 2018
hal-01831419 The maximal flow from a compact convex subset to infinity in first passage percolation on Z^d Dembin Barbara 2018
hal-01820593 On the support of solutions of stochastic differential equations with path-dependent coefficients Cont Rama Kalinin Alexander 2018
hal-01818930 On pathwise quadratic variation for càdlàg functions Chiu Henry Cont Rama 2018
hal-01817386 Weak error for nested Multilevel Monte Carlo Giorgi Daphné Lemaire Vincent Pagès Gilles 2018
hal-01811947 On oracle-type local recovery guarantees in compressed sensing Adcock Ben Boyer Claire Brugiapaglia Simone 2018
hal-01807623 The impact of churn on client value in health insurance, evaluation using a random forest under random censoring Gerber Guillaume Le Faou Yohann Lopez Olivier Trupin Michael 2018
hal-01802878 Cost-effectiveness analysis of chlorhexidine-alcohol versus povidone iodine-alcohol solution in the prevention of intravascular-catheter-related bloodstream infections in France Farinetto Christian Maunoury Franck Ruckly Stephane Guenezan Jeremy Lucet Jean-Christophe Lepape Alain Pascal Julien Souweine Bertrand Mimoz Olivier Timsit Jean-François Puebla Iratxe 2018
hal-01800203 Infinite-Task Learning with Vector-Valued RKHSs Brault Romain Lambert Alex Szabo Zoltan Sangnier Maxime d'Alché-Buc Florence 2018
hal-01799335 BSDEs with default jump Dumitrescu Roxana Grigorova Miryana Quenez Marie-Claire Sulem Agnès 2018
hal-01798400 HIGH-DIMENSIONAL ROBUST REGRESSION AND OUTLIERS DETECTION WITH SLOPE Virouleau Alain Guilloux Agathe Gaïffas Stéphane Bogdan Malgorzata 2018
hal-01798390 High-dimensional time-varying Aalen and Cox models Alaya Mokhtar Z. Lemler Sarah Guilloux Agathe Allart Thibault 2018
hal-01798201 Efficient online algorithms for fast-rate regret bounds under sparsity Gaillard Pierre Wintenberger Olivier 2018
hal-01795308 Non-parametric Estimation of Survival in Age-Dependent Genetic Disease and Application to the Transthyretin-related Hereditary Amyloidosis Alarcon Flora Nuel Grégory Plante-Bordeneuve Violaine 2018
hal-01793658 Hypocoercive estimates on foliations and velocity spherical Brownian motion Tardif Camille Baudoin Fabrice 2018
hal-01791026 Predicting risk with risk measures : an empirical study Bräutigam Marcel Dacorogna Michel Kratz Marie 2018
hal-01790073 Supplement to ``Weighted Multilevel Langevin Simulation of Invariant Measures Pagès Gilles Panloup Fabien 2018
hal-01779484 Detecting and modeling worst-case dependence structures between random inputs of computational reliability models Benoumechiara Nazih Michel Bertrand Saint-Pierre Philippe Bousquet Nicolas 2018
hal-01774819 Two-dimensional Brownian random interlacement Comets Francis Popov Serguei 2018
hal-01766553 Résolution réelle de systèmes polynomiaux flous Aubry Philippe Marrez Jérémy Valibouze Annick 2018
hal-01754054 Universal features of price formation in financial markets: perspectives from Deep Learning Sirignano Justin Cont Rama 2018
hal-01745901 Inextricable complexity of two centuries of demographic changes: A fascinating modeling challenge El Karoui Nicole Hajji Kaouther Kaakai Sarah 2018
hal-01736890 Zero-sum stochastic differential games of generalized McKean-Vlasov type * Pham Huyen Cosso Andrea 2018
hal-01726449 Aggregation using input-output trade-off Fischer Aurélie Mougeot Mathilde 2018
hal-01725123 Trees within trees: Simple nested coalescents Blancas Airam Duchamps Jean-Jil Lambert Amaury Siri-Jégousse Arno 2018
hal-01723859 A new approach to computing the asymptotics of the position of Fisher-KPP fronts Berestycki Julien Brunet Éric Derrida Bernard 2018
hal-01723857 Exact solution and precise asymptotics of a Fisher–KPP type front Berestycki Julien Brunet Éric Derrida Bernard 2018
hal-01723710 Singular behavior of Lyapunov exponents and the weak disorder limit in statistical mechanics Giacomin Giambattista Comets Francis Greenblatt Rafael L. 2018
hal-01723685 Disorder and wetting transition: The pinned harmonic crystal in dimension three or larger Giacomin Giambattista Lacoin Hubert 2018
hal-01721917 Regularity of the time constant for a supercritical Bernoulli percolation Dembin Barbara 2018
hal-01721441 Construction of an aggregate consistent utility, without Pareto optimality. Application to Long-Term yield curve Modeling El Karoui Nicole Hillairet Caroline Mrad Mohamed 2018
hal-01721189 Equivalence of some subcritical properties in continuum percolation Gouéré Jean-Baptiste Théret Marie 2018
hal-01718998 Statistics of zero crossings in rough interfaces with fractional elasticity Zamorategui Arturo L. Kolton Alejandro B. Lecomte Vivien 2018
hal-01718751 A Class of Finite-Dimensional Numerically Solvable McKean-Vlasov Control Problems Balata Alessandro Huré Côme Laurière Mathieu Pham Huyên Pimentel Isaque 2018
hal-01718121 Interacting partially directed self-avoiding walk: a probabilistic perspective Carmona Philippe Nguyen Gia Bao Pétrélis Nicolas Niccolo Torri 2018
hal-01716814 Solutions of the Navier- Stokes equation in a bounded domain Cirier Guy 2018
hal-01714747 XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations Abbas-Turki Lokman Crépey Stéphane Diallo Babacar 2018
hal-01713905 Growth and agglomeration in the heterogeneous space: A generalized AK approach Boucekkine Raouf Fabbri Giorgio Federico Salvatore Gozzi Fausto 2018
hal-01712690 Convergence rates for smooth k-means change-point detection Fischer Aurélie Picard Dominique 2018
hal-01710467 NON-WANDERING FATOU COMPONENTS FOR STRONGLY ATTRACTING POLYNOMIAL SKEW PRODUCTS Ji Zhuchao 2018
hal-01706935 A censored copula model for micro-level claim reserving Lopez Olivier 2018
hal-01706671 Beyond Hammersley's Last-Passage Percolation: a discussion on possible local and global constraints Berger Quentin Torri Niccolo 2018
hal-01701605 Is Placental Malaria a Long-term Risk Factor for Mild Malaria Attack in Infancy? Revisiting a Paradigm Bouaziz Olivier Courtin David Cottrell Gilles Milet Jacqueline Nuel Grégory Garcia André 2018
hal-01696419 TOWARDS A UNIVERSALITY PICTURE FOR THE RELAXATION TO EQUILIBRIUM OF KINETICALLY CONSTRAINED MODELS Martinelli F. Toninelli C. 2018
hal-01696417 PHASE TRANSITION FOR A NON-ATTRACTIVE INFECTION PROCESS IN HETEROGENEOUS ENVIRONMENT Gottschau Marinus Heydenreich Markus Matzke Kilian Toninelli Cristina 2018
hal-01694542 The k-PDTM : a coreset for robust geometric inference Brécheteau Claire Levrard Clément 2018
hal-01688502 Resistance growth of branching random networks Chen Dayue Hu Yueyun Lin Shen 2018
hal-01667014 Quantization/clustering: when and why does k-means work? Levrard Clément 2018
hal-01659845 Disorder and critical phenomena: the $\alpha=0$ copolymer model Berger Quentin Giacomin Giambattista Lacoin Hubert 2018
hal-01648491 A Weak Martingale Approach to Linear-Quadratic McKean-Vlasov Stochastic Control Problems Basei Matteo Pham Huyên 2018
hal-01614741 American Options in an Imperfect Complete Market with Default Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès 2018
hal-01608945 Hopf-algebraic deformations of products and Wick polynomials Ebrahimi-Fard Kurusch Patras Frédéric Tapia Nikolas Zambotti Lorenzo 2018
hal-01598914 ESTIMATING GRAPH PARAMETERS WITH RANDOM WALKS Ben-Hamou Anna Oliveira Roberto Peres Yuval 2018
hal-01595875 Geodesics toward corners in first passage percolation Alexander Kenneth Berger Quentin 2018
hal-01576410 Annealed scaling for a charged polymer in dimensions two and higher Berger Quentin den Hollander Frank Poisat Julien 2018
hal-01576409 Notes on Random Walks in the Cauchy Domain of Attraction Berger Quentin 2018
hal-01568243 Existence and continuity of the flow constant in first passage percolation Rossignol Raphaël Théret Marie 2018
hal-01546288 Dynamics of a planar Coulomb gas Bolley François Chafaï Djalil Fontbona Joaquin 2018
hal-01533404 The split-and-drift random graph, a null model for speciation Bienvenu François Débarre Florence Lambert Amaury 2018
hal-01519175 GENERALIZED KDV EQUATION SUBJECT TO A STOCHASTIC PERTURBATION Millet Annie Roudenko Svetlana 2018
hal-01511318 DNA melting structures in the generalized Poland-Scheraga model Berger Quentin Giacomin Giambattista Khatib Maha 2018
hal-01502048 On stochastic modified 3D Navier-Stokes equations with anisotropic viscosity Bessaih Hakima Millet Annie 2018
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 2018
hal-01484800 How does geographical distance translate into genetic distance? Miró Pina Verónica Schertzer Emmanuel 2018
hal-01464521 KINETICALLY CONSTRAINED LATTICE GASES: TAGGED PARTICLE DIFFUSION Blondel Oriane Toninelli C 2018
hal-01403616 Optimal stopping with f -expectations: the irregular case Grigorova Miryana Imkeller Peter Ouknine Youssef Quenez Marie-Claire 2018
hal-01389938 Algebraic renormalisation of regularity structures Bruned M Hairer M Zambotti L. 2018
hal-01373949 ON THE WEAK APPROXIMATION OF A SKEW DIFFUSION BY AN EULER-TYPE SCHEME Frikha N 2018
hal-01362825 Pinning of a renewal on a quenched renewal Alexander Kenneth S. Berger Quentin 2018
hal-01340798 Weighted Multilevel Langevin Simulation of Invariant Measures Pagès Gilles Panloup Fabien 2018
hal-01320492 Minimal time spiking in various ChR2-controlled neuron models Renault Vincent Thieullen Michèle Trélat Emmanuel 2018
hal-01320492 Minimal time spiking in various ChR2-controlled neuron models Renault Vincent Thieullen Michèle Trélat Emmanuel 2018
hal-01245867 A semiparametric extension of the stochastic block model for longitudinal networks Matias Catherine Rebafka Tabea Villers Fanny 2018
hal-01245479 Stability and Minimax Optimality of Tangential Delaunay Complexes for Manifold Reconstruction Aamari Eddie Levrard Clément 2018
hal-01220776 Equivalence between dimensional contractions in Wasserstein distance and the curvature-dimension condition Bolley François Gentil Ivan Guillin Arnaud Kuwada Kazumasa 2018
hal-01187523 Random walk on sparse random digraphs Bordenave Charles Caputo Pietro Salez Justin 2018
hal-01171361 Dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities Bolley François Gentil Ivan Guillin Arnaud 2018
hal-01023784 Perfect sampling algorithm for Schur processes Betea Dan Boutillier Cédric Bouttier Jérémie Chapuy Guillaume Corteel Sylvie Vuletić Mirjana 2018
hal-01023784 Perfect sampling algorithm for Schur processes Betea Dan Boutillier Cédric Bouttier Jérémie Chapuy Guillaume Corteel Sylvie Vuletić Mirjana 2018
hal-00910902 Nonlinear Randomized Urn Models: a Stochastic Approximation Viewpoint Laruelle Sophie Pagès Gilles 2018
hal-00788901 Poisson ensembles of loops of one-dimensional diffusions Lupu Titus 2018
hal-00483257 Algebraic certification of numerical algorithms computing Lagrange resolvents Abdeljaoued-Tej Ines Bouazizi Faiçal Valibouze Annick 2018
ensl-01773432 Limits of multiplicative inhomogeneous random graphs and Levy trees Broutin Nicolas Duquesne Thomas Wang Minmin 2018
tel-01897474 Nouveaux paradigmes en dynamique de populations hétérogènes : modélisation trajectorielle, agrégation, et données empiriques Kaakai Sarah 2017
tel-01821874 Quelques algorithmes rapides pour la finance quantitative Sall Guillaume 2017
tel-01761447 Branching processes and Erdős-Rényi graph Corre Pierre-Antoine 2017
tel-01759395 Non-anticipative functional calculus and applications to stochastic processes Lu Yi 2017
tel-01662176 Approche analytique pour le mouvement brownien réfléchi dans des cônes Franceschi Sandro 2017
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-01562667 Contribution to the study of the homogeneous Boltzmann equation Xu Liping 2017
medihal-01764459 Francois Ledrappier - Dimension de Hausdorff du graphe des fonctions de Weierstraß Ledrappier Francois Orlandi Antoine Bastien Fanny 2017
medihal-01716168 R. Dujardin - Some problems of arithmetic origin in complex dynamics and geometry (part3) Dujardin Romain Magnien Jérémy 2017
medihal-01716162 R. Dujardin - Some problems of arithmetic origin in complex dynamics and geometry (part2) Dujardin Romain Magnien Jérémy 2017
medihal-01716153 R. Dujardin - Some problems of arithmetic origin in complex dynamics and geometry (part1) Dujardin Romain Magnien Jérémy 2017
halshs-02157475 Mean-Reverting Lévy Jump Dynamics in the European Power Sector Chevallier Julien Goutte Stéphane 2017
halshs-01656434 Jumps and volatility dynamics in agricultural commodity spot prices Boroumand Raphael Homayoun Goutte Stéphane Porcher Simon Porcher Thomas 2017
halshs-01467736 Stochastic Evolution of Distributions - Applications to CDS indices Bernis Guillaume Brunel Nicolas Kornprobst Antoine Scotti Simone 2017
hal-03196121 Robust PCA and pairs of projections in a Hilbert space Giulini Ilaria 2017
hal-03180534 On the Kozachenko–Leonenko entropy estimator Delattre Sylvain Fournier Nicolas 2017
hal-03179784 Finite-size corrections to the speed of a branching-selection process Comets Francis Cortines Aser 2017
hal-03179781 The vacant set of two-dimensional critical random interlacement is infinite Comets Francis Popov Serguei 2017
hal-03179774 Directed Polymers in Random Environments Comets Francis 2017
hal-02879356 Regime-switching stochastic volatility model: estimation and calibration to VIX options Goutte Stéphane Ismail Amine Pham Huyen 2017
hal-02411725 O-GlcNAcylation of STAT5 controls tyrosine phosphorylation and oncogenic transcription in STAT5-dependent malignancies Freund P Kerenyi M Hager M Wagner T. Wingelhofer B Pham H. Elabd M Han X. Valent P Gouilleux F. Sexl V Krämer O Groner B Moriggl R 2017
hal-02409098 Concentration for matrix martingales in continuous time and microscopic activity of social networks Bacry Emmanuel Muzy J.-F. Gaïffas Stéphane 2017
hal-02408343 Random-walk in Beta-distributed random environment Barraquand Guillaume Corwin Ivan 2017
hal-02356502 Multi-scale modeling of Earth's gravity field in space and time Wang Shuo Panet Isabelle Ramillien Guillaume Guilloux Frédéric 2017
hal-02145820 Risk minimisation: the failure of electricity intra-day forward contracts Boroumand Raphael Homayoun Goutte Stéphane Porcher Simon Porcher Thomas 2017
hal-02141549 Slower deviations of the branching Brownian motion and of branching random walks Derrida Bernard Shi Zhan 2017
hal-02060534 Pulsed-field gradient nuclear magnetic resonance measurements (PFG NMR) for diffusion ordered spectroscopy (DOSY) mapping Pagès G. Gilard Véronique Martino Robert Malet-Martino Myriam 2017
hal-02008792 Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes El Karoui Nicole Loisel Stéphane Salhi Yahia 2017
hal-01995781 Le risque de longévité est-il assurable ? El Karoui Nicole Loisel Stéphane 2017
hal-01979830 The IL-4 rs2070874 polymorphism may be associated with the severity of recurrent viral-induced wheeze Amat Flore Louha Malek Benet Marta Guiddir Tamazoust Bourgoin-Heck Mélisande Saint-Pierre Philippe Paluel-Marmont Colombe Fontaine Cécile Lambert Nathalie Couderc Rémy Gonzalez Juan-Ramon Just Jocelyne 2017
hal-01935918 Correlation and variable importance in random forests Gregorutti Baptiste Michel Bertrand Saint-Pierre Philippe 2017
hal-01868155 Editorial: Second Issue on Mean Field Games Bensoussan Alain Delarue François 2017
hal-01868150 Mean Field Games of Timing and Models for Bank Runs Carmona René Delarue François Lacker Daniel 2017
hal-01759858 On the central management of risk networks Avram Florin Minca A. 2017
hal-01745354 LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS Wagalath Lakshithe 2017
hal-01738703 The generalized master fields Cébron Guillaume Dahlqvist Antoine Gabriel Franck 2017
hal-01725285 Random Obstacle Problems Zambotti Lorenzo 2017
hal-01721563 Dynamical Symmetry Breaking and Phase Transitions in Driven Diffusive Systems Baek Yongjoo Kafri Yariv Lecomte Vivien 2017
hal-01720325 Finite-Size Scaling of a First-Order Dynamical Phase Transition: Adaptive Population Dynamics and an Effective Model Nemoto Takahiro Jack Robert Lecomte Vivien 2017
hal-01705859 Rate of convergence for polymers in a weak disorder Comets Francis Liu Quansheng 2017
hal-01696428 MIXING LENGTH SCALES OF LOW TEMPERATURE SPIN PLAQUETTES MODELS Chleboun P Faggionato A Martinelli F. Toninelli C. 2017
hal-01692425 Assistance for home care of the elderly with sensor solutions. Oger Julie Mougeot Mathilde Besseau Stéphane 2017
hal-01666957 Computing real solutions of polynomial fuzzy systems Aubry Philippe Marrez Jérémy Valibouze Annick 2017
hal-01666312 Stationary analysis of the shortest queue problem Dester Plinio S. Fricker Christine Tibi Danielle 2017
hal-01665936 Gaussian processes for computer experiments Bachoc François Contal Emile Maatouk Hassan Rullière Didier 2017
hal-01657827 Efficient sequential experimental design for surrogate modeling of nested codes Marque-Pucheu Sophie Perrin Guillaume Garnier Josselin 2017
hal-01649325 Positive association of the oriented percolation cluster in randomly oriented graphs Bienvenu François 2017
hal-01649085 Assessing model-based clustering methods with cytometry data sets Baudry Jean-Patrick Celeux Gilles 2017
hal-01648389 C-mix: a high dimensional mixture model for censored durations, with applications to genetic data Bussy Simon Guilloux Agathe Gaïffas Stéphane Jannot Anne-Sophie 2017
hal-01648389 C-mix: a high dimensional mixture model for censored durations, with applications to genetic data Bussy Simon Guilloux Agathe Gaïffas Stéphane Jannot Anne-Sophie 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-01613050 Forecasting Mortality Rate Improvements with a High-Dimensional VAR Guibert Quentin Lopez Olivier Piette Pierrick 2017
hal-01613050 Forecasting Mortality Rate Improvements with a High-Dimensional VAR Guibert Quentin Lopez Olivier Piette Pierrick 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-01598915 CUTOFF FOR A STRATIFIED RANDOM WALK ON THE HYPERCUBE Ben-Hamou Anna Peres Yuval 2017
hal-01598912 COMPARING MIXING TIMES ON SPARSE RANDOM GRAPHS Ben-Hamou Anna Lubetzky Eyal Peres Yuval 2017
hal-01593459 Data sparse nonparametric regression with epsilon-insensitive losses Sangnier Maxime Fercoq Olivier d'Alché-Buc Florence 2017
hal-01586794 Area anomaly and generalized drift of iterated sums for hidden Markov walks Lopusanschi Olga Simon Damien 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-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-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 Grégory Lefebvre Alexandra Bouaziz Olivier 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-01552992 Accuracy of predictive ability measures for survival models Flandre Philippe Deutsch Reena O'Quigley John 2017
hal-01541185 Improving the Benjamini-Hochberg Procedure for Discrete Tests Döhler Sebastian Durand Guillermo Roquain Etienne 2017
hal-01539752 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 Violaine 2017
hal-01519983 The free energy in the Derrida--Retaux recursive model Hu Yueyun Shi Zhan 2017
hal-01517165 The coordination of centralised and distributed generation Aïd René Basei Matteo Pham Huyên 2017
hal-01508497 Rules of calculus in the path integral representation of white noise Langevin equations Cugliandolo Leticia F. 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-01499659 The near-critical Gibbs measure of the branching random walk Pain Michel 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-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-01490894 HEAVY TAILS FOR AN ALTERNATIVE STOCHASTIC PERPETUITY MODEL Mikosch Thomas Rezapour Mohsen Wintenberger Olivier 2017
hal-01466831 Mutations on a Random Binary Tree with Measured Boundary Duchamps Jean-Jil Lambert Amaury 2017
hal-01458419 Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint * El Karoui Nicole Hillairet Caroline Mrad Mohamed 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-01436267 On the tail behavior of a class of multivariate conditionally heteroskedastic processes Pedersen Rasmus Wintenberger Olivier 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-01398292 Limit theorems for weighted and regular Multilevel estimators Giorgi Daphné Lemaire Vincent Pagès Gilles 2017
hal-01393137 Optimal Real-Time Bidding Strategies Fernandez Tapia Joaquin Guéant Olivier Lasry Jean-Michel 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-01377694 Power countings versus physical scalings in disordered elastic systems – Case study of the one-dimensional interface Agoritsas Elisabeth Lecomte Vivien 2017
hal-01376983 Non density of stability for holomorphic mappings on P^k Dujardin Romain 2017
hal-01376808 Sparse Accelerated Exponential Weights Gaillard Pierre Wintenberger Olivier 2017
hal-01366489 L0 regularisation for the estimation of piecewise constant hazard rates in survival analysis Bouaziz Olivier Nuel Grégory 2017
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 2017
hal-01332542 A time warping approach to multiple sequence alignment Arribas-Gil Ana Matias Catherine 2017
hal-01322468 A N-branching random walk with random selection Cortines Aser Mallein Bastien 2017
hal-01322463 Brownian motion and Random Walk above Quenched Random Wall Mallein Bastien Miłoś Piotr 2017
hal-01322452 N -Branching random walk with α-stable spine Mallein Bastien 2017
hal-01322449 Branching random walk with selection at critical rate Mallein Bastien 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-01301862 Small noise and long time phase diffusion in stochastic limit cycle oscillators Giacomin Giambattista Poquet Christophe Shapira Assaf 2017
hal-01295562 Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach Franceschi Sandro Kourkova Irina 2017
hal-01295549 Resolution of a large number of small random symmetric linear systems in single precision arithmetic on GPUs Abbas-Turki Lokman Graillat Stef 2017
hal-01287075 A Change-Point Model for Detecting Heterogeneity in Ordered Survival Responses Bouaziz Olivier Nuel Grégory 2017
hal-01275397 Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling Jiao Ying Ma Chunhua Scotti Simone 2017
hal-01271870 Tutte's invariant approach for Brownian motion reflected in the quadrant Franceschi Sandro Raschel Kilian 2017
hal-01248317 Bellman equation and viscosity solutions for mean-field stochastic control problem Pham Huyên Wei Xiaoli 2017
hal-01242023 Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions El Karoui Nicole Loisel Stéphane Prigent Jean-Luc Vedani Julien 2017
hal-01237346 Continuity of the time and isoperimetric constants in supercritical percolation Garet Olivier Marchand Regine Procaccia Eviatar Théret Marie 2017
hal-01234637 Vibrato and Automatic Differentiation for High Order Derivatives and Sensitivities of Financial Options Pagès 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-01211559 FROM A KAC-LIKE PARTICLE SYSTEM TO THE LANDAU EQUATION FOR HARD POTENTIALS AND MAXWELL MOLECULES Fournier Nicolas Guillin Arnaud 2017
hal-01205753 Dynamics of multivariate default system in random environment El Karoui Nicole Jeanblanc Monique Jiao Ying 2017
hal-01203789 Equivalence of ensembles for large vehicle-sharing models Fricker Christine Tibi Danielle 2017
hal-01192862 Computation of sensitivities for the invariant measure of a parameter dependent diffusion Assaraf Roland Jourdain Benjamin Lelièvre Tony Roux Raphaël 2017
hal-01171481 Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes Fournier Nicolas Jourdain Benjamin 2017
hal-01170204 The high-temperature behavior for the directed polymer in dimension 1+2 Berger Quentin Lacoin Hubert 2017
hal-01167837 Statistical clustering of temporal networks through a dynamic stochastic block model Matias Catherine Miele Vincent 2017
hal-01154898 BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data Cosso Andrea Pham Huyên Xing Hao 2017
hal-01153573 Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics Fathi Max Stoltz Gabriel 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-01140329 The $Z$-invariant massive Laplacian on isoradial graphs Boutillier Cédric de Tilière Béatrice Raschel Kilian 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-00986128 Population Dynamics of Globally Coupled Degrade-and-Fire Oscillators Blumenthal Alex Fernandez Bastien 2017
hal-00966808 A new method for estimation and model selection: $\rho$-estimation Baraud Yannick Birgé Lucien Sart Mathieu 2017
hal-00920660 Multilevel Richardson-Romberg extrapolation Lemaire Vincent Pagès Gilles 2017
hal-00858083 A human proof of Gessel's lattice path conjecture Bostan Alin Kurkova Irina Raschel Kilian 2017
hal-00650653 The master field on the plane. Lévy Thierry 2017
cea-01144118 Dimers on Rail Yard Graphs Boutillier Cédric Bouttier Jérémie Chapuy Guillaume Corteel Sylvie Ramassamy Sanjay 2017
tel-01822162 Semi-parametric bayesian model, applications in dose finding studies Clertant Matthieu 2016
tel-01575418 Using Poisson processes for rare event simulation Walter Clément 2016
tel-01527888 Inférence de modèles conditionnellement hétéroscédastiques avec variables exogènes Thieu Le Quyen 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-01507600 Inférence pour les modèles statistiques mal spécifiés, application à une étude sur les facteurs pronostiques dans le cancer du sein Duroux Roxane 2016
tel-01495593 Holonomy fields and random matrices: invariance by braids and permutations. Gabriel Franck 2016
tel-01468688 Segmentation of Counting Processes and Dynamical Models Alaya Mokhtar Z. 2016
tel-01454988 Contribution à la résolution de problèmes inverses sous contraintes et application de méthodes de conception robuste pour le dimensionnement de pièces mécaniques de turboréacteurs en phase avant-projets. Biret Maëva 2016
tel-01452799 Estimation of parametric and semiparametric mixture models using phi-divergences Al-Mohamad Diaa 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-01361307 Contributions to the study of extreme behaviors and applications Cadena Meitner 2016
tel-01344528 Modelling the dependence structure of multivariate and spatial extremes Béranger Boris 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
hal-03340928 Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates Guilloux Agathe Lemler Sarah Taupin Marie-Luce 2016
hal-03180754 On a toy model of interacting neurons Fournier Nicolas Loecherbach Eva 2016
hal-03003955 FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK Cont Rama Wagalath Lakshithe 2016
hal-02881014 Lymphopoiesis in transgenic mice over-expressing Artemis Rivera-Munoz P. Abramowski V. Jacquot S. Andre P. Charrier S. Lipson-Ruffert K. Fischer A. Galy A. Cavazzana M. Villartay J. P. 2016
hal-02866317 A note on Ising random currents, Ising-FK, loop-soups and the Gaussian free field Lupu Titus Werner Wendelin 2016
hal-02862360 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-02738812 Loop percolation on discrete half-plane Lupu Titus 2016
hal-02631186 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-02436692 Design influence on player retention: A method based on time varying survival analysis Allart Thibault Levieux Guillaume Pierfitte Michel Guilloux Agathe Natkin Stéphane 2016
hal-02403354 On the properties of variational approximations of Gibbs posteriors Chopin Nicolas Alquier Pierre Ridgway James 2016
hal-02145806 Asymmetric evidence of gasoline price responses in France: A Markov-switching approach Boroumand Raphael Homayoun Goutte Stéphane Porcher Simon Porcher Thomas 2016
hal-01979835 Multi-state models and cost-effectiveness analysis Saint-Pierre Philippe 2016
hal-01874821 A gradient flow approach to large deviations for diffusion processes Fathi Max 2016
hal-01874817 The two-scale approach to hydrodynamic limits for nonreversible dynamics Duong Manh Hong Fathi Max 2016
hal-01868153 Editorial: First Issue on Mean Field Games Bensoussan Alain Delarue François 2016
hal-01792384 Instructive role of M-CSF on commitment of bipotent myeloid cells involves ERK-dependent positive and negative signaling Carras S. Valayer A. Moratal C. Weiss-Gayet M. Pages G. Morle F. Mouchiroud G. Gobert S. 2016
hal-01764371 Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results Bouzebda Salim Didi Sultana 2016
hal-01764365 Some uniform consistency results in the partially linear additive model components estimation Bouzebda Salim Chokri Khalid Louani Djamal 2016
hal-01764362 Additive regression model for stationary and ergodic continuous time processes Bouzebda Salim Didi Sultana 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
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hal-01504760 {\it Large deviations for the empirical measure of heavy tailed Markov renewal processes} Zambotti Lorenzo Mariani Mauro 2016
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hal-01380680 A Gibbs Conditional theorem under extreme deviation Biret Maeva Broniatowski Michel Cao Zangsheng 2016
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hal-01377971 Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models * Blasques F Gorgi P Koopman S Wintenberger O 2016
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hal-01377785 Apparent attenuation of shear waves propagating through a stratified anisotropic medium Garnier Josselin Sølna Knut 2016
hal-01377774 Derivation of a one-way radiative transfer equation Garnier Josselin Borcea L. 2016
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hal-01377765 Passive Imaging with Ambient Noise. Garnier Josselin Papanicolaou G. 2016
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hal-01367760 The different asymptotic regimes of nearly unstable autoregressive processes Rosenbaum Mathieu Jaisson Thibault 2016
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hal-01264005 . The number of accessible paths in the hypercube Berestycki J. Brunet E. Shi Z. 2016
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ensl-01400946 Beyond universality in random matrix theory Edelman A Guionnet Alice Péché S 2016
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PMA-1680 Extreme current fluctuations of boundary-driven systems in the large-N limit. Y. BAEK, Y. KAFRI, V. LECOMTE 2016
PMA-1679 Population dynamics method with a multi-canonical feedback control. T. NEMOTO, F. BOUCHET, R.L. JACK, , V. LECOMTE 2016
PMA-1678 Distribution of zeros in the rough geometry of fluctuating interfaces. A.L. ZAMORATEGUI, V. LECOMTE, A.B. KOLTON 2016
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PMA-1673 Continuity of the time and isoperimetric constants in supercritical percolation. O. GARET, R. MARCHAND, E. PROCACCIA, M. THÉRET 2015
PMA-1672 Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems. E. BANDINI, A. COSSO, M. FUHRMAN, H. PHAM 2015
PMA-1671 Discrete time McKean-Vlasov control problem: a dynamic programming approach. H. PHAM, X. WEI 2015
PMA-1670 Markovian and product quantization of an R^d -valued Euler scheme of a diffusion process with applications to finance. F. LUCIO, G. PAGÈS, A. SAGNA 2015
PMA-1669 A combinatorial theory of random matrices III: random walks on S(N), ramified coverings and the S(\infty) Yang-Mills measure. F. GABRIEL 2015
PMA-1668 Velocity of the L-branching Brownian motion. M. PAIN 2015
PMA-1667 Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering. G. PAGÈS, A. SAGNA 2015
PMA-1666 Random walk on sparse random digraphs. C. BORDENAVE, P. CAPUTO, J. SALEZ 2015
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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
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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
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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
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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-02191580 CTP synthase 1 deficiency in humans reveals its central role in lymphocyte proliferation Martin E. Palmic N. Sanquer S. Lenoir C. Hauck F. Mongellaz C. Fabrega S. Nitschke P. Esposti M. D. Schwartzentruber J. Taylor N. Majewski J. Jabado N. Wynn R. F. Picard C. Fischer A. Arkwright P. D. Latour S. 2014
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hal-01017774 Target identification using dictionary matching of generalized polarization tensors Ammari Habib Boulier Thomas Garnier Josselin Jing Wenjia Kang Hyeonbae Wang Han 2014
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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
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hal-00988173 Maximal stream and minimal cutset for first passage percolation through a domain of ℝd Cerf R. ThÉret M. 2014
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hal-00980479 Weak shape theorem in first passage percolation with infinite passage times Cerf Raphaël Théret Marie 2014
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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
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hal-00966695 Méthodes Form et Sorm Broniatowski Michel Gildas Hermann Kom 2014
hal-00962241 The potential energy of biased random walks on trees Hu Yueyun Shi Zhan 2014
hal-00961611 Some overview on unbiased interpolation and extrapolation designs Broniatowski Michel Celant Giorgio 2014
hal-00957880 Selection of GLM mixtures: a new criterion for clustering purpose Lopez Olivier Xavier Milhaud 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-00948421 Modeling heterogeneity in random graphs through latent space models: a selective review Matias Catherine Robin Stéphane 2014
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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
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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-00927721 Bayesian analysis of redistribution policy with a fixed scale Cirier Guy 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-00908575 Some recent results in rare event estimation Caron Virgile Guyader Arnaud Munoz Zuniga Miguel Tuffin Bruno 2014
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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
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hal-00813262 Light tails: All summands are large when the empirical mean is large Broniatowski Michel Cao Zhansheng 2014
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hal-00795403 Asymptotic lower bounds in estimating jumps Clement Emmanuelle Delattre Sylvain Gloter Arnaud 2014
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hal-00756056 A mixed-step algorithm for the approximation of the stationary regime of a diffusion Pagès Gilles Panloup Fabien 2014
hal-00755394 Height representation of XOR-Ising loops via bipartite dimers Boutillier Cédric de Tilière Béatrice 2014
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hal-00680873 Poisson–Dirichlet statistics for the extremes of a log-correlated Gaussian field Arguin Louis-Pierre Zindy Olivier 2014
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hal-00653808 Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions Lebovits Joachim Lévy Véhel Jacques Herbin Erick 2014
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hal-00609435 From flows of Lambda-Fleming-Viot processes to lookdown processes via flows of partitions Labbé Cyril 2014
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PMA-1637 Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations. A. COSSO, C. DI GIROLAMI, F. RUSSO 2014
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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
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hal-00934677 Localization transition for polymers in Poissonian medium Comets F. Yoshida N. 2013
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hal-00916457 Functional co-monotony of processes with applications to peacocks and barrier options Pagès G. 2013
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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-00879978 Correlation and variable importance in random forests Gregorutti Baptiste Michel Bertrand Saint-Pierre Philippe 2013
hal-00879436 High-dimensional $p$-norms Biau Gérard Mason David 2013
hal-00879436 High-dimensional $p$-norms Biau Gérard Mason David 2013
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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
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hal-00873674 On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator Hirsch F. Yor Marc 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-00869298 On the expectation of normalized Brownian functionals up to first hitting times Elie Romuald Rosenbaum Mathieu Yor Marc 2013
hal-00868624 Reduced-bias estimators for the Distortion Risk Premiums for Heavy-tailed distributions Deme El Hadji Lo Gane Samb 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 Emmanuel 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 Nicole 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-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 Gérard 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. Claessen 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 Emmanuel 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-00827162 Optimal rates of convergence for persistence diagrams in Topological Data Analysis Chazal Frédéric Glisse Marc Labruère Catherine Michel Bertrand 2013
hal-00827040 Scaling limit of the path leading to the leftmost particle in a branching random walk Chen Xinxin 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 Marc 2013
hal-00823193 Approximation of epidemic models by diffusion processes and their statistical inference Guy Romain Larédo Catherine Vergu Elisabeta 2013
hal-00822435 Light tails: Gibbs conditional principle under extreme deviation Broniatowski Michel Cao Zhansheng 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-00817262 Nonparametric copula estimation under bivariate censoring Gribkova Svetlana Lopez Olivier 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-00811561 A penalized algorithm for event-specific rate models for recurrent events Bouaziz Olivier Guilloux Agathe 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-00794107 Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension Dedecker Jérôme Michel Bertrand 2013
hal-00788571 Recovering Portfolio Default Intensities Implied by CDO Quotes Cont R. Minca A. 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-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-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-00750263 Bayesian prediction for stochastic processes. Theory and applications Blanke Delphine Bosq Denis 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-00726650 Law of large numbers and ergodic theorem for convex weak star compact valued Gelfand-integrable mappings Dedecker Jérôme Prieur Clémentine Raynaud de Fitte Paul 2013
hal-00722969 PAC-Bayesian Estimation and Prediction in Sparse Additive Models Guedj Benjamin Alquier Pierre 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-00695353 The East model: recent results and new progresses Faggionato Alessandra Martinelli Fabio Roberto Cyril Toninelli Cristina 2013
hal-00679799 Nonparametric estimation for survival data with censoring indicators missing at random Brunel Elodie Comte Fabienne Guilloux Agathe 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-00644892 Single index regression models in the presence of censoring depending on the covariates Lopez Olivier Patilea Valentin van Keilegom Ingrid 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-00613346 Towards zero variance estimators for rare event probabilities Broniatowski Michel Caron Virgile 2013
hal-00608569 A central limit theorem for adaptive and interacting Markov chains Fort Gersende Moulines Eric Priouret Pierre Vandekerkhove Pierre 2013
hal-00599714 Nonparametric estimation of the intensity function of a recurrent event process Bouaziz Olivier Comte Fabienne Guilloux Agathe 2013
hal-00569369 CONVERGENCE RATE OF THE LIMIT THEOREM OF A GALTON-WATSON TREE WITH NEUTRAL MUTATIONS Chen Xinxin 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-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
hal-00340276 Strong Approximation of Empirical Copula Processes by Gaussian Processes Bouzebda Salim Zari Tarek 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-00802459 Behavior of a sample under extreme conditioning, maximum likelihood under weighted sampling Cao Zhansheng 2012
tel-00768570 Contrôle stochastique par quantification et applications à la finance Illand Camille 2012
tel-00766805 Lois limites fonctionnelles pour le processus empirique et applications Ouadah Sarah 2012
tel-00766235 Markovian Projection of Stochastic Processes Bentata Amel 2012
tel-00763369 Un théorème limite conditionnel. Applications à l'inférence conditionnelle et aux méthodes d'Importance Sampling. Caron Virgile 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
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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-03031589 Fluctuation theory and exit systems for positive self-similar Markov processes Chaumont Loïc Kyprianou Andreas E. Pardo Juan Rivero Víctor 2012
hal-02860858 Forecasting a CME by Spectroscopic Precursor? Baker D. van Driel-Gesztelyi L. Green L. 2012
hal-02860257 Nonlinear Force-Free Extrapolation of Emerging Flux with a Global Twist and Serpentine Fine Structures Valori G. Green L. Demoulin P. Vargas Domínguez S. van Driel-Gesztelyi L. Wallace A. Baker D. Fuhrmann M. 2012
hal-02806241 Inference for diffusions with small diffusions coefficient. Application to epidemics Guy Romain Laredo Catherine Vergu Elisabeta 2012
hal-02642847 Coalescent-Based DNA Barcoding: Multilocus Analysis and Robustness David Olivier Laredo Catherine Leblois Raphaël Schaeffer Brigitte Vergne Nicolas 2012
hal-02286349 Sloshing in the shipping industry: risk modelling through multivariate heavy-tail analysis Clémençon Stéphan Dematteo Antoine Mougeot Mathilde Vayatis N. 2012
hal-01979850 Exhaled nitric oxide measurement confirms 2 severe wheeze phenotypes in young children from the Trousseau Asthma Program Gouvis-Echraghi Rahelé Saint-Pierre Philippe Besharaty Amir-Abbas Bernard Agnès Just Jocelyne 2012
hal-01979848 Novel severe wheezy young children phenotypes: Boys atopic multiple-trigger and girls nonatopic uncontrolled wheeze Just Jocelyne Gouvis-Echraghi Rahelé Couderc Rémy Guillemot-Lambert Nathalie Saint-Pierre Philippe 2012
hal-01866911 Coherent Interferometry Algorithms for Photoacoustic Imaging Bretin Elie Ammari Habib Garnier Josselin Jugnon Vincent 2012
hal-01866910 Noise Source Localization in an Attenuating Medium Bretin Elie Ammari Habib Garnier Josselin Wahab Abdul 2012
hal-01764375 Dual Divergence Estimators of the Tail Index Bouzebda Salim Cherfi Mohamed 2012
hal-01764374 General Bootstrap for Dual ϕ-Divergence Estimates Bouzebda Salim Cherfi Mohamed 2012
hal-01764351 Test of symmetry based on copula function Bouzebda Salim Cherfi Mohamed 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-01325855 Comparing ARMA processes with roots of modulus 1 and polynomial regression. Blanke Delphine Bosq D. 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-00944070 Package Capushe pour le logiciel R Brault Vincent Baudry Jean-Patrick Maugis-Rabusseau Cathy Michel Bertrand 2012
hal-00944069 Package Capushe pour le logiciel R Brault Vincent Baudry Jean-Patrick Maugis-Rabusseau Cathy Michel Bertrand 2012
hal-00937032 Urn Model-Based Adaptive Multi-Arm Clinical trials : A Stochastic Approximation Approach Laruelle S. Pagès G. 2012
hal-00876409 A new air quality perception scale for global assessment of air pollution health effects. Deguen Séverine Ségala Claire Pédrono Gaëlle Mesbah Mounir 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 Marc 2012
hal-00831153 Measuring the "non-stopping timeness'' of ends of previsible sets Wu C.-T. Yen J.-Y. Yor Marc 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-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-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 Marc 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-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-00766606 Uniform-in-Bandwidth Nearest-Neighbor Density Estimation Ouadah Sarah 2012
hal-00766349 Uniform-in-bandwidth kernel estimation for censored data Ouadah Sarah 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-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-00747854 Enhancing the selection of a model-based clustering with external qualitative variables Baudry Jean-Patrick Cardoso Margarida Celeux Gilles Amorim Maria-José Sousa Ferreira Ana 2012
hal-00747387 Enhancing the selection of a model-based clustering with external qualitative variables Baudry Jean-Patrick Cardoso Margarida Celeux Gilles Amorim Maria-José Sousa Ferreira Ana 2012
hal-00747229 A probabilistic numerical method for optimal multiple switching problems in high dimension 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 Marc 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-00719729 Weak transport inequalities and applications to exponential inequalities and oracle inequalities Wintenberger Olivier 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 Gérard 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 Marc 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 Adeline 2012
hal-00714224 Time discretization and quantization methods for optimal multiple switching problem Gassiat Paul 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-00713053 A conditional limit theorem for random walks under extreme deviation Broniatowski Michel Cao Zhansheng 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 Yuqiao Jing W. 2012
hal-00708121 A sample variance inequality for U-statistics of a Markov chain with applications Priouret P. Fort Gersende 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-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-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 Emmanuel Hoffmann M. 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 Gérard Yatracos Y.G. 2012
hal-00704947 Analysis of a random forests model Biau Gérard 2012
hal-00704945 PCA-kernel estimation Biau Gérard Mas A. 2012
hal-00704941 Parameter selection for principal curves Biau Gérard 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-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 Marc 2012
hal-00702409 Planification d'expériences séquentielle dans un contexte de méta-modélisation multi-fidélité. Le Gratiet Loic 2012
hal-00701807 Stretched random walks and the behaviour of their summands. Broniatowski Michel Cao Zhansheng 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-00696072 A Discussion on Parallelization Schemes for Stochastic Vector Quantization Algorithms Durut Matthieu Patra Benoît Rossi Fabrice 2012
hal-00695667 Stability and Resolution Analysis for a Topological Derivative Based Imaging Functional Garnier Josselin Ammari H. Jugnon V. Kang H. 2012
hal-00694912 Plans en blocs incomplets : application à la santé Koné Mamadou Valibouze Annick 2012
hal-00694906 Parallel computation of resolvents by multimodular techniques and decomposition formula Aubry Philippe Valibouze Annick 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-00691097 Probabilistic and asymptotic methods with the Perron Frobenius's operator Cirier Guy 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-00687701 Activity phase transition for constrained dynamics Bodineau Thierry Toninelli Cristina 2012
hal-00686868 Central limit theorems for eigenvalues of deformations of Wigner matrices Donati-Martin C. Capitaine Mireille Féral D. 2012
hal-00683483 A simplified model for studying bivariate mortality under right-censoring Gribkova Svetlana Lopez Olivier Saint-Pierre Philippe 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 Nicole 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-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-00666838 Slope heuristics: overview and implementation Baudry Jean-Patrick Maugis Cathy Michel Bertrand 2012
hal-00666425 Conditional inference in parametric models Broniatowski Michel Caron Virgile 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-00663340 A generalization of Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications to model-checking for survival copula models Lopez Olivier 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-00655891 A two-tier proportional hazards regression model with change-points in the baseline function Oueslati Abdullah Lopez Olivier 2012
hal-00655850 An Affine Invariant $k$-Nearest Neighbor Regression Estimate Biau Gérard Devroye Luc Dujmovic Vida Krzyzak Adam 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-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-00624447 Algebraic Computation of resolvents without extraneous powers Aubry Philippe Valibouze Annick 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-00585185 Decomposable Pseudodistances and Applications in Statistical Estimation Broniatowski Michel Toma Aida Vajda Igor 2012
hal-00560275 Partial functional quantization and generalized bridges Corlay Sylvain 2012
hal-00552911 Aging through hierarchical coalescence in the East model Faggionato A. Martinelli F. Roberto Cyril Toninelli C. 2012
hal-00552057 Upper bounds for the error in some interpolation and extrapolation designs Broniatowski Michel Celant Giorgio Di Battista Marco Leoni-Aubin Samuela 2012
hal-00546224 Statistical mechanics on isoradial graphs Boutillier Cédric de Tilière Béatrice 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-00508535 Random Young diagrams in a Rectangular Box Beltoft Dan Boutillier Cédric Enriquez Nathanaël 2012
hal-00505502 Large deviations of the extreme eigenvalues of random deformations of matrices Benaych-Georges Florent Guionnet Alice Maïda Mylène 2012
hal-00505322 Universality in one dimensional Hierarchical Coalescence Processes Faggionato A. Martinelli F. Roberto Cyril Toninelli C. 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-00467013 PCA-Kernel Estimation Biau Gérard Mas André 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-00451831 Divergences and duality for estimation and test under moment condition model Broniatowski Michel Keziou Amor 2012
hal-00430179 Several Applications of Divergence Criteria in Continuous Families Broniatowski Michel Vajda Igor 2012
hal-00428523 Dual Quantization for random walks with application to credit derivatives Pagès Gilles Wilbertz Benedikt 2012
hal-00421289 Joint Modelling of Gas and Electricity spot prices Frikha Noufel Lemaire Vincent 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-00825389 Estimation non-paramétrique et convergence faible des mesures de pauvreté Seck Cheikh Tidiane 2011
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-00607806 Deconvolution for the Wasserstein Metric and Geometric Inference Caillerie Claire Chazal Frédéric Dedecker Jérôme Michel Bertrand 2011
inria-00560623 A Weighted k-Nearest Neighbor Density Estimate for Geometric Inference Biau Gérard Chazal Frédéric Cohen-Steiner David Devroye Luc Rodriguez Carlos 2011
inria-00541922 Séminaire de Probabilités XLIII Donati-Martin Catherine Lejay Antoine Rouault Alain 2011
hal-02806358 Inference for epidemic data using diffusion processes with small diffusion coefficient Guy Romain Laredo Catherine Vergu Elisabeta 2011
hal-02746403 Inference for epidemic data using diffusion processes with small diffusion coefficient Guy Romain Laredo Catherine Vergu Elisabeta 2011
hal-02504346 ON SOME ENDOGENOUS PROBABILITY-MIGRATION MODELS Garcon Manuel Garnier Josselin Omrane Abdennebi 2011
hal-02403312 Stability of Feynman–Kac formulae with path-dependent potentials Chopin Nicolas del Moral P. Rubenthaler S. 2011
hal-02107308 Adaptive partitioning schemes for bipartite ranking Clémençon Stéphan Depecker Marine Vayatis Nicolas 2011
hal-02107303 Avancées récentes dans le domaine de l’apprentissage d’ordonnancements Clémençon Stéphan Depecker Marine Vayatis Nicolas 2011
hal-01764366 On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes Bouzebda Salim El Faouzi Nour-Eddin Zari Tarek 2011
hal-01666869 CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION Jourdain Benjamin Lapeyre Bernard Sabino Piergiacomo 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-01286075 La théorie de Galois en Informatique Valibouze Annick 2011
hal-01282668 Modélisation Booléenne de Réseaux TLR Valibouze Annick Abdeljaouad Inès Ben Kahla Alia Mouleh A. 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-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-00736217 Sharp oracle inequalities for high-dimensional matrix prediction. Gaïffas Stéphane Lecué Guillaume 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 Benjamin 2011
hal-00707371 Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices Donati-Martin C. Capitaine Mireille Féral D. Février M. 2011
hal-00707366 Options on realized variance and convex orders Yor Marc 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 Marc 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 Fabien 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-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-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 Gersende Moulines E. 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-00666813 Data-driven penalty calibration : a case study for Gaussian mixture model selection Maugis Cathy Michel Bertrand 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-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-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 Aguilée R. Lambert 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 Marc Hirsch F. Profeta Christophe Roynette B. 2011
hal-00657767 On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes Yor Marc Salminen P. 2011
hal-00657762 Truncation functions and Laplace transform Yor Marc Yen J.-Y. 2011
hal-00657760 Remembering Paul Malliavin Yor Marc 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 Marc 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-00651239 Spectral analysis of restricted call and put operators and application to stable risk-neutral density recovery Monnier Jean-Baptiste 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-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-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 Gassiat Paul 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 Marc 2011
hal-00610189 On martingales with given marginals and the scaling property Yor Marc 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 Paul 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? Aguilée R. de Becdelièvre B. Lambert A. 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 Marc Holcman D. 2011
hal-00606486 Sequential quantile prediction of time series Biau Gérard Patra B. 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-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 Murielle 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 Marc 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-00589585 Plans en blocs pour la structure de corrélation NNm Koné Mamadou Valibouze Annick 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-00584379 Bivariate censored regression relying on a new estimator of the joint distribution function Lopez Olivier Saint-Pierre Philippe 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-00577193 Première approche de la densité d'un opérateur de Perron Frobenius. III - Applications : EDP, EDO, etc Cirier Guy 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-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-00565541 Projection-based curve clustering Auder Benjamin Fischer Aurélie 2011
hal-00565540 Parameter selection for principal curves Biau Gérard Fischer Aurélie 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-00559456 Penalisation of a stable Lévy process involving its one-sided supremum Yor Marc 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