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hal-00018051v1  Journal articles
J. Bertoin. SLE et invariance conforme (d'après Lawler, Schramm et Werner )
Asterisque, Société Mathématique de France, 2005, 299, pp.15-28
hal-00204754v1  Journal articles
F. CometsS. Popov. Shape and local growth for multidimensional branching random walks in random environment
ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2007, 3, pp.273-299
hal-00018053v1  Journal articles
R. Krikorian. Déviations de moyennes ergodiques, flots de Teichmüller et cocycle de Kontsevich-Zorich
Asterisque, Société Mathématique de France, 2005, 299, pp.59-93
hal-00704505v1  Journal articles
L. Mazliak. Study of a Trajectory: Kiril Popoff, wars, and ballistics
Almagest, 2012, III (1), pp.1-25
hal-00017921v1  Journal articles
Sonia Fourati. Fluctuation des processus de Lévy et dispersion (« scattering »)
Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2006, 342 n.2, pp.135-139
hal-01107364v1  Book sections
Brissaud Florent. Approches Probabilistes et Risques Industriels
Michèle Duprè, Jean-Christophe Le Coze. Réactions à risques : Regards croisés sur la sécurité dans la chimie, Lavoisier, Chapitre 4, 2014, Sciences du risque et du danger
hal-01406655v1  Book sections
Bernt ØksendalAgnès SulemTusheng Zhang. A stochastic HJB equation for optimal control of forward-backward SDEs
The Fascination of Probability, Statistics and their Applications, Springer Verlag, pp.11, 2016
hal-00205075v1  Book sections
Josselin GarnierF.K. Abdullaev. Bright solitons in Bose-Einstein condensates
P.G. Kevrekidis, D.J. Frantzeskakis, R. Carretero-Gonzalez. Emergent Nonlinear Phenomena in Bose-Einstein Condensates, Springer, pp.25-44, 2008, Springer Series on Atomic, Optical, and Plasma Physics, vol. 45
hal-00704707v1  Book sections
H. Pham. Optimization problems in finance under partial observation: theoretical and numerical aspects
D. Crisan et B. Rozovski. The Oxford Handbook of nonlinear filtering, Oxford University Press, Chapitre 10:3, 2011, Oxford Handbokks in Mathematics
hal-00704710v1  Journal articles
I. KharroubiH. Pham. Optimal portfolio liquidation with execution cost and risk
SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics 2010, 1, pp.897-931
hal-00018214v1  Book sections
Josselin GarnierF.Kh. Abdullaev. Optical solitons in random media
E. Wolf. Progress in optics, 48, Elsevier, pp.35-106, 2005
hal-00704713v1  Book sections
H. Pham. Investment/consumption choice in illiquid markets with random trading times
H. Albrecher, W.J. Runggaldier, W. Schachermayer. Advanced Financial Modelling, De Gruyter, pp.1-17, 2009, Radon series in computational and applied mathematics n°8
hal-00018208v1  Book sections
A. AvilaC.G. Moreira. Phase-parameter relation and sharp statistical properties for general families of unimodal maps
J. Eells, E. Ghys. Geometry and Dynamics, AMS, pp.1-42, 2005, Contemporary Mathematics n° 389
hal-00018211v1  Book sections
A.B. TsybakovM.B. Malyutov. Nonparametric Multi-Trajectory estimation
E. Shahbazian, G. Rogova, P. Valin. Data Fusion for Situation Monitoring, Incident Detection, Alert and Response Management, IOS Press, pp.709-721, 2005, NATO Science Series: Computer & Systems Sciences n° 198
hal-00704773v1  Journal articles
R. Cont. Credit default swaps and financial stability
Financial Stability Review, 2010, 14, pp.35-43
hal-00704945v1  Journal articles
Gérard BiauA. Mas. PCA-kernel estimation
Statistics & Risk Modeling with Applications in Finance and Insurance, De Gruyter, 2012, 29, pp.19-46
hal-00018213v1  Book sections
S. BoucheronE. Gassiat. An information-theoretic perspective on order estimation
O. Cappé, E. Moulines, T. Ryden. Inference in hidden Markov models, Springer, pp.565-600, 2005, Springer Series in Statistics
hal-00457533v1  Journal articles
R. ContD. Fournié. A functional extension of the Itô formula
Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2010, 348 (1-2), pp.57-61
hal-00654533v1  Books
Dominique ChapelleK.J. Bathe. The Finite Element Analysis of Shells - Fundamentals - Second Edition
Springer, pp.410, 2011, Computational Fluid and Solid Mechanics, 978-3-642-16407-1. ⟨10.1007/978-3-642-16408-8⟩
hal-00704771v1  Journal articles
R. ContR. DeguestY.H. Kan. Default Intensities implied by CDO Spreads: Inversion Formula and Model Calibration.
SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics 2010, 1, pp.555-585
hal-01108122v1  Journal articles
F. AbergelC.A. LehalleM. Rosenbaum. Understanding the stakes of high frequency trading
The Journal of Trading, 2014, 9 (4), pp.49-73
hal-00780248v1  Journal articles
Abdellatif Moudafi. Proximal methods for a class of relaxed nonlinear variational inclusions
Advances in nonlinear variational inequalities, 2006, 9 (2), pp.59-64
hal-00933301v1  Books
Gérard GovaertMohamed Nadif. Co-Clustering
ISTE-Wiley, pp.256, 2014, Computing Engineering series
halshs-00785763v1  Journal articles
Pierre Kerszberg. La mathématique à l'épreuve de l'histoire : perspective critique
Cahiers Philosophiques de Strasbourg, Université de Strasbourg, 2010, 27, pp.251-273
hal-00206123v1  Journal articles
O. Adelman. A micro-lesson on probability and symmetry
American Mathematical Monthly, Mathematical Association of America, 2007, 114 (9), pp.809
hal-02888663v1  Journal articles
Robert Laterveer. Bloch's conjecture for some numerical Campedelli surfaces
Asian Journal of Mathematics, International Press, In press
hal-00291504v1  Journal articles
A. DalalyanA.B. Tsybakov. Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
Machine Learning, Springer Verlag, 2008, 72 (1-2), pp.39-61