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hal-00080351v1  Journal articles
Zhan Shi, Olivier Zindy. A weakness in strong localization for Sinai's walk
Annals of Probability, Institute of Mathematical Statistics, 2007, 35, pp.1118-1140
hal-01171646v1  Journal articles
C. Fontana, B. Oksendal, A. Sulem. Market viability and martingale measures under partial information
Methodology and Computing in Applied Probability, Springer Verlag, 2015, 17 (1), pp.15-39. ⟨10.1007/s11009-014-9397-4⟩
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hal-00017450v1  Journal articles
Ivan Nourdin, Thomas Simon. Correcting Newton-Côtes integrals by Lévy areas
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2007, 13 (3), pp. 695-711. ⟨10.3150/07-BEJ6015⟩
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hal-00013489v2  Journal articles
Harald Luschgy, Gilles Pagès. High-resolution product quantization for Gaussian processes under sup-norm distortion
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2007, 13 (3), 653-671 ; http://dx.doi.org/10.3150/07-BEJ6025. ⟨10.3150/07-BEJ6025⟩
hal-02142184v1  Journal articles
D. Choi, F. Palma, E. Sanchez-Palencia, M. Vilariño. Membrane locking in the finite element computation of very thin elastic shells
ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 1998, 32 (2), pp.131-152. ⟨10.1051/m2an/1998320201311⟩
hal-01264005v1  Journal articles
J. Berestycki, E. Brunet, Z. Shi. . The number of accessible paths in the hypercube
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2016, 22 (2), pp.653-680. ⟨10.3150/14-BEJ641⟩
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hal-00113843v3  Journal articles
Christian Brouder. Quantum field theory meets Hopf algebra
Mathematical News / Mathematische Nachrichten, Wiley-VCH Verlag, 2009, 282 (12), pp.1664-1690. ⟨10.1002/mana.200610828⟩
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hal-00905060v4  Journal articles
Sylvain Delattre, Etienne Roquain. New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
Annals of Statistics, Institute of Mathematical Statistics, 2015, 43 (3), pp.1141-1177. ⟨10.1214/14-AOS1302⟩
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hal-00016781v1  Preprints, Working Papers, ...
Loïc Chaumont, Víctor Rivero. On some transformations between positive self--similar Markov processes
2006
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hal-00016662v2  Preprints, Working Papers, ...
Dilip Madan, Marc Yor. CGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators.
2006
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tel-01180708v1  Theses
Lorick Huang. Stable-driven SDEs: a Parametrix Approach to Heat Kernel Estimates with an Application to Stochastic Algorithms
Mathematics [math]. Univeristé Paris Diderot Paris 7, 2015. English
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hal-00487275v3  Preprints, Working Papers, ...
Clément Foucart. Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration
2010
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hal-00011198v1  Preprints, Working Papers, ...
Gerard Kerkyacharian, Dominique Picard. Thresholding in Learning Theory
2005
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tel-00576355v1  Theses
Marie Bernhart. Modelization and valuation methods of gas contracts: Stochastic control approaches
Mathematics [math]. Université Paris-Diderot - Paris VII, 2011. English
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hal-00565918v1  Preprints, Working Papers, ...
Nathalie Akakpo. Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
2011
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hal-00129340v1  Preprints, Working Papers, ...
Irina Kourkova. Local Energy Statistics in Directed Polymers
2007
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hal-00003086v3  Preprints, Working Papers, ...
Stéphane Gaiffas. Convergence rates for pointwise curve estimation with a degenerate design
2006
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hal-00012961v5  Preprints, Working Papers, ...
Ivan Nourdin. A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
2007
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tel-01177197v1  Theses
Maud Thomas. Concentration results on extreme value theory
Statistics [math.ST]. Univeristé Paris Diderot Paris 7, 2015. English
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hal-00342531v3  Preprints, Working Papers, ...
Thomas Lim, Marie-Claire Quenez. Utility maximization in incomplete markets with default
2008
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hal-00863933v2  Preprints, Working Papers, ...
Francois Ledrappier, Lin Shu. Differentiating the stochastic entropy for compact negatively curved spaces under conformal changes
2015
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hal-00007738v1  Preprints, Working Papers, ...
Karine Bertin. Minimax exact constant in sup-norm for nonparametric regression with random design
2004
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hal-00257619v2  Preprints, Working Papers, ...
Maria-Emilia Caballero, Amaury Lambert, Geronimo Uribe Bravo. Proof(s) of the Lamperti representation of Continuous-State Branching Processes
2009
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hal-00004175v1  Preprints, Working Papers, ...
Jean Bertoin. Different Aspects of a Model for Random Fragmentation Processes
2005
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tel-00272899v1  Theses
Marc Wouts. The dilute Ising model : phase coexistence and slow dynamics in the region of phase transition
Mathematics [math]. Université Paris-Diderot - Paris VII, 2007. English
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hal-00163747v1  Preprints, Working Papers, ...
Francis Comets, Serguei Popov, Marina Vachkovskaia. The number of open paths in an oriented $\rho$-percolation model
2007
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hal-00007541v6  Preprints, Working Papers, ...
Florent Benaych-Georges. Rectangular random matrices. Related convolution
2008
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hal-00606320v1  Preprints, Working Papers, ...
Ekaterina Bulinskaya. The Hitting Times with Taboo for a Random Walk on an Integer Lattice
2011
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hal-00660421v1  Preprints, Working Papers, ...
Salim Noreddine. Fluctuations of the traces of complex-valued iid random matrices
2011
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hal-01271516v1  Preprints, Working Papers, ...
Clément Rey. Convergence in total variation distance for a third order scheme for one dimensional diffusion process
2016
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hal-00675925v5  Preprints, Working Papers, ...
Pietro Fodra, Mauricio Labadie. High-frequency market-making with inventory constraints and directional bets
2012
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hal-01654367v2  Preprints, Working Papers, ...
Aboubacar Konaté. A multiscale method for a Convection-Diffusion equation
2018
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hal-00004913v1  Preprints, Working Papers, ...
Arvind Singh. Limiting behavior of a diffusion in an asymptotically stable environment
2005
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hal-00127179v1  Preprints, Working Papers, ...
Francis Comets, Serguei Popov, Gunter Schütz, Marina Vachkovskaia. Billiards in a general domain with random reflections
2007
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hal-00867113v1  Preprints, Working Papers, ...
Pietro Fodra, Huyen Pham. High frequency trading in a Markov renewal model
2013
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hal-01827453v2  Preprints, Working Papers, ...
Aboubacar Konaté. Analysis of discontinuous Galerkin schemes of for convection-diffusion equations
2018
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tel-00966053v1  Theses
Christophe Poquet. SYNCHRONIZATION AND PHASE REDUCTION IN INTERACTING STOCHASTIC SYSTEMS
Probability [math.PR]. Université Paris-Diderot - Paris VII, 2013. English
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hal-00596717v1  Preprints, Working Papers, ...
Salvatore Federico, Elisa Tacconi. HJB equations for the optimal control of differential equations with delay in the control variable
2011
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hal-01631875v1  Preprints, Working Papers, ...
Wangru Sun. DIMER MODEL, BEAD MODEL AND STANDARD YOUNG TABLEAUX: FINITE CASES AND LIMIT SHAPES
2017
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hal-01412024v3  Preprints, Working Papers, ...
Clément Rey. Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process
2017
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hal-00355172v1  Preprints, Working Papers, ...
Emmanuel Jacob. Excursions of the integral of the Brownian motion
2009
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hal-00067763v1  Preprints, Working Papers, ...
Lucien Birgé. The Brouwer Lecture 2005: Statistical estimation with model selection
2006
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hal-00245242v2  Preprints, Working Papers, ...
Julien Sohier. Finite size scaling for homogeneous pinning models
2009
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hal-00260816v2  Preprints, Working Papers, ...
Mohamed Hebiri. Regularization with the Smooth-Lasso procedure
2008
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hal-00320199v1  Preprints, Working Papers, ...
Anne Laure Bronstein, Gilles Pagès, Jacques Portès. Multi-asset American options and parallel quantization
2008
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hal-00260003v1  Preprints, Working Papers, ...
Emma Hoarau, Claire David. Towards new schemes: A Lie-group approach of the CBKDV and its derived equations
2008
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hal-01142162v1  Preprints, Working Papers, ...
Meitner Cadena. A simple estimator for the M-index of functions in M
2015
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hal-00441500v1  Preprints, Working Papers, ...
Ying Jiao. Multiple defaults and contagion risks
2009
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hal-00144589v3  Preprints, Working Papers, ...
Ivan Nourdin. Asymptotic behavior of some weighted quadratic and cubic variations of the fractional Brownian motion
2007
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hal-00164821v5  Preprints, Working Papers, ...
Ivan Nourdin, David Nualart. Central limit theorems for multiple Skorohod integrals
2009
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hal-00021836v1  Preprints, Working Papers, ...
Maria Emilia Caballero, Loïc Chaumont. Conditioned stable Lévy processes and Lamperti representation.
2006
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hal-00654710v1  Conference papers
Loic Le Gratiet. Building kriging models using hierarchical codes with different levels of accuracy.
11th annual meeting of the European Network for Business and Industrial Statistics, Sep 2011, Coimbra, Portugal
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hal-00292939v2  Preprints, Working Papers, ...
Florent Benaych-Georges. On a surprising relation between rectangular and square free convolutions
2008
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hal-00018509v3  Journal articles
Marc P. Bellon. Elements of dodecahedral cosmology
Classical and Quantum Gravity, IOP Publishing, 2006, 23, pp.7029-7043. ⟨10.1088/0264-9381/23/23/025⟩
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hal-00005074v2  Preprints, Working Papers, ...
Stephan Lawi. A characterization of Markov processes enjoying the time-inversion property
2005
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hal-00455255v1  Preprints, Working Papers, ...
Galliano Valent. Explicit integrable systems on two dimensional manifolds with a cubic first integral
2010
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hal-01142874v3  Preprints, Working Papers, ...
L.A. Abbas-Turki, M.A. Mikou. TVA on American Derivatives
2015
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hal-00120426v1  Preprints, Working Papers, ...
Sébastien Darses, Ivan Nourdin. Dynamical properties and characterization of gradient drift diffusions
2006
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hal-00162075v2  Preprints, Working Papers, ...
Abass Sagna. Universal L^s -rate-optimality of L^r-optimal quantizers by dilatation and contraction
2007
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hal-00572709v1  Preprints, Working Papers, ...
Gilles Pagès, Benedikt Wilbertz. Optimal Delaunay and Voronoi quantization schemes for pricing American style options
2011
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hal-00119410v1  Preprints, Working Papers, ...
Paul Bourgade, Marc Yor. Random Matrices and the Riemann zeta function
2006
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hal-00134603v1  Preprints, Working Papers, ...
Juan Carlos Pardo Millan. The upper envelope of positive self-similar Markov processes.
2007
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hal-00019312v1  Preprints, Working Papers, ...
Valentin Konakov. Small time asymptotics in local limit theorems for Markov chains converging to diffusions.
2006
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hal-00019316v1  Preprints, Working Papers, ...
Valentin Konakov, Enno Mammen. ACCURACY OF DIFFUSION APPROXIMATIONS FOR HIGH FREQUENCY MARKOV DATA.
2006
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hal-00160735v1  Preprints, Working Papers, ...
Karine Bertin. Asymptotically exact minimax estimation in sup-norm for anisotropic Holder classes
2003
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hal-00119374v1  Preprints, Working Papers, ...
Arvind Singh. A slow transient diffusion in a drifted stable potential
2006
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hal-01273774v1  Preprints, Working Papers, ...
Laurent Mazliak. ¬The beginnings of the Soviet encyclopedia.
2016
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cel-00181782v1  Lectures
Marc P. Bellon. Lectures on the three--dimensional non--commutative spheres
École thématique. Novembre-décembre 2006,
Universidad Nacional de La Plata, Argentine, 2007, 17 p
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hal-00196123v6  Preprints, Working Papers, ...
Florent Benaych-Georges. Cycles of random permutations with restricted cycle lengths
2007
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hal-00651239v1  Preprints, Working Papers, ...
Jean-Baptiste Monnier. Spectral analysis of restricted call and put operators and application to stable risk-neutral density recovery
2011
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hal-00552288v1  Preprints, Working Papers, ...
Pierre Jaliniere. Distributions aléatoires et Filtrations.
2008
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tel-00119428v1  Theses
Pascal Barbedor. Independent component analysis by wavelets
Mathematics [math]. Université Paris-Diderot - Paris VII, 2006. English
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hal-00080651v1  Preprints, Working Papers, ...
Arvind Singh. Rates of convergence of a transient diffusion in a spectrally negative Lévy potential
2006
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hal-00003548v1  Preprints, Working Papers, ...
Jean Bertoin, Marc Yor. Exponential Functionals of Lévy Processes
2004
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hal-00505184v1  Preprints, Working Papers, ...
Fernando Cordero. On the scaling property in fluctuation theory for stable Lévy processes
2010
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hal-00679710v3  Preprints, Working Papers, ...
Ron A. Doney, Stavros Vakeroudis. Windings of planar stable processes
2012
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hal-00004782v1  Preprints, Working Papers, ...
Jan Obloj. A complete characterization of local martingales which are functions of Brownian motion and its maximum
2005
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hal-00005865v1  Preprints, Working Papers, ...
Francis Comets, Serguei Popov. On multidimensional branching random walks in random environment
2005
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hal-00293533v1  Preprints, Working Papers, ...
Amel Bentata, Marc Yor. From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon
2008
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hal-00068216v1  Preprints, Working Papers, ...
Philippe Rigollet, Alexandre Tsybakov. Linear and convex aggregation of density estimators
2006
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hal-00004851v1  Preprints, Working Papers, ...
Thomas Willer. Deconvolution in white noise with a random blurring function
2005
hal-00370804v1  Journal articles
Paul Zinn-Justin. Littlewood--Richardson coefficients and integrable tilings
The Electronic Journal of Combinatorics, Open Journal Systems, 2009, 16, pp.R12
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hal-00507780v1  Preprints, Working Papers, ...
Thomas Duquesne. The exact packing measure of Lévy trees
2010
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hal-00014248v2  Preprints, Working Papers, ...
Christophe Chesneau. Regression with random design: a minimax study
2006
...
hal-00336452v1  Preprints, Working Papers, ...
Claire David, Pierre Sagaut. Spurious caustics of Dispersion Relation Preserving schemes
2008
...
hal-00158846v1  Conference papers
Gilles Pagès. Quadratic optimal functional quantization of stochastic processes and numerical applications
Quadratic optimal functional quantization of stochastic processes and numerical applications, Aug 2006, Ulm, Germany. pp.101-142, ⟨10.1007/978-3-540-74496-2_6⟩
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hal-00017257v4  Preprints, Working Papers, ...
Christophe Chesneau. Wavelet Estimation Via Block Thresholding : A Minimax Study Under The $L^p$ Risk
2006
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hal-00515488v1  Preprints, Working Papers, ...
Sylvain Corlay. The Nyström method for functional quantization with an application to the fractional Brownian motion
2010
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hal-00104631v1  Preprints, Working Papers, ...
Lucien Birgé. Model selection for Poisson processes
2006
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hal-00077917v1  Preprints, Working Papers, ...
Laurent Mazliak, Ivan Nourdin. Optimal control for rough differential equations
2006