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hal-01171646v1  Journal articles
C. FontanaB. OksendalA. 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⟩
hal-01264005v1  Journal articles
J. BerestyckiE. BrunetZ. 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⟩
hal-00941290v1  Journal articles
C. Labbé. Quasi-stationary distributions associated with explosive CSBP
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2013, 18 (57), pp.1-13. ⟨10.1214/ECP.v18-2508⟩
hal-00128291v1  Journal articles
F. CometsV. Vargas. Majorizing multiplicative cascades for directed polymers in random media
ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2006, 2, pp.267-277
hal-00128458v1  Journal articles
C. Donati-MartinMarc Yor. Some explicit Krein representations of certain subordinators, including the Gamma process
Publications of the Research Institute for Mathematical Sciences, Kyoto University, 2006, 42 n.4, pp.879-895
hal-00128460v1  Journal articles
J. BertoinJ.-F. Le Gall. Stochastic flows associated to coalescent processes III : Limits theorems
Illinois Journal of Mathematics, 2006, 50 n.1-4, pp.147-181
hal-00128796v1  Book sections
N. EnriquezJ. FranchiY. Le Jan. Enroulements browniens et subordination dans les groupes de Lie
M. Emery, M. Yor. Séminaire de probabilités XXXIX. In Memoriam Paul-André Meyer, Springer, pp.357-380, 2006, Lecture Notes in Mathematics n°1874
hal-00129035v1  Book sections
Josselin GarnierJ.-P. FouqueA. NachbinK. Solna. Imaging of a dissipative layer in a random medium using a time reversal method
H. Niederreiter, D. Talay. Monte Carlo and quasi-Monte Carlo methods 2004, Springer, pp.127-145, 2006
hal-00916457v1  Book sections
G. Pagès. Functional co-monotony of processes with applications to peacocks and barrier options
C. Donati-Martin, A. Lejay, A. Rouault. Séminaire de Probabilités XLV, Springer, pp.365-400, 2013, Lecture Notes in Mathematics 2078
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-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-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-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