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tel-01686752v1  Theses
Aline Marguet. Branching processes for structured populations and estimators for cell division
Probability [math.PR]. Université Paris Saclay (COmUE), 2017. English. ⟨NNT : 2017SACLX073⟩
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tel-01620815v2  Theses
Nicolas Keriven. Sketching for large-scale learning of mixture models
Machine Learning [stat.ML]. Université Rennes 1, 2017. English. ⟨NNT : 2017REN1S055⟩
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hal-00798486v1  Journal articles
Eva Loecherbach, Dasha Loukianova. On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
Stochastic Processes and their Applications, Elsevier, 2008, 118 (8), pp.1301-1321. ⟨10.1016/j.spa.2007.09.003⟩
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hal-01357028v1  Journal articles
Vivek Borkar, Laurent Miclo. On the fastest finite Markov processes
Journal of Mathematical Analysis and Applications, Elsevier, 2020, 481 (2), 43 p
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hal-00798528v1  Book sections
Antonio Galves, Eva Loecherbach. Stochastic chains with memory of variable length
Festschrift in honour of the 75th birthday of Jorma Rissanen, International Statistical Review, pp.329-463, 2008
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hal-00794012v1  Preprints, Working Papers, ...
Camille Petit. Boundary behaviour of harmonic functions on hyperbolic manifolds
2013
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hal-01354254v1  Preprints, Working Papers, ...
Erich Baur, Jean Bertoin. Sur la destruction de grands arbres aléatoires récursifs
2016
hal-00712140v1  Journal articles
Sylvain Durand, Dominique Schneider. Random ergodic theorems and regularizing random weights
Ergodic Theory and Dynamical Systems, Cambridge University Press (CUP), 2004, 23, pp.1059-1092
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hal-00793604v1  Preprints, Working Papers, ...
David Godinho. Asymptotic of grazing collisions for the spatially homogeneous Boltzmann equation for soft and Coulomb potentials
2013
hal-00633327v1  Journal articles
M.-C. Quenez, M. Kobylanski, E. Rouy-Mironescu. Optimal multiple stopping time problem
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2011, 21 (4), pp.1365-1399. ⟨10.1214/10-AAP727⟩
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hal-00633199v1  Preprints, Working Papers, ...
Maxence Jeunesse, Benjamin Jourdain. Regularity of the American put option in the Black-Scholes model with general discrete dividends
2011
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hal-00409861v4  Journal articles
Benjamin Jourdain, Mohamed Sbai. High order discretization schemes for stochastic volatility models
The Journal of Computational Finance, Incisive Media, 2013, 17 (2), pp.113-165. ⟨10.21314/JCF.2013.262⟩
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hal-00633707v1  Journal articles
José Trashorras, Olivier Wintenberger. Large deviations for bootstrapped empirical measures
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2014, pp.10.3150/13-BEJ544
hal-00714224v1  Journal articles
Paul Gassiat, H. Pham, I. Kharroubi. Time discretization and quantization methods for optimal multiple switching problem
Stochastic Processes and their Applications, Elsevier, 2012, 122 (5), pp.2019-2052. ⟨10.1016/j.spa.2012.02.008⟩
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hal-03572916v1  Journal articles
Ricardo Lima, Antonio Conejo, Loïc Giraldi, Olivier Le Maitre, Ibrahim Hoteit et al.  Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application
INFORMS Journal on Computing, Institute for Operations Research and the Management Sciences (INFORMS), In press, ⟨10.1287/ijoc.2022.1157⟩
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hal-03333707v1  Journal articles
Amirali Hannani, Stefano Olla. A stochastic thermalization of the Discrete Nonlinear Schrödinger Equation
Stochastics and Partial Differential Equations: Analysis and Computations, Springer US, In press, ⟨10.1007/s40072-022-00263-9⟩
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hal-03331911v1  Preprints, Working Papers, ...
Siméon Valère Bitseki Penda. MODERATE DEVIATION PRINCIPLES FOR KERNEL ESTIMATOR OF INVARIANT DENSITY IN BIFURCATING MARKOV CHAINS MODELS
2021
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hal-03362759v1  Preprints, Working Papers, ...
Emmanuel Roy. POISSON-ORLICZ NORM IN INFINITE ERGODIC THEORY
2021
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tel-03481974v1  Theses
Florian Bechtold. Regularization phenomena for stochastic (partial) differential equations via Itô- and pathwise stochastic calculi
Probability [math.PR]. Sorbonne Université, 2021. English. ⟨NNT : 2021SORUS160⟩
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hal-02272062v1  Journal articles
Philippe Mounaix. Almost sure uniform convergence of a random Gaussian field conditioned on a large linear form to a non random profile
Statistics and Probability Letters, Elsevier, 2019, 148, pp.164-168. ⟨10.1016/j.spl.2019.01.018⟩
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hal-00877386v1  Preprints, Working Papers, ...
Areski Cousin, Elena Di Bernardino. On Multivariate Extensions of Conditional-Tail-Expectation
2013
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halshs-03211702v1  Preprints, Working Papers, ...
John W Goodell, Stéphane Goutte. Cryptocurrencies and COVID-19: What have we learned?
2021
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hal-03423114v1  Preprints, Working Papers, ...
Emmanuel Gobet, Clara Lage. Optimal ecological transition path of a credit portfolio distribution, based on Multidate Monge-Kantorovich formulation
2021
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hal-02400076v1  Journal articles
Jean-Francois Bony, Nicolás Espinoza, Georgi Raikov. Spectral Properties of 2D Pauli Operators with Almost-Periodic Electromagnetic Fields
Publications of the Research Institute for Mathematical Sciences, European Mathematical Society, 2019, 55 (3), pp.453-487. ⟨10.4171/PRIMS/55-3-1⟩
hal-03179763v1  Journal articles
Francis Comets, Gregorio Moreno, Alejandro Ramí Rez. Random polymers on the complete graph
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2019, 25 (1), ⟨10.3150/17-BEJ1002⟩
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hal-03680077v1  Journal articles
João Norenberg, Americo Cunha Jr, Samuel da Silva, Paulo Varoto. Global sensitivity analysis of asymmetric energy harvesters
Nonlinear Dynamics, Springer Verlag, In press
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hal-03207169v1  Preprints, Working Papers, ...
Eric Benhamou. Distribution and statistics of the Sharpe Ratio
2021