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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. Comets, S. 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-00018042v1  Journal articles
R. Mansuy. Les origines des martingales
Mathématiques et Sciences Humaines, Centre de Mathématique Sociale et de statistique, EPHE, 2005, 169 n.1, pp.101-109
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-00205075v1  Book sections
Josselin Garnier, F.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. Kharroubi, H. 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 Garnier, F.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-00704951v1  Journal articles
Gérard Biau, Y.G. Yatracos. On the shrinkage estimation of variance and Pitman closeness criterion
Journal de la Société Française de Statistique, Société Française de Statistique et Société Mathématique de France, 2012, 153, pp.5-21
hal-00018208v1  Book sections
A. Avila, C.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. Tsybakov, M.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 Biau, A. 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. Boucheron, E. 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. Cont, D. 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-00704771v1  Journal articles
R. Cont, R. Deguest, Y.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. Abergel, C.A. Lehalle, M. Rosenbaum. Understanding the stakes of high frequency trading
The Journal of Trading, 2014, 9 (4), pp.49-73
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-00021928v1  Journal articles
Georges Calas, Laurence Galoisy, Amonmat Kiratisin. The origin of the green color of variscite.
American Mineralogist, Mineralogical Society of America, 2005, 90, pp.984-990
hal-00541620v1  Journal articles
Stéphanie Dubal, Roland Jouvent. Time-on-task effect in trait anhedonia.
European Psychiatry, Elsevier, 2004, 19 (5), pp.285-91. ⟨10.1016/j.eurpsy.2004.04.007⟩
hal-00291504v1  Journal articles
A. Dalalyan, A.B. Tsybakov. Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
Machine Learning, Springer Verlag, 2008, 72 (1-2), pp.39-61
hal-01170718v1  Journal articles
N. Curien, T. Duquesne, I. Kortchemski, I. Manolescu. Scaling limits and influence of the seed graph in preferential attachment trees
Journal de l'École polytechnique — Mathématiques, École polytechnique, 2015, 2, pp.1-34
hal-00783039v1  Journal articles
G. Pagès, B. Wilbertz. Dual Quantization for random walks with application to credit derivatives
The Journal of Computational Finance, Incisive Media, 2012, 16 (2), pp.33-60