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Minimax exact constant in sup-norm for nonparametric regression with random design
Karine Bertin
2004
Preprints, Working Papers, ...
hal-00007738v1
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Almost sure asymptotics for a diffusion process in a drifted Brownian potential
Alexis Devulder
2005
Preprints, Working Papers, ...
hal-00013040v1
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Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time II
Bernard Roynette
,
Pierre P. Vallois
,
Marc Yor
Studia Scientiarum Mathematicarum Hungarica, 2006, 43 (3), pp.295-360
Journal articles
hal-00012705v1
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Optimal quantizers for Radon random vectors in a Banach space
Siegried Graf
,
Harald Luschgy
,
Gilles Pagès
Journal articles
hal-00004668v1
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Super-replication of European options with a derivative asset under constrained finite variation strategies
Benjamin Bruder
2005
Preprints, Working Papers, ...
hal-00012183v1
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Maxiset comparisons of procedures, application to choosing priors in a Bayesian nonparametric setting
Florent Autin
,
Dominique Picard
,
Vincent Rivoirard
2004
Preprints, Working Papers, ...
hal-00003028v1
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Itô's integrated formula for strict local martingales with jumps.
Oleksandr Chybiryakov
2005
Preprints, Working Papers, ...
hal-00008998v1
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Normal Heat Conductivity in a periodic chain of anharmonic chain of oscillators
R. Lefevere
,
A. Schenkel
2005
Preprints, Working Papers, ...
hal-00008499v1
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On some recent aspects of stochastic control and their applications
Huyen Pham
2005
Preprints, Working Papers, ...
hal-00009267v3
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Regression with random design: a minimax study
Christophe Chesneau
2005
Preprints, Working Papers, ...
hal-00014248v1
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Fragmentations et perte de masse
Benedicte Haas
Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2004. Français. ⟨NNT : ⟩
Theses
tel-00007465v1
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Lévy term structure models: No-arbitrage and completeness
J. Jacod
,
E. Eberlein
,
S. Raible
Finance and Stochastics, 2005, 9 n.1, pp.67-88
Journal articles
hal-00101791v1
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Corn pollen dispersal : Quasi-mechanistic models and field experiments
C. Laredo
,
E.K. Klein
,
C. Lavigne
,
X. Foueillassar
,
P.H. Gouyon
Ecological monographs, 2003, 73 n.1, pp.131-150
Journal articles
hal-00103974v1
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Convergence in law to the multiple fractional integral
C.A. Tudor
,
X. Bardina
,
M. Jolis
Stochastic Processes and their Applications, 2003, 105 n.2, pp.315-344
Journal articles
hal-00103986v1
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Error analysis of the optimal quantization algorithm for obstacle problems
G. Pagès
,
V. Bally
Stochastic Processes and their Applications, 2003, 106 n.1, pp.1-40
Journal articles
hal-00103987v1
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Fluctuations of the front in a one dimensional model of X+Y-->2X
Francis Comets
,
Jeremy Quastel
,
Alejandro F. Ramirez
2006
Preprints, Working Papers, ...
hal-00108095v1
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On the hedging of american options in discrete time markets with proportional transaction costs
Bruno Bouchard
,
E. Temam
Electronic Journal of Probability, 2005, 10 n.22, pp.746-760
Journal articles
hal-00018590v1
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Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process
S. Rubenthaler
Stochastic Processes and their Applications, 2003, 103 n.2, pp.311-349
Journal articles
hal-00103812v1
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Loss of mass in deterministic and random fragmentations
B. Haas
Stochastic Processes and their Applications, 2003, 106 n.2, pp.245-277
Journal articles
hal-00103921v1
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Poissonian exponential functionals, q-series, q-integrals, and the moment problem for log-normal distributions
J. Bertoin
,
Philippe Biane
,
Marc Yor
2004, pp.45-56
Conference papers
hal-00104864v1
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On a particular class of self-decomposable random variables : the durations of Bessel excursions straddling independent exponential times.
J. Bertoin
,
T. Fujita
,
Bernard Roynette
,
Marc Yor
2006
Preprints, Working Papers, ...
hal-00104879v1
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Théorie de l'intégration. Cours et exercices. Licence et master de mathématiques. 3è édition
Gilles Pagès
,
Marc Briane
Vuibert, pp.332, 2004
Books
hal-00104953v1
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Multi-self-similar Markov processes on $R_{+}^{n}$ and their Lamperti representations
Marc Yor
,
M. Jacobsen
Probability Theory and Related Fields, 2003, 126 n.1, pp.1-28
Journal articles
hal-00104729v1
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Surface tension and Wulff shape for a lattice model without spin flip symmetry
T. Bodineau
,
E. Presutti
Annales Henri Poincaré, 2003, 4 n.5, pp.847-896
Journal articles
hal-00104734v1
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Equivalent and absolutely continuous measure changes for jump-diffusion processes
Marc Yor
,
P. Cheridito
,
D. Filipovic
Annals of Applied Probability, 2005, 15 n.3, pp.1713-1732
Journal articles
hal-00101843v1
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Asymptotic direction for random walks in random environments
François Simenhaus
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2007, 43 (6), pp.751-761
Journal articles
hal-00016029v1
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Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and complexity
Gilles Pagès
2006
Preprints, Working Papers, ...
hal-00120898v1
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On a toy model of interacting neurons
Nicolas Fournier
,
Eva Loecherbach
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2016, 52 (4), ⟨10.1214/15-AIHP701⟩
Journal articles
hal-03180754v1
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Quenched limits and fluctuations of the empirical measure for plane rotators in random media
E. Luçon
Electronic Journal of Probability, 2011, 16 (26), pp.792-829
Journal articles
hal-00608096v1
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Partial Differential Equation and Noise
Ennio Fedrizzi
Probability [math.PR]. Université Paris-Diderot - Paris VII, 2012. English. ⟨NNT : ⟩
Theses
tel-00759355v1
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