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Minimax exact constant in sup-norm for nonparametric regression with random design

Karine Bertin
Preprints, Working Papers, ... hal-00007738v1
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Almost sure asymptotics for a diffusion process in a drifted Brownian potential

Alexis Devulder
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 of Approximation Theory, 2007, 144 (1), 27-53 ; ⟨10.1016/j.jat.2006.04.006⟩
Journal articles hal-00004668v1
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Super-replication of European options with a derivative asset under constrained finite variation strategies

Benjamin Bruder
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
Preprints, Working Papers, ... hal-00003028v1
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Itô's integrated formula for strict local martingales with jumps.

Oleksandr Chybiryakov
Preprints, Working Papers, ... hal-00008998v1

Normal Heat Conductivity in a periodic chain of anharmonic chain of oscillators

R. Lefevere , A. Schenkel
Preprints, Working Papers, ... hal-00008499v1
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On some recent aspects of stochastic control and their applications

Huyen Pham
Preprints, Working Papers, ... hal-00009267v3
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Regression with random design: a minimax study

Christophe Chesneau
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

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

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

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

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

Fluctuations of the front in a one dimensional model of X+Y-->2X

Francis Comets , Jeremy Quastel , Alejandro F. Ramirez
Preprints, Working Papers, ... hal-00108095v1

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

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

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

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
Preprints, Working Papers, ... hal-00104879v1

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

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

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

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
Preprints, Working Papers, ... hal-00120898v1

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

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