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An explicit Skorokhod embedding for functionals of Markovian excursions
Jan Obloj
2005
Preprints, Working Papers, ...
hal-00009016v1
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Krein's Theory applied to fluctuations of Lévy processes
Sonia Fourati
2005
Preprints, Working Papers, ...
hal-00008279v1
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A characterization of Markov processes enjoying the time-inversion property
Stephan Lawi
2005
Preprints, Working Papers, ...
hal-00005074v2
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Skew-product representations of multidimensional Dunkl Markov processes
Oleksandr Chybiryakov
2005
Preprints, Working Papers, ...
hal-00008770v1
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Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes.
Maria Emilia Caballero
,
Loïc Chaumont
2004
Preprints, Working Papers, ...
hal-00001623v1
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Recursive Aggregation of Estimators by the Mirror Descent Algorithm with Averaging
Anatoli B. Juditsky
,
Alexander Nazin
,
Alexandre Tsybakov
,
Nicolas Vayatis
Journal articles
hal-00004908v2
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Different Aspects of a Model for Random Fragmentation Processes
Jean Bertoin
2005
Preprints, Working Papers, ...
hal-00004175v1
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Identities in law between quadratic functionals of bivariate Gaussian processes, through Fubini theorems and symmetric projections
Giovanni Peccati
,
Marc Yor
2005
Preprints, Working Papers, ...
hal-00004092v1
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On some recent aspects of stochastic control theory and their applications
Huyen Pham
2005
Preprints, Working Papers, ...
hal-00009267v2
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Asymptotical behaviour of the presence probability in branching random walks and fragmentations
Jean Bertoin
,
Alain Rouault
2004
Preprints, Working Papers, ...
hal-00002955v1
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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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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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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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FISHER'S INFORMATION FOR DISCRETELY SAMPLED LEVY PROCESSES
Yacine Aït-Sahalia
,
Jean Jacod
2004
Preprints, Working Papers, ...
hal-00003330v1
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Estimates on path delocalization for copolymers at selective interfaces
Giambattista Giacomin
,
Fabio Lucio Toninelli
2004
Preprints, Working Papers, ...
hal-00002982v1
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Some properties of the rate function of quenched large deviations for random walk in random environment
Alexis Devulder
2005
Preprints, Working Papers, ...
hal-00004265v1
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On strongly Petrovskii's parabolic SPDEs in arbitrary dimension and the stochastic Cahn-Hilliard equation
Caroline Cardon-Weber
,
Annie Millet
Journal articles
hal-00111189v1
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Functional quantization for pricing derivatives
Gilles Pagès
,
Jacques Printems
2004
Preprints, Working Papers, ...
hal-00003092v1
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Homogeneous fragmentations and coalescences
Julien Berestycki
Mathematics [math]. Université Pierre et Marie Curie - Paris VI, 2003. English. ⟨NNT : ⟩
Theses
tel-00005170v1
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Strong asymptotic freeness for Wigner and Wishart matrices
Mireille Capitaine
,
Catherine Donati-Martin
2005
Preprints, Working Papers, ...
hal-00004770v1
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On constrained annealed bounds for linear chain pinning models
Francesco Caravenna
,
Giambattista Giacomin
2005
Preprints, Working Papers, ...
hal-00004778v1
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A characterization of Markov processes enjoying the time-inversion property
Stephan Lawi
2005
Preprints, Working Papers, ...
hal-00005074v1
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Aggregation of density estimators and dimension reduction
Alexander Samarov
,
Alexandre Tsybakov
2005
Preprints, Working Papers, ...
hal-00014122v1
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On local martingale and its supremum: harmonic functions and beyond
Jan Obloj
,
Marc Yor
2004
Preprints, Working Papers, ...
hal-00003504v1
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A tomography of the GREM: beyond the local REM conjecture
Anton Bovier
,
Irina Kourkova
2005
Preprints, Working Papers, ...
hal-00004583v1
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