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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
Problems of Information Transmission, 2005, 41 (4), pp.368-384. ⟨10.1007/s11122-006-0005-2⟩
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 of Theoretical Probability, 2004, 17, pp.1-49. ⟨10.1023/B:JOTP.0000020474.79479.fa⟩
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