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The asymptotic behavior of fragmentation processesJournal of the European Mathematical Society, 2003, 5 n.4, pp.395-416
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Replicant compression coding in Besov spacesESAIM: Probability and Statistics, 2003, 7, pp.239-250
Journal articles
hal-00104741v1
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Exercises in probability. A guided tour from measure theory to random processes, via conditioning.Cambridge University Press, pp.xv-236, 2003
Books
hal-00104959v1
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Imaging in randomly layered media by cross-correlating noisy signalsMultiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 2005, 4 n.2, pp.610-640
Journal articles
hal-00018204v1
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Nonparametric Multi-Trajectory estimationE. 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
Book sections
hal-00018211v1
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An information-theoretic perspective on order estimationO. Cappé, E. Moulines, T. Ryden. Inference in hidden Markov models, Springer, pp.565-600, 2005, Springer Series in Statistics
Book sections
hal-00018213v1
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Optical solitons in random mediaE. Wolf. Progress in optics, 48, Elsevier, pp.35-106, 2005
Book sections
hal-00018214v1
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Littelmann paths and Brownian pathsDuke Mathematical Journal, 2005, 130 n.1, pp.127-167
Journal articles
hal-00018663v1
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Self-similar fragmentations derived from the stable tree I : Splitting at heightsProbability Theory and Related Fields, 2003, 127 n.3, pp.423-454
Journal articles
hal-00104836v1
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Four limit theorems for quadratic functionals of Brownian motion and Brownian bridgeL. Horvath, B. Szyszkowicz. Asymptotic Methods in Stochastics, Festschrift for Miklós Csörgo, American Mathematical Society, pp.75-87, 2004, Series : Fields Institute Communications, vol.44
Book sections
hal-00104941v1
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A connection between Gaussian processes and Markov processesElectronic Journal of Probability, 2005, 10, pp.202-215
Journal articles
hal-00083803v1
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Exponential functionals of Lévy processesProbability Surveys, 2005, 2, pp.191-212
Journal articles
hal-00083805v1
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Improved Vapnik Cervonenkis bounds2004
Preprints, Working Papers, ...
hal-00133638v1
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First-order schemes in the numerical quantization methodMathematical Finance, 2003, 13 n.1, pp.1-16
Journal articles
hal-00103809v1
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Testing linearity in a stochastic volatility modelApplicationes Mathematicae, 2004, 30 n.4, pp.389-412
Journal articles
hal-00103444v1
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Model selection for Gaussian regression with random designBernoulli, 2004, 10 n.6, pp.1039-1051
Journal articles
hal-00103447v1
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Robust transitivity and topological mixing for $Csp 1$-flowsProceedings of the American Mathematical Society, 2004, 32 n.3, pp.699-705
Journal articles
hal-00103452v1
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On implicit and explicit discretization schemes for parabolic SPDEs in any dimensionStochastic Processes and their Applications, 2005, 115 n.7, pp.1073-1106
Journal articles
hal-00101810v1
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A connection between Gaussian processes and Markov processesElectronic Journal of Probability, 2005, 10, pp.202-215
Journal articles
hal-00101813v1
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Exact asymptotics for estimating the marginal density of discretely observed diffusion processesBernoulli, 2005, 11 n.3, pp.411-444
Journal articles
hal-00101820v1
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Statistical properties of unimodal maps: the quadratic familyAnnals of Mathematics, 2005, 161 n.2, pp.831-881
Journal articles
hal-00101825v1
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Asymptotically efficient estimation of the derivative of the invariant densityStatistical Inference for Stochastic Processes, 2003, 6 n.1, pp.89-107
Journal articles
hal-00103965v1
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On asymptotic errors in discretization of processesAnnals of Probability, 2003, 31 n.2, pp.592-608
Journal articles
hal-00103988v1
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Positivity of the density for the stochastic wave equation in two spatial dimensionsESAIM: Probability and Statistics, 2003, 7, pp.89-114
Journal articles
hal-00103686v1
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Large void zones and occupation times for coalescing random walksStochastic Processes and their Applications, 2004, 111 n.1, pp.97-118
Journal articles
hal-00103027v1
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Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equationsStochastic Processes and their Applications, 2004, 111 n.2, pp.175-206
Journal articles
hal-00103046v1
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Block thresholding and sharp adaptive estimation in severely ill-posed inverse problemsSIAM Theory of Probability and its Applications, 2004, 48 n.3, pp.426-446
Journal articles
hal-00103048v1
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From local volatility to local Lévy modelsQuantitative Finance, 2004, 4 n.5, pp.581-588
Journal articles
hal-00103051v1
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Ballistic random walks in random environment at low disorderAnnals of Probability, 2004, 32, pp.2996-3023. ⟨10.1214/009117904000000739⟩
Journal articles
hal-00110832v1
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Properties of perpetual integral functionals of Brownian motion with driftAnnales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2005, 41 n.3, pp.335-347
Journal articles
hal-00101952v1
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