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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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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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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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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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Time reversal for drifted fractional Brownian motion with Hurst index H>1/2
Sébastien Darses
,
Bruno Saussereau
Electronic Journal of Probability, 2007, 12, pp.1181-1211
Journal articles
hal-00485652v1
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Comportement asymptotique des processus de Markov auto-similaires positifs et forêts de Lévy stables conditionnées.
Juan Carlos Pardo Millan
Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2007. Français. ⟨NNT : ⟩
Theses
tel-00162262v1
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Marche aléatoire sur un immeuble affine de type $\tilde{A}_r$ et mouvement brownien de la chambre de Weyl
Bruno Schapira
2006
Preprints, Working Papers, ...
hal-00114681v1
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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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The Brouwer Lecture 2005: Statistical estimation with model selection
Lucien Birgé
2006
Preprints, Working Papers, ...
hal-00067763v1
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Strong localization and macroscopic atoms for directed polymers
Vincent Vargas
2006
Preprints, Working Papers, ...
hal-00020421v1
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Finance Mathématique et Probabilités Numériques
Bruno Bouchard
Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2007
Habilitation à diriger des recherches
tel-00116933v1
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Statistical Approaches in Learning Theory: boosting and ranking
Nicolas Vayatis
Mathematics [math]. Université Pierre et Marie Curie - Paris VI, 2006
Habilitation à diriger des recherches
tel-00120738v1
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Multifractal spectra and precise rates of decay in homogeneous fragmentation.
Nathalie Krell
2007
Preprints, Working Papers, ...
hal-00018531v2
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On prolific individuals in a supercritical continuous state branching process
Jean Bertoin
,
Joaquin Fontbona
,
Servet Martinez
2007
Preprints, Working Papers, ...
hal-00138189v1
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Asymptotic behavior of some weighted quadratic and cubic variations of the fractional Brownian motion
Ivan Nourdin
2007
Preprints, Working Papers, ...
hal-00144589v1
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A storage model with random release rate for modeling exposure to food contaminants
Patrice Bertail
,
Stéphan Clémençon
,
Jessica Tressou
2007
Preprints, Working Papers, ...
hal-00138279v3
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A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
Ivan Nourdin
2007
Preprints, Working Papers, ...
hal-00012961v5
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On the genealogy of conditioned stable Lévy forests
Loic Chaumont
,
Juan Carlos Pardo Millan
2007
Preprints, Working Papers, ...
hal-00155592v1
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On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive
Juan Carlos Pardo Millan
2007
Preprints, Working Papers, ...
hal-00137443v1
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Numerical performances of a warped wavelet estimation procedure for regression in random design
Christophe Chesneau
,
Thomas Willer
2007
Preprints, Working Papers, ...
hal-00133831v1
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Transductive and Inductive Adaptative Inference for Regression and Density Estimation
Pierre Alquier
Mathematics [math]. ENSAE ParisTech, 2006. English. ⟨NNT : ⟩
Theses
tel-00119593v1
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A slow transient diffusion in a drifted stable potential
Arvind Singh
2006
Preprints, Working Papers, ...
hal-00119374v1
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Débruitage géométrique d'images dans des bases orthonormées de bandelettes
Erwan Le Pennec
,
Charles H Dossal
,
Gabriel Peyré
,
Stéphane Mallat
GRETSI'07, Sep 2007, Troye, France. pp.969-972
Conference papers
hal-00365965v1
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Optimization methods in portfolio management and option hedging
Huyen Pham
3rd cycle. Hanoi (Vietnam), 2007, pp.27
Lectures
cel-00392212v1
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