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

R. Lefevere , A. Schenkel
Preprints, Working Papers, ... hal-00008499v1

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

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

Estimates on path delocalization for copolymers at selective interfaces

G. Giacomin , Fabio Lucio Toninelli
Probability Theory and Related Fields, 2005, 133 n.4, pp.464-482
Journal articles hal-00014639v1

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

CDSD-1000, the high-temperature carbon dioxide spectroscopic databank and information system

S. A. Tashkun V. I. Perevalov J-L. Teffo A.D. Bykov N.N. Lavrentieva Y.L. Babikov
Preprints, Working Papers, ... hal-00119966v1

The spectrum of acetylene in the 5-µm region from new line-parameter measurements

D. Jacquemart , J.-Y. Mandin , V. Dana , L. Regalia-Jarlot , J.-J. Plateaux , et al.
Preprints, Working Papers, ... hal-00119972v1

An invariance principle for Azéma martingales

N. Enriquez
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2007, 43 (6), pp.717-727
Journal articles hal-00185957v1

Much ado about Derrida's GREM

I. Kurkova , A. Bovier
A. Bovier, E. Bolthausen. Spin Glasses, Springer, pp.81-116, 2007, Lecture notes in mathematics n°1900
Book sections hal-00213458v1

On the speed of convergence of space discretization schemes for stochastic evolution equations

Annie Millet
Stochastic Analysis, Stochastic Partial Differential Equations andApplications to Fluid Dynamics and Particle Systems. Centro di Giorgi, Scuola Normale de Pisa, Apr 2006, Pisa, Italy
Conference papers hal-00268925v1

Non-collinding paths in the Honeycomb Dimer model and the Dyson process

C. Boutillier
Journal of Statistical Physics, 2007, 129 (5-6), pp.1117-1135
Journal articles hal-00211341v1

Le théorème de Riesz-Raikov-Bourgain pour un endomorphisme algébrique de R^p

J.C. Lootgieter
Annales de l'Institut Fourier, 2007, 57 (1), pp.45-126
Journal articles hal-00160919v1

Adaptive boxcar deconvolution on full Lebesgue measure sets

G. Kerkyacharian , D. Picard , M. Raimondo
Statistica Sinica, 2007, 17 (1), pp.317-340
Journal articles hal-00160979v1

Laplace transforms for integrals of Markov processses

S. Lawi , C. Albanese
Markov Processes And Related Fields, 2005, 11 n.4, pp.677-724
Journal articles hal-00017924v1

Translation invariant Gibbs states for the Ising model

T. Bodineau
Probability Theory and Related Fields, 2006, 135 n.2, pp.153-168
Journal articles hal-00023773v1

Inversion de l'espace et du temps des processus de Lévy stables

S. Fourati
Probability Theory and Related Fields, 2006, 135 n.2, pp.201-215
Journal articles hal-00023775v1

No-arbitrage in discrete-time markets with proportional transaction costs and general information structure

Bruno Bouchard
Finance and Stochastics, 2006, 10 n.2, pp.276-297
Journal articles hal-00080114v1

A model of optimal portfolio selection under liquidity risk and price impact

V. Ly Vath , M. Mnif , H. Pham
Finance and Stochastics, 2007, 11 n.1, pp.51-90
Journal articles hal-00127972v1

On some Fourier aspects of the construction of certain Wiener integrals

Marc Yor , T. Funaki , Y. Hariya , F. Hirsch
Stochastic Processes and their Applications, 2007, 117 n.1, pp.1-22
Journal articles hal-00128048v1

Pénalisations et quelques extensions du théorème de Pitman, relatives au mouvement Brownien et à son maximum unilatère

Marc Yor , B. Roynette , P. Vallois
M. Emery, M. Yor. Séminaire de probabilités XXXIX. In Memoriam Paul-André Meyer, Springer, pp.305-336, 2006, Lecture Notes in Mathematics n°1874
Book sections hal-00128801v1

On multidimensional branching random walks in random environment

F. Comets , S. Popov
Annals of Probability, 2007, 35 (1), pp.68-114
Journal articles hal-00143395v1

Optimal strategies and utility-based prices converge when agents' preferences do

L. Carassus , M. Rasonyi
Mathematics of Operations Research, 2007, 32 (1), pp.102-117
Journal articles hal-00143343v1

Different aspects of a model for random fragmentation processes

J. Bertoin
Markov Processes And Related Fields, 2006, 12 n.2, pp.335-339
Journal articles hal-00091887v1

Fractional moment bounds and disorder relevance for pinning models

B. Derrida , G. Giacomin , H. Lacoin , Fabio Lucio Toninelli
Preprints, Working Papers, ... hal-00202700v1

Stein shrinkage and second-order efficiency for semiparametric estimation of the shift

A. Dalalyan
Mathematical Methods of Statistics, 2007, 16 (1), pp.42-62
Journal articles hal-00204671v1

Generalized mirror averaging and D-convex aggregation

K. Lounici
Mathematical Methods of Statistics, 2007, 16 (3), pp.246-259
Journal articles hal-00204674v1

Nonparametric estimation of the purity of a quantum state in quantum homodyne tomography with noisy data

Katia Meziani
Mathematical Methods of Statistics, 2007, 16 (4), pp.354-368
Journal articles hal-00204678v1

A slow transient diffusion in a drifted stable potential

A. Singh
Journal of Theoretical Probability, 2007, 20 (2), pp.153-166
Journal articles hal-00157856v1

A micro-lesson on probability and symmetry

O. Adelman
The American Mathematical Monthly, 2007, 114 (9), pp.809
Journal articles hal-00206123v1