Normal Heat Conductivity in a periodic chain of anharmonic chain of oscillators
R. Lefevere
,
A. Schenkel
2005
Preprints, Working Papers, ...
hal-00008499v1
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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
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Fluctuations of the front in a one dimensional model of X+Y-->2X
Francis Comets
,
Jeremy Quastel
,
Alejandro F. Ramirez
2006
Preprints, Working Papers, ...
hal-00108095v1
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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
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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
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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
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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
2006
Preprints, Working Papers, ...
hal-00119966v1
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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.
2006
Preprints, Working Papers, ...
hal-00119972v1
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An invariance principle for Azéma martingales
N. Enriquez
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques , 2007, 43 (6), pp.717-727
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hal-00185957v1
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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
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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
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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
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hal-00211341v1
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Fractional moment bounds and disorder relevance for pinning models
B. Derrida
,
G. Giacomin
,
H. Lacoin
,
Fabio Lucio Toninelli
2007
Preprints, Working Papers, ...
hal-00202700v1
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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
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Generalized mirror averaging and D-convex aggregation
K. Lounici
Mathematical Methods of Statistics , 2007, 16 (3), pp.246-259
Journal articles
hal-00204674v1
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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
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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
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A micro-lesson on probability and symmetry
O. Adelman
The American Mathematical Monthly , 2007, 114 (9), pp.809
Journal articles
hal-00206123v1
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