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Optimal quantizers for Radon random vectors in a Banach space

Siegried Graf , Harald Luschgy , Gilles Pagès
Journal of Approximation Theory, 2007, 144 (1), 27-53 ; http://dx.doi.org/10.1016/j.jat.2006.04.006. ⟨10.1016/j.jat.2006.04.006⟩
Journal articles hal-00004668v1
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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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The critical random barrier for the survival of branching random walk with absorption

Bruno Jaffuel
2009
Preprints, Working Papers, ... hal-00430791v1
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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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Large deviation principle and inviscid shell models

Hakima Bessaih , Annie Millet
2009
Preprints, Working Papers, ... hal-00383258v1
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Non-central convergence of multiple integrals

Ivan Nourdin , Giovanni Peccati
2008
Preprints, Working Papers, ... hal-00174789v2
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Jarnik's convex lattice $n$-gon for non-symmetric norms

Imre Barany , Nathanael Enriquez
2009
Preprints, Working Papers, ... hal-00434287v1
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Rate of Convergence of Space Time Approximations for stochastic evolution equations

Istvan Gyöngy , Annie Millet
Potential Analysis, 2009, 30 (1), pp.29-64. ⟨10.1007/s11118-008-9105-5⟩
Journal articles hal-00153372v2
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Stochastic 2D hydrodynamical type systems: Well posedness and large deviations

Igor Chueshov , Annie Millet
2008
Preprints, Working Papers, ... hal-00295023v1
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Upper limits of Sinai's walk in random scenery

Olivier Zindy
Stochastic Processes and their Applications, 2008, 118, pp.981-1003
Journal articles hal-00105215v2
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A coarse graining for the Fortuin-Kasteleyn measure in random media

Marc Wouts
Stochastic Processes and their Applications, 2008, 118 (11), pp.1929-1972. ⟨10.1016/j.spa.2007.11.009⟩
Journal articles hal-00145720v2
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Exact confidence intervals for the Hurst parameter of a fractional Brownian motion

Jean-Christophe Breton , Ivan Nourdin , Giovanni Peccati
2009
Preprints, Working Papers, ... hal-00356718v1
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Approximation of the distribution of a stationary Markov process with application to option pricing

Gilles Pagès , Fabien Panloup
Bernoulli, 2009, 15 (1), pp.146-177
Journal articles hal-00139496v4
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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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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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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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Stochastic Homogenization of Quasilinear PDEs with a Spatial Degeneracy

François Delarue , Rémi Rhodes
Asymptotic Analysis, 2009, pp.61--90
Journal articles hal-00141167v1
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A new algorithm for estimating the effective dimension-reduction subspace

Arnak S. Dalalyan , Anatoli B. Juditsky , Vladimir Spokoiny
Journal of Machine Learning Research, 2008, 9, pp.1647-1678
Journal articles hal-00128129v2
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Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion

Jean-Christophe Breton , Ivan Nourdin
2008
Preprints, Working Papers, ... hal-00273694v1
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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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Passage of Lévy Processes across Power Law Boundaries at Small Times

Jean Bertoin , Ronald Doney , Ross Maller
Annals of Probability, 2008, 36 (1), pp.160-197. ⟨10.1214/009117907000000097⟩
Journal articles hal-00020500v2
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An alternative expression for the Black-Scholes formula in terms of Brownian first and last passage times

D. Madan , Bernard Roynette , Marc Yor
2008
Preprints, Working Papers, ... hal-00257403v1
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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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Adaptive estimation of linear functionals in the convolution model and applications.

Cristina Butucea , Fabienne Comte
Bernoulli, 2009, 15 (1), pp.69-98. ⟨10.3150/08-BEJ146⟩
Journal articles hal-00133750v1
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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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On a surprising relation between rectangular and square free convolutions

Florent Benaych-Georges
2008
Preprints, Working Papers, ... hal-00292939v2