|
|
Optimal quantizers for Radon random vectors in a Banach space
Siegried Graf
,
Harald Luschgy
,
Gilles Pagès
Journal articles
hal-00004668v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
The critical random barrier for the survival of branching random walk with absorption
Bruno Jaffuel
2009
Preprints, Working Papers, ...
hal-00430791v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Large deviation principle and inviscid shell models
Hakima Bessaih
,
Annie Millet
2009
Preprints, Working Papers, ...
hal-00383258v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Non-central convergence of multiple integrals
Ivan Nourdin
,
Giovanni Peccati
2008
Preprints, Working Papers, ...
hal-00174789v2
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Jarnik's convex lattice $n$-gon for non-symmetric norms
Imre Barany
,
Nathanael Enriquez
2009
Preprints, Working Papers, ...
hal-00434287v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Rate of Convergence of Space Time Approximations for stochastic evolution equations
Istvan Gyöngy
,
Annie Millet
Journal articles
hal-00153372v2
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Stochastic 2D hydrodynamical type systems: Well posedness and large deviations
Igor Chueshov
,
Annie Millet
2008
Preprints, Working Papers, ...
hal-00295023v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A coarse graining for the Fortuin-Kasteleyn measure in random media
Marc Wouts
Journal articles
hal-00145720v2
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Finance Mathématique et Probabilités Numériques
Bruno Bouchard
Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2007
Habilitation à diriger des recherches
tel-00116933v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Multifractal spectra and precise rates of decay in homogeneous fragmentation.
Nathalie Krell
2007
Preprints, Working Papers, ...
hal-00018531v2
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
On prolific individuals in a supercritical continuous state branching process
Jean Bertoin
,
Joaquin Fontbona
,
Servet Martinez
2007
Preprints, Working Papers, ...
hal-00138189v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Asymptotic behavior of some weighted quadratic and cubic variations of the fractional Brownian motion
Ivan Nourdin
2007
Preprints, Working Papers, ...
hal-00144589v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Stochastic Homogenization of Quasilinear PDEs with a Spatial Degeneracy
François Delarue
,
Rémi Rhodes
Asymptotic Analysis, 2009, pp.61--90
Journal articles
hal-00141167v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Passage of Lévy Processes across Power Law Boundaries at Small Times
Jean Bertoin
,
Ronald Doney
,
Ross Maller
Journal articles
hal-00020500v2
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
On the genealogy of conditioned stable Lévy forests
Loic Chaumont
,
Juan Carlos Pardo Millan
2007
Preprints, Working Papers, ...
hal-00155592v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Adaptive estimation of linear functionals in the convolution model and applications.
Cristina Butucea
,
Fabienne Comte
Journal articles
hal-00133750v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Numerical performances of a warped wavelet estimation procedure for regression in random design
Christophe Chesneau
,
Thomas Willer
2007
Preprints, Working Papers, ...
hal-00133831v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
On a surprising relation between rectangular and square free convolutions
Florent Benaych-Georges
2008
Preprints, Working Papers, ...
hal-00292939v2
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|