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Optimal investment decisions when time-horizon is uncertain

Nicole El Karoui , C. Blanchet-Scalliet , M. Jeanblanc , L. Martinelli
Journal of Mathematical Economics, 2008, 44 (11), pp.1100-1113
Journal articles hal-00708493v1

The Barnes G function and its relations with sums and products of generalized gamma convolution variables

Marc Yor , A. Nikeghbali
Electronic Communications in Probability, 2009, 14 (39), pp.396-411
Journal articles hal-00657746v1

An introduction to an autobiographical note by Paul Lévy, written for Takeyuki Hida in 1969

L. Mazliak , G. Shafer
Electronic Journ@l for History of Probability and Statistics - Journal Electronique d'Histoire des Probabilités et de la Statistique, 2009, 5 (1), 6 pp
Journal articles hal-00531682v1

Iterative feature selection and the correlation selector: Oracle inequalities and numerical performances

P. Alquier
Electronic Journal of Statistics , 2008, 2, pp.1129-1152
Journal articles hal-00354923v1

The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations

C. Donati-Martin , Mireille Capitaine , D. Féral
Annals of Probability, 2009, 37 (1), pp.1-47
Journal articles hal-00379900v1

The bead model and limit behaviors of dimer models

C. Boutillier
Annals of Probability, 2009, 37 (1), pp.107-142
Journal articles hal-00379901v1

Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees

Z. Shi , Y. Hu
Annals of Probability, 2009, 37 (2), pp.742-789
Journal articles hal-00414685v1

Kingman's coalescent and Brownian motion

J. Berestycki , N. Berestycki
Preprints, Working Papers, ... hal-00375053v1

Identification of Green's functions singularities by cross correlation of noisy signals

Josselin Garnier , Claude Bardos , G. Papanicolaou
Inverse Problems, 2008, 24 (1), 015011, 26 p
Journal articles hal-00292046v1

Effective transport equations and enhanced backscattering in random waveguides

Josselin Garnier , K. Solna
SIAM Journal on Applied Mathematics, 2008, 68 (6), pp.1574-1599
Journal articles hal-00292048v1

Agrégation d'estimateurs et optimisation stochastique

A.B. Tsybakov
Journal de la Société Française de Statistique, 2008, 149 (2), pp.3-26
Journal articles hal-00291536v1

Multifractal spectra and precise rates of decay in homogeneous fragmentations

N. Krell
Stochastic Processes and their Applications, 2008, 118 (6), pp.897-916
Journal articles hal-00292649v1

Pulse propagation in random media with long-range correlation

Josselin Garnier , K. Solna
Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 2009, 7 (3), pp.1302-1324
Journal articles hal-00401558v1

A metamodeling approach for studying ignition target robustness in a highly dimensional parameter space

Josselin Garnier , G. Giorla , A. Masson , F. Poggi , R. Quach , et al.
Physics of Plasmas, 2009, 16 (3), 032704 - 9p
Journal articles hal-00401562v1

Simultaneous analysis of Lasso and Dantzig selector

A.B. Tsybakov , P.J. Bickel , Y. Ritov
Annals of Statistics, 2009, 37 (4), pp.1705-1732
Journal articles hal-00401585v1

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

Decomposition of Triebel-Lizorkin and Besov spaces in the context of Laguerre expansions

G. Kerkyacharian , P. Petrushev , D. Picard , Y. Xu
Journal of Functional Analysis, 2009, 256 (4), pp.1137-1188
Journal articles hal-00401016v1

Asymptotics for spherical needlets

G. Kerkyacharian , P. Baldi , D. Marinucci , D. Picard
Annals of Statistics, 2009, 37 (3), pp.1150-1171
Journal articles hal-00401019v1

A conservative evolution of the Brownian excursion

L. Zambotti
Electronic Journal of Probability, 2008, 13 (37), pp.1096-1119
Journal articles hal-00300427v1

Recovering probabilities for nucleotide trimming processes for T cell receptor TRA and TRG V-J junctions analysed with IMGT tools

Gérard Biau , K. Bleakley , M.-P. Lefranc
BMC Bioinformatics, 2008, 9, pp.408-414
Journal articles hal-00355375v1

Coding over infinite alphabets

S. Boucheron , Aurélien Garivier , E. Gassiat
IEEE Transactions on Information Theory, 2009, 55 (1), pp.358-373
Journal articles hal-00356674v1

Exact confidence intervals for the Hurst parameter of a fractional Brownian motion

I. Nourdin , J.-C. Breton , G. Peccati
Electronic Journal of Statistics , 2009, 3, pp.416-425
Journal articles hal-00401096v1

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 stochastic 2D hydrodynamical systems

Annie Millet
9ème Colloque Franco Roumain de Mathématiques Appliquées, Aug 2008, Brasov, Romania
Conference papers hal-00268949v1

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

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

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