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Portfolio optimization in a default model under full/partial information
Thomas Lim
,
Marie-Claire Quenez
2010
Preprints, Working Papers, ...
hal-00468072v2
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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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Generalized Fleming-Viot processes with immigration via stochastic flows of partitions
Clément Foucart
2011
Preprints, Working Papers, ...
hal-00572600v2
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Three applications of fragmentation and Poisson calculus to combinatorics
Adrien Joseph
Mathematics [math]. Université Pierre et Marie Curie - Paris VI, 2011. English. ⟨NNT : ⟩
Theses
tel-00605743v1
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Sur la théorie des excursions pour des processus de Lévy symétriques stables d'indice α ϵ ]1,2] et quelques applications
Fernando Cordero
Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2010. Français. ⟨NNT : ⟩
Theses
tel-00521136v1
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Multi-dimensional Gaussian fluctuations on the Poisson space
Giovanni Peccati
,
Cengbo Zheng
2010
Preprints, Working Papers, ...
hal-00472225v1
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THE EXACT PACKING MEASURE OF LEVY TREES
Thomas Duquesne
2010
Preprints, Working Papers, ...
hal-00527869v1
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A structural risk-neutral model for pricing and hedging power derivatives
René Aïd
,
Luciano Campi
,
Nicolas Langrené
2010
Preprints, Working Papers, ...
hal-00525800v1
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Nonparametric regression with martingale increment errors
Sylvain Delattre
,
Stéphane Gaïffas
2010
Preprints, Working Papers, ...
hal-00530581v1
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Partial functional quantization and generalized bridges
Sylvain Corlay
2011
Preprints, Working Papers, ...
hal-00560275v2
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Retrieving information from subordination
Jean Bertoin
,
Marc Yor
2010
Preprints, Working Papers, ...
hal-00484054v1
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Detection boundary in sparse regression
Yuri I. Ingster
,
Alexandre Tsybakov
,
Nicolas Verzelen
2010
Preprints, Working Papers, ...
hal-00516259v1
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Autour de la théorie des fluctuations pour des processus de Lévy stables d'indice supérieur à 1.
Fernando Cordero
Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France
Documents associated with scientific events
inria-00510340v1
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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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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
Journal articles
hal-00153372v2
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Some non-asymptotic results on resampling in high dimension, I: Confidence regions, II: Multiple tests
Sylvain Arlot
,
Gilles Blanchard
,
Etienne Roquain
Journal articles
hal-00194145v2
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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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Stochastic 2D hydrodynamical type systems: Well posedness and large deviations
Igor Chueshov
,
Annie Millet
Journal articles
hal-00295023v3
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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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Adaptive estimation of linear functionals in the convolution model and applications.
Cristina Butucea
,
Fabienne Comte
Journal articles
hal-00133750v1
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Optimal portfolio liquidation with execution cost and risk
Idris Kharroubi
,
Huyen Pham
Journal articles
hal-00394997v1
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Large deviation principle and inviscid shell models
Hakima Bessaih
,
Annie Millet
Electronic Journal of Probability, 2009, 14 (89), pp.2551-2579
Journal articles
hal-00383258v2
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Oscillations and Random Perturbations of a FitzHugh-Nagumo System
Catherine Doss
,
Michèle Thieullen
2009
Preprints, Working Papers, ...
hal-00395284v1
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Convergence of some random functionals of discretized semimartingales
Assane Diop
2010
Preprints, Working Papers, ...
hal-00446609v1
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Quantum random walks and minors of Hermitian Brownian motion
Francois Chapon
,
Manon Defosseux
2010
Preprints, Working Papers, ...
hal-00514958v1
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Packing and Hausdorff measures of stable trees.
Thomas Duquesne
2010
Preprints, Working Papers, ...
hal-00451064v1
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Sur l'estimation du support d'une densité
Gérard Biau
,
Benoît Cadre
,
Bruno Pelletier
42èmes Journées de Statistique, 2010, Marseille, France, France
Conference papers
inria-00494672v1
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Investigation of water vapor on Mars with PFS/SW of Mars Express
M. Tschimmel
,
N.I. Ignatiev
,
D.V. Titov
,
E. Lellouch
,
T. Fouchet
,
et al.
Journal articles
hal-00541673v1
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