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Stability of Feynman–Kac formulae with path-dependent potentials

Nicolas Chopin , P. del Moral , S. Rubenthaler
Stochastic Processes and their Applications, 2011, 121 (1), pp.38-60. ⟨10.1016/j.spa.2010.08.012⟩
Journal articles hal-02403312v1

Large deviations of the current in stochastic collisional dynamics

R. Lefevere , M. Mariani , L. Zambotti
Journal of Mathematical Physics, 2011, 52 (3), pp.033302. ⟨10.1063/1.3567169⟩
Journal articles hal-00608491v1

Approximate maximizers of intricacy functionals

Jerome Buzzi , Lorenzo Zambotti
2009
Preprints, Working Papers, ... hal-00416395v1

Quenched invariance principle for the Knudsen stochastic billiard in a random tube

F. Comets , S. Popov , G.M. Schütz , M. Vachkovskaia
Annals of Probability, 2010, 38 (3), pp.1019-1061. ⟨10.1214/09-AOP504⟩
Journal articles hal-00502971v1

On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions

F. Benaych-Georges
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2010, 46 (3), pp.644-652. ⟨10.1214/09-AIHP324⟩
Journal articles hal-00518147v1

Central Limit Theorems for Multiple Skorokhod Integrals

I. Nourdin , D. Nualart
Journal of Theoretical Probability, 2010, 23 (1), pp.39-64
Journal articles hal-00469195v1

Asymptotic analysis of hedging errors in models with jumps

P. Tankov , E. Voltchkova
Stochastic Processes and their Applications, 2009, 119 (6), pp.2004-2027. ⟨10.1016/j.spa.2008.10.002⟩
Journal articles hal-00400332v1

Billiards in a general domain with random reflections

F. Comets , S. Popov , G.M. Schütz , M. Vachkovskaia
Archive for Rational Mechanics and Analysis, 2009, 191 (3), pp.497-537
Journal articles hal-00401024v1

Branching Random Walks in Space-Time Random Environment: Survival Probability, Global and Local Growth Rates

Francis Comets , Nobuo Yoshida
2009
Preprints, Working Papers, ... hal-00402147v1

Peacocks and associated martingales, with explicit constructions

Marc Yor , F. Hirsch , Christophe Profeta , B. Roynette
Springer, pp.xxxii-384, 2011, Bocconi & Springer Series n.3
Books hal-00657769v1

GPGPUs in computational finance: massive parallel computing for American style options

G. Pagès , B. Wilbertz
Concurrency and Computation: Practice and Experience, 2011, Special Issue, 12 p. ⟨10.1002/cpe.1774⟩
Journal articles hal-00662165v1

Optimal investment with counterparty risk: a default-density modeling approach

Y. Jiao , H. Pham
Finance and Stochastics, 2011, 15 (4), pp.725-753
Journal articles hal-00658948v1

Remembering Paul Malliavin

Marc Yor , D.W. Stroock , J.-P. Kahane , R. Gundy , L. Gross , et al.
Notices of the American Mathematical Society, 2011, 58 (4), pp.568-573
Journal articles hal-00657760v1

Type I error rate control for testing many hypotheses: a survey with proofs

E. Roquain
Journal de la Société Française de Statistique, 2011, 152 (2), pp.3-38
Journal articles hal-00659347v1

Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

A.B. Tsybakov , V. Koltchinskii , K. Lounici
Annals of Statistics, 2011, 39 (5), pp.2302-2329. ⟨10.1214/11-AOS894⟩
Journal articles hal-00676868v1

Unifying approach for fluctuation theorems from joint probability distributions

V. Lecomte , R. Garcia-Garcia , D. Dominguez , A.B. Kolton
11th Granada Seminar on Computational and Statistical Physics, 2010, La Herradura, Spain. pp.277
Conference papers hal-00609941v1

Generalization of L1 Constraints for High Dimensional Regression Problems

P. Alquier , M. Hebiri
Statistics and Probability Letters, 2011, 81, pp.1760-1765
Journal articles hal-00659562v1

On martingales with given marginals and the scaling property

Marc Yor , D. Baker
C. Donati-Martin, A. Lejay, A. Rouault. Séminaire de probabilités XLIII, Springer, pp.437-439, 2011, Lecture Notes in Mathematics n. 2006
Book sections hal-00610189v1

The physical properties of the dust in the RCW 120 HII region as seen by Herschel

L. D. Anderson , Annie Zavagno , J. A. Rodon , D. Russeil , A. Abergel , et al.
Astronomy and Astrophysics - A&A, 2010, 518, pp.L99. ⟨10.1051/0004-6361/201014657⟩
Journal articles hal-00523445v1

On the use of self-organizing maps for the representation of Barcoding data : an application to Hylomyscus data

Violaine Nicolas , Catherine Laredo , Madalina Olteanu
Fourth International Barcode of Life Conference, 2011, Australia
Conference papers hal-00655591v1

Multi-dimensional Gaussian fluctuations on the Poisson space

C. Zheng , G. Peccati
Electronic Journal of Probability, 2010, 15 (48), pp.1487-1527
Journal articles hal-00707215v1

Weak convergence for the minimal position in a branching random walk: a simple proof

Z. Shi , E. Aïdekon
Periodica Mathematica Hungarica, 2010, 61 (1-2), pp.43-54. ⟨10.1007/s10998-010-3043-x⟩
Journal articles hal-00707219v1

The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation

G. Uribe Bravo
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2009, 45 (4), pp.1130-1149
Journal articles hal-00706795v1

Self-similar branching Markov chains

N. Krell
C. Donati-Martin, M. Emery, A. Rouault, C. Stricker. Séminaire de probabilités XLII, Springer, pp.261-280, 2009, Lecture Notes in Mathematics 1979
Book sections hal-00706804v1

Optimal Delaunay et Voronoi quantization methods for pricing American options

G. Pagès , B. Wilbertz
Numerical methods in Finance. Workshop Numerical methods in Finance, 2010,, 2010, Bordeaux, France. pp.171-217
Conference papers hal-00707862v1

Matrix coordinate Bethe ansatz: applications to X X Z and ASEP models

D. Simon , N. Crampé , E. Ragoucy
Journal of Physics A: Mathematical and Theoretical, 2011, 44 (40), 405003 - 17 p
Journal articles hal-00707377v1

A phase transition for the heights of a fragmentation tree

A. Joseph
Random Structures and Algorithms, 2011, 39 (2), pp.247-274
Journal articles hal-00707389v1

Disorder relevance at marginality and critical point shift

G. Giacomin , H. Lacoin , F.L. Toninelli
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2011, 47 (1), pp.148-175. ⟨10.1214/10-AIHP366⟩
Journal articles hal-00560927v1

Random walk with barycentric self-interaction

Francis Comets , Mikhail V. Menshikov , Stanislav Volkov , Andrew R. Wade
2010
Preprints, Working Papers, ... hal-00464471v1

The component sizes of a critical random graph with pre-described degree sequence

Adrien Joseph
2010
Preprints, Working Papers, ... hal-00545815v1