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Partial Differential Equation and Noise

Ennio Fedrizzi
Probability [math.PR]. Université Paris-Diderot - Paris VII, 2012. English. ⟨NNT : ⟩
Theses tel-00759355v1
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Two studies in risk management: portfolio insurance under risk measure constraint and quadratic hedge for jump processes.

Carmine de Franco
Probability [math.PR]. Université Paris-Diderot - Paris VII, 2012. English. ⟨NNT : ⟩
Theses tel-00708397v1
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Constrained information transmission on Erdös-Rényi graphs

Francis Comets , Christophe Gallesco , Serguei Popov , Marina Vachkovskaia
2013
Preprints, Working Papers, ... hal-00918904v1
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Localization Transition for Polymers in Poissonian Medium

Francis Comets , Nobuo Yoshida
2012
Preprints, Working Papers, ... hal-00704994v2
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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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Partial functional quantization and generalized bridges

Sylvain Corlay
2011
Preprints, Working Papers, ... hal-00560275v2
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Sparse Regression Learning by Aggregation and Langevin Monte-Carlo

Arnak S. Dalalyan , Alexandre Tsybakov
Journal of Computer and System Sciences, 2012, 78 (5), pp.1423-1443. ⟨10.1016/j.jcss.2011.12.023⟩
Journal articles hal-00362471v4
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Statistical mechanics on isoradial graphs

Cédric Boutillier , Béatrice de Tilière
Jean-Dominique Deuschel, Barbara Gentz, Wolfgang König, Max von Renesse, Michael Scheutzow, Uwe Schmock. Probability in Complex Physical Systems, 11, Springer, pp.491-512, 2012, Springer Proceedings in Mathematics, ⟨10.1007/978-3-642-23811-6_20⟩
Book sections hal-00546224v1
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Random Young diagrams in a Rectangular Box

Dan Beltoft , Cédric Boutillier , Nathanaël Enriquez
Moscow Mathematical Journal, 2012, 12 (4), pp.719-745
Journal articles hal-00508535v2
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Explicit expression for the generating function counting Gessel's walks

Irina Kurkova , Kilian Raschel
Advances in Applied Mathematics, 2011, 47, pp.414-433
Journal articles hal-00438190v3
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Statistical methods of SNP data analysis with applications

Alexander Bulinski , Oleg Butkovsky , Alexey Shashkin , Pavel Yaskov
2011
Preprints, Working Papers, ... hal-00600143v1
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Characterization of the optimal boundaries in reversible investment problems

Salvatore Federico , Huyen Pham
2013
Preprints, Working Papers, ... hal-00676352v2
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Semaine d'Etude Mathématiques et Entreprises 4 : Planification optimale de production d'énergie sous contraintes technologiques

Pierre Bochard , Sylvain Carré , Rémi Catellier , Franck Gabriel , Viviana Letizia , et al.
2012
Preprints, Working Papers, ... hal-00793550v1
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Une famille d'applications linéaires liée à l'hypothèse de Riemann généralisée

Eric Saias
2013
Preprints, Working Papers, ... hal-00836097v1
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Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors

Florent Benaych-Georges , Thierry Cabanal-Duvillard
2012
Preprints, Working Papers, ... hal-00690425v2
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Arbres, Processus de branchement non markoviens et Processus de Lévy

Mathieu Richard
Probabilités [math.PR]. Université Pierre et Marie Curie - Paris VI, 2011. Français. ⟨NNT : ⟩
Theses tel-00649235v1
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Inhomogeneous and Anisotropic Conditional Density Estimation from Dependent Data

Nathalie Akakpo , Claire Lacour
Electronic Journal of Statistics , 2011, 5, pp.1618-1653. ⟨10.1214/11-EJS653⟩
Journal articles hal-00557307v2
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Cellular Tree Classifiers

Gérard Biau , Luc Devroye
2013
Preprints, Working Papers, ... hal-00778520v2
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Finite-temperature and finite-time scaling of the directed polymer free-energy with respect to its geometrical fluctuations

Elisabeth Agoritsas , Sebastian Bustingorry , Vivien Lecomte , Gregory Schehr , Thierry Giamarchi
Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2012, 86 (3), pp.031144. ⟨10.1103/PhysRevE.86.031144⟩
Journal articles hal-00713432v1
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Prediction of quantiles by statistical learning and application to GDP forecasting

Pierre Alquier , Xiaoyin Li
The Fifteenth International Conference on Discovery Science (DS 2012), Oct 2012, Lyon, France. pp.22-36
Conference papers hal-00671982v3
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Scaling limit of the path leading to the leftmost particle in a branching random walk

Xinxin Chen
SIAM Theory of Probability and its Applications, 2013, 59 (4), pp.567-589
Journal articles hal-00827040v1
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The singular values and vectors of low rank perturbations of large rectangular random matrices

Florent Benaych-Georges , Raj Rao Nadakuditi
2011
Preprints, Working Papers, ... hal-00575203v2
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Calcul d'Itô étendu

Alexander Walsh
Mathematics [math]. Université Pierre et Marie Curie - Paris VI, 2011. English. ⟨NNT : ⟩
Theses tel-00627558v1
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Volume entropy rigidity of non-positively curved symmetric spaces

Francois Ledrappier
2011
Preprints, Working Papers, ... hal-00628248v1
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Minimax optimality of the local multi-resolution projection estimator over Besov spaces

Jean-Baptiste Monnier
2012
Preprints, Working Papers, ... hal-00674091v2
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Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm

Vianney Perchet
2013
Preprints, Working Papers, ... hal-00773217v1
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Continuous time regime switching model applied to foreign exchange rate.

Stéphane Goutte , Benteng Zou
2012
Preprints, Working Papers, ... hal-00643900v2
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Windings of planar stable processes

Ron A. Doney , Stavros Vakeroudis
2012
Preprints, Working Papers, ... hal-00679710v3
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Bougerol's identity in law and extensions

Stavros Vakeroudis
2012
Preprints, Working Papers, ... hal-00663488v1