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Evolutionary consequences of behavioral diversity

Alexander J. Stewart , Todd L. Parsons , Joshua B. Plotkin
Proceedings of the National Academy of Sciences of the United States of America, 2016, 113 (45), pp.E7003 - E7009. ⟨10.1073/pnas.1608990113⟩
Journal articles hal-01514653v1

From coherent shocklets to giant collective incoherent shock waves in nonlocal turbulent flows

G. Xu , D. Vocke , D. Faccio , J. Garnier , T. Roger , et al.
Nature Communications, 2015, 6, n°8131 - 10 p. ⟨10.1038/ncomms9131⟩
Journal articles hal-01263734v1

Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems

Roxana Dumitrescu , Marie-Claire Quenez , Agnès Sulem
Journal of Optimization Theory and Applications, 2015, 167 (1), pp.23. ⟨10.1007/s10957-014-0635-2⟩
Journal articles hal-01096501v1

Rates of convergence of rho-estimators for sets of densities satisfying shape constraints

Yannick Baraud , Lucien Birgé
Stochastic Processes and their Applications, 2016, DOI : 10.1016/
Journal articles hal-01396577v1

Lines on the Horizon

Frédéric Jaeck , Angelo Guerraggio , Laurent Mazliak
Images of Italian Mathematics in France, Springer International Publishing, pp.127-179, 2016, Trends in the History of Science, 9783319400822. ⟨10.1007/978-3-319-40082-2_6⟩
Book sections hal-03410097v1

Fluctuations at the edges of the spectrum of the full rank deformed GUE

Mireille Capitaine , S. Péché
Probability Theory and Related Fields, 2016, 165 (1), pp.117-161. ⟨10.1007/s00440-015-0628-6⟩
Journal articles hal-01011501v1

Large deviations for the empirical measure of heavy tailed Markov renewal processes

Lorenzo Zambotti , Mauro Mariani
Advances in Applied Probability, 2016, 48 (3), pp.648-671
Journal articles hal-01504760v1

A Bernstein-von Mises theorem for smooth functionals in semiparametric models

Ismael Castillo , Judith Rousseau
Annals of Statistics, 2015, 43 (6), pp.2353-2383. ⟨10.1214/15-AOS1336⟩
Journal articles hal-01252897v1

Large deviations for power-law thinned Lévy processes

E. Aïdekon , R. van Der Hofstad , S. Kliem , J.S.H. van Leeuwaarden
Stochastic Processes and their Applications, 2016, 126 (5), pp.1353-1384
Journal articles hal-01304927v1

Volterra and the journeys of French students in the 1910s

L. Mazliak
Revista Brasileira de História da Matemática, 2015, 14 (29), pp.1-30
Journal articles hal-01269683v1

Numerical methods for the quadratic hedging problem in Markov models with jumps

C. de Franco , P. Tankov , X. Warin
The Journal of Computational Finance, 2015, 19 (2), pp.29-67. ⟨10.21314/JCF.2015.294⟩
Journal articles hal-01269715v1

A new look at short-term implied volatility in asset price models with jumps

A. Mijatovic , P. Tankov
Mathematical Finance, 2016, 26 (1), pp.149-183. ⟨10.1111/mafi.12055⟩
Journal articles hal-01269722v1

From the Italian-Austrian front: selected writings by Italian mathematicians at war

L. Mazliak , R. Tazzioli
Lettera Matematica International edition, 2015, 3 (1-2), pp.73-84
Journal articles hal-01260484v1

High frequency trading and asymptotics for small risk aversion in a Markov renewal model

P. Fodra , H. Pham
SIAM Journal on Financial Mathematics, 2015, 6 (1), pp.656-684. ⟨10.1137/140976005⟩
Journal articles hal-01261362v1

Generalized Poland-Scheraga denaturation model and two-dimensional renewal processes

Giambattista Giacomin , Maha Khatib
Books hal-01361730v1

Editorial: First Issue on Mean Field Games

Alain Bensoussan , François Delarue
Applied Mathematics and Optimization, 2016, 74 (3), pp.455 - 457. ⟨10.1007/s00245-016-9396-7⟩
Journal articles hal-01868153v1

Weak approximation of martingale representations

R. Cont , Y. Lu
Stochastic Processes and their Applications, 2016, 126 (3), pp.857-882. ⟨10.1016/⟩
Journal articles hal-01266220v1

On effective attenuation in multiscale composite media

J. Garnier , K. Solna
Waves in Random and Complex Media, 2015, 25 (4), pp.482-505
Journal articles hal-01260026v1

White-noise paraxial approximation for a general random hyperbolic system

J. Garnier , K. Solna
Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 2015, 13 (3), pp.1022-1060
Journal articles hal-01260031v1

Fixed points in multiple equilibria probability-migration models

M. Garçon , J. Garnier , Abdennebi Omrane
Serdica Mathematical Journal, 2015, 41 (2-3), pp.263-276
Journal articles hal-01260038v1

Application of Belief Propagation to Genome-Wide Association Studies

Vittorio Perduca , Grégory Nuel
8ème Journées Francophones sur les Réseaux Bayésiens et les Modèles Graphiques Probabilistes (JFRB 2016), Jun 2016, Clermont Ferrand, France
Conference papers hal-01343106v1

Limit theorems for weighted and regular Multilevel estimators

Daphné Giorgi , Vincent Lemaire , Gilles Pagès
Monte Carlo Methods and Applications, 2017, 23 (1), pp.43. ⟨10.1515/mcma-2017-0102⟩
Journal articles hal-01398292v1

Robust seismic velocity change estimation using ambient noise recordings

Emmanouil Daskalakis , C.P. Evangelidis , Josselin Garnier , Melis N.S. , George Papanicolaou , et al.
Geophysical Journal International, 2016, 205 (3), pp.1926-1936. ⟨10.1093/gji/ggw142⟩
Journal articles hal-01436895v1

Apparent attenuation of shear waves propagating through a stratified anisotropic medium

Josselin Garnier , Knut Sølna
Stochastics and Dynamics, 2016, 16 (4), pp.1650009
Journal articles hal-01377785v1

Breakpoint Model for Logistic Regression and Application to the detection of G x E Interactions

Grégory Nuel , Flora Alarcon
International Biometric Conference, Jul 2016, Victoria, Canada
Conference papers hal-01427253v1

A Family of Two Dimensionally Determined Ergodic Processes

D. Hamdan
Journal of Fourier Analysis and Applications, 2015, 21 (1), pp.137-160. ⟨10.1007/s00041-014-9363-0⟩
Journal articles hal-01108694v1

High-dimensional p-norms

Gérard Biau , D.M. Mason
M. Hallin, D.M. Mason, D. Pfeifer, J.G. Steinebach. Mathematical Statistics and Limit Theorems. Festschrift in Honour of Paul Deheuvels, Springer, pp.21-40, 2015
Book sections hal-01174083v1

‘To each according to his trade’: Italian mathematicians at war

L. Mazliak , R. Tazzioli
Lettera Matematica International edition, 2015, 3 (1-2), pp.3-15
Journal articles hal-01174732v1

Market viability and martingale measures under partial information

C. Fontana , B. Oksendal , A. Sulem
Methodology and Computing in Applied Probability, 2015, 17 (1), pp.15-39. ⟨10.1007/s11009-014-9397-4⟩
Journal articles hal-01171646v1

Feynman–Kac representation of Fully Nonlinear PDEs and Applications

H. Pham
Acta Mathematica Vietnamica, 2015, 40 (2), pp.255-269. ⟨10.1007/s40306-015-0128-x⟩
Journal articles hal-01172293v1