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On the limiting law of the length of the longest common and increasing subsequences in random words

Jean-Christophe Breton , Christian Houdré
Stochastic Processes and their Applications, 2017, 127 (5), pp.1676-1720. ⟨10.1016/⟩
Journal articles hal-01153127v1
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Computing Individual Risks based on Family History in Genetic Disease in the Presence of Competing Risks

Grégory Nuel , Alexandra Lefebvre , Olivier Bouaziz
Computational and Mathematical Methods in Medicine, 2017
Journal articles hal-01560832v2
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Weighted Multilevel Langevin Simulation of Invariant Measures

Gilles Pagès , Fabien Panloup
Annals of Applied Probability, 2018, 28 (6), pp.3358-3417. ⟨10.1214/17-AAP1364⟩
Journal articles hal-01340798v1
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Reflected BSDEs when the obstacle is not right-continuous and optimal stopping

Miryana Grigorova , Peter Imkeller , Elias Offen , Youssef Ouknine , Marie-Claire Quenez
Annals of Applied Probability, 2017
Journal articles hal-01141801v2
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Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs

Miryana Grigorova , Marie-Claire Quenez
Stochastics: An International Journal of Probability and Stochastic Processes, 2017, 89 (1), ⟨10.1080/17442508.2016.1166505⟩
Journal articles hal-01519215v1
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A N-branching random walk with random selection

Aser Cortines , Bastien Mallein
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2017, 14 (1), pp.117--137
Journal articles hal-01322468v1
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Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options

Stéphane Goutte , Amine Ismail , Huyên Pham
Applied Mathematical Finance, 2017, 24 (1), pp.38-75. ⟨10.1080/1350486X.2017.1333015⟩
Journal articles hal-01212018v2
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Minimal time spiking in various ChR2-controlled neuron models

Vincent Renault , Michèle Thieullen , Emmanuel Trélat
Journal of Mathematical Biology, 2018, 76 (3), pp.567--608. ⟨10.1007/s00285-017-1101-1⟩
Journal articles hal-01320492v1
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Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via Optogenetics

Vincent Renault , Michèle Thieullen , Emmanuel Trélat
Networks and Heterogeneous Media, 2017, 12 (3), pp.417--459
Journal articles hal-01320498v1
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Approche analytique pour le mouvement brownien réfléchi dans des cônes

Sandro Franceschi
Probabilités [math.PR]. Université de Tours, 2017. Français. ⟨NNT : ⟩
Theses tel-01662176v1
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Anna Ben-Hamou , Justin Salez
Annals of Probability, 2017, ⟨10.1214/16-AOP1100⟩
Journal articles hal-01141192v1
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Exact packing measure of the range of $\psi$-Super Brownian motions.

Thomas Duquesne , Xan Duhalde
Probability Theory and Related Fields, 2017, ⟨10.1007/s00440-015-0680-2⟩
Journal articles hal-01025477v1
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Thomas Duquesne , Minmin Wang
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2017, ⟨10.1214/15-AIHP725⟩
Journal articles hal-01132231v1
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Brownian motion and Random Walk above Quenched Random Wall

Bastien Mallein , Piotr Miłoś
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2017, ⟨10.1214/17-AIHP859⟩
Journal articles hal-01322463v2
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Positive association of the oriented percolation cluster in randomly oriented graphs

François Bienvenu
Preprints, Working Papers, ... hal-01649325v1
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The near-critical Gibbs measure of the branching random walk

Michel Pain
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2018, 54 (3), ⟨10.1214/17-AIHP850⟩
Journal articles hal-01499659v1
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Nested polynomial trends for the improvement of Gaussian process-based predictors

Guillaume Perrin , Christian Soize , Sophie Marque-Pucheu , Josselin Garnier
Journal of Computational Physics, 2017, 346, pp.389 - 402. ⟨10.1016/⟩
Journal articles hal-01562655v1
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Fixed effects selection in the linear mixed-effects model using adaptive ridge procedure for L0 penalty performance

Eric Adjakossa , Grégory Nuel
Preprints, Working Papers, ... hal-01494187v2
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Bellman equation and viscosity solutions for mean-field stochastic control problem

Huyên Pham , Xiaoli Wei
ESAIM: Control, Optimisation and Calculus of Variations, 2018, 24 (1), pp.437-461. ⟨10.1051/cocv/2017019⟩
Journal articles hal-01248317v3
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R. Dujardin - Some problems of arithmetic origin in complex dynamics and geometry (part3)

Romain Dujardin , Jérémy Magnien
Videos medihal-01716168v1
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L0 regularisation for the estimation of piecewise constant hazard rates in survival analysis

Olivier Bouaziz , Grégory Nuel
Applied Mathematics, 2017, 8 (3), pp.377-394
Journal articles hal-01366489v2
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Wangru Sun
Preprints, Working Papers, ... hal-01631875v1
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Optimal trading policies for wind energy producer

Zongjun Tan , Peter Tankov
SIAM Journal on Financial Mathematics, 2018, 9 (1), pp.315--346. ⟨10.1137/16M1093069⟩
Journal articles hal-01348828v1
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The Li-Yau inequality and applications under a curvature-dimension condition

Dominique Bakry , François Bolley , Ivan Gentil
Annales de l'Institut Fourier, 2017, 67 (1), pp.397-421
Journal articles hal-01094046v3
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Area anomaly and generalized drift of iterated sums for hidden Markov walks

Olga Lopusanschi , Damien Simon
Preprints, Working Papers, ... hal-01586794v1
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Assistance for home care of the elderly with sensor solutions.

Julie Oger , Mathilde Mougeot , Stéphane Besseau
Journées d'Etude sur la TéléSANté, 6ème edition, Pôle Capteurs, Université d'Orléans, May 2017, Bourges, France
Conference papers hal-01692425v1
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The master field on the plane.

Thierry Lévy
Asterisque, 2017, 388
Journal articles hal-00650653v2
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Random walk on sparse random digraphs

Charles Bordenave , Pietro Caputo , Justin Salez
Probability Theory and Related Fields, 2018, 170 (3-4), pp.933-960. ⟨10.1007/s00440-017-0796-7⟩
Journal articles hal-01187523v1
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Dimers on Rail Yard Graphs

Cédric Boutillier , Jérémie Bouttier , Guillaume Chapuy , Sylvie Corteel , Sanjay Ramassamy
Annales de l’Institut Henri Poincaré (D) Combinatorics, Physics and their Interactions, 2017, 4 (4), pp.479-539. ⟨10.4171/AIHPD/46⟩
Journal articles cea-01144118v1
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Statistical clustering of temporal networks through a dynamic stochastic block model

Catherine Matias , Vincent Miele
Journal of the Royal Statistical Society: Series B, 2017, 79 (4), pp.1119-1141. ⟨10.1111/rssb.12200⟩
Journal articles hal-01167837v2