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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

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

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

A simple, semi-deterministic approximation to the distribution of selective sweeps in large populations

G. Martin , A. Lambert
Theoretical Population Biology, 2015, 101, pp.40-46
Journal articles hal-01176239v1

Invariant measures of Mass Migration Processes

Lucie Fajfrovà , Thierry Gobron , Ellen Saada
Electronic Journal of Probability, 2016, 21 (60), pp.1-52. ⟨10.1214/16-EJP4399⟩
Journal articles hal-01172112v1

The local limit of unicellular maps in high genus

Omer Angel , Guillaume Chapuy , Nicolas Curien , Gourab Ray
Electronic Communications in Probability, 2013, 18 (86), pp.1-8. ⟨10.1214/ECP.v18-3037⟩
Journal articles hal-01185315v1
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A coupling approach for the convergence to equilibrium for a collisionless gas

Armand Bernou , Nicolas Fournier
Annals of Applied Probability, 2022, 32, pp.764--811
Journal articles hal-02306374v1

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
Image document

Two-dimensional Brownian random interlacement

Francis Comets , Serguei Popov
2018
Preprints, Working Papers, ... hal-01774819v1

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

A functional extension of the Itô formula

R. Cont , D. Fournié
Comptes rendus de l'Académie des sciences. Série I, Mathématique, 2010, 348 (1-2), pp.57-61
Journal articles hal-00457533v1

Random walk with barycentric self-interaction

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

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
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The local quantization behaviour of absolutely continuous probabilities

Siegried Graf , Harald Luschgy , Gilles Pagès
Annals of Probability, 2012, 40 (4), 1795-1828 ; http://dx.doi.org/10.1214/11-AOP663. ⟨10.1214/11-AOP663⟩
Journal articles hal-00521185v1

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

Packing and Hausdorff measures of stable trees

T. Duquesne
Lévy Matters I, Springer, pp. 93-136, 2010, Lecture Notes in Mathematics n° 2001
Book sections hal-00528816v1

Deciphering Normal Blood Gene Expression Variation--The NOWAC Postgenome Study

Vanessa Dumeaux , Karina S. Olsen , Gregory Nuel , Ruth H. Paulssen , Anne-Lise Børresen-Dale et al.
PLoS Genetics, 2010, 6, pp.e1000873. ⟨10.1371/journal.pgen.1000873⟩
Journal articles hal-00539536v1

Credit Default Swaps

R. Cont
R. Cont. Encyclopedia of Quantitative Finance, John Wiley & Sons, Ltd, Volume 1, pp: 424-431, 2010
Book sections hal-00539590v1

Itô's formula

N. Eisenbaum
R. Cont. Encyclopedia of Quantitative Finance, John Wiley & Sons, Ltd, Volume 2, pp: 981-984, 2010
Book sections hal-00539598v1

Local Times

N. Eisenbaum
R. Cont. Encyclopedia of Quantitative Finance, John Wiley & Sons, Ltd, Volume 3, pp: 1078-1080, 2010
Book sections hal-00539599v1

Approaching criticality via the zero dissipation limit in the abelian avalanche model

Antal A. Jarai , Frank Redig , Ellen Saada
Journal of Statistical Physics, 2015, 159 (6), pp.1369-1407. ⟨10.1007/s10955-015-1231-z⟩
Journal articles hal-00421148v1

The allelic partition for coalescent point processes

A. Lambert
Markov Processes And Related Fields, 2009, 15 (3), pp.359-386
Journal articles hal-00424926v1

Adaptive false discovery rate control under independence and dependence

E. Roquain , G. Blanchard
Journal of Machine Learning Research, 2009, 10, pp.2837-2871
Journal articles hal-00446200v1

The genealogy of branching Brownian motion with absorption

Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg
2010
Preprints, Working Papers, ... hal-00447444v1

Stein's method and exact Berry-Esséen asymptotics for functionals of Gaussian fields

I. Nourdin , G. Peccati
Annals of Probability, 2009, 37 (6), pp.2231-2261
Journal articles hal-00445931v1

An Elementary Proof of Hawkes's Conjecture on Galton-Watson Trees

Thomas Duquesne
2008
Preprints, Working Papers, ... hal-00451070v1

Strong approximations of BSDEs in a domain

S. Menozzi , Bruno Bouchard
Bernoulli, 2009, 15 (4), pp.1117-1147
Journal articles hal-00446316v1
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Calcul de moments pour un réseau de fissures unidirectionnel

Pierre Vallois , Pierre Calka , André Mézin
Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France
Documents associated with scientific events inria-00510358v1
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Correspondance équilibre hors-équilibre dans les modèles de transport unidimensionnels

Vivien Lecomte
Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France
Documents associated with scientific events inria-00514281v2
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Autosimilarité et anisotropie : applications en imagerie médicale

Hermine Biermé
Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France
Documents associated with scientific events inria-00510334v1