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tel-00905873v1  Habilitation à diriger des recherches
Benoîte de Saporta. Contribution à l'estimation et au contrôle de processus stochastiques
Probabilités [math.PR]. Université Sciences et Technologies - Bordeaux I, 2013
hal-01667057v1  Journal articles
Bernard LapeyreEmmanuel Temam. Competitive Monte Carlo methods for the pricing of Asian options
The Journal of Computational Finance, Incisive Media, 2001, 5 (1), pp.39 - 57. ⟨10.21314/JCF.2001.061⟩
hal-00752080v1  Journal articles
Alireza Esna AshariLaurent Mevel. Auxiliary input design for stochastic subspace-based structural damage detection
Mechanical Systems and Signal Processing, Elsevier, 2013, 34 (1), pp.241--258. ⟨10.1016/j.ymssp.2012.08.009⟩
hal-00784187v1  Journal articles
Frédéric LegollWilliam Minvielle. Variance reduction using antithetic variables for a nonlinear convex stochastic homogenization problem
Discrete and Continuous Dynamical Systems - Series S, American Institute of Mathematical Sciences, 2015, 8 (1), pp.1-27. ⟨10.3934/dcdss.2015.8.1⟩
hal-01415636v1  Journal articles
Jyda Mint MoustaphaBenjamin JourdainDimitri Daucher. A probabilistic particle approximation of the “Paveri-Fontana” kinetic model of traffic flow
SMAI Journal of Computational Mathematics, Société de Mathématiques Appliquées et Industrielles (SMAI), 2016, 2, pp.229-253. ⟨10.5802/smai-jcm.15⟩
hal-00824108v1  Journal articles
Meriem ZghalLaurent MevelPierre del Moral. Modal parameter estimation using interacting Kalman filter
Mechanical Systems and Signal Processing, Elsevier, 2014, Special Issue on identification of time varying systems, 47 (1-2), pp.139-150. ⟨10.1016/j.ymssp.2012.11.005⟩
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hal-00448696v1  Journal articles
Nicolas Bouleau. On Effective Computation of Expectations in Large or Infinite Dimension
Journal of Computational and Applied Mathematics, Elsevier, 1990, 31, pp.23-34
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hal-00781408v1  Journal articles
Nicolas Bouleau. On error operators related to the arbitrary functions principle
Journal of Functional Analysis, Elsevier, 2007, 251, pp.325-345
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hal-00105511v1  Journal articles
Nicolas Bouleau. When and how an error yields a Dirichlet form
Journal of Functional Analysis, Elsevier, 2006, 240, pp.445-494
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hal-00106892v1  Journal articles
Nicolas Bouleau. Differential calculus for Dirichlet forms : the measure-valued gradient preserved by image
Journal of Functional Analysis, Elsevier, 2005, 225, pp.63-73
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hal-00121589v1  Journal articles
Aurélien AlfonsiBenjamin Jourdain. A Call-Put Duality for Perpetual American Options
Nonlinear Differential Equations and Applications, Springer Verlag, 2009, http://link.springer.com/article/10.1007%2Fs00030-009-0027-8
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tel-02509756v1  Habilitation à diriger des recherches
Nicolas Gast. Refinements of Mean Field Approximation
Performance [cs.PF]. Université Grenoble Alpes, 2020
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hal-00705373v1  Conference papers
Michel FliessCédric Join. Preliminary remarks on option pricing and dynamic hedging
1st International Conference on Systems and Computer Science, Aug 2012, Villeneuve d'Ascq, France. pp.CDROM
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inria-00425077v1  Conference papers
Michel FliessCédric Join. Systematic risk analysis: first steps towards a new definition of beta
Cognitive Systems with Interactive Sensors, COGIS'09, SEE, Nov 2009, Paris, France
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inria-00150207v1  Conference papers
Pierre-Arnaud CoquelinRémi Munos. Bandit Algorithms for Tree Search
Uncertainty in Artificial Intelligence, 2007, Vancouver, Canada
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inria-00388523v1  Conference papers
Daniil Ryabko. Characterizing predictable classes of processes
UAI, 2009, Montreal, Canada. pp.471-478
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inria-00319076v7  Conference papers
Daniil Ryabko. An impossibility result for process discrimination
International Symposium on Information Theory, IEEE, 2009, Seoul, South Korea. pp.1734-1738
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inria-00352834v1  Conference papers
Michel FliessCédric Join. A mathematical proof of the existence of trends in financial time series
Systems Theory: Modelling, Analysis and Control, May 2009, Fes, Morocco. pp.43-62
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hal-01879251v1  Poster communications
Réda AlamiOdalric-Ambrym MaillardRaphaël Féraud. Memory Bandits: Towards the Switching Bandit Problem Best Resolution
MLSS 2018 - Machine Learning Summer School, Aug 2018, Madrid, Spain
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inria-00081461v1  Journal articles
Michel Fliess. Approche intrinsèque des fluctuations browniennes en mécanique stochastique
Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2006