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hal-01982781v5  Journal articles
Alexandre RichardEtienne TanréSoledad Torres. Penalisation techniques for one-dimensional reflected rough differential equations
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2020, 26 (4), pp.2949--2986. ⟨10.3150/20-BEJ1212⟩
hal-00724872v1  Directions of work or proceedings
Catherine Donati-MartinAntoine LejayAlain Rouault. Séminaire de Probabilités XLIV
Catherine Donati-Martin and Antoine Lejay and Alain Rouault. France. 2046, Springer-Verlag, pp.465, 2012, Lecture Notes in Mathematics, 978-3-642-27460-2. ⟨10.1007/978-3-642-27461-9⟩
hal-01097600v1  Book sections
Mireille BossyNadia MaïziOdile Pourtallier. Combien pour ma tonne de CO2 ?
Martin Andler; Liliane Bel; Sylvie Benzoni; Thierry Goudon; Cyril Imbert; Antoine Rousseau. Breves de maths, Nouveau Monde Éditions, 2014
hal-00747565v4  Journal articles
François DelarueJames InglisSylvain RubenthalerEtienne Tanré. Global solvability of a networked integrate-and-fire model of McKean-Vlasov type
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2015, 25 (4), pp.2096--2133. ⟨10.1214/14-AAP1044⟩
hal-00677529v2  Journal articles
Sylvain MaireEtienne Tanré. Monte Carlo approximations of the Neumann problem
Monte Carlo Methods and Applications, De Gruyter, 2013, 19 (3), pp.201-236. ⟨10.1515/mcma-2013-0010⟩
hal-00948876v1  Journal articles
Lucian BezneaMadalina DeaconuOana Lupascu. Branching processes for the fragmentation equation
Stochastic Processes and their Applications, Elsevier, 2015, 125 (5), pp.1861-1885. ⟨10.1016/⟩
hal-01620377v1  Book sections
Alexandre RichardDenis Talay. Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives
Vladimir Panov. Modern Problems of Stochastic Analysis and Statistics, Springer, pp.219-236, 2017, 978-3-319-65313-6. ⟨10.1007/978-3-319-65313-6_9⟩
hal-01185353v1  Journal articles
Mireille BossyHéctor Olivero Quinteros. Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2018, 24 (3), pp.1995-2042. ⟨10.3150/16-BEJ918⟩
hal-01407443v1  Journal articles
Paolo Dai PraPaolo Pigato. Multi-scaling of moments in stochastic volatility models
Stochastic Processes and their Applications, Elsevier, 2015, 125 (10), pp.3725-3747. ⟨10.1016/⟩
hal-01236156v2  Journal articles
Alexandre Richard. Increment stationarity of $L^2$-indexed stochastic processes: spectral representation and characterization
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2016, 21, pp.15. ⟨10.1214/16-ECP4727⟩
hal-02369274v1  Conference papers
Lorenzo CampanaMireille BossyJean Pierre Minier. A Lagrangian stochastic model for rod orientation in turbulent flows
ICMF 2019 - 10th International Conference Multiphase Flow, May 2019, Rio de Janeiro, Brazil
hal-01697815v3  Book sections
Mireille BossyAurore DupréPhilippe DrobinskiLaurent VioleauChristian Briard. Stochastic Lagrangian approach for wind farm simulation
Forecasting and Risk Management of Renewable Energy, pp.45--71, 2018, 978-3-319-99051-4. ⟨10.1007/978-3-319-99052-1_3⟩
tel-01437123v1  Theses
Maxime Bonelli. Modélisation stochastique des marchés financiers et optimisation de portefeuille
Mathématiques générales [math.GM]. Université Côte d'Azur, 2016. Français. ⟨NNT : 2016AZUR4050⟩
hal-00799242v2  Journal articles
Nicolas ChampagnatPierre-Emmanuel Jabin. Strong solutions to stochastic differential equations with rough coefficients
Annals of Probability, Institute of Mathematical Statistics, 2018, 46 (3), pp.1498-1541. ⟨10.1214/17-AOP1208⟩