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hal-01982781v5  Journal articles
Alexandre Richard, Etienne Tanré, Soledad 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-Martin, Antoine Lejay, Alain 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⟩
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hal-00649170v3  Journal articles
Antoine Lejay, Géraldine Pichot. Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
Journal of Computational Physics, Elsevier, 2012, 231 (21), pp.7299-7314. ⟨10.1016/j.jcp.2012.07.011⟩
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hal-00691712v2  Journal articles
Mireille Bossy, Joaquin Fontbona, Pierre-Emmanuel Jabin, Jean-Francois Jabir. Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain
Communications in Partial Differential Equations, Taylor & Francis, 2013, 38 (7), pp.1141-1182. ⟨10.1080/03605302.2013.786727⟩
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hal-02420954v2  Journal articles
Laurent Lesage, Madalina Deaconu, Antoine Lejay, Jorge Augusto Meira, Geoffrey Nichil et al.  A Recommendation System For Car Insurance
European Actuarial Journal, Springer, 2020, 10, pp.377-398. ⟨10.1007/s13385-020-00236-z⟩
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hal-00746872v1  Journal articles
Christophe de Luigi, Jérôme Lelong, Sylvain Maire. Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options
Applied Numerical Mathematics, Elsevier, 2016, 100, pp.14-30. ⟨10.1016/j.apnum.2015.11.001⟩
hal-01097600v1  Book sections
Mireille Bossy, Nadia Maïzi, Odile 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
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hal-00747565v4  Journal articles
François Delarue, James Inglis, Sylvain Rubenthaler, Etienne 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⟩
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hal-00677529v2  Journal articles
Sylvain Maire, Etienne 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⟩
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hal-01925000v1  Journal articles
Simon Toupance, Denis Villemonais, Daphné Germain, Anne Gégout-Petit, Eliane Albuisson et al.  The individual’s signature of telomere length distribution
Scientific Reports, Nature Publishing Group, 2019, 9 (1), pp.1-8. ⟨10.1038/s41598-018-36756-8⟩
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hal-00948876v1  Journal articles
Lucian Beznea, Madalina Deaconu, Oana Lupascu. Branching processes for the fragmentation equation
Stochastic Processes and their Applications, Elsevier, 2015, 125 (5), pp.1861-1885. ⟨10.1016/j.spa.2014.11.016⟩
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hal-01732325v1  Journal articles
Martín Andrade-Restrepo, Nicolas Champagnat, Régis Ferrière. Spatial eco-evolutionary dynamics along environmental gradients: multi-stability and cluster dynamics
Ecology Letters, Wiley, 2019, 22 (5), pp.767-777
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hal-00840211v5  Journal articles
Arturo Kohatsu-Higa, Antoine Lejay, Kazuhiro yasuda. Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift
Journal of Computational and Applied Mathematics, Elsevier, 2017, 326C, pp.138-158. ⟨10.1016/j.cam.2017.05.015⟩
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hal-01620377v1  Book sections
Alexandre Richard, Denis 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⟩
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hal-01185353v1  Journal articles
Mireille Bossy, Héctor 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⟩
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hal-01407443v1  Journal articles
Paolo Dai Pra, Paolo Pigato. Multi-scaling of moments in stochastic volatility models
Stochastic Processes and their Applications, Elsevier, 2015, 125 (10), pp.3725-3747. ⟨10.1016/j.spa.2015.04.007⟩
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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⟩
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hal-00979044v1  Journal articles
Ivan Tomov Dimov, Sylvain Maire, Jean-Michel Sellier. A New Walk on Equations Monte Carlo Method for Linear Algebraic Problems
Applied Mathematical Modelling, Elsevier, 2015, 39 (15), ⟨10.1016/j.apm.2014.12.018⟩
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hal-02374779v1  Journal articles
Meïssam Louisa Bahlali, Christophe Henry, Bertrand Carissimo. On the Well-Mixed Condition and Consistency Issues in Hybrid Eulerian/Lagrangian Stochastic Models of Dispersion
Boundary-Layer Meteorology, Springer Verlag, 2019, ⟨10.1007/s10546-019-00486-9⟩
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hal-02265268v2  Journal articles
Antoine Brault, Antoine Lejay. The non-linear sewing lemma III : stability and generic properties
Forum Mathematicum, De Gruyter, 2020, 32 (5), pp.1177-1197. ⟨10.1515/forum-2019-0309⟩
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hal-02369274v1  Conference papers
Lorenzo Campana, Mireille Bossy, Jean 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
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hal-01697815v3  Book sections
Mireille Bossy, Aurore Dupré, Philippe Drobinski, Laurent Violeau, Christian 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⟩
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hal-01205467v1  Journal articles
Fabien Campillo, Nicolas Champagnat, Coralie Fritsch. Links between deterministic and stochastic approaches for invasion in growth-fragmentation-death models
Journal of Mathematical Biology, Springer Verlag (Germany), 2016, 73 (6-7), pp.1781-1821. ⟨10.1007/s00285-016-1012-6⟩
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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⟩
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hal-00799242v2  Journal articles
Nicolas Champagnat, Pierre-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⟩
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hal-01001716v3  Journal articles
François Delarue, James Inglis, Sylvain Rubenthaler, Etienne Tanré. Particle systems with a singular mean-field self-excitation. Application to neuronal networks.
Stochastic Processes and their Applications, Elsevier, 2015, 125, pp.2451--2492. ⟨10.1016/j.spa.2015.01.007⟩
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