Search - Département de mathématiques appliquées Access content directly

Filter your results

606 Results
Domains : math.math-pr
Image document

Méthodes de Contrôle Stochastique pour la Gestion Optimale de Portefeuille

Gilles-Edouard Espinosa
Optimisation et contrôle [math.OC]. Ecole Polytechnique X, 2010. Français. ⟨NNT : ⟩
Theses pastel-00512703v1
Image document

Generalized fractional smoothness and Lp-variation of BSDEs with non-Lipschitz terminal condition

Christel Geiss , Stefan Geiss , Emmanuel Gobet
Stochastic Processes and their Applications, 2012, 122 (5), pp.2078--2116
Journal articles hal-00572496v1
Image document

Regenerative properties of the linear Hawkes process with unbounded memory

Carl Graham
Annals of Applied Probability, 2021, 31 (6), pp.2844-2863. ⟨10.1214/21-AAP1664⟩
Journal articles hal-02139998v2

Measurability of optimal transportation and strong coupling of martingale measures

Joaquin Fontbona , Hélène Guérin , Sylvie Méléard
Electronic Communications in Probability, 2010, 15, pp.124-133. ⟨10.1214/ECP.v15-1534⟩
Journal articles hal-00379081v1

Spatial dynamics of a population in a heterogeneous environment

Pascal Maillard , Gaël Raoul , Julie Tourniaire
Preprints, Working Papers, ... hal-03292329v1

Efficiency of the Wang-Landau Algorithm: A Simple Test Case

Gersende Fort , Benjamin Jourdain , Estelle Kuhn , Tony Lelièvre , Gabriel Stoltz et al.
Applied Mathematics Research eXpress, 2014, 2014 (2), pp.275-311. ⟨10.1093/amrx/abu003⟩
Journal articles hal-00721886v1
Image document

A new sequential algorithm for L2-approximation and application to Monte-Carlo integration

Emmanuel Gobet , Khushboo Surana
Reports hal-00972016v1

A numerical study of super-resolution through fast 3D wideband algorithm for scattering in highly-heterogeneous media

Josselin Garnier , Pierre-David Létourneau , Ying Wu , George Papanicolaou , Eric Darve et al.
Wave Motion, 2017, 70, pp.113 - 134. ⟨10.1016/j.wavemoti.2016.08.012⟩
Journal articles hal-01716981v1

The boundary of random planar maps via looptrees

Igor Kortchemski , Loïc Richier
Annales de la Faculté des Sciences de Toulouse. Mathématiques., 2020, 29 (2), pp.391-430. ⟨10.5802/afst.1636⟩
Journal articles hal-02996247v1

Multimode communication through the turbulent atmosphere

Liliana Borcea , Josselin Garnier , Knut Sølna
Journal of the Optical Society of America. A Optics, Image Science, and Vision, 2020, 37 (5), pp.720. ⟨10.1364/JOSAA.384007⟩
Journal articles hal-03147602v1
Image document

On the long-time behaviour of an age and trait structured population dynamics

Tristan Roget
Preprints, Working Papers, ... hal-01643361v1
Image document

Meta-model of a large credit risk portfolio in the Gaussian copula model

Florian Bourgey , Emmanuel Gobet , Clément Rey
Preprints, Working Papers, ... hal-02291548v2
Image document

Convergence rate of strong approximations of compound random maps

Emmanuel Gobet , Mohamed Mrad
Discrete & Continuous Dynamical Systems- Series-B, 2018
Journal articles hal-01141320v2
Image document

On the survival of a class of subcritical branching processes in random environment

Vincent Bansaye , Vladimir Vatutin
Reports hal-00844584v2
Image document

Comparison of Viscosity Solutions of Semi-linear Path-Dependent PDEs

Zhenjie Ren , Nizar Touzi , Jianfeng Zhang
Preprints, Working Papers, ... hal-01077593v1
Image document

Viscosity Solutions of Fully Nonlinear Elliptic Path Dependent PDEs

Zhenjie Ren
Preprints, Working Papers, ... hal-00933705v2

Mean-field inference of Hawkes point processes

Emmanuel Bacry , Stéphane Gaïffas , Iacopo Mastromatteo , Jean-François Muzy
Journal of Physics A: Mathematical and Theoretical, 2016, 49 (17), pp.174006. ⟨10.1088/1751-8113/49/17/174006⟩
Journal articles hal-01313837v1

Hawkes model for price and trades high-frequency dynamics

Emmanuel Bacry , Jean-François Muzy
Quantitative Finance, 2014, 14 (7), pp.1147-1166. ⟨10.1080/14697688.2014.897000⟩
Journal articles hal-01313840v1
Image document

Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models

Nicolas Champagnat , Régis Ferrière , Sylvie Méléard
Theoretical Population Biology, 2006, 69 (3), pp.297-321. ⟨10.1016/j.tpb.2005.10.004⟩
Journal articles inria-00164784v1
Image document

Exit problems related to the persistence of solitons for the Korteweg-de Vries equation with small noise

Anne de Bouard , Eric Gautier
Discrete and Continuous Dynamical Systems - Series A, 2010, 26 (3), pp.857 - 871. ⟨10.3934/dcds.2010.26.857⟩
Journal articles hal-00216208v1
Image document

Chaoticity for multi-class systems and exchangeability within classes

Carl Graham
Journal of Applied Probability, 2008, 45 (4), pp.1196-1203. ⟨10.1239/jap/1231340243⟩
Journal articles hal-00171668v4
Image document

First time to exit of a continuous Itô process: general moment estimates and L1-convergence rate for discrete time approximations

Bruno Bouchard , Stefan Geiss , Emmanuel Gobet
Bernoulli, 2017, 23 (3), pp.1631-1662. ⟨10.3150/15-BEJ791⟩
Journal articles hal-00844887v2

Financial modelling with jump processes

Rama Cont , Peter Tankov
Books hal-00002693v1
Image document

On the existence of some ARCH($\infty$) processes

Randal Douc , François Roueff , Philippe Soulier
Stochastic Processes and their Applications, 2008, 118 (5), pp.755-761. ⟨10.1016/⟩
Journal articles hal-00113157v3
Image document

Martingale Optimal Transport and Utility Maximization

Royer Guillaume
Probability [math.PR]. Ecole Polytechnique X, 2014. English. ⟨NNT : ⟩
Theses pastel-01002103v1
Image document

The Landau-Lifshitz-Gilbert equation driven by Gaussian noise

Antoine Hocquet
Analysis of PDEs [math.AP]. Ecole Polytechnique, 2015. English. ⟨NNT : ⟩
Theses tel-01265433v2
Image document

From Hammersley's lines to Hammersley's trees

Anne-Laure Basdevant , Lucas Gerin , Jean-Baptiste Gouere , Arvind Singh
Probability Theory and Related Fields, 2017, ⟨10.1007/s00440-017-0772-2⟩
Journal articles hal-01313542v1
Image document

Deviations bounds and conditional principles for thin sets.

Patrick Cattiaux , Nathael Gozlan
Preprints, Working Papers, ... hal-00011194v1
Image document

Path-dependent equations and viscosity solutions in infinite dimension

Andrea Cosso , Salvatore Federico , Fausto Gozzi , Mauro Rosestolato , Nizar Touzi et al.
Preprints, Working Papers, ... hal-01117693v1
Image document

Maximum Maximum of Martingales given Marginals

Pierre Henry-Labordere , Jan Obloj , Peter Spoida , Nizar Touzi
Reports hal-00684005v2