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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
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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
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Regenerative properties of the linear Hawkes process with unbounded memory
Carl Graham
Journal articles
hal-02139998v2
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Measurability of optimal transportation and strong coupling of martingale measures
Joaquin Fontbona
,
Hélène Guérin
,
Sylvie Méléard
Journal articles
hal-00379081v1
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Spatial dynamics of a population in a heterogeneous environment
Pascal Maillard
,
Gaël Raoul
,
Julie Tourniaire
2021
Preprints, Working Papers, ...
hal-03292329v1
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Efficiency of the Wang-Landau Algorithm: A Simple Test Case
Gersende Fort
,
Benjamin Jourdain
,
Estelle Kuhn
,
Tony Lelièvre
,
Gabriel Stoltz
et al.
Journal articles
hal-00721886v1
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A new sequential algorithm for L2-approximation and application to Monte-Carlo integration
Emmanuel Gobet
,
Khushboo Surana
2014
Reports
hal-00972016v1
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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.
Journal articles
hal-01716981v1
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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
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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
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On the long-time behaviour of an age and trait structured population dynamics
Tristan Roget
2017
Preprints, Working Papers, ...
hal-01643361v1
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Meta-model of a large credit risk portfolio in the Gaussian copula model
Florian Bourgey
,
Emmanuel Gobet
,
Clément Rey
2019
Preprints, Working Papers, ...
hal-02291548v2
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Convergence rate of strong approximations of compound random maps
Emmanuel Gobet
,
Mohamed Mrad
Discrete & Continuous Dynamical Systems- Series-B, 2018
Journal articles
hal-01141320v2
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On the survival of a class of subcritical branching processes in random environment
Vincent Bansaye
,
Vladimir Vatutin
2013
Reports
hal-00844584v2
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Comparison of Viscosity Solutions of Semi-linear Path-Dependent PDEs
Zhenjie Ren
,
Nizar Touzi
,
Jianfeng Zhang
2014
Preprints, Working Papers, ...
hal-01077593v1
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Viscosity Solutions of Fully Nonlinear Elliptic Path Dependent PDEs
Zhenjie Ren
2014
Preprints, Working Papers, ...
hal-00933705v2
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Mean-field inference of Hawkes point processes
Emmanuel Bacry
,
Stéphane Gaïffas
,
Iacopo Mastromatteo
,
Jean-François Muzy
Journal articles
hal-01313837v1
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Hawkes model for price and trades high-frequency dynamics
Emmanuel Bacry
,
Jean-François Muzy
Journal articles
hal-01313840v1
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Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models
Nicolas Champagnat
,
Régis Ferrière
,
Sylvie Méléard
Journal articles
inria-00164784v1
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Exit problems related to the persistence of solitons for the Korteweg-de Vries equation with small noise
Anne de Bouard
,
Eric Gautier
Journal articles
hal-00216208v1
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Chaoticity for multi-class systems and exchangeability within classes
Carl Graham
Journal articles
hal-00171668v4
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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
Journal articles
hal-00844887v2
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Financial modelling with jump processes
Rama Cont
,
Peter Tankov
2004
Books
hal-00002693v1
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On the existence of some ARCH($\infty$) processes
Randal Douc
,
François Roueff
,
Philippe Soulier
Journal articles
hal-00113157v3
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Martingale Optimal Transport and Utility Maximization
Royer Guillaume
Probability [math.PR]. Ecole Polytechnique X, 2014. English. ⟨NNT : ⟩
Theses
pastel-01002103v1
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The Landau-Lifshitz-Gilbert equation driven by Gaussian noise
Antoine Hocquet
Analysis of PDEs [math.AP]. Ecole Polytechnique, 2015. English. ⟨NNT : ⟩
Theses
tel-01265433v2
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From Hammersley's lines to Hammersley's trees
Anne-Laure Basdevant
,
Lucas Gerin
,
Jean-Baptiste Gouere
,
Arvind Singh
Journal articles
hal-01313542v1
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Deviations bounds and conditional principles for thin sets.
Patrick Cattiaux
,
Nathael Gozlan
2005
Preprints, Working Papers, ...
hal-00011194v1
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Path-dependent equations and viscosity solutions in infinite dimension
Andrea Cosso
,
Salvatore Federico
,
Fausto Gozzi
,
Mauro Rosestolato
,
Nizar Touzi
et al.
2015
Preprints, Working Papers, ...
hal-01117693v1
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Maximum Maximum of Martingales given Marginals
Pierre Henry-Labordere
,
Jan Obloj
,
Peter Spoida
,
Nizar Touzi
2013
Reports
hal-00684005v2
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