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Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model
Damien Lamberton
,
Mohammed Mikou
Journal articles
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Weak over-damped asymptotic and variance reduction
Yushun Xu
Theses
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New extremal domains for the first eigenvalue of the Laplacian in flat tori
Pieralberto Sicbaldi
Journal articles
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Les équations d'Euler, des ondes et de Korteweg-de Vries comme limites asymptotiques de l'équation de Gross-Pitaevskii
Raphaël Danchin
,
Fabrice Bethuel
,
Philippe Gravejat
,
Jean-Claude Saut
,
Didier Smets
Séminaire Équations aux Dérivées Partielles. École Polytechnique, Palaiseau, 2008, France. 12 p
Conference papers
hal-00794519v1
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Gibbs Measures for Long-Range Ising Models
Arnaud Le Ny
2019
Preprints, Working Papers, ...
hal-02343596v1
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ON A SUM INVOLVING THE EULER TOTIENT FUNCTION
Jie Wu
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On the nonhomogeneous Neumann problem with weight and with critical nonlinearity in the boundary
Habib Yazidi
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DISPERSIVE ESTIMATES FOR THE SCHRODINGER OPERATOR ON STEP 2 STRATIFIED LIE GROUPS
Hajer Bahouri
,
Clotilde Fermanian Kammerer
,
Isabelle Gallagher
Analysis & PDE, 2016, 9 (3)
Journal articles
hal-00963846v2
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Analysis of two step nilsequences
Bernard Host
,
Bryna Kra
Annales de l'Institut Fourier, 2008, 58 (5), pp.1407--+
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On the expectation of operator norms of random matrices
Olivier Guédon
,
Aicke Hinrichs
,
A. E. Litvak
,
Joscha Prochno
Journal articles
hal-02269163v1
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S. Saboureau - Sweep-outs, width estimates and volume
Stéphane Sabourau
,
Fanny Bastien
,
Pauline Martinet
2016
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Quantitative results for the Fleming-Viot particle system in discrete space
Bertrand Cloez
,
Marie-Noémie Thai
2013
Preprints, Working Papers, ...
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An analysis of a least squares regression method for American option pricing
Emmanuelle Clement
,
D Lamberton
,
P Protter
Journal articles
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Hyperplane projections of the unit ball of l(p)(n)
Franck Barthe
,
A Naor
Discrete and Computational Geometry, 2002, 27 (2), pp.215--226
Journal articles
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Introduction à la géométrie différentielle discrète
Pascal Romon
Ellipses, pp.216, 2013, Références sciences, Paul de Laboulaye, 9782729883072
Books
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On the p-affine surface area
Mathieu Meyer
,
E Werner
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Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting
Laurent Duvernet
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Qualitative properties of certain piecewise deterministic Markov processes
Michel Benaïm
,
Stéphane Le Borgne
,
Florent Malrieu
,
Pierre-André Zitt
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2015, 51 (3), pp.1040-1075. ⟨10.1214/14-AIHP619⟩
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Expansion and isoperimetric constants for product graphs
C. Houdre
,
T. Stoyanov
Journal articles
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hal-00693100v1
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Moderate deviations for the range of a transient random walk: path concentration.
Amine Asselah
,
Bruno Schapira
Annales Scientifiques de l'École Normale Supérieure, 2017, 50 (4), pp.755--786
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hal-01257015v2
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Hybrid finite volume discretization of linear elasticity models on general meshes
Daniele Antonio Di Pietro
,
Robert Eymard
,
Simon Lemaire
,
Roland Masson
Conference papers
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On Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics
Dan Goreac
Seventh Congress of Romanian Mathematicians, 2011, Brasov, Romania. pp.131-144
Conference papers
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Interactions between compressed sensing, random matrices, and high dimensional geometry
Djalil Chafai
,
Olivier Guédon
,
Guillaume Lecué
,
Alain Pajor
Société Mathématique de France, In press (Panoramas et Synthèses n°37), 2012
Books
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Estimating and forecasting periodically partially linear models with exogeneous Variables
Xavier Brossat
,
Georges Oppenheim
,
Marie-Claude Viano
Annales de l'ISUP, 2013, 57 (3), pp.55-82
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A stochastic equation with censored jumps related to multi-scale Piecewise Deterministic Markov Processes
Victor Rabiet
Theses
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Tests non paramétriques minimax pour de grandes matrices de covariance
Rania Zgheib
Theses
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EXTRINSIC EIGENVALUES ESTIMATES FOR HYPERSURFACES IN PRODUCT SPACES
Julien Roth
Mediterranean Journal of Mathematics, 2020, 17 (3), pp.84
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LOCAL $L^2$-REGULARITY OF RIEMANN'S FOURIER SERIES
Stéphane Seuret
,
Adrian Ubis
Annales de l'Institut Fourier, 2017
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Sharp oracle inequalities for high-dimensional matrix prediction.
Stéphane Gaïffas
,
Guillaume Lecué
IEEE Transactions on Information Theory, 2011, 57 (10), pp.6942-6957
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Quelques propriétés génériques en analyse
Aurélia Fraysse
,
Stéphane Jaffard
,
Jean-Pierre Kahane
Comptes rendus de l'Académie des sciences. Série I, Mathématique, 2005, 340, pp.645-651
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