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Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model

Damien Lamberton , Mohammed Mikou
Finance and Stochastics, 2012, 17 (2), pp.355-394. ⟨10.1007/s00780-012-0194-z⟩
Journal articles hal-00796717v1
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Weak over-damped asymptotic and variance reduction

Yushun Xu
Dynamical Systems [math.DS]. Université Paris-Est, 2019. English. ⟨NNT : 2019PESC2024⟩
Theses tel-02393298v1
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New extremal domains for the first eigenvalue of the Laplacian in flat tori

Pieralberto Sicbaldi
Calculus of Variations and Partial Differential Equations, 2010, 37 (3-4), pp.329-344. ⟨10.1007/s00526-009-0264-z⟩
Journal articles istex hal-01266413v1

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
Indagationes Mathematicae, 2019, 30 (4), pp.536-541. ⟨10.1016/j.indag.2019.01.009⟩
Journal articles hal-02323075v1

On the nonhomogeneous Neumann problem with weight and with critical nonlinearity in the boundary

Habib Yazidi
Nonlinear Analysis: Theory, Methods and Applications, 2008, 68 (2), pp.329--364. ⟨10.1016/j.na.2006.11.001⟩
Journal articles istex hal-00693078v1
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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

Analysis of two step nilsequences

Bernard Host , Bryna Kra
Annales de l'Institut Fourier, 2008, 58 (5), pp.1407--+
Journal articles hal-00693083v1

On the expectation of operator norms of random matrices

Olivier Guédon , Aicke Hinrichs , A. E. Litvak , Joscha Prochno
Lecture Notes in Mathematics, 2017, 2169, pp.151-162. ⟨10.1007/978-3-319-45282-1_10⟩
Journal articles hal-02269163v1
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S. Saboureau - Sweep-outs, width estimates and volume

Stéphane Sabourau , Fanny Bastien , Pauline Martinet
2016
Videos medihal-01347613v1
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Quantitative results for the Fleming-Viot particle system in discrete space

Bertrand Cloez , Marie-Noémie Thai
2013
Preprints, Working Papers, ... hal-00915981v1

An analysis of a least squares regression method for American option pricing

Emmanuelle Clement , D Lamberton , P Protter
Finance and Stochastics, 2002, 6 (4), pp.449--471. ⟨10.1007/s007800200071⟩
Journal articles istex hal-00693599v1

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 hal-00693644v1

Introduction à la géométrie différentielle discrète

Pascal Romon
Ellipses, pp.216, 2013, Références sciences, Paul de Laboulaye, 9782729883072
Books hal-00926137v1

On the p-affine surface area

Mathieu Meyer , E Werner
Advances in Mathematics, 2000, 152 (2), pp.288--313. ⟨10.1006/aima.1999.1902⟩
Journal articles hal-00693775v1

Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting

Laurent Duvernet
Stochastic Analysis and Applications, 2010, 28 (5), pp.763--792. ⟨10.1080/07362994.2010.503458⟩
Journal articles hal-00693125v1
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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⟩
Journal articles hal-00688920v4

Expansion and isoperimetric constants for product graphs

C. Houdre , T. Stoyanov
Combinatorica, 2006, 26 (4), pp.455--473. ⟨10.1007/s00493-006-0026-x⟩
Journal articles istex 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
Journal articles 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
Finite Volumes for Complex Applications VI, Jun 2011, Prague, Czech Republic. pp.331-339, ⟨10.1007/978-3-642-20671-9_35⟩
Conference papers hal-00795201v1

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 hal-00793564v1

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 hal-00786546v1
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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
Journal articles hal-03611563v1
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A stochastic equation with censored jumps related to multi-scale Piecewise Deterministic Markov Processes

Victor Rabiet
General Mathematics [math.GM]. Université Paris-Est, 2015. English. ⟨NNT : 2015PESC1031⟩
Theses tel-01323958v1
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Tests non paramétriques minimax pour de grandes matrices de covariance

Rania Zgheib
Mathématiques générales [math.GM]. Université Paris-Est, 2016. Français. ⟨NNT : 2016PESC1078⟩
Theses tel-01557491v1
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EXTRINSIC EIGENVALUES ESTIMATES FOR HYPERSURFACES IN PRODUCT SPACES

Julien Roth
Mediterranean Journal of Mathematics, 2020, 17 (3), pp.84
Journal articles hal-02170872v1
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LOCAL $L^2$-REGULARITY OF RIEMANN'S FOURIER SERIES

Stéphane Seuret , Adrian Ubis
Annales de l'Institut Fourier, 2017
Journal articles hal-01612284v1
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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
Journal articles hal-00736217v1

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
Journal articles hal-01119124v1