Publications

2023
[1]	Brocchieri, E. Evolutionary dynamics of populations structured by dietary diversity and starvation : cross-diffusion systems. , 2023. (Theses)
[2]	Pycke, J.R. New Karhunen-Loeve expansions based on Hahn polynomials with application to a Sobolev test for uniformity on Johnson graphs. Comptes Rendus. Mathématique, Académie des sciences (Paris), 2023.
[3]	Filoche, A., Brajard, J., Charantonis, A. & Bereziat, D. Learning 4DVAR inversion directly from observations. In Workshop on Machine Learning and Data Assimilation for Dynamical Systems (MLDADS), International Conference on Computational Science (ICCS), 2023.
[4]	Archambault, T., Filoche, A., Charantonnis, A. & Bereziat, D. Multimodal Unsupervised Spatio-Temporal Interpolation of satellite ocean altimetry maps. In VISAPP, 2023.
[5]	Eisenbaum, N. & Meunier, N. A stochastic lipid structured model for macrophage dynamics in atherosclerotic plaques.. , 2023., (working paper or preprint).
[6]	Benezet, C., Crepey, S. & Essaket, D. Hedging Valuation Adjustment for Callable Claims. , 2023., (working paper or preprint).
[7]	Chamorro, D. & Jarrin, O. A turbulent study for a damped Navier-Stokes equation: turbulence and problems. , 2023., (working paper or preprint).
[8]	Chamorro, D. & Mindrilȃ, C. A new approach for the regularity of weak solutions of the 3D Boussinesq system. , 2023., (working paper or preprint).
[9]	Chamorro, D. & Llerena, D. Partial suitable solutions for the micropolar equations and regularity properties. , 2023., (working paper or preprint).
[10]	Chaudru de Raynal, P.E., Jabir, J.F. & Menozzi, S. Multidimensional Stable Driven McKean-Vlasov SDEs with Distributional Interaction Kernel: Critical Thresholds and Related Models. , 2023., (working paper or preprint).
[11]	Gilles Lemarie-Rieusset, P. Forces for the Navier-Stokes equations and the Koch and Tataru theorem. , 2023., (working paper or preprint).
2022
[12]	Saadeddine, B. Learning From Simulated Data in Finance : XVAs, Risk Measures and Calibration. , 2022. (Theses)
[13]	Pycke, J.R. & Billat, V. Marathon performance depends on pacing oscillations between non symmetric extreme values. International Journal of Environmental Research and Public Health, 19(4):2463, MDPI, 2022.
[14]	Billat, V., Poinsard, L., Palacin, F., Pycke, J.R. & Maroney, M. Oxygen uptake measurements and rate of perceived exertion during amarathon. International Journal of Environmental Research and Public Health, MDPI, 2022.
[15]	Pycke, J.R. On a Karhunen-Loève expansion based on Krawtchouk polynomials with application to Bahaduroptimality for the binomial location family. Filomat, University of Nis, 2022.
[16]	Javelot, H., Meyer, G., Becker, G., Post, G., Runge, V., Pospieszynski, P., Schneiderlin, T., Armand-Branger, S., Michel, B., Weiner, L., Faria, C.G.F., Drapier, D., Fakra, E., Fossati, P., Haffen, E., Yrondi, A. & Hingray, C. Les échelles anticholinergiques : usage en psychiatrie et mise à jour de l'échelle d'imprégnation anticholinergique. L'Encéphale, Elsevier Masson, 2022.
[17]	Bichat, A., Ambroise, C. & Mariadassou, M. Hierarchical correction of p-values via an ultrametric tree running Ornstein-Uhlenbeck process. Computational Statistics, 37(3):995-1013, Springer Verlag, 2022.
[18]	Benezet, C., Chassagneux, J.F. & Richou, A. Switching problems with controlled randomisation and associated obliquely reflected BSDEs. Stochastic Processes and their Applicationspages Pages 23-71, Elsevier, 2022.
[19]	Chaudru de Raynal, P.&., Honore, I. & Menozzi, S. Strong regularization by Brownian noise propagating through a weak Hörmander structure. Probability Theory and Related Fields, 184(1-2):1-83, Springer Verlag, 2022.
[20]	Delattre, S., Gloter, A. & Yoshida, N. RATE OF ESTIMATION FOR THE STATIONARY DISTRIBUTION OF STOCHASTIC DAMPING HAMILTONIAN SYSTEMS WITH CONTINUOUS OBSERVATIONS. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 58(4):1998-2028, Institut Henri Poincaré (IHP), 2022.
[21]	Hariz, M., Le Marrec, L. & Lerbet, J. Buckling of Timoshenko beam under two-parameter elastic foundations. International Journal of Solids and Structures, 244 - 245:article n\textdegree 111583, Elsevier, 2022.
[22]	Azouz, N., Khamlia, M., Lerbet, J. & Abichou, A. Modelling and stabilization of a load suspended by cable from an airship. Multibody System Dynamics, 55:399-431, Springer Verlag, 2022.
[23]	Erny, X. Mean field system of a two-layers neural model in a diffusive regime. Mathematical Neuroscience and Applications, 2, Inria, 2022.
[24]	Cottin, A., Pecuchet, N., Zulian, M., Guilloux, A. & Katsahian, S. IDNetwork: A deep illness-death network based on multi-state event history process for disease prognostication. Statistics in Medicine, 41(9):1573-1598, Wiley-Blackwell, 2022.
[25]	Sundqvist, M., Chiquet, J. & Rigaill, G. Adjusting the adjusted Rand Index. Computational Statistics, 38(1):327-347, Springer Verlag, 2022.
[26]	Amorino, C., Dion, C., Gloter, A. & Lemler, S. On the nonparametric inference of coefficients of self-exciting jump-diffusion. Electronic Journal of Statistics , 16, Shaker Heights, OH : Institute of Mathematical Statistics, 2022.
[27]	Erny, X. Well-posedness and propagation of chaos for McKean-Vlasov equations with jumps and locally Lipschitz coefficients. Stochastic Processes and their Applications, 150:192-214, Elsevier, 2022.
[28]	Massoumi, S., Challamel, N., Lerbet, J., Wautier, A., Nicot, F. & Darve, F. Static bending of granular beam: exact discrete and nonlocal solutions. Meccanica, 57(8):2043-2066, Springer Verlag, 2022.
[29]	Lerbet, J., Challamel, N., Nicot, F. & Darve, F. Divergence instability of kinematically constrained Hencky chains: Analytic results and asymptotic behavior. Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 102(1), Wiley-VCH Verlag, 2022.
[30]	Erny, X., Locherbach, E. & Loukianova, D. White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps. Probability Theory and Related Fields, Springer Verlag, 2022.
[31]	Lepoutre, T. & Meunier, N. Analysis of a model of cell crawling migration. Communications in Mathematical Sciences, 20(6):1589-1611, International Press, 2022.
[32]	Dhorne-Pollet, S., Fitzpatrick, C., da Costa, B., Bourgon, C., Eleouet, J.F., Meunier, N., Burzio, V.A., Delmas, B. & Barrey, E. Antisense oligonucleotides targeting ORF1b block replication of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). Frontiers in Microbiology, 13, Frontiers Media, 2022.
[33]	Maillot, G., Szadkowski, E., Massire, A., Brunaud, V., Rigaill, G., Caromel, B., Chad\oeuf, J., Bachellez, A., Touhami, N., Hein, I., Lamour, K., Balzergue, S. & Lefebvre, V. Strive or thrive: Trends in Phytophthora capsici gene expression in partially resistant pepper. Frontiers in Plant Science, 13(980587):1-19, Frontiers, 2022.
[34]	Chevalier, E., Pulido, S. & Zu\~niga, E. American options in the Volterra Heston model. SIAM Journal on Financial Mathematics, 13(2):426-458, Society for Industrial and Applied Mathematics , 2022.
[35]	Antonsanti, P.L., Benseghir, T., Jugnon, V., Ghosn, M., Chassat, P., Kaltenmark, I. & Glaunes, J. How to Register a Live onto a Liver ? Partial Matching in the Space of Varifolds. Journal of Machine Learning for Biomedical Imaging, Melba editors, 2022., (30 pages, 11 figures, Special Issue: Information Processing in Medical Imaging (IPMI) 2021, Accepted for publication at the Journal of Machine Learning for Biomedical Imaging (MELBA) https://www.melba-journal.org).
[36]	Chaudru de Raynal, P.&. & Menozzi, S. On Multidimensional stable-driven Stochastic Differential Equations with Besov drift. Electronic Journal of Probability, 27(none), Institute of Mathematical Statistics (IMS), 2022.
[37]	Erny, X., Locherbach, E. & Loukianova, D. Mean field limits for interacting Hawkes processes in a diffusive regime. Bernoulli, 28(1), Bernoulli Society for Mathematical Statistics and Probability, 2022.
[38]	Jeanblanc, M. Some Remarks on Enlargement of Filtration and Finance. , 2022.
[39]	Bondi, A., Pulido, S. & Scotti, S. The rough Hawkes Heston stochastic volatility model. , 2022., (working paper or preprint).
[40]	Profeta, C. Maximal displacement of spectrally negative branching Lévy processes. , 2022., (working paper or preprint).
[41]	Cardenas, A., Pulido, S. & Serrano, R. Existence of optimal controls for stochastic Volterra equations. , 2022., (working paper or preprint).
[42]	Gapeev, P., Jeanblanc, M. & Wu, D. Projections of martingales in enlargements of filtrations under Jacod's equivalence hypothesis for marked point processes *. , 2022., (working paper or preprint).
[43]	Gapeev, P.V. & Jeanblanc, M. On the construction of conditional probability densities. , 2022., (working paper or preprint).
[44]	Profeta, C. Parisian times for linear diffusions. , 2022., (working paper or preprint).
[45]	Albanese, C., Benezet, C. & Crepey, S. Hedging Valuation Adjustment and Model Risk. , 2022., (working paper or preprint).
[46]	Chamorro, D. & Menozzi, S. Non Linear Singular Drifts and Fractional Operators. , 2022., (working paper or preprint).
[47]	Alazard, T., Magliocca, M. & Meunier, N. Traveling wave solution for a coupled incompressible Darcy's free boundary problem with surface tension. , 2022., (working paper or preprint).
[48]	Chamorro, D. & Poggi, B. On an almost sharp Liouville type theorem for fractional Navier-Stokes equations. , 2022., (working paper or preprint).
[49]	Chamorro, D. & Yangari, M. Some existence and regularity results for a non-local transport-diffusion equation with fractional derivatives in time and space. , 2022., (working paper or preprint).
[50]	Erny, X., Locherbach, E. & Loukianova, D. Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling. , 2022., (working paper or preprint).
[51]	Jiang, Y. & Vergara-Hermosilla, G. Machine learning-based modelling and forecasting of COVID-19 under temporally varying public intervention. , 2022., (working paper or preprint).
[52]	Menozzi, S. & Xicheng, Z. Heat kernel of supercritical SDEs with unbounded drifts. , 2022., (working paper or preprint).
[53]	Frioux, C., Huet, S., Labarthe, S., Martinelli, J., Malou, T., Sherman, D.J., Taupin, M.L. & Ugalde-Salas, P. Accelerating metabolic models evaluation with statistical metamodels: application to Salmonella infection models. , 2022., (working paper or preprint).
[54]	Chaudru de Raynal, P.E., Menozzi, S., Pesce, A. & Zhang, X. Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients. , 2022., (working paper or preprint).
[55]	Chamorro, D. & Meunier, N. Analysis of a nonlocal and nonlinear system for cell-cell communication. , 2022., (working paper or preprint).
[56]	Bondi, A., Livieri, G. & Pulido, S. Affine Volterra processes with jumps. , 2022., (working paper or preprint).
[57]	Bastide, D., Crepey, S., Drapeau, S. & Tadese, M. Derivatives Risks as Costs in a One-Period Network Model. , 2022., (working paper or preprint).
[58]	Chamorro, D. & Llerena, D. A crypto-regularity result for the micropolar fluids equations. , 2022., (working paper or preprint).
[59]	Lelievre, T., Robin, G., Sekkat, I., Stoltz, G. & Victorino Cardoso, G. Generative methods for sampling transition paths in molecular dynamics. , 2022., (working paper or preprint).
2021
[60]	Erny, X. Limite de grande échelle de systèmes de particules en interaction avec sauts simultanés en régime diffusif. , 2021. (Theses)
[61]	Marino, L. Weak regularization by degenerate Lévy noise and its applications. , 2021. (Theses)
[62]	Zuniga, E. Volterra processes and applications in finance. , 2021. (Theses)
[63]	Jaber, E.A., Cuchiero, C., Larsson, M. & Pulido, S. A weak solution theory for stochastic Volterra equations of convolution type. Annals of Applied Probability, 31(6):2924-2952, Institute of Mathematical Statistics (IMS), 2021.
[64]	Pycke, J.R. On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials. Results in mathematics = Resultate der Mathematik, Springer Verlag, 2021.
[65]	Pages, G. & Sagna, A. A general weak and strong error analysis of the recursive quantization with an application to jump diffusions. IMA Journal of Numerical Analysis, 41(4), Oxford University Press (OUP), 2021.
[66]	Bussy, S., Alaya, M., Jannot, A.s. & Guilloux, A. Binacox: automatic cut-point detection in high-dimensional Cox model with applications in genetics. Biometrics, Wiley, 2021.
[67]	Liehrmann, A., Rigaill, G. & Hocking, T.D. Increased peak detection accuracy in over-dispersed ChIP-seq data with supervised segmentation models. BMC Bioinformatics, 22(1), BioMed Central, 2021.
[68]	Dalmasso, C., Derbois, C., Veyssiere, M., Olaso, R., Lamacchia, C., Alpizar-rodriguez, D., Deleuze, J.f., Finckh, A. & Petit-Teixeira, E. Identification of biological pathways specific to phases preceding rheumatoid arthritis development through gene expression profiling. International Journal of Immunogenetics, Wiley, 2021.
[69]	Pascucci, M., Royer, G., Adamek, J., Asmar, M.A., Aristizabal, D., Blanche, L., Bezzarga, A., Boniface-Chang, G., Brunner, A., Curel, C., Dulac-Arnold, G., Fakhri, R., Malou, N., Nordon, C., Runge, V., Samson, F., Sebastian, E., Soukieh, D., Vert, J.P., Ambroise, C. & Madoui, M.A. AI-based mobile application to fight antibiotic resistance. Nature Communications, 12(1):1173, Nature Publishing Group, 2021.
[70]	Bianco, B., Francois-Garret, B., Butin, M., Dalmasso, C., Casagrande, F., Mokhtari, M. & Eleni Dit Trolli, S. Procalcitonin in Preterm Neonates: A Different Threshold and Prolonged Interpretation. Frontiers in Pediatrics, 9, Frontiers, 2021.
[71]	Pycke, J.R. A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions. Statistics and Probability Letters, 170, Elsevier, 2021.
[72]	Frikha, N., Konakov, V. & Menozzi, S. WELL-POSEDNESS OF SOME NON-LINEAR STABLE DRIVEN SDES. Discrete and Continuous Dynamical Systems - Series A, 41(2):849-898, American Institute of Mathematical Sciences, 2021.
[73]	Guilcher, M., Liehrmann, A., Seyman, C., Blein, T., Rigaill, G., Castandet, B. & Delannoy, E. Full Length Transcriptome Highlights the Coordination of Plastid Transcript Processing. International Journal of Molecular Sciences, 22(20):1-15, MDPI, 2021.
[74]	Azouz, N., Khamlia, M., Lerbet, J. & Abichou, A. Stabilization of an Unconventional Large Airship When Hovering. Applied Sciences, 11(8):3551, MDPI, 2021.
[75]	Souriau, R., Lerbet, J., Chen, H. & Vigneron, V. A review on generative Boltzmann networks applied to dynamic systems. Mechanical Systems and Signal Processing, 147:107072, Elsevier, 2021.
[76]	Erny, X. A convergence criterion for systems of point processes from the convergence of their stochastic intensities. Electronic Communications in Probability, 26:1-10, Institute of Mathematical Statistics (IMS), 2021.
[77]	Brocchieri, E., Corrias, L., Dietert, H. & Kim, Y.J. Evolution of dietary diversity and a starvation driven cross-diffusion system as its singular limit. Journal of Mathematical Biology, Springer Verlag (Germany), 2021.
[78]	Hariz, M., Le Marrec, L. & Lerbet, J. Explicit analysis of large transformation of a Timoshenko beam : Post-buckling solution, bifurcation and catastrophes. Acta Mechanica, 232(9):3565-3589, Springer Verlag, 2021.
[79]	Correa, M., Lerat, E., Birmele, E.E., Samson, F., Bouillon, B., Normand, K. & Rizzon, C. The Transposable Element Environment of Human Genes Differs According to Their Duplication Status and Essentiality. Genome Biology and Evolution, 13(5), Society for Molecular Biology and Evolution, 2021., (Erratum: https://doi.org/10.1093/gbe/evab175).
[80]	Erny, X., Locherbach, E. & Loukianova, D. Conditional propagation of chaos for mean field systems of interacting neurons. Electronic Journal of Probability, 26, Institute of Mathematical Statistics (IMS), 2021.
[81]	Menozzi, S., Pesce, A. & Zhang, X. Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift. Journal of Differential Equations, 272:330-369, Elsevier, 2021.
[82]	Sanchez Garcia de La Torre, V., Majorel-Loulergue, C., Rigaill, G.J., Gonzalez, D.A., Soubigou-Taconnat, L., Pillon, Y., Barreau, L., Thomine, S., Fogliani, B., Burtet-Sarramegna, V. & Merlot, S. Wide Cross-species RNA-Seq Comparison Reveals Convergent Molecular Mechanisms Involved in Nickel Hyperaccumulation Across Dicotyledons. New Phytologist, 229(2):994-1006, Wiley, 2021.
[83]	Chaudru de Raynal, P.&., Honore, I. & Menozzi, S. Sharp Schauder Estimates for some Degenerate Kolmogorov Equations. Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, pages 989-1089, Scuola Normale Superiore , 2021.
[84]	Chamorro, D. Introduction aux équations de Navier-Stokes. , 2021.
[85]	Massoumi, S., Challamel, N. & Lerbet, J. Dynamic Analysis of Granular Chain Using Cosserat Discrete Modeling. In ICTAM 2020 (International Congress of Theoretical and Applied Mechanics), 2021.
[86]	Dieuleveut, A., Fort, G., Moulines, E. & Robin, G. Federated Expectation Maximization with heterogeneity mitigation and variance reduction. In NeurIPS 2021 - 35th Conference on Neural Information Processing Systems, 2021.
[87]	Gapeev, P.V., Jeanblanc, M. & Wu, D. Projections in enlargements of filtrations under Jacod's equivalence hypothesis for marked point processes *. , 2021., (working paper or preprint).
[88]	Courbariaux, M., Szafranski, M., Dalmasso, C., Danjou, F., Bekadar, S., Corvol, J.C., Martinez, M. & Ambroise, C. A sparse logistic mixture model for disease subtyping with clinical and genetic data. , 2021., (working paper or preprint).
[89]	Gueye, D. & Jeanblanc, M. Generalized Cox Model for Default Times. , 2021., (working paper or preprint).
[90]	Profeta, C. Extreme values of critical and subcritical branching stable processes with positive jumps. , 2021., (working paper or preprint).
[91]	Lemarie-Rieusset, P.G. A remark on weak-strong uniqueness for suitable weak solutions of the Navier-Stokes equations. , 2021., (working paper or preprint).
[92]	Momal, R., Robin, S.S. & Ambroise, C. Accounting for missing actors in interaction network inference from abundance data. , 2021., (working paper or preprint).
[93]	Chamorro, D. & Llerena, D. Interior epsilon-regularity theory for the solutions of the magneto-micropolar equations with a perturbation term. , 2021., (working paper or preprint).
[94]	Fernandez-Dalgo, P.G. & Lemarie-Rieusset, P.G. Weighted energy estimates for the incompressible Navier-Stokes equations and applications to axisymmetric solutions without swirl. , 2021., (working paper or preprint).
[95]	Marino, L., Menozzi, S. & Priola, E. Poisson process and sharp constants in Lp and Schauder estimates for a class of degenerate Kolmogorov operators. , 2021., (working paper or preprint).
[96]	Profeta, C. The area under a spectrally positive stable excursion and other related processes. , 2021., (working paper or preprint).
[97]	Gapeev, P.V. & Jeanblanc, M. First and second-to-default options in models with various information flows *. , 2021., (working paper or preprint).
[98]	Landes, C., Diaz-Lazcoz, Y., Henaut, A. & Torresani, B. Pseudo-Rate Matrices, beyond Dayhoff's model. , 2021., (working paper or preprint).
[99]	Chikhi, J. Padé approximations to the logarithm and Bernoulli polynomials of the second kind. , 2021., (working paper or preprint).
[100]	Marino, L. & Menozzi, S. Weak well-posedness for degenerate SDEs driven by Lévy processes. , 2021., (working paper or preprint).
[101]	Benezet, C., Gobet, E. & Targino, R. Transform MCMC schemes for sampling intractable factor copula models. , 2021., (working paper or preprint).
[102]	Jourdain, B. & Menozzi, S. Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with L Q -- L \rho Drift Coefficient and Additive Noise. , 2021., (working paper or preprint).
[103]	Chamorro, D. Mixed Sobolev-like Inequalities in Lebesgue spaces of variable exponents and in Orlicz spaces. , 2021., (working paper or preprint).
2020
[104]	Amorino, C. Bias correction for drift and volatility estimation of jump diffusion processes and non - parametric adaptive estimation of the invariant measure. , 2020. (Theses)
[105]	Kamari, H. Predictive quality of meta-models constructed on the reproducing kernel Hilbert spaces and sensitivity analysis of complex models.. , 2020. (Theses)
[106]	Bichat, A. Prise en compte de l'organisation hiérarchique des espèces pour la découverte de signatures métagénomiques multi-échelles.. , 2020. (Theses)
[107]	Calvez, V., Lepoutre, T., Meunier, N. & Muller, N. Non-linear analysis of a model for yeast cell communication. ESAIM: Mathematical Modelling and Numerical Analysis, 54(2):619-648, EDP Sciences, 2020.
[108]	Chaudru de Raynal, P.&., Menozzi, S. & Priola, E. Schauder estimates for drifted fractional operators in the supercritical case. Journal of Functional Analysis, 278(8):108425, Elsevier, 2020.
[109]	Laso-Jadart, R., Ambroise, C., Peterlongo, P. & Madoui, M.A. metaVaR: introducing metavariant species models for reference-free metagenomic-based population genomics. PLoS ONE, Public Library of Science, 2020.
[110]	Hulot, A., Chiquet, J., Jaffrezic, F. & Rigaill, G. Fast tree aggregation for consensus hierarchical clustering. BMC Bioinformatics, 21(1), BioMed Central, 2020.
[111]	Gautreau, G., Bazin, A., Gachet, M., Planel, R., Burlot, L., Dubois, M., Perrin, A., Medigue, C., Calteau, A., Cruveiller, S., Matias, C., Ambroise, C., Rocha, E.P.C. & Vallenet, D. PPanGGOLiN: Depicting microbial diversity via a partitioned pangenome graph. PLoS Computational Biology, Public Library of Science, 2020.
[112]	Lallemand, T., Leduc, M., Landes, C., Rizzon, C. & Lerat, E. An Overview of Duplicated Gene Detection Methods: Why the Duplication Mechanism Has to Be Accounted for in Their Choice. Genes, 11(9):1046, MDPI, 2020.
[113]	Laso-jadart, R., Sugier, K., Petit, E., Labadie, K., Peterlongo, P., Ambroise, C., Wincker, P., Jamet, J.L. & Madoui, M.a. Investigating population-scale allelic differential expression in wild populations of Oithona similis (Cyclopoida, Claus, 1866). Ecology and Evolution, 10(16):8894-8905, Wiley Open Access, 2020.
[114]	Cucchi, A., Mellet, A. & Meunier, N. A Cahn-Hilliard Model for Cell Motility. SIAM Journal on Mathematical Analysis, 52(4):3843-3880, Society for Industrial and Applied Mathematics, 2020.
[115]	Billat, V., Palacin, F., Correa, M. & Pycke, J.R. Pacing Strategy Affects the Sub-Elite Marathoner's Cardiac Drift and Performance. Frontiers in Psychology, 10:3026, Frontiers Media, 2020.
[116]	Guinot, F., Szafranski, M., Chiquet, J., Zancarini, A., Le Signor, C., Mougel, C. & Ambroise, C. Fast computation of genome-metagenome interaction effects. Algorithms for Molecular Biology, 15(1):art.13 (21p.), BioMed Central, 2020.
[117]	Alazard, T., Meunier, N. & Smets, D. Lyapunov Functions, Identities and the Cauchy Problem for the Hele--Shaw Equation. Communications in Mathematical Physics, 377(2):1421-1459, Springer Verlag, 2020., (We have added some references).
[118]	Crepey, S., Fort, G., Gobet, E. & Stazhynski, U. Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion. SIAM/ASA Journal on Uncertainty Quantification, ASA, American Statistical Association, 2020., (Accepted in May 2020.).
[119]	Gloter, A., Honore, I. & Loukianova, D. Approximation of the invariant distribution for a class of ergodic jump diffusions. ESAIM: Probability and Statistics, 24:883-913, EDP Sciences, 2020.
[120]	Romano, G., Rigaill, G., Runge, V. & Fearnhead, P. Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise. Journal of the American Statistical Association, pages 1-16, Taylor \& Francis, 2020.
[121]	Filipovic, D., Larsson, M. & Pulido, S. Markov cubature rules for polynomial processes. Stochastic Processes and their Applications, 130(4):1947-1971, Elsevier, 2020.
[122]	Lerbet, J., Challamel, N., Nicot, F. & Darve, F. Second-order work criterion and divergence criterion: a full equivalence for kinematically constrained systems. Mathematics and Mechanics of Complex Systems, 8(1):1-28, International Research Center for Mathematics \& Mechanics of Complex Systems (M\&MoCS),University of L'Aquila in Italy, 2020.
[123]	Momal, R., Robin, S. & Ambroise, C. Tree-based inference of species interaction networks from abundance data. Methods in Ecology and Evolution, 11(5):621-632, Wiley, 2020.
[124]	Gaigi, M., Kharroubi, I. & Lim, T. Optimal Exploitation of a General Renewable Natural Resource under State and Delay Constraints. Mathematics , 8(11):2053, MDPI, 2020.
[125]	Massoumi, S., Challamel, N. & Lerbet, J. Exact Solutions for the Vibration of Finite Granular Beam Using Discrete and Gradient Elasticity Cosserat Models. Journal of Sound and Vibration, Elsevier, 2020.
[126]	Bichat, A., Plassais, J., Ambroise, C. & Mariadassou, M. Incorporating Phylogenetic Information in Microbiome Differential Abundance Studies Has No Effect on Detection Power and FDR Control. Frontiers in Microbiology, 11, Frontiers Media, 2020.
[127]	Chaudru de Raynal, P.E., Menozzi, S. & Priola, E. Weak Well-Posedness of Multidimensional Stable Driven SDEs in the Critical Case. Stochastics and Dynamics, 20(6):2040004, World Scientific Publishing, 2020.
[128]	Chaudru de Raynal, P.E. & Menozzi, S. Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result. Transactions of the American Mathematical Society, American Mathematical Society, 2020.
[129]	Pycke, J.R. On a generalization of Rényi-Srivastava characterizationof the Poisson law.. Journal of Applied Probability, Cambridge University press, 2020.
[130]	Honore, I., Menozzi, S. & Pages, G. Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiquespages 1559-1605, Institut Henri Poincaré (IHP), 2020.
[131]	Cucchi, A., Etchegaray, C., Meunier, N., Navoret, L. & Sabbagh, L. Cell migration in complex environments: chemotaxis and topographical obstacles. ESAIM: Proceedings and Surveys, 67:191-209, EDP Sciences, 2020.
[132]	Six, E., Guilloux, A., Denis, A., Lecoules, A., Magnani, A., Vilette, R., Male, F., Cagnard, N., Delville, M., Magrin, E., Caccavelli, L., Roudaut, C., Plantier, C., Sobrino, S., Gregg, J., Nobles, C.L., Everett, J.K., Hacein-Bey-Abina, S., Galy, A., Fischer, A., Thrasher, A.J., Andre, I., Cavazzana, M. & Bushman, F.D. Clonal tracking in gene therapy patients reveals a diversity of human hematopoietic differentiation programs. Blood, 135(15):1219-1231, American Society of Hematology, 2020.
[133]	Champion, M., Chiquet, J., Neuvial, P., Elati, M., Radvanyi, F. & Birmele, E.E. Identification of deregulated transcription factors involved in subtypes of cancers. In Proceedings of the 12th International Conference on Bioinformatics and Computational Biology, pages 1-10, 2020.
[134]	Marino, L. Schauder estimates for degenerate Lévy Ornstein-Ulhenbeck operators. , 2020., (30 pages).
[135]	Kharroubi, I., Lim, T. & Warin, X. Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process. , 2020., (working paper or preprint).
[136]	Chikhi, J. Some carlitz type identities for the Bernoulli number of the second kind. , 2020., (working paper or preprint).
[137]	Lemarie-Rieusset, P.G. & Gabriel Fernandez-Dalgo, P. Characterisation of the pressure term in the incompressible Navier-Stokes equations on the whole space. , 2020., (working paper or preprint).
[138]	Chamorro, D. & He, J. Regularity theory for the dissipative solutions of the MHD equations. , 2020., (working paper or preprint).
[139]	Amorino, C. & Gloter, A. Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes. , 2020., (working paper or preprint).
[140]	Chamorro, D. & He, J. On the partial regularity theory for the MHD equations. , 2020., (working paper or preprint).
[141]	Bussy, S., Alaya, M.Z., Jannot, A.S. & Guilloux, A. Binacox: automatic cut-point detection in high-dimensional Cox model with applications in genetics. , 2020., (working paper or preprint).
[142]	Amorino, C. & Gloter, A. Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes. , 2020., (working paper or preprint).
[143]	Gloter, A. & Yoshida, N. Adaptive and non-adaptive estimation for degenerate diffusion processes. , 2020., (working paper or preprint).
[144]	Amorino, C. & Gloter, A. Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function. , 2020., (working paper or preprint).
[145]	Chamorro, D. & Issoglio, E. Blow-up for a nonlinear PDE with fractional Laplacian and singular quadratic nonlinearity. , 2020., (working paper or preprint).
[146]	Jabir, J.F. & Profeta, C. A stable Langevin model with diffusive-reflective boundary conditions. , 2020., (working paper or preprint).
[147]	Chamorro, D., Cortez, F., He, J. & Jarrin, O. On the local regularity theory for the MHD equations. , 2020., (working paper or preprint).
2019
[148]	Bielecki, T.R., Chen, T., Cialenco, I., Cousin, A. & Jeanblanc, M. Adaptive Robust Control Under Model Uncertainty. SIAM Journal on Control and Optimization, 57(2):925-946, Society for Industrial and Applied Mathematics, 2019.
[149]	Robin, G., Ambroise, C. & Robin, S.S. Incomplete graphical model inference via latent tree aggregation. Statistical Modelling, 19(5):545-568, SAGE Publications, 2019.
[150]	Maire, V., Mahmood, F., Rigaill, G., Ye, M., Brisson, A., Nemati, F., Gentien, D., Tucker, G.C., Roman-Roman, S. & Dubois, T. LRP8 is overexpressed in estrogen-negative breast cancers and a potential target for these tumors. Cancer Medicine, 8(1):325-336, Wiley, 2019.
[151]	Abi Jaber, E., Larsson, M. & Pulido, S. Affine Volterra processes. Annals of Applied Probability, 29(5):3155-3200, Institute of Mathematical Statistics (IMS), 2019.
[152]	Alaya, M.Z., Bussy, S., Gaiffas, S. & Guilloux, A. Binarsity: a penalization for one-hot encoded features. Journal of Machine Learning Research, 20(118):1-34, Microtome Publishing, 2019.
[153]	Crepey, S., Fort, G., Gobet, E. & Stazhynski, U. Quantification d'incertitude pour l'Approximation Stochastique. Actes de Conférence du Colloque GRETSI 2019, 2019.
[154]	Palomares, M.A., Dalmasso, C., Bonnet, E., Derbois, C., Brohard-Julien, S., Ambroise, C., Battail, C., Deleuze, J.F. & Olaso, R.E. Systematic analysis of TruSeq, SMARTer and SMARTer Ultra-Low RNA-seq kits for standard, low and ultra-low quantity samples.. Scientific Reports, 9:1-12, Nature Publishing Group, 2019.
[155]	Lemay, M.A., Torkamaneh, D., Rigaill, G., Boyle, B., Stec, A.O., Stupar, R.M. & Belzile, F. Screening populations for copy number variation using genotyping-by-sequencing: a proof of concept using soybean fast neutron mutants. BMC Genomics, 20:634, BioMed Central, 2019.
[156]	Lannes, R., Rizzon, C. & Lerat, E. Does the Presence of Transposable Elements Impact the Epigenetic Environment of Human Duplicated Genes?. Genes, 10(3):249, MDPI, 2019.
[157]	Etchegaray, C. & Meunier, N. A stochastic model for cell adhesion to the vascular wall. Journal of Mathematical Biology, Springer Verlag (Germany), 2019.
[158]	Forst, E., Enjalbert, J., Allard, V., Ambroise, C., Krissaane, I., Mary Huard, T., Robin, S. & Goldringer, I. A generalized statistical framework to assess mixing ability from incomplete mixing designs using binary or higher order variety mixtures and application to wheat. Field Crops Research, 242:107571, Elsevier, 2019.
[159]	Bussy, S., Veil, R., Looten, V., Burgun, A., Gaiffas, S., Guilloux, A., Ranque, B. & Jannot, A.S. Comparison of methods for early-readmission prediction in a high-dimensional heterogeneous covariates and time-to-event outcome framework. BMC Medical Research Methodology, 19(1):50, BioMed Central, 2019.
[160]	Billat, V., Carbillet, T., Correa, M. & Pycke, J.R. Detecting the marathon asymmetry with a statistical signature. Physica A: Statistical Mechanics and its Applications, 515:240-247, Elsevier, 2019.
[161]	Fearnhead, P. & Rigaill, G. Changepoint detection in the presence of outliers. Journal of the American Statistical Association, 114(525):169-183, Taylor \& Francis, 2019.
[162]	Ambroise, C., Dehman, A., Neuvial, P., Rigaill, G. & Vialaneix, N. Adjacency-constrained hierarchical clustering of a band similarity matrix with application to Genomics. Algorithms for Molecular Biology, 14:22, BioMed Central, 2019.
[163]	Fisher, T., Pulido, S. & Ruf, J. Financial Models with Defaultable Numéraires. Mathematical Finance, 29(1):117-136, Wiley, 2019.
[164]	Barrera, D., Crepey, S., Diallo, B., Fort, G., Gobet, E. & Stazhynski, U. Stochastic Approximation Schemes for Economic Capital and Risk Margin Computations. ESAIM: Proceedings and Surveys, EDP Sciences, 2019.
[165]	Kramkov, D. & Pulido, S. Density of the set of probability measures with the martingale representation property. Annals of Probability, 47(4):2563-2581, Institute of Mathematical Statistics, 2019.
[166]	Bussy, S., Guilloux, A., Gaiffas, S. & Jannot, A.S. C-mix: a high dimensional mixture model for censored durations, with applications to genetic data. Statistical Methods in Medical Research, 28(5):1523-1539, SAGE Publications, 2019.
[167]	Blanchet-Scalliet, C., Jeanblanc, M. & Romo Romero, R. Enlargement of filtration in discrete time. In Risk And Stochastics: Ragnar Norberg, pages 99-126, Worl Scientific, 2019.
[168]	Lemarie-Rieusset, P.G. Real variable methods in harmonic analysis and Navier-Stokes equations. In Harmonic Analysis and Applications, 2019.
[169]	Souriau, R., Vigneron, V., Lerbet, J. & Chen, H. Boltzmann Machines for signals decomposition. Application to Parkinson's Disease control. In XXVIIème Colloque francophone de traitement du signal et des images (GRETSI 2019), 2019.
[170]	Souriau, R., Fourer, D., Chen, H., Lerbet, J., Maaref, H. & Vigneron, V. High-Voltage Spindles detection from EEG signals using recursive synchrosqueezing transform. In GRETSI, 2019.
[171]	Marwan, H., Guy, C., Marrec Loic, L. & Lerbet, J. Timoshenko beam under Winkler foundation. In 24 Congrès Français de Mécanique à Brest, 26-30 août 2019, 2019.
[172]	Massoumi, S., Challamel, N. & Lerbet, J. Dynamique d'une Chaîne Granulaire en Flexion -Modèles Discrets et Continus. In CFM, 2019.
[173]	Hulot, A., Chiquet, J., Jaffrezic, F. & Rigaill, G. Fast tree aggregation for consensus hierarchical clustering: application to multi-omics data analysis. In Statistical Methods for Post-Genomic Data (SMPGD), 2019.
[174]	Lerbet, J., Challamel, N., Nicot, F. & Darve, F. Intrinsic Incremental Mechanics. In 4th International SEE Conference on Geometric Science of Information (GSI), 11712:51-54, 2019.
[175]	Massoumi, S., Challamel, N. & Lerbet, J. Discrete and gradient Elasticity Cosserat Modeling of Granular Chains. In Powders and Granular Materials (PGMM ), 2019.
[176]	Ambroise, C., Dehman, A., Neuvial, P., Rigaill, G. & Vialaneix, N. Adjacency-constrained hierarchical clustering of a band similarity matrix with application to genomics. , 2019., (Poster).
[177]	Fernandez-Dalgo, P.G. & Jarrin, O. Existence of infinite-energy and discretely self-similar global weak solutions for 3D MHD equations. , 2019., (working paper or preprint).
[178]	Fernandez-Dalgo, P.G. & Lemarie-Rieusset, P.G. Weak solutions for Navier--Stokes equations with initial data in weighted L>2 spaces.. , 2019., (working paper or preprint).
[179]	Jeanblanc, M. & Li, L. Characteristics and constructions of default times Characteristics and constructions of default times. , 2019., (working paper or preprint).
[180]	Marino, L. Schauder estimates for degenerate stable Kolmogorov equations. , 2019., (working paper or preprint).
[181]	Di Tella, P. & Jeanblanc, M. Martingale Representation in the Enlargement of the Filtration Generated by a Point Process. , 2019., (working paper or preprint).
[182]	Bielecki, T.R., Jakubowski, J., Jeanblanc, M. & Niew¦gªowski, M. Semimartingales and Shrinkage of Filtration. , 2019., (working paper or preprint).
[183]	Huet, S. & Taupin, M.L. Metamodel construction for sensitivity analysis. , 2019., (working paper or preprint).
[184]	Laso-Jadart, R., Sugier, K., Petit, E., Labadie, K., Peterlongo, P., Ambroise, C., Wincker, P., Jamet, J.L. & Madoui, M.A. Linking Allele-Specific Expression And Natural Selection In Wild Populations. , 2019., (working paper or preprint).
[185]	Chevalier, E., Ly Vath, V. & Roch, A. Optimal dividend and capital structure with debt covenants. , 2019., (working paper or preprint).
[186]	Gapeev, P.V. & Jeanblanc, M. Credit default swaps in two-dimensional models with various information flows *. , 2019., (working paper or preprint).
[187]	Keller-Ressel, M., Larsson, M. & Pulido, S. Affine Rough Models. , 2019., (working paper or preprint).
[188]	Gapeev, P.V., Jeanblanc, M. & Wu, D. Projections in enlargements of filtrations under Jacod's hypothesis and examples. , 2019., (working paper or preprint).
[189]	Profeta, C. Persistence and exit times for some additive functionals of skew Bessel processes. , 2019., (working paper or preprint).
[190]	Bocchi, E., He, J. & Vergara-Hermosilla, G. Modelling and simulation of a wave energy converter. , 2019., (working paper or preprint).
[191]	Lemarie-Rieusset, P.G. Interpolation, extrapolation, Morrey spaces and local energy control for the Navier--Stokes equations.. , 2019., (working paper or preprint).
[192]	Amorino, C. & Gloter, A. Contrast function estimation for the drift parameter of ergodic jump diffusion process. , 2019., (working paper or preprint).
[193]	Kamari, H., Huet, S. & Taupin, M.L. RKHSMetaMod: An R package to estimate the Hoeffding decomposition of an unknown function by solving RKHS ridge group sparse optimization problem. , 2019., (working paper or preprint).
2018
[194]	Jarrin, O. Descriptions déterministes de la turbulence dans les équations de Navier-Stokes. , 2018. (Theses)
[195]	Seddik, M. indices in number fields and their applications. , 2018. (Theses)
[196]	Rasamoely, F. Modélisation de carnet d'ordres et gestion de risque de liquidité. , 2018. (Theses)
[197]	Celisse, A., Marot, G., Male, P.J. & Rigaill, G. New efficient algorithms for multiple change-point detection with reproducing kernels. Computational Statistics and Data Analysis, 128:200-220, Elsevier, 2018.
[198]	Koksal Ersoz, E., Vidal, A. & Clement, F. Coupled multiple timescale dynamics in populations of endocrine neurons: Pulsatile and surge patterns of GnRH secretion. SIAM Journal on Applied Dynamical Systems, 17(1):1052-1090, Society for Industrial and Applied Mathematics, 2018.
[199]	Sadacca, B., Hamy, A.S., Laurent, C., Gestraud, P., Bonsang-Kitzis, H., Pinheiro, A., Abecassis, J., Neuvial, P. & Reyal, F. New insight for pharmacogenomics studies from the transcriptional analysis of two large-scale cancer cell line panels (vol 7, 15126, 2016). Scientific Reports, 8, Nature Publishing Group, 2018., (Author Correction: New insight for pharmacogenomics studies from the transcriptional analysis of two large-scale cancer cell line panels).
[200]	Guinot, F., Szafranski, M., Ambroise, C. & Samson, F. Learning the optimal scale for GWAS through hierarchical SNP aggregation. BMC Bioinformatics, 19, BioMed Central, 2018.
[201]	Guinot, F., Szafranski, M., Ambroise, C. & Samson, F. Learning the optimal scale for GWAS through hierarchical SNP aggregation. BMC Bioinformatics, 19(1):459, BioMed Central, 2018.
[202]	Filipovic, D., Ackerer, D. & Pulido, S. The Jacobi Stochastic Volatility Model. Finance and Stochastics, 22(3):667-700, Springer Verlag (Germany), 2018.
[203]	Billat, V., Brunel, N.J.B., Carbillet, T., Labbe, S. & Samson, A. Humans are able to self-paced constant running accelerations until exhaustion. Physica A: Statistical Mechanics and its Applications, 506:290-304, Elsevier, 2018.
[204]	Chamorro, D. & Menozzi, S. Non Linear Singular Drifts and Fractional Operators: when Besov meets Morrey and Campanato. Potential Analysis, 49(1):1-35, Springer Verlag, 2018.
[205]	Clement, E., Gloter, A. & Nguyen, H. Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process. ESAIM: Probability and Statistics, 22:58-95, EDP Sciences, 2018.
[206]	Menozzi, S. Martingale problems for some degenerate Kolmogorov equations. Stochastic Processes and their Applications, 128(3):756-802, Elsevier, 2018., (44 pages).
[207]	Jonchere, V., Marisa, L., Greene, M., Virouleau, A., Buhard, O., Bertrand, R., Svrcek, M., Cervera, P., Goloudina, A., Guillerm, E., Coulet, F., Landman, S., Ratovomanana, T., Job, S., Ayadi, M., Elarouci, N., Armenoult, L., Merabtene, F., Dumont, S., Parc, Y., Lefevre, J., Andre, T., Flejou, J.F., Guilloux, A., Collura, A., de Reynies, A. & Duval, A. Identification of Positively and Negatively Selected Driver Gene Mutations Associated With Colorectal Cancer With Microsatellite Instability Positive Selection Pressure Mutational Background Negative Selection Pressure Mutational Frequency Microsatellite length (bp). Cellular and Molecular Gastroenterology and Hepatology, 6(3):277-300, Philadelphia, PA : American Gastroenterological Association, [2015]-, 2018.
[208]	Albert, E., Duboscq, R., Latreille, M., Santoni, S., Beukers, M., Bouchet, J.P., Bitton, F., Gricourt, J., Poncet, C., Gautier, V., Jimenez-Gomez, J., Rigaill, G. & Causse, M. Allele-specific expression and genetic determinants of transcriptomic variations in response to mild water deficit in tomato. Plant Journal, 96(3):635-650, Wiley, 2018.
[209]	Jarrin, O. Descriptions déterministes de la turbulence dans les équations de Navier-Stokes. , 2018.
[210]	Chamorro, D. Espacios de Lebesgue y de Lorentz. In Espacios de Lebesgue y de Lorentz, 2018.
[211]	Sow, M.D., Allona, I., Ambroise, C., Conde, D., Fichot, R.R., Gribkova, S., Jorge, V., Le Provost, G., Paques, L., Plomion, C., Salse, J., Sanchez Rodriguez, L., Segura, V., Tost, J. & Maury, S. Epigenetics in Forest Trees: State of the Art and Potential Implications for Breeding and Management in a Context of Climate Change. In Plant Epigenetics Coming of Age for Breeding Applications, 88:454 p., Academic press, Elsevier, 2018., (Chapitre 12).
[212]	Sow, M.D., Allona, I., Ambroise, C., Conde, D., Fichot, R., Gribkova, S., Jorge, V., Le-Provost, G., Paques, L., Plomion, C., Salse, J., Sanchez-Rodriguez, L., Segura, V., Tost, J. & Maury, S. Epigenetics in forest trees. In Advances in Botanical Research, 88, Academic Press, 2018.
[213]	Brunel, N., Goujot, D., Labarthe, S. & Laroche, B. Parameter estimation for dynamical systems using an FDA approach. In 11th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2018), 2018.
[214]	Brunel, N., Goujot, D., Labarthe, S. & Laroche, B. Parameter estimation for dynamical systems using an FDA approach. In 11th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2018), 2018.
[215]	Hulot, A., Chiquet, J., Jaffrezic, F. & Rigaill, G. Fused-ANOVA : une méthode de clustering en grande dimension. In 50èmes Journées de Statistique, 2018.
[216]	Pycke, J.R. On a Characterization of Poisson law with applications to the extended risk model in non-life insurance.. In Proceedings of the 7th Annual International Conference on Computational Mathematics, Computational Geometry \& Statistics (CMCGS 2108), 2018.
[217]	Laroche, B., Brunel, N., Goujot, D. & Labarthe, S. Parameter estimation for dynamical systems using an FDA approach. In International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2018), pages np, 2018.
[218]	Ambroise, C., Dehman, A., Koskas, M., Neuvial, P., Rigaill, G. & Vialaneix, N. Adjacency-constrained hierarchical clustering of a band similarity matrix with application to genomics. In Journée Régionale de Bioinformatique et Biostatistique, Génopole Toulouse, 2018.
[219]	Chamorro, D., Marcoci, A.N. & Marcoci, L.G. Functional Inequalities in Stratified Lie groups with Sobolev, Besov, Lorentz and Morrey spaces. , 2018., (working paper or preprint).
[220]	Alaya, M.Z., Lemler, S., Guilloux, A. & Allart, T. High-dimensional time-varying Aalen and Cox models. , 2018., (working paper or preprint).
[221]	Coculescu, D. & Jeanblanc, M. STRUCTURE CONDITIONS UNDER SHORT-SALES CONSTRAINTS AND APPLICATIONS TO CONVERGING ASSET PRICES. , 2018., (working paper or preprint).
[222]	Crepey, S. & Nguyen, T.M. Nonlinear Monte Carlo schemes for counterparty risk on credit derivatives. , 2018., (working paper or preprint).
[223]	Albanese, C., Caenazzo, S. & Crepey, S. Capital and Funding. , 2018., (working paper or preprint).
[224]	Crepey, S. & Song, S. Counterparty risk and funding: immersion and beyond. , 2018., (working paper or preprint).
[225]	Aksamit, A., Choulli, T. & Jeanblanc, M.R. THIN TIMES AND RANDOM TIMES' DECOMPOSITION. , 2018., (working paper or preprint).
[226]	Armenti, Y., Crepey, S. & Zhou, C. The Sustainable Black-Scholes Equations. , 2018., (working paper or preprint).
[227]	Armenti, Y., Crepey, S., Drapeau, S. & Papapantoleon, A. Multivariate Shortfall Risk Allocation and Systemic Risk. , 2018., (working paper or preprint).
[228]	Matoussi, A. & Sabbagh, W. Numerical Computation for Backward Doubly SDEs with random terminal time. , 2018., (38, Monte Carlo Methods and Applications (MCMA) 2016).
[229]	Gloter, A., Honore, I. & Loukianova, D. NON-ASYMPTOTIC CONCENTRATION INEQUALITY FOR AN APPROXIMATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION DRIVEN BY COMPOUND POISSON PROCESS. , 2018., (working paper or preprint).
[230]	Brigo, D., Jeanblanc, M. & Vrins, F. SDEs with uniform distributions: Peacocks, Conic martingales and mean reverting uniform diffusions. , 2018., (working paper or preprint).
[231]	Abbas-Turki, L.A., Crepey, S. & Diallo, B. XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations. , 2018., (working paper or preprint).
[232]	Clement, E. & Gloter, A. Estimating functions for SDE driven by stable Lévy processes. , 2018., (working paper or preprint).
[233]	Virouleau, A., Guilloux, A., Gaiffas, S. & Bogdan, M. HIGH-DIMENSIONAL ROBUST REGRESSION AND OUTLIERS DETECTION WITH SLOPE. , 2018., (working paper or preprint).
[234]	Chamorro, D., Jarrin, O. & Lemarie-Rieusset, P.G. Some Liouville theorems for stationary Navier-Stokes equations in Lebesgue and Morrey spaces. , 2018., (working paper or preprint).
[235]	Lim, T., Kharroubi, I. & Ly-Vath, V. Optimal Exploitation of a Resource with Stochastic Population Dynamics and Delayed Renewal. , 2018., (working paper or preprint).
2017
[236]	Sadacca, B. Pharmacogenomic and High-Throughput Data Analysis to Overcome Triple Negative Breast Cancers Drug Resistance. , 2017. (Theses)
[237]	Armenti, Y. XVA Analysis, Risk Measures and Applications to Centrally Cleared Trading. , 2017. (Theses)
[238]	Mayoufi, K. Les inégalités d'énergie locales dans la théorie des équations de Navier-Stokes. , 2017. (Theses)
[239]	Huet, S. & Taupin, M.L. Metamodel construction for sensitivity analysis. ESAIM: Proceedings and Surveys, 60:27-69, EDP Sciences, 2017.
[240]	Larsson, M. & Pulido, S. Polynomial preserving diffusions on compact quadric sets. Stochastic Processes and their Applications, 127(3):901-926, Elsevier, 2017.
[241]	Stanislas, V., Dalmasso, C. & Ambroise, C. Eigen-Epistasis for detecting Gene-Gene interactions. BMC Bioinformatics, 18:54, BioMed Central, 2017.
[242]	Huet, S. & Taupin, M.L. Metamodel construction for sensitivity analysis. ESAIM: Proceedings and Surveys, 60-2017:27-69, EDP Sciences, 2017.
[243]	Signerska-Rynkowska, J., Touboul, J., Vidal, A. & Rubin, J. Wild oscillations in a nonlinear neuron model with resets: (II) Mixed-mode oscillations. Discrete and Continuous Dynamical Systems - Series B, 22(10):4003-4039, American Institute of Mathematical Sciences, 2017.
[244]	Clement, E. & Gloter, A. An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient. Annals of Applied Probability, 27(4):2419-2454, Institute of Mathematical Statistics (IMS), 2017.
[245]	Banica, V., Faou, E. & Miot, E. Collision of almost parallel vortex filaments. Communications on Pure and Applied Mathematics, 70(2):378-405, Wiley, 2017.
[246]	Becu, J.M., Grandvalet, Y., Ambroise, C. & Dalmasso, C. Beyond support in two-stage variable selection. Statistics and Computing, 27(1):169-179, Springer Verlag (Germany), 2017.
[247]	Konakov, V., Kozhina, A. & Menozzi, S. Stability of Densities for Perturbed Diffusions and Markov Chains. ESAIM: Probability and Statistics, 21:88-112, EDP Sciences, 2017.
[248]	Sadacca, B., Hamy-Petit, A.S., Laurent, C., Gestraud, P., Bonsang-Kitzis, H., Pinheiro, A., Abecassis, J., Neuvial, P. & Reyal, F. New insight for pharmacogenomics studies from the transcriptional analysis of two large-scale cancer cell line panels. Scientific Reports, 7(1):15126, Nature Publishing Group, 2017., (Author Correction : Sadacca, B., Hamy, A.-S., Laurent, C., Gestraud, P., Bonsang-Kitzis, H., Pinheiro, A., Abecassis, J., Neuvial, P., Reyal, F. (2018). New insight for pharmacogenomics studies from the transcriptional analysis of two large-scale cancer cell line panels (vol 7, 15126, 2016). Scientific Reports, 8, 1-1 https://www.nature.com/articles/s41598-018-36812-3 UT=WOS000453222300001).
[249]	Ankirchner, S., Blanchet-Scalliet, C. & Jeanblanc, M. Controlling the occupation time of an exponential martingale. Applied Mathematics and Optimization, 76(2):415-428, Springer Verlag (Germany), 2017.
[250]	Stanislas, V., Dalmasso, C. & Ambroise, C. Eigen-Epistasis for detecting gene-gene interactions. BMC Bioinformatics, 18:np, BioMed Central, 2017.
[251]	Biessy, G. Continuous-time semi-markov inference of biometric laws associated with a long-term care insurance portfolio. ASTIN Bulletin, 47(2):527-561, Cambridge University Press (CUP), 2017.
[252]	El Karoui, N., Jeanblanc, M. & Jiao, Y. Dynamics of multivariate default system in random environment. Stochastic Processes and their Applications, 127(12):3943-3965, Elsevier, 2017.
[253]	Konakov, V. & Menozzi, S. Weak Error for the Euler Scheme Approximation of Diffusions with Non-Smooth Coefficients *. Electronic Journal of Probability, 22(46):47p, Institute of Mathematical Statistics (IMS), 2017., (45 pages).
[254]	Vrins, F. & Jeanblanc, M. Conic Martingales from Stochastic Integrals. Mathematical Finance, Wiley, 2017.
[255]	Allart, T., Levieux, G., Pierfitte, M., Guilloux, A. & Natkin, S. Difficulty influence on motivation over time in video games using survival analysis. In FDG - Foundation of Digital Games, 6, ACM Press, 2017.
[256]	Crepey, S. & Song, S. Invariance properties in the dynamic gaussian copula model *. , 2017., (working paper or preprint).
[257]	Crepey, S. & Song, S. INVARIANCE TIMES *. , 2017., (working paper or preprint).
[258]	Coculescu, D. & Jeanblanc, M. SOME NO-ARBITRAGE RULES FOR CONVERGING ASSET PRICES UNDER SHORT-SALES CONSTRAINTS. , 2017., (working paper or preprint).
[259]	Clement, E., Gloter, A. & Nguyen, H. LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy Process. , 2017., (working paper or preprint).
[260]	Profeta, C. & Vrins, F. Piecewise Constant Martingales and Lazy Clocks. , 2017., (working paper or preprint).
[261]	Bernard, J.M. Fully non-homogeneous problem of two-dimensional second grade fluids. , 2017., (working paper or preprint).
[262]	Tabouy, T., Barbillon, P. & Chiquet, J. Variational Inference for Stochastic Block Models from Sampled Data. , 2017., (working paper or preprint).
[263]	Armenti, Y. & Crepey, S. Central Clearing Valuation Adjustment. , 2017., (working paper or preprint).
[264]	Clement, E., Gloter, A. & Nguyen, H. Asymptotics in small time for the density of a stochastic differential equation driven by a stable LEVY process. , 2017., (working paper or preprint).
[265]	Chamorro, D., Jarrin, O. & Lemarie-Rieusset, P.G. Frequency decay for Navier-Stokes stationary solutions. , 2017., (working paper or preprint).
[266]	Bielecki, T.R., Jeanblanc, M.R. & Sezer, A.D. Joint densities of hitting times for finite state Markov processes. , 2017., (working paper or preprint).
[267]	Chamorro, D., Gilles Lemarie-Rieusset, P. & Mayoufi, K. Local stability of energy estimates for the Navier--Stokes equations. , 2017., (working paper or preprint).
[268]	Konakov, V., Menozzi, S. & Molchanov, S. The Brownian Motion on Aff(R) and Quasi-Local Theorems. , 2017., (working paper or preprint).
[269]	Lemarie-Rieusset, P.G. Sobolev multipliers, maximal functions and parabolic equations with a quadratic nonlinearity. , 2017., (working paper or preprint).
[270]	Lucio, F., Pages, G. & Sagna, A. Product Markovian quantization of an R>d -valued Euler scheme of a diffusion process with applications to finance. , 2017., (working paper or preprint).
[271]	Jeanblanc, M., Li, L. & Song, S.S. An enlargement of filtration formula with applications to multiple non-ordered default times. , 2017., (working paper or preprint).
[272]	Brigo, D., Jeanblanc, M. & Vrins, F. SDEs with uniform distributions: Peacocks, Conic martingales and mean reverting uniform diffusions. , 2017., (working paper or preprint).
2016
[273]	Biessy, G. Modélisation semi-markovienne de la perte d'autonomie chez les personnes âgées : application à l'assurance dépendance. , 2016. (Theses)
[274]	Romo Romero, R. Filtration enlargement and applications to finance. , 2016. (Theses)
[275]	Pierre-Jean, M. Development of statistical methods for DNA copy number analysis in cancerology.. , 2016. (Theses)
[276]	Guilloux, A., Lemler, S. & Taupin, M.L. Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates. Journal of Multivariate Analysis, 148:141-159, Elsevier, 2016.
[277]	Comets, F., Falconnet, M., Loukianov, O. & Loukianova, D. Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support. Stochastic Processes and their Applications, 126(11):3578-3604, Elsevier, 2016.
[278]	Denis, L. & Nguyen, T.M. Malliavin calculus for Markov chains using perturbations of time. Stochastics: An International Journal of Probability and Stochastic Processes, 88(6):813-840, Taylor \& Francis: STM, Behavioural Science and Public Health Titles, 2016.
[279]	Ghirelli, C., Sadacca, B., Reyal, F., Zollinger, R., Michea, P., Sirven, P., Pattarini, L., Martinez-Cingolani, C., Guillot-Delost, M., Nicolas, A., Scholer-Dahirel, A. & Soumelis, V. No evidence for TSLP pathway activity in human breast cancer. OncoImmunology, 5(8):1-32, Taylor \& Francis, 2016.
[280]	Garnier, A., Vidal, A. & Benali, H. A Theoretical Study on the Role of Astrocytic Activity in Neuronal Hyperexcitability by a Novel Neuron-Glia Mass Model. Journal of Mathematical Neuroscience, 6(1):10, BioMed Central, 2016.
[281]	Koumakis, E., Bouaziz, M., Dieude, P., Cauvet, A., Ruiz, B., Airo, P., Cusi, D., Matucci-Cerinic, M., Salvi, E., Cuome, G., Hachulla, E., Diot, E., Caramaschi, P., Riccieri, V., Avouac, J. & Allanore, Y. A candidate gene study identifies a haplotype of CD2 as novel susceptibility factor for systemic sclerosis. Clinical and experimental rheumatology, 34(5):S43-S48, Clinical and Experimental Rheumatology Sas, 2016.
[282]	Gibert, M., Viret, M., Zubko, P., Jaouen, N., Tonnerre, J.M., Torres-Pardo, A., Catalano, S., Gloter, A., Stephan, O. & Triscone, J.M. Interlayer coupling through a dimensionality-induced magnetic state. Nature Communications, 7:11227, Nature Publishing Group, 2016.
[283]	Brouard, C., Szafranski, M. & d'Alche-Buc, F. Input output Kernel regression : supervised and semi-supervised structured output prediction with operator-valued kernels. Journal of Machine Learning Research, 17:np, Microtome Publishing, 2016.
[284]	Carapito, R., Jung, N., Kwemou, M., Untrau, M., Michel, S., Pichot, A., Giacometti, G., Macquin, C., Ilias, W., Morlon, A., Kotova, I., Apostolova, P., Schmitt-Graeff, A., Cesbron, A., Gagne, K., Oudshoorn, M., van Der Holt, B., Labalette, M., Spierings, E., Picard, C., Loiseau, P., Tamouza, R., Toubert, A., Parissiadis, A., Dubois, V., Lafarge, X., Maumy-Bertrand, M., Bertrand, F., Vago, L., Ciceri, F., Paillard, C., Querol, S., Sierra, J., Fleischhauer, K., Nagler, A., Labopin, M., Inoko, H., von Dem Borne, P., Kuball, J.H.E., Ota, M., Katsuyama, Y., Michallet, M., Lioure, B., Peffault de Latour, R., Blaise, D., Cornelissen, J.J., Yakoub-Agha, I., Claas, F., Moreau, P., Milpied, N., Charron, D., Mohty, M., Zeiser, R., Socie, G. & Bahram, S. Matching for the non-conventional MHC-I MICA gene significantly reduces the incidence of acute and chronic GVHD. Blood, American Society of Hematology, 2016.
[285]	Kwemou, M. Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model. ESAIM: Probability and Statistics, 20:309-331, EDP Sciences, 2016.
[286]	Guilloux, A., Lemler, S. & Taupin, M.L. Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates. Journal of Multivariate Analysis, 148:141-159, Elsevier, 2016.
[287]	Kelbert, M., Konakov, V. & Menozzi, S. WEAK ERROR FOR CONTINUOUS TIME MARKOV CHAINS RELATED TO FRACTIONAL IN TIME P(I)DES. Stochastic Processes and their Applications, 126(4):1145-1183, Elsevier, 2016.
[288]	Kramkov, D. & Pulido, S. A system of quadratic BSDEs arising in a price impact model. Annals of Applied Probability, 26(2):794-817, Institute of Mathematical Statistics (IMS), 2016.
[289]	Bonsang-Kitzis, H., Sadacca, B., Hamy-Petit, A.S., Moarii, M., Pinheiro, A., Laurent, C. & Reyal, F. Biological network-driven gene selection identifies a stromal immune module as a key determinant of triple-negative breast carcinoma prognosis. OncoImmunology, 5(1), Taylor \& Francis, 2016.
[290]	Chamorro, D. & Menozzi, S. Fractional operators with singular drift: Smoothing properties and Morrey-Campanato spaces. Revista Matemática Iberoamericana, 32(4):1445-1499, European Mathematical Society, 2016.
[291]	Kramkov, D. & Pulido, S. Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model. SIAM Journal on Financial Mathematics, 7(1):567-587, Society for Industrial and Applied Mathematics , 2016.
[292]	Donati-Martin, C., Lejay, A. & Rouault, A. (eds). Séminaire de Probabilités XLVIII. , 2168:506, Springer, 2016.
[293]	Vacher, C., Tamaddoni-Nezhad, A., Kamenova, S., Dubois Peyrard, N., Moalic, Y., Sabbadin, R., Schwaller, L., Chiquet, J., Alex Smith, M., Vallance, J., Fievet, V., Jakuschkin, B. & Bohan, D. Learning ecological networks from next-generation sequencing data. In Ecosystem Services: From Biodiversity to Society, Part 2, 54:np, 2016.
[294]	Clement, F. & Vidal, A. Modeling the Dynamics of Gonadotropin-Releasing Hormone (GnRH) Secretion in the Course of an Ovarian Cycle . In Computational Neuroendocrinology, John Wiley \& Sons, 2016.
[295]	Aubouin, N., Coblence, E., Dalmasso, C. & Kletz, F. Transformation des organisations culturelles et des métiers : quelles formes de reconnaissance ? . In STP\&A, 2016.
[296]	Maftei, R., Bossy, M., Minier, J.P. & Profeta, C. A stochastic approach to colloidal particle collision/agglomeration. In ICMF, 2016.
[297]	Brigo, D., Jeanblanc, M. & Vrins, F. SDEs with uniform distributions: Peacocks, Conic martingales and mean reverting uniform diffusions. , 2016., (working paper or preprint).
[298]	Bernard, J.M. Solutions H>1 of the steady transport equation in a bounded polygon with a fully non-homogeneous velocity. , 2016., (working paper or preprint).
[299]	Aksamit, A., Choulli, T., Deng, J. & Jeanblanc, M. Non-Arbitrage under a Class of Honest Times. , 2016., (working paper or preprint).
[300]	Profeta, C., Yano, K. & Yano, Y. Local time penalizations with various clocks for one-dimensional diffusions. , 2016., (working paper or preprint).
[301]	Biessy, G. A semi-Markov model with pathologies for Long-Term Care Insurance. , 2016., (working paper or preprint).
[302]	Clement, E. & Gloter, A. An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient. , 2016., (working paper or preprint).
[303]	Chamorro, D., Lemarie-Rieusset, P.G. & Mayoufi, K. The role of the pressure in the partial regularity theory for weak solutions of the Navier--Stokes equations. , 2016., (working paper or preprint).
[304]	Aksamit, A., Choulli, T. & Jeanblanc, M. CLASSIFICATION OF RANDOM TIMES AND APPLICATIONS. , 2016., (working paper or preprint).
[305]	Garnier, A., Vidal, A. & Benali, H. A theoretical study on the role of astrocytic activity in neuronal hyperexcitability by a novel neuron-glia mass model. , 2016., (working paper or preprint).
[306]	Chikhi, J. INTEGRAL REPRESENTATION FOR SOME GENERALIZED POLY-CAUCHY NUMBERS. , 2016., (working paper or preprint).
[307]	Gloter, A., Loukianova, D. & Mai, H. Jump filtering and efficient drift estimation for lévy-driven sde's. , 2016., (working paper or preprint).
[308]	Jeanblanc, M., Lim, T. & Agram, N. Some existence results for advanced backward stochastic differential equations with a jump time. , 2016., (working paper or preprint).
[309]	Albanese, C., Caenazzo, S. & Crepey, S. Capital Valuation Adjustment and Funding Valuation Adjustment. , 2016., (working paper or preprint).
[310]	Celisse, A., Marot, G., Pierre-Jean, M. & Rigaill, G. New efficient algorithms for multiple change-point detection with kernels. , 2016., (working paper or preprint).
[311]	Aksamit, A., Choulli, T., Deng, J. & Jeanblanc, M. NON-ARBITRAGE UNDER ADDITIONAL INFORMATION FOR THIN SEMIMARTINGALE MODELS. , 2016., (working paper or preprint).
[312]	Chikhi, J. Recurrence relations for a family of generalized Cauchy numbers. , 2016., (working paper or preprint).
2015
[313]	Ly Vath, V. Quelques contributions en finance mathématique--Risque de Liquidité et Finance d'entreprise. , 2015.
[314]	Chiquet, J. Contributions to Sparse Methods for Complex Data Analysis. , 2015.
[315]	Chiquet, J. Contributions to Sparse Methods for Complex Data Analysis. , 2015.
[316]	Nguyen, T.M. Calcul de Malliavin pour chaînes de Markov et risque de contrepartie. , 2015. (Theses)
[317]	Clairon, Q. Nouvelles méthodes de régularisation du problème inverse d'estimation de paramètres dans des équations différentielles ordinaires. , 2015. (Theses)
[318]	Gaigi, M. Problèmes de contrôle stochastique sous contraintes de risque de liquidité. , 2015. (Theses)
[319]	Dehman, A. Spatial Clustering of Linkage Disequilibrium blocks for Genome-Wide Association Studies. , 2015. (Theses)
[320]	Chevalier, E., Vath, V.L., Roch, A. & Scotti, S. Optimal exit strategies for investment projects. Journal of Mathematical Analysis and Applications, 425(2):666-694, Elsevier, 2015.
[321]	Cinti, C., Menozzi, S. & Polidoro, S. Two-Sided Bounds for Degenerate Processes with Densities Supported in Subsets of \Bbb R >N . Potential Anal., 42(1):39-98, 2015.
[322]	Delarue, F., Menozzi, S. & Nualart, E. The Landau Equation for Maxwellian molecules and the Brownian Motion on SO\_R(N).. Electronic Journal of Probability, 20(92):1-39, Institute of Mathematical Statistics (IMS), 2015., (38).
[323]	Grbac, Z., Crepey, S., Ngor, N. & Skovmand, D. A Lévy HJM multiple-curve model with application to CVA computation. Quantitative Finance, 15(3):401-419, Taylor \& Francis (Routledge), 2015.
[324]	Andreoletti, P., Loukianova, D. & Matias, C. Hidden Markov model for parameter estimation of a random walk in a Markov environment. ESAIM: Probability and Statistics, 19:605-625, EDP Sciences, 2015.
[325]	Aksamit, A., Choulli, T. & Jeanblanc, M. On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration. Séminaire de Probabilités, Springer-Verlag, 2015.
[326]	Blanchet-Scalliet, C., Chevalier, E., Kharroubi, I. & Lim, T. Max-Min optimization problem for Variable Annuities pricing. International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2015.
[327]	Dehman, A., Ambroise, C. & Neuvial, P. Performance of a blockwise approach in variable selection using linkage disequilibrium information. BMC Bioinformatics, 16:14, BioMed Central, 2015.
[328]	Guilloux, A., Lemler, S. & Taupin, M.L. Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates. Journal of Statistical Planning and Inference, 171:38-62, Elsevier, 2015.
[329]	Garnier, A., Vidal, A., Huneau, C. & Benali, H. A neural mass model with direct and indirect excitatory feedback loops: identification of bifurcations and temporal dynamics. Neural Computation, 27(2):329-364, Massachusetts Institute of Technology Press (MIT Press), 2015.
[330]	Jeanblanc, M., Mastrolia, T., Possamai, D. & Reveillac, A. Utility maximization with random horizon: a BSDE approach. International Journal of Theoretical and Applied Finance, 18(7):1550045, World Scientific Publishing, 2015.
[331]	Picchetti, T., Chiquet, J., Elati, M., Neuvial, P., Nicolle, R. & Birmele, E.E. A model for gene deregulation detection using expression data. BMC Systems Biology, 9, BioMed Central, 2015.
[332]	Kharroubi, I. & Lim, T. A decomposition approach for the discrete-time approximation of FBSDEs with a jump. Random Operators and Stochastic Equations, 23(2), De Gruyter, 2015., (31 pages).
[333]	Dalmasso, C., Carpentier, W., Guettier, C., Camilleri-Broet, S., Vendramini Borelli, W., Campos dos Santos, C.R., Castaing, D., Duclos-Vallee, J.C. & Broet, P. Patterns of chromosomal copy-number alterations in intrahepatic cholangiocarcinoma. BMC Cancer, 15:126, BioMed Central, 2015.
[334]	Pierre-Jean, M., Rigaill, G. & Neuvial, P. Performance evaluation of DNA copy number segmentation methods. Briefings in Bioinformatics, 16(4):600-615, Oxford University Press (OUP), 2015.
[335]	Clement, E. & Gloter, A. Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes. Stochastic Processes and their Applications, 123(6):2316-2352, Elsevier, 2015.
[336]	Chambaz, A. & Neuvial, P. tmle.npvi: targeted, integrative search of associations between DNA copy number and gene expression, accounting for DNA methylation: Fig. 1.. Bioinformatics, 31(18):3054-6, Oxford University Press (OUP), 2015.
[337]	Latouche, P., Birmele, E. & Ambroise, C. Handbook of Mixed Membership Models and Their Applications. , pages 547-568Chapman and Hall, 2015.
[338]	Franchinard, M.L., Sapet, F., Derozier, S.S., Samson, F.F. & Gibrat, J.F. View and synchronize several genotypes with IGV. In JOBIM 2015 - Journées Ouvertes Biologie Informatique Mathématiques, pages 1 p., 2015., (Événement(s) lié(s) : - AG France Genomique; Paris (FRA) - (2015-11-24 - 2015-11-25)).
[339]	Ambroise, C., Chiquet, J. & Szafranski, M. A greedy great approach to learn with complementary structured datasets. In Greed Is Great ICML Workshop, 2015.
[340]	Becu, J.M., Grandvalet, Y., Ambroise, C. & Dalmasso, C. Significance testing for variable selection in high-dimension. In Conference on Computational Intelligence in Bioinformatics and Computational Biology (CIBCB), pages 1-8, IEEE, 2015.
[341]	Garnier, A., Huneau, C., Vidal, A., Wendling, F. & Benali, H. Complex dynamics for the study of neural activity in the human brain. In Journées RITS 2015, pages pp 102-103, 2015., (Congrès sous l'égide de la Société Française de Génie Biologique et Médical (SFGBM).).
[342]	Chiquet, J., Szafranski, M. & Ambroise, C. A greedy great approach to learn with complementary structured datasets. , pages np, 2015., (Poster - HAL Id : hal-01246419, version 1 HAL Id : hal-01246419, version 1).
[343]	Daccord, N., Corel, E., Correia, D., Louis, A., Debat, H., Daric, V., Nadal, M., Devauchelle, C. & Samson, F.F. TopoIBase: a comprehensive database dedicated to type IA DNA-topoisomerases. In JOBIM 2015 - Journées Ouvertes Biologie Informatique Mathématiques, 2015.
[344]	Guilloux, A., Lemler, S. & Taupin, M. Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates. , 2015.
[345]	Pierre-Jean, M. Non parametric DNA copy number segmentation using kernels. , 2015., (SMPGD'2015).
[346]	Pages, G. & Sagna, A. Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering. , 2015., (working paper or preprint).
[347]	Becu, J.M., Grandvalet, Y., Ambroise, C. & Dalmasso, C. Beyond Support in Two-Stage Variable Selection. , 2015., (working paper or preprint).
[348]	Lazar, O. & Lemarie-Rieusset, P.G. Infinite energy solutions for a 1D transport equation with nonlocal velocity. , 2015., (working paper or preprint).
[349]	Profeta, C. & Simon, T. On the harmonic measure of stable processes. , 2015., (working paper or preprint).
[350]	Gloter, A. & Martinez, M. Bouncing skew Brownian motions. , 2015., (working paper or preprint).
[351]	Biessy, G. Continuous time semi-Markov inference of biometric laws associated with a Long-Term Care Insurance portfolio. , 2015., (working paper or preprint).
[352]	Brouard, C., d'Alche-Buc, F. & Szafranski, M. Input Output Kernel Regression. , 2015., (working paper or preprint).
[353]	Kwemou, M., Taupin, M.L. & Tocquet, A.S. MODEL SELECTION IN LOGISTIC REGRESSION. , 2015., (working paper or preprint).
[354]	Aksamit, A., Jeanblanc, M. & Rutkowski, M. PREDICTABLE REPRESENTATION PROPERTY FOR PROGRESSIVE ENLARGEMENTS OF A POISSON FILTRATION. , 2015., (working paper or preprint).
[355]	Guilloux, A., Lemler, S. & Taupin, M.L. Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates. , 2015., (working paper or preprint).
2014
[356]	Kwemou, M. Réduction de dimension en régression logistique, application aux données ACTU-PALU. , 2014. (Theses)
[357]	Lemler, S. Estimation for counting processes with high-dimensional covariates. , 2014. (Theses)
[358]	Aksamit, A. Random times, enlargement of filtration and arbitrages. , 2014. (Theses)
[359]	Lemler, S. Estimation for counting processes with high-dimensional covariates. , 2014. (Theses)
[360]	Latouche, P., Birmele, E. & Ambroise, C. Model Selection in Overlapping Stochastic Block Models. Electronic Journal of Statistics, 8:762-794, 2014.
[361]	Comets, F., Falconnet, M., Loukianov, O., Loukianova, D. & Matias, C. Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment. Stochastic Processes and Applications, 124(1):268-288, 2014., (http://hal.archives-ouvertes.fr/hal-00744629).
[362]	Dedecker, J., Samson, A. & Taupin, M.L. Estimation in autoregressive model with measurement error. ESAIM Probab. \& Stat., 18():277-307, 2014., (http://dx.doi.org/10.1051/ps/2013037).
[363]	Falconnet, M., Loukianova, D. & Matias, C. Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment. Mathematical Methods of Statistics, 23(1):1-19, 2014., (http://hal.archives-ouvertes.fr/hal-00783980).
[364]	Lemler, S. Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model. Accepted in Les Annales de l'Institut Henri Poincaré, 00(?), 2014.
[365]	Nguyen, V. & Matias, C. Nonparametric estimation of the density of the alternative hypothesis in a multiple testing setup. Application to local false discovery rate estimation. ESAIM: Probab. and Statist., eFirst, 2014., (http://arxiv.org/abs/1210.1547).
[366]	Nguyen, V. & Matias, C. On efficient estimators of the proportion of true null hypotheses in a multiple testing setup. Scandinavian Journal of Statistics, 00, 2014., (http://hal.archives-ouvertes.fr/hal-00647082/fr/).
[367]	Pierre-Jean, M., Rigaill, G. & Neuvial, P. Performance evaluation of DNA copy number segmentation methods. Briefings in Bioinformatics, 2014.
[368]	crepey, S., Grbac, Z., Ngor, N. & Skovmand, D. A Lévy HJM multiple-curve model with application to CVA computation. Quantitative Finance, 2014., (Forthcoming (DOI:10.1080/14697688.2014.942232)).
[369]	crepey, S. & Rahal, A. Simulation/regression pricing schemes for CVA computations on CDO tranches. Comm. Statist. Theory Methods, 43(7):1390-1408, 2014.
[370]	Achdou, Y., Camilli, F. & Corrias, L. On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations. Discrete Contin. Dyn. Syst. Ser. B, 19(3):629-650, 2014.
[371]	Ankirchner, S., Jeanblanc, M. & Kruse, T. BSDEs with singular terminal condition and a control problem with constraints. SIAM J. Control Optim., 52(2):893-913, 2014.
[372]	Ankirchner, S., Jeanblanc, M. & Kruse, T. BSDEs with Singular Terminal Condition and a Control Problem with Constraints. SIAM Journal on Control and Optimization, 2014.
[373]	Banica, V., Faou, E. & Miot, E. Collisions of Vortex Filament Pairs. J. Nonlinear Sci., 24(6):1263-1284, 2014.
[374]	Banica, V. & Ignat, L.I. Dispersion for the Schrödinger equation on the line with multiple Dirac delta potentials and on delta trees. Anal. PDE, 7(4):903-927, 2014.
[375]	Bayad, A. & Beck, M. Relations for Bernoulli-Barnes numbers and Barnes zeta functions. Int. J. Number Theory, 10(5):1321-1335, 2014.
[376]	Bayad, A. & Chikhi, J. Apostol-Euler polynomials and asymptotics for negative binomial reciprocals. Adv. Stud. Contemp. Math. (Kyungshang), 24(1):33-37, 2014.
[377]	Bayad, A. & Hamahata, Y. Multiple Dedekind-Rademacher sums in function fields. Int. J. Number Theory, 10(5):1291-1307, 2014.
[378]	Bayad, A. & Hamahata, Y. Multiple Dedekind--Rademacher sums in finite fields. Ramanujan J., 35(3):493-502, 2014.
[379]	Bayad, A. & Simsek, Y. Convolution identities on the Apostol-Hermite base of two variables polynomials. Differ. Equ. Dyn. Syst., 22(3):309-318, 2014.
[380]	Bayad, A., Simsek, Y. & Srivastava, H.M. Some array type polynomials associated with special numbers and polynomials. Appl. Math. Comput., 244:149-157, 2014.
[381]	Bielecki, T.R., Cousin, A., Crepey, .S. & Herbertsson, A. Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model. Journal of Optimization Theory and Applications, 161(1):90-102, 2014.
[382]	Bielecki, T.R., Cousin, A., Crepey, S. & Herbertsson, A. A bottom-up dynamic model of portfolio credit risk with stochastic intensities and random recoveries. Comm. Statist. Theory Methods, 43(7):1362-1389, 2014.
[383]	Bielecki, T.R., Cousin, A., Crepey, S. & Herbertsson, A. Dynamic hedging of portfolio credit risk in a Markov copula model. J. Optim. Theory Appl., 161(1):90-102, 2014.
[384]	Chamorro, D. A molecular method applied to a non-local PDE in stratified Lie groups. J. Math. Anal. Appl., 413(2):583-608, 2014.
[385]	Chassagneux, J.F. & crepey, S. Doubly reflected BSDEs with call protection and their approximation. ESAIM: Probability and Statistics, 18:613-641, 2014.
[386]	Clement, E., Delattre, S. & Gloter, A. Asymptotic lower bounds in estimating jumps. Bernoulli, 20(3):1059-1096, 2014.
[387]	Clement, E. & Gloter, A. Asymptotic lower bounds in estimating jumps.. A paraitre Bernoulli, 2014.
[388]	Clement, E. & Gloter, A. Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy. Stochastic Processes and their Applications, 2014.
[389]	Comets, F., Falconnet, M., Loukianov, O., Loukianova, D. & Matias, C. Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment. Stochastic Process. Appl., 124(1):268-288, 2014.
[390]	Corrias, L., Escobedo, M. & Matos, J. Existence, uniqueness and asymptotic behavior of the solutions to the fully parabolic Keller-Segel system in the plane. J. Differential Equations, 257(6):1840-1878, 2014.
[391]	Denis, L., Matoussi, A. & Zhang, J. The obstacle problem for quasilinear stochastic PDEs: analytical approach. Ann. Probab., 42(3):865-905, 2014.
[392]	Denis, L., Matoussi, A. & Zhang, J. Maximum principle for quasilinear stochastic PDEs with obstacle. Electron. J. Probab., 19:no. 44, 32, 2014.
[393]	El Karoui, N., Jeanblanc, M. & Jiao, J. Density approach in modelling multi-defaults. SIAM Journal on Financial Mathematics, 2014.
[394]	Falconnet, M., Loukianova, D. & Matias, C. Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment. Math. Methods Statist., 23(1):1-19, 2014.
[395]	Fontana, C. A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing. Stochastics, 86(6):922-931, 2014.
[396]	Fontana, C., Grbac, Z., Jeanblanc, M. & Li, Q. Information, no-arbitrage and completeness for asset price models with a change point. Stochastic Process. Appl., 124(9):3009-3030, 2014.
[397]	Fontana, C., Jeanblanc, M. & Song, S. On arbitrages arising with honest times. Finance Stoch., 18(3):515-543, 2014.
[398]	Fontana, C., Jeanblanc, M. & Song, S. On arbitrages arising with honest times. Finance and Stochastics, 2014.
[399]	Fontana, C. & Montes, J.M.A. A unified approach to pricing and risk management of equity and credit risk. J. Comput. Appl. Math., 259(part B):350-361, 2014.
[400]	Geman, H. & Jeanblanc, M. Marc Yor: a beautiful mind has disappeared. Stochastic Process. Appl., 124(6):v-vii, 2014.
[401]	Hachicha, I. Global existence for a damped wave equation and convergence towards a solution of the Navier-Stokes problem. Nonlinear Anal., 96:68-86, 2014.
[402]	Henry, C., Minier, J.P., Mohaupt, M., Profeta, C., Pozorski, J. & Taniere, A. A stochastic approach for the simulation of collisions between colloidal particles at large time steps. International Journal of Multiphase Flow, 61:94-107, 2014.
[403]	Jeanblanc, M. & Hirsch, F. Marc Yor 1949--2014. Mataplipages 51-55, 2014., (With remembrances of Yor by Bernard Roynette).
[404]	Jeanblanc, M. & Leniec, M. Role of Information In Pricing Default-Sensitive Contingent Claims. International Journal of Theoretical and Applied Finance, 2014.
[405]	Kharroubi, I. & Lim, T. A decomposition approach for the discrete-time approximation ofFBSDEs with a jump. Random Operators and Stochastic Equations, 2014.
[406]	Kharroubi, I. & Lim, T. Progressive enlargement of filtrations and backward stochastic differential equations with jumps. J. Theoret. Probab., 27(3):683-724, 2014.
[407]	Kim, D., Bayad, A. & Park, J. Euler polynomials and combinatoric convolution sums of divisor functions with even indices. Abstr. Appl. Anal., pages Art. ID 289187, 6, 2014.
[408]	Lemarie-Rieusset, P.G. Erratum to: Multipliers and Morrey spaces [\refcno 3034598]. Potential Anal., 41(4):1359-1362, 2014.
[409]	Locherbach, E., Loukianov, O. & Loukianova, D. Spectral condition, hitting times and Nash inequality. Ann. Inst. Henri Poincaré Probab. Stat., 50(4):1213-1230, 2014.
[410]	Profeta, C. On Dufresne's translated perpetuity and some Black-Scholes annuities. Analitika, 7(1):7-19, 2014.
[411]	Profeta, C. Some limiting laws associated with the integrated Brownian motion. ESAIM: P\&S, 2014.
[412]	Profeta, C. & Sagna, A. Conditional hitting time estimation in nonlinear filtering model by Brownian Bridge method. Stochastics An International Journal of Probability and Stochastic, DOI: 10.1080/17442508.2014.924937, 2014.
[413]	Profeta, C. & Simon, T. Persistence of integrated stable processes. Probability Theory and Related Fields, 2014.
[414]	Quenez, M.C. & Lim, T. Portfolio optimization in a default model under full/partial information. Probability in the Engineering and Informational Sciences , 2014.
[415]	Song, S. Optional splitting formula in a progressively enlarged filtration. ESAIM Probability and Statistics, 18:829-853, 2014.
[416]	Srivastava, H.M., Gaboury, S. & Bayad, A. Expansion formulas for an extended Hurwitz-Lerch zeta function obtained via fractional calculus. Adv. Difference Equ., pages 2014:169, 17, 2014.
[417]	Banica, V., Faou, E. & Miot, E. Collisions of vortex filament pairs. Journal of Nonlinear Science, 24(6):1263-1284, Springer Verlag, 2014.
[418]	Dedecker, J., Samson, A. & Taupin, M.L. Estimation in autoregressive model with measurement error. ESAIM: Probability and Statistics, 18:277-307, EDP Sciences, 2014.
[419]	Hahn, G., Bujan, A.F., Fregnac, Y., Aertsen, A., Kumar, A. & Brunel, N. Communication through Resonance in Spiking Neuronal Networks. PLoS Computational Biology, 10(8):e1003811, Public Library of Science, 2014.
[420]	Nguyen, v.H. & Matias, C. Nonparametric estimation of the density of the alternative hypothesis in a multiple testing setup. Application to local false discovery rate estimation. ESAIM: Probability and Statistics, 18:584-612, EDP Sciences, 2014.
[421]	Chalhoub, B., Denoeud, F., Liu, S., Parkin, I.A.P., Tang, H., Wang, X., Chiquet, J., Belcram, H., Tong, C., Samans, B., Correa, M., da Silva, C., Just, J., Falentin, C., Koh, C.S., Le Clainche, I., Bernard, M., Bento, P., Noel, B., Labadie, K., Alberti, A.A., Charles, M., Arnaud, D., Guo, H., Daviaud, C., Alamery, S., Jabbari, K., Zhao, M., Edger, P.P., Chelaifa-Ammari, H., Tack, D., Lassalle, G., Mestiri, I., Schnel, N., Le Paslier, M.C., Fan, G., Renault, V., Bayer, P.E., Golicz, A.A., Manoli, S., Lee, T.H., Dinh Thi, V.H., Chalabi, S., Hu, Q., Fan, C., Tollenaere, R., Lu, Y., Battail, C., Shen, J., Sidebottom, C.H.D., Wang, X., Canaguier, A., Chauveau, A., Berard, A., Deniot, G., Guan, M., Liu, Z., Sun, F., Lim, Y.P., Lyons, E., Town, C.D., Bancroft, I., Wang, X., Meng, J., Ma, J., Pires, J.C., King, G.J., Brunel, D., Delourme, R., Renard, M., Aury, J.M., Adams, K.L., Batley, J., Snowdon, R.J., Tost, J., Edwards, D., Zhou, Y., Hua, W., Sharpe, A.G., Paterson, A.H., Guan, C. & Wincker, P. Early allopolyploid evolution in the post-Neolithic[i] Brassica napus[/i] oilseed genome. Science, 345(6199):950-953, American Association for the Advancement of Science (AAAS), 2014.
[422]	Matias, C. & Robin, S. Modeling heterogeneity in random graphs through latent space models: a selective review. ESAIM: Proceedings, 47:55-74, EDP Sciences, 2014.
[423]	crepey, S. & Bielecki, T.R. Counterparty risk and funding. , pages xxii+365CRC Press, Boca Raton, FL, 2014., (A tale of two puzzles, With an introductory dialogue by Damiano Brigo).
[424]	Jeanmougin, M., Charbonnier, C., Guedj, M. & Chiquet, J. Probabilistic Graphical Models for Genetics, Genomics and Postgenomics. , ():xxx, Oxford University Press, 2014.
[425]	Bielecki, T.R. & Crepey, S. Dynamic hedging of counterparty exposure. In Inspired by finance, pages 47-71, Springer, Cham, 2014.
[426]	El Karoui, N., Jeanblanc, M., Jiao, Y. & Zargari, B. Conditional default probability and density. In Inspired by finance, pages 201-219, Springer, Cham, 2014.
[427]	Hirsch, F. & Yor, M. Comparing Brownian stochastic integrals for the convex order. In Modern stochastics and applications, 90:3-19, Springer, Cham, 2014.
[428]	Chazottes, J., Cuny, C., Dedecker, J., Fan, X. & Lemler, S. Limit theorems and inequalities via martingale methods. In ESAIM: Proceedings, 44():177-196, , 2014.
[429]	Laloe, D., Jaffrezic, F., Chiquet, J. & Gaultier, M. FLPCA: a fused-LASSO PCA-based approach to identify footprints of selection in differentiated populations from dense to SNP data: applications to human and cattle data. In Proceedings of the International Biometric Conference, Florence, Italy, ():, , 2014.
[430]	Crepey, S. & Douady, R. The Whys of the LOIS: Credit Skew and Funding Spread Volatility. , 2014., (Documents de travail du Centre d'Economie de la Sorbonne 2014.92 - ISSN : 1955-611X).
[431]	Aksamit, A. Random times, enlargement of filtration and arbitrages. , 2014.
[432]	Nguyen, H. Contributions to Credit Risk and Interest Rate Modeling. , 2014.
[433]	Andreoletti, P., Loukianova, D. & Matias, C. Parametric estimation of a one-dimensional ballistic random walk in a Markov reversible environment. , 2014.
[434]	Kwemou, M., Taupin, M.L., Dos Santos, S. & Le Hesran, J.Y. Variables Selection Strategies in large Socio-epidemiological Surveys. Identification of households at risk of having febrile episode in Dakar, Senegal. , 2014.
[435]	Matias, C. & Robin, S. Modeling heterogeneity in random graphs: a selective review. , 2014.
[436]	Lemarie-Rieusset, P.G. Parabolic Morrey spaces and mild solutions to Navier--Stokes equations.. , 2014.
[437]	Chevalier, E., Lim, T. & Romo Romero, R. Indifference fee rate for variable annuities. , 2014., (working paper or preprint).
[438]	Lemarie-Rieusset, P.G. Erratum to ''Multipliers and Morrey spaces''. , 2014., (working paper or preprint).
[439]	Aksamit, A., Choulli, T., Deng, J. & Jeanblanc, M. Non-Arbitrage up to Random Horizon for Semimartingale Models. , 2014., (working paper or preprint).
[440]	Comets, F., Falconnet, M., Loukianov, O. & Loukianova, D. Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support. , 2014., (working paper or preprint).
[441]	Cuchiero, C., Fontana, C. & Gnoatto, A. A general HJM framework for multiple yield curve modeling. , 2014., (46 pages, 4 figures).
[442]	Profeta, C. & Simon, T. Windings of the stable Kolmogorov process. , 2014., (working paper or preprint).
[443]	Profeta, C. & Simon, T. Persistence of integrated stable processes. , 2014., (working paper or preprint).
[444]	Pages, G. & Sagna, A. Recursive marginal quantization of the Euler scheme of a diffusion process. , 2014., (29 pages).
[445]	Crepey, S. & Song, S. BSDEs of Counterparty Risk. , 2014., (working paper or preprint).
[446]	Crepey, S. & Song, S. Invariant Times. , 2014., (working paper or preprint).
[447]	Falconnet, M., Loukianova, D. & Gloter, A. Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment. , 2014., (working paper or preprint).
[448]	Crepey, S. & Song, S. Counterparty risk and funding: Immersion and beyond. , 2014., (working paper or preprint).
[449]	Brunel, N.J.B. & Clairon, Q. A Tracking Approach to Parameter Estimation in Linear Ordinary Differential Equations. , 2014., (working paper or preprint).
[450]	Clairon, Q. & Brunel, N.J.B. State and Parameter Estimation of Partially Observed Linear Ordinary Differential Equations with Deterministic Optimal Control. , 2014., (working paper or preprint).
2013
[451]	Nguyen, V. Modèles de mélange semi-paramétriques et applications aux tests multiples. , 2013. (Theses)
[452]	Brito, I., Hupe, P., Neuvial, P. & Barillot, E. Stability-based comparison of class discovery methods for array-CGH profiles. PLoS One, 8(12):e81458, 2013.
[453]	Chelaifa, H., Chague, V., Chalabi, S., Mestiri, I., Arnaud, D., Deffains, D., Lu, Y., Belcram, H., Huteau, V., Chiquet, J., Coriton, O., Just, J., Jahier, J. & Chaloub, B. Prevalence of gene expression additivity in genetically stable wheat allohexaploids. New Phytologist, 197(3):730-736, 2013.
[454]	Neuvial, P. Asymptotic Results on Adaptive False Discovery Rate Controlling Procedures Based on Kernel Estimators. Journal of Machine Learning Research, 14():1423\−1459, 2013.
[455]	crepey, S. Preface [Frontiers of Counterparty Risk]. Int. J. Theor. Appl. Finance, 16(2):1302001-9, 2013.
[456]	crepey, S., Gerboud, R., Grbac, Z. & Ngor, N. Counterparty risk and funding: the four wings of the TVA. Int. J. Theor. Appl. Finance, 16(2):1350006-31, 2013.
[457]	crepey, S., Jeanblanc, M. & Wu, D. Informationally dynamized Gaussian copula. Int. J. Theor. Appl. Finance, 16(2):1350008-29, 2013.
[458]	Aygunes, A.A., Bayad, A. & Simsek, Y. Hecke operators type and generalized Apostol-Bernoulli polynomials. Fixed Point Theory Appl., pages 2013:92, 11, 2013.
[459]	Banica, V. & Miot, E. Evolution, interaction and collisions of vortex filaments. Differential Integral Equations, 26(3-4):355-388, 2013.
[460]	Banica, V. & Vega, L. Stability of the self-similar dynamics of a vortex filament. Arch. Ration. Mech. Anal., 210(3):673-712, 2013.
[461]	Bayad, A. & Chikhi, J. Möbius inversion formulae for Apostol-Bernoulli type polynomials and numbers. Math. Comp., 82(284):2327-2332, 2013.
[462]	Bayad, A. & Chikhi, J. Reduction and duality of the generalized Hurwitz-Lerch zetas. Fixed Point Theory Appl., pages 2013:82, 14, 2013.
[463]	Bayad, A. & Gaboury, S. Generalized Dirichlet \(L\)-function of arbitrary order with applications. Adv. Stud. Contemp. Math. (Kyungshang), 23(4):607-619, 2013.
[464]	Bayad, A. & Goubi, M. Proof of the Möbius conjecture revisited. Proc. Jangjeon Math. Soc., 16(2):237-243, 2013.
[465]	Bayad, A. & Kim, T. Results on values of Barnes polynomials. Rocky Mountain J. Math., 43(6):1857-1869, 2013.
[466]	Bayad, A., Kim, T., Kim, W.J. & Lee, S.H. Arithmetic properties of \(q\)-Barnes polynomials. J. Comput. Anal. Appl., 15(1):111-117, 2013.
[467]	Bayad, A. & Simsek, Y. Values of twisted Barnes zeta functions at negative integers. Russ. J. Math. Phys., 20(2):129-137, 2013.
[468]	Bindusree, A.R., Lokesha, V., Ranjini, P.S. & Bayad, A. Relation connecting Zagreb co-indices on three graph operators. Math. \AE terna, 3(5-6):433-448, 2013.
[469]	Callegaro, G., Jeanblanc, M. & Zargari, B. Carthaginian enlargement of filtrations. ESAIM Probab. Stat., 17:550-566, 2013.
[470]	Callegaro, G., Jeanblanc, M. & Zargari, B. Carthagian enlargement of filtrations. ESAIM: Probability and Statistics., 17:550-566, 2013.
[471]	Calvez, V. & Corrias, L. Blow-up dynamics of self-attracting diffusive particles driven by competing convexities. Discrete Contin. Dyn. Syst. Ser. B, 18(8):2029-2050, 2013.
[472]	Chamorro, D. A counterexample for improved Sobolev inequalities over the 2-adic group. Commun. Korean Math. Soc., 28(2):231-241, 2013.
[473]	Chamorro, D. & Lemarie-Rieusset, P.G. Real interpolation method, Lorentz spaces and refined Sobolev inequalities. J. Funct. Anal., 265(12):3219-3232, 2013.
[474]	Chevalier, E., Ly Vath, V. & Scotti, S. An optimal dividend and investment control problem under debt constraints. SIAM J. Financial Math., 4(1):297-326, 2013.
[475]	Clement, E., Delattre, S. & Gloter, A. An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility. Stochastic Process. Appl., 123(7):2500-2521, 2013.
[476]	Eberlein, E. & Grbac, Z. Rating based Lévy Libor model. Math. Finance, 23(4):591-626, 2013.
[477]	Gaboury, S. & Bayad, A. Series representations at special values of generalized Hurwitz-Lerch zeta function. Abstr. Appl. Anal., pages Art. ID 975615, 8, 2013.
[478]	Gloter, A. & Martinez, M. Distance between two skew Brownian motions as a S.D.E. with jumps and law of the hitting time. Ann. Probab., 41(3A):1628-1655, 2013.
[479]	Hirsch, F. & Roynette, B. On \(\Bbb R>d\)-valued peacocks. ESAIM Probab. Stat., 17:444-454, 2013.
[480]	Hirsch, F. & Yor, M. On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator. Bernoulli, 19(4):1350-1377, 2013.
[481]	Hirsch, F. & Yor, M. On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process. Bull. Belg. Math. Soc. Simon Stevin, 20(3):435-449, 2013.
[482]	Jeanblanc, M. & Song, S. Martingale representation property in progressively enlarged filtrations. http://arxiv.org/pdf/1203.1447.pdf, 2013.
[483]	Jouini, A. & Lemarie-Rieusset, P.G. Wavelet bases on the L-shaped domain. Phys. D, 254:12-17, 2013.
[484]	Kharroubi, I., Lim, T. & Ngoupeyou, A. Mean-variance hedging on uncertain time horizon in a market with a jump. Appl. Math. Optim., 68(3):413-444, 2013.
[485]	Kim, D. & Bayad, A. Convolution identities for twisted Eisenstein series and twisted divisor functions. Fixed Point Theory Appl., pages 2013:81, 23, 2013.
[486]	Krupa, M., Vidal, A. & Clement, F. A network model of the periodic synchronization process in the dynamics of calcium concentration in GnRH neurons. J. Math. Neurosci., 3:Art. 4, 24, 2013.
[487]	Lemarie-Rieusset, P.G. Small data in an optimal Banach space for the parabolic-parabolic and parabolic-elliptic Keller-Segel equations in the whole space. Adv. Differential Equations, 18(11-12):1189-1208, 2013.
[488]	Lemarie-Rieusset, P.G. Multipliers and Morrey spaces. Potential Anal., 38(3):741-752, 2013.
[489]	Lemarie-Rieusset, P.G. Small data in an optimal Banach space for the parabolic-parabolic and parabolic-elliptic Keller-Segel equations in the whole space.. Diff. Integ. Eq. 18, 2013.
[490]	Lemarie-Rieusset, P.G. & Chamorro, D. Real Interpolation method, Lorentz spaces and refined Sobolev inequalities.. Journal of Functional Analysis 265, 2013.
[491]	Locherbach, E. & Loukianova, D. Polynomial deviation bounds for recurrent Harris processes having general state space. ESAIM Probab. Stat., 17:195-218, 2013.
[492]	Profeta, C. On last passage times of linear diffusions to curved boundaries. Markov Process. Related Fields, 19(4):735-762, 2013.
[493]	Pycke, J.R. Tests d'adéquation à la mesure de Haar, identité de duplication de Watson et représentations d'un groupe compact. C. R. Math. Acad. Sci. Paris, 351(19-20):765-768, 2013.
[494]	Crepey, S. & Douady, R. Lois: credit and liquidity. Risk Magazine, 2013.
[495]	Crepey, S. & Douady, R. The Whys of the LOIS: Credit Skew and Funding Rates Volatility. Bloomberg Brief / Risk, pages 6-7, Bloomberg Laboratory, 2013.
[496]	crepey, S. Financial modeling. , pages xx+459Springer, Heidelberg, 2013., (A backward stochastic differential equations perspective, Springer Finance Textbooks).
[497]	Chiquet, J. & Limnios, N. Stochastic Reliability and Maintenance Modeling. , 9():, Springer, 2013.
[498]	Fontana, C. & Runggaldier, W.J. Diffusion-based models for financial markets without martingale measures. In Risk measures and attitudes, pages 45-81, Springer, London, 2013.
[499]	Chiquet, J., Mary-Huard, T. & Robin, S. Multi-trait genomic selection via multivariate regression with structured regularization. In Proceedings of the MLCB NIPS'13 workshop, ():, , 2013.
[500]	Dehman, A., Ambroise, C. & Neuvial, P. Incorporating linkage disequilibrium blocks in Genome-Wide Association Studies. In JOBIM proceeding 2013, ():, , 2013.
[501]	Gutierrez, P., Rigaill, G. & Chiquet, J. A fast homotopy algorithm for a large class of weighted classification problems. In Proceedings of the MLCB NIPS'13 workshop, South lake Thao, ():, , 2013.
[502]	Neuvial, P. Vers une médecine personnalisée grâce à la recherche en génomique. , 2013., (Variances Vol. 48 pp 31-33).
[503]	Hachicha, I. Approximations hyperboliques des équations de Navier-Stokes. , 2013.
[504]	WU, D. Density model and its application to credit counterparty risk. , 2013.
[505]	crepey, S., Z., G., Ngor, N. & Skovmand, D. A Lévy HJM multiple-curve model with application to CVA computation. , 2013.
[506]	Banica, V. & Vega, L. The initial value problem for the binormal flow with rough data. , 2013.
[507]	Chevalier, E., Gaigi, M., Ly Vath, V. & Mnif, M. Optimal market making strategies under inventory constraints. , 2013.
[508]	Chevalier, E., Ly Vath, V., A., R. & S., S. Optimal selling time under stochastic liquidity discount and regime shifting. , 2013.
[509]	Chevalier, E., Ly Vath, V., A., R. & S., S. Optimal execution cost for liquidation through a limit order market. , 2013.
[510]	Crepey, S. Counterparty Risk Modeling: Beyond immersion. , 2013.
[511]	Fontana, C. No-arbitrage conditions and absolutely continuous changes of measure. , 2013.
[512]	Fontana, C. Weak and strong no-arbitrage conditions for continuous financial markets. , 2013.
[513]	Jeanblanc, M., Choulli, T., Aksamit, A. & Deng, J. Arbitrages in a Progressive Enlargement Setting. , 2013.
[514]	Jeanblanc, M., Choulli, T., Deng, J. & Aksamit, A. Non-Arbitrage up to Random Horizon and after Honest Times for Semimartingale Models. , 2013.
[515]	Jeanblanc, M., El Karoui, N. & Jiao, J. Density approach in modelling multi-defaults. , 2013.
[516]	Jeanblanc, M., Iftimie, B., Lim, T. & H.N., N. Optimization problem under change of regime of interest rate. , 2013.
[517]	Jeanblanc, M. & Leniec, M. Role of Information in Pricing Default-Sensitive Contingent Claims. , 2013.
[518]	Jeanblanc, M. & Reveillac, A. A Note on BSDEs with singular coefficients. , 2013.
[519]	Lemarie-Rieusset, P.G. Sobolev multipliers, maximal functions and parabolic equations with a quadratic nonlinearity. , 2013.
[520]	Lemarie-Rieusset, P.G. On some classes of time-periodic solutions for the Navier-Stokes equations in the whole space. , 2013.
[521]	Li, Q., Lehalle, C.A. & Horst, U. Optimal Trading in a Two-Sided Limit Order Book. , 2013.
[522]	Profeta, C. On Dufresne's translated perpetuity and some Black-Scholes annuities. , 2013.
[523]	Profeta, C. Some limiting laws associated with the integrated Brownian motion. , 2013.
[524]	Sagna, A. Marginal quantization of an Euler diffusion process and its application. , 2013.
[525]	Sezer, A. & Caglar, M. Dissemination in Fully Connected Networks. , 2013.
[526]	Song, S. Random time with differentiable conditional distribution function. , 2013.
[527]	Song, S. Optional splitting formula in a progressively enlarged filtration. , 2013.
[528]	Song, S. Local solution method for the problem of enlargement of filtration. , 2013.
[529]	Song, S. An alternative proof of a result of Takaoka. , 2013.
[530]	ly Vath, V., Gaigi, M., Mnif, M. & Toumi, S. Numerical approximation for a portfolio optimization problem under liquidity risk and costs. , 2013.
[531]	Dehman, A. Incorporating Linkage Disequilibrium Blocks in Genome-Wide Association Studies. , 2013.
[532]	Pierre-Jean, M. Joint segmentation of total DNA copy number and allelic ratios in cancer samples. , 2013., (SMPGD'2013).
[533]	Pierre-Jean, M. Change-point detection with kernel methods : application to DNA copy number signals. , 2013., (45e Journées de Statistiques de la SFDS , Toulouse).
[534]	Pierre-Jean, M. Package R jointSeg : Segmentation de données génomiques en cancérologie. , 2013., (Rencontres R , Lyon).
2012
[535]	Jeanmougin, M. Statistical methods for robust analysis of transcriptome data by integration of biological knowledge.. , 2012. (Theses)
[536]	Acuna, V., Birmele, E., Cottret, L., Crescenzi, P., Jourdan, F., Lacroix, V., Marchetti-Spaccamela, A., Marinov, A., Vieira Milreu, P., Sagot, M.F. & Stougie, L. Telling Stories: Enumerating maximal directed acyclic graphs with a constrained set of sources and targets. Theoretical Computer Science, 457(2):1-9, 2012.
[537]	Ambroise, C. & Matias, C. New consistent and asymptotically normal parameter estimates for random graph mixture models. Journal of the Royal Statistical Society: Series B, 74(1):3-35, 2012.
[538]	Bouaziz, M., Paccard, C., Guedj, M. & Ambroise, C. SHIPS: Spectral Hierarchical Clustering for the Inference of Population Structure in Genetic Studies. PloS One, 7(10):e45685, 2012.
[539]	Chambaz, A., Neuvial, P. & van der Laan, M. Estimation of a non-parametric variable importance measure of a continuous exposure. Electronic Journal of Statistics, 6():1059-1099, 2012.
[540]	Chiquet, J., Grandvalet, Y. & Charbonnier, C. Sparsity with sign-coherent groups of variables via the cooperative-Lasso. The Annals of Applied Statistics, 6(2):795-830, 2012.
[541]	Didier, G., Corel, E., Laprevotte, I., Grossmann, A. & Devauchelle, C. Variable length local decoding and alignment-free sequence comparison. Theoretical Computer Science, 462():1-11, 2012.
[542]	Dillies, M., Rau, A., Aubert, J., Hennequet-Antier, C., Jeanmougin, M. & Servant, N. A comprehensive evaluation of normalization methods for Illumina high-throughput RNA sequencing data analysis. Briefings in Bioinformatics, xx():, 2012.
[543]	Guergnon, J., Dalmasso, C., Broet, P., Meyer, L., Westrop, S., Imami, N., Vicenzi, E., Morsica, G., Tinelli, M., Poma, B., Goujard, C., Potard, V., Gotch, F., Casoli, C., Cossarizza, A. & others, O. Single Nucleotide Polymorphism-defined Class-I and Class-III MHC genetic subregions contribute to natural long-term non progression in HIV infection. Journal of Infectious Diseases, 205(5):718-24, 2012.
[544]	Heiser, L. & others, O. Subtype and pathway specific responses to anticancer compounds in breast cancer. Proceedings of the National Academy of Sciences, 109(12):2724-2729, 2012.
[545]	Jacob, L., Neuvial, P. & Dudoit, S. More Power via Graph-Structured Tests for Differential Expression of Gene Networks. Annals of Applied Statistics, 6(2):561-600, 2012.
[546]	Latouche, P., Birmele, E. & Ambroise, C. Variational Bayesian Inference and Complexity Control for Stochastic Block Models. Statistical Modelling, 12(1):93-115, 2012.
[547]	Neuvial, P. & Roquain, E. On False Discovery Rate thresholding for classification under sparsity. Annals of Statistics, 40(5):2572-2600, 2012.
[548]	Ortiz-Estevez, M., Aramburu, A., Bengtsson, H., Neuvial, P. & Rubio, A. CalMaTe: A Method and Software to Improve Allele-Specific Copy Number of SNP Arrays for Downstream Segmentation. Bioinformatics, 28(13):1793-1794, 2012.
[549]	Prum, B. Chaînes de Markov et absorption ; application à l'algorithme de Fu en génomique. J. Société Française de Statistique, 152 n°2():37-51, 2012.
[550]	crepey, S., Grbac, Z. & Nguyen, H.N. A multiple-curve HJM model of interbank risk. Math. Financ. Econ., 6(3):155-190, 2012.
[551]	Adiga, C., Bayad, A. & Shrikanth, A.S. A note on Mycielskian type of a graph. Adv. Stud. Contemp. Math. (Kyungshang), 22(1):85-91, 2012.
[552]	Banica, V. & Miot, E. Global existence and collisions for symmetric configurations of nearly parallel vortex filaments. Ann. Inst. H. Poincaré Anal. Non Linéaire, 29(5):813-832, 2012.
[553]	Banica, V. & Vega, L. Scattering for 1D cubic NLS and singular vortex dynamics. J. Eur. Math. Soc. (JEMS), 14(1):209-253, 2012.
[554]	Bayad, A. & Cangul, I.N. The minimal polynomial of \(2\cos(\pi/q)\) and Dickson polynomials. Appl. Math. Comput., 218(13):7014-7022, 2012.
[555]	Bayad, A. & Chikhi, J. Non linear recurrences for Apostol-Bernoulli-Euler numbers of higher order. Adv. Stud. Contemp. Math. (Kyungshang), 22(1):1-6, 2012.
[556]	Bayad, A., Choi, J., Kim, T., Kim, Y.H. & Jang, L.C. \(q\)-extension of Bernstein polynomials with weight \((\alpha,\beta)\). J. Comput. Anal. Appl., 14(2):374-382, 2012.
[557]	Bayad, A. & Hamahata, Y. Identities involving two kinds of \(q\)-Euler polynomials and numbers. J. Integer Seq., 15(4):Article 12.4.6, 14, 2012.
[558]	Bayad, A. & Hamahata, Y. Multiple polylogarithms and multi-poly-Bernoulli polynomials. Funct. Approx. Comment. Math., 46(part 1):45-61, 2012.
[559]	Bayad, A. & Hamahata, Y. Higher dimensional Dedekind sums in finite fields. Finite Fields Appl., 18(1):19-25, 2012.
[560]	Bayad, A. & Kim, T. Higher recurrences for Apostol-Bernoulli-Euler numbers. Russ. J. Math. Phys., 19(1):1-10, 2012.
[561]	Bayad, A. & Raouj, A. Mean values of \(L\)-functions and Dedekind sums. J. Number Theory, 132(8):1645-1652, 2012.
[562]	Bayad, A. & Raouj, A. Arithmetic of higher dimensional Dedekind-Rademacher sums. J. Number Theory, 132(2):332-347, 2012.
[563]	Bensoussan, A., Jasso-Fuentes, H., Menozzi, S. & Mertz, L. Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. Asymptot. Anal., 80(1-2):171-187, 2012.
[564]	Bernard, J.M. Problem of second grade fluids in convex polyhedrons. SIAM J. Math. Anal., 44(3):2018-2038, 2012.
[565]	Bernard, J.M. Steady transport equation in the case where the normal component of the velocity does not vanish on the boundary. SIAM J. Math. Anal., 44(2):993-1018, 2012.
[566]	Bielecki, T.R., Crepey, S., Jeanblanc, M. & Zargari, B. Valuation and hedging of CDS counterparty exposure in a Markov copula model. Int. J. Theor. Appl. Finance, 15(1):1250004-39, 2012.
[567]	Callegaro, G., Jeanblanc, M. & Runggaldier, W.J. Portfolio optimization in a defaultable market under incomplete information. Decis. Econ. Finance, 35(2):91-111, 2012.
[568]	Calvez, V., Corrias, L. & Ebde, M.A. Blow-up, concentration phenomenon and global existence for the Keller-Segel model in high dimension. Comm. Partial Differential Equations, 37(4):561-584, 2012.
[569]	Chamorro, D. Some functional inequalities on polynomial volume growth Lie groups. Canad. J. Math., 64(3):481-496, 2012.
[570]	Chamorro, D. & Lemarie-Rieusset, P.G. Quasi-geostrophic equations, nonlinear Bernstein inequalities and \(\alpha\)-stable processes. Rev. Mat. Iberoam., 28(4):1109-1122, 2012.
[571]	Chassagneux, J.F., Elie, R. & Kharroubi, I. Discrete-time approximation of multidimensional BSDEs with oblique reflections. Ann. Appl. Probab., 22(3):971-1007, 2012.
[572]	Coculescu, D., Jeanblanc, M. & Nikeghbali, A. Default times, no-arbitrage conditions and changes of probability measures. Finance Stoch., 16(3):513-535, 2012.
[573]	Coculescu, D., Jeanblanc, M. & Nikeghbali, A. Default times, non arbitrage conditions and change of probability measures. Finance and Stochastics, 16 (3):513-535, 2012.
[574]	Dobre, S., Bastogne, T., Profeta, C., Barberi-Heyob, M. & Richard, A. Limits of variance-based sensitivity analysis for non-identifiability testing in high dimensional dynamic models. Automatica J. IFAC, 48(11):2740-2749, 2012.
[575]	Frikha, N. & Menozzi, S. Erratum: Concentration bounds for stochastic approximations [\refcno 2988393]. Electron. Commun. Probab., 17:no. 60, 2, 2012.
[576]	Frikha, N. & Menozzi, S. Concentration bounds for stochastic approximations. Electron. Commun. Probab., 17:no. 47, 15, 2012.
[577]	Frikha, N. & Sagna, A. Quantization based recursive importance sampling. Monte Carlo Methods Appl., 18(4):287-326, 2012.
[578]	Hirsch, F. & Roynette, B. A new proof of Kellerer's theorem. ESAIM Probab. Stat., 16:48-60, 2012.
[579]	Hirsch, F. & Yor, M. On temporally completely monotone functions for Markov processes. Probab. Surv., 9:253-286, 2012.
[580]	Jeanblanc, M., Mania, M., Santacroce, M. & Schweizer, M. Mean-variance hedging via stochastic control and BSDEs for general semimartingales. Ann. Appl. Probab., 22(6):2388-2428, 2012.
[581]	Kim, T., Kim, D.S., Bayad, A. & Rim, S.H. Identities on the Bernoulli and the Euler numbers and polynomials. Ars Combin., 107:455-463, 2012.
[582]	Krupa, M., Vidal, A., Desroches, M. & Clement, F. Mixed-mode oscillations in a multiple time scale phantom bursting system. SIAM J. Appl. Dyn. Syst., 11(4):1458-1498, 2012.
[583]	Lemarie-Rieusset, P.G. A remark on the div-curl lemma. Studia Math., 210(1):77-92, 2012.
[584]	Lemarie-Rieusset, P.G. Euler equations and real harmonic analysis. Arch. Ration. Mech. Anal., 204(2):355-386, 2012.
[585]	Lemarie-Rieusset, P.G. The role of Morrey spaces in the study of Navier-Stokes and Euler equations. Eurasian Math. J., 3(3):62-93, 2012.
[586]	Lemarie-Rieusset, P.G. Good or not so good papers I have read or have not read,in All that math, Portraits of mathematicians as young readers.. Revista Mat. Ibero-amer., 2012.
[587]	Lemarie-Rieusset, P.G. A remark on the div-curl lemma.. Studia Matematica 210, 2012.
[588]	Lemarie-Rieusset, P.G. & Chamorro, D. Quasi-geostrophic equations, nonlinear Bernstein inequalities and ?-stable processes.. Revista Mat. Ibero-amer. 28, 2012.
[589]	Locherbach, E. & Loukianova, D. Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space. J. Theoret. Probab., 25(1):231-261, 2012.
[590]	Pages, G. & Sagna, A. Asymptotics of the maximal radius of an \(L>r\)-optimal sequence of quantizers. Bernoulli, 18(1):360-389, 2012.
[591]	Pages, G. & Sagna, A. Asymptotics of the maximal radius of an \(L>r\)-optimal sequence of quantizers. Bernoulli, 18(1):360-389, 2012.
[592]	Profeta, C. Penalizing null recurrent diffusions. Electron. J. Probab., 17:no. 69, 23, 2012.
[593]	Pycke, J.R. A probabilistic counterpart of the Askey scheme for continuous polynomials. Adv. Pure Appl. Math., 3(1):85-111, 2012.
[594]	Simsek, Y., Bayad, A. & Lokesha, V. \(q\)-Bernstein polynomials related to \(q\)-Frobenius-Euler polynomials, \(l\)-functions, and \(q\)-Stirling numbers. Math. Methods Appl. Sci., 35(8):877-884, 2012.
[595]	Vidal, A. & Francoise, J.P. Canard cycles in global dynamics. Internat. J. Bifur. Chaos Appl. Sci. Engrg., 22(2):1250026-13, 2012.
[596]	Bouaziz, M., Jeanmougin, M. & Guedj, M. Multiple-testing in large-scale genetic studies. , ():, Bonin A, Pompanon F eds, Methods in Molecular Biology Series, Humana Press., 2012.
[597]	Banica, V. & Vega, L. Selfsimilar solutions of the binormal flow and their stability. In Singularities in mechanics: formation, propagation and microscopic description, 38:1-35, Soc. Math. France, Paris, 2012.
[598]	Bogso, A.M., Profeta, C. & Roynette, B. Peacocks obtained by normalisation: strong and very strong peacocks. In Séminaire de Probabilités XLIV, 2046:317-374, Springer, Heidelberg, 2012.
[599]	Bogso, A.M., Profeta, C. & Roynette, B. Some examples of peacocks in a Markovian set-up. In Séminaire de Probabilités XLIV, 2046:281-315, Springer, Heidelberg, 2012.
[600]	Bogso, A.M., Profeta, C. & Roynette, B. On peacocks: a general introduction to two articles [comment on MR2953354, MR2953355]. In Séminaire de Probabilités XLIV, 2046:279-280, Springer, Heidelberg, 2012.
[601]	Cousin, A. & Jeanblanc, M. Hedging portfolio loss derivatives with CDS's. In Stochastic processes, finance and control, 1:235-257, World Sci. Publ., Hackensack, NJ, 2012.
[602]	Birmele, E., Crescenzi, P., Ferreira, R., Grossi, R., Lacroix, V., Marino, A., Pisanti, N., Sacomoto, G. & Sagot, M.F. Efficient bubble enumeration in directed graphs. In String Processing and Information Retrieval (SPIRE), 7608(7608):118-129, , 2012.
[603]	Birmele, E., Ferreira, R., Grossi, R., Marino, A., Pisanti, N., Rizzi, R. & Sacomoto, G. Optimal Listing of Cycles and st-Paths in Undirected Graphs. In proceedings of 24th ACM/SIAM Symposium On Discrete Algorithms (SODA) 2013, ():1884, , 2012.
[604]	Jeanmougin, M. Improving gene signatures by the identification of differentially expressed modules in molecular networks : a local-score approach.. In JOBIM, ():103-111, , 2012., (Ambroise, Christophe and Bouaziz, M. and Guedj, M.).
[605]	Zhang, J. Les équations aux dérivées partielles stochastiques avec obstacle. , 2012.
[606]	Brunel, N., Clairon, Q. & d'Alche Buc, F. Parametric Estimation of Ordinary Differential Equations with Orthogonality Conditions. , 2012.
[607]	Grandvalet, Y., Chiquet, J. & Ambroise, C. Sparsity by Worst-Case Quadratic Penalties. , 2012.
[608]	Kwemou, M. Non-asymptotic Oracle Inequalities for the Lasso and Group Lasso in high dimensional logistic model. , 2012.
[609]	chamorro, D. Non-local diffusion equations with Lévy-type operators and divergence free drift. , 2012.
[610]	crepey, S. Bilateral Counterparty Risk under Funding Constraints Part II: CVA. , 2012.
[611]	crepey, S. Bilateral Counterparty Risk under Funding Constraints Part I: Pricing. , 2012.
[612]	song, S. Drift operator in a market affected by the expansion of information flow : a case study. , 2012.
[613]	crepey, S. & Douady, R. The Whys of the LOIS: Credit Risk and Refinancing Rate Volatility. , 2012.
[614]	crepey, S.G. Counterparty Risk on Interest Rate Derivatives in a Multiple Curve Setup. , 2012.
[615]	Banica, V., gonzalez, M. & Saez, M. Some constructions for the fractional Laplacian on noncompact manifolds. , 2012.
[616]	Chevalier, E. & Ngoupeyou, A. American put option on a defaultable asset and option based portfolio insurance. , 2012.
[617]	Grbac, Z., Eberlein, E. & Schmidt, T. CDO market models driven by time-inhomogeneous Lévy processes. , 2012.
[618]	Grbac, Z. & Papapantoleon, A. A tractable LIBOR model with default risk.. , 2012.
[619]	Lim, T. & harr, . A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case. , 2012.
[620]	Lim, T. & Kharroubi, I. A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case. , 2012.
[621]	Lim, T., y, , Sahut, J.M. & Scotti, S. Bid-ask spread modelling, a perturbation approach. , 2012.
[622]	Profeta, C. & Sagna, A. Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method. , 2012.
[623]	Pycke, J.R. On the range of linear and circular kurtosis. , 2012.
[624]	Pierre-Jean, M. Segmentation de données génomiques en cancérologie. , 2012., (Journée annuelle du groupe Biopharmacie et Santé de la SFDS).
2011
[625]	Devauchelle, C. De l'art de résumer pour tenter de comprendre en génomique évolutive. , 2011.
[626]	Bouaziz, M., Ambroise, C. & Guedj, M. Accounting for Population Stratification in Practice: a Comparison of the Main Strategies Dedicated to Genome-Wide Association Studies. PLOS one, 6(12):, 2011.
[627]	Broet, P., Dalmasso, C., Tan, E., Alifano, M., Zhang, S., Wu, J., Lee, M., Regnard, J., Lim, W., Koong, H., Agasthian, T., Miller, L., Camilleri-Broet, S. & Tan, P. Genomic Profiles Specific to Patient Ethnicity in Lung Adenocarcinoma. Clinical Cancer Research, 17(11):3542-50, 2011.
[628]	Chiquet, J., Grandvalet, Y. & Ambroise, C. Inferring Multiple Graphical Structures. Statistics and Computing, 21(4):537-553, 2011.
[629]	Dalmasso, C. & Broet, P. Detection of chromosomal abnormalities using high resolution arrays in clinical cancer research. Journal of Biomedical Informatics, (doi:10.1016/j.jbi.2011.06.003):, 2011.
[630]	Jeanmougin, M., Guedj, M. & Ambroise, C. Defining a robust biological prior from Pathway Analysis to drive Network Inference.. J-SFdS, 152(2):, 2011.
[631]	Latouche, P., Birmele, E. & Ambroise, C. Overlapping Stochastic Block Models with Application to the French Political Blogosphere. Annals of Applied Statistics, 5(1):309-336, 2011.
[632]	Olshen, A., Bengtsson, H., Neuvial, P., Spellman, P., Olshen, R. & Seshan, V. Parent-specific copy number in paired tumor-normal studies using circular binary segmentation. Bioinformatics, 27(15):2038-2046, 2011.
[633]	Banica, V., Carles, R. & Duyckaerts, T. Minimal blow-up solutions to the mass-critical inhomogeneous NLS equation. Comm. Partial Differential Equations, 36(3):487-531, 2011.
[634]	Banica, V. & Ignat, L.I. Dispersion for the Schrödinger equation on networks. J. Math. Phys., 52(8):083703-14, 2011.
[635]	Bayad, A. Fourier expansions for Apostol-Bernoulli, Apostol-Euler and Apostol-Genocchi polynomials. Math. Comp., 80(276):2219-2221, 2011.
[636]	Bayad, A. Special values of Lerch zeta function and their Fourier expansions. Adv. Stud. Contemp. Math. (Kyungshang), 21(1):1-4, 2011.
[637]	Bayad, A. & Hamahata, Y. Polylogarithms and poly-Bernoulli polynomials. Kyushu J. Math., 65(1):15-24, 2011.
[638]	Bayad, A. & Hamahata, Y. Arakawa-Kaneko \(L\)-functions and generalized poly-Bernoulli polynomials. J. Number Theory, 131(6):1020-1036, 2011.
[639]	Bayad, A. & Kim, T. Identities involving values of Bernstein, \(q\)-Bernoulli, and \(q\)-Euler polynomials. Russ. J. Math. Phys., 18(2):133-143, 2011.
[640]	Bayad, A., Kim, T., Choi, J., Kim, Y.H. & Lee, B. On the symmetry properties of the generalized higher-order Euler polynomials. J. Appl. Math. Inform., 29(1-2):511-516, 2011.
[641]	Bayad, A., Kim, T., Lee, B. & Rim, S.H. Some identities on Bernstein polynomials associated with \(q\)-Euler polynomials. Abstr. Appl. Anal., pages Art. ID 294715, 10, 2011.
[642]	Bayad, A., Kim, T., Lee, S.H. & Dolgy, D.V. A note on the generalized Bernstein polynomials. Honam Math. J., 33(3):431-439, 2011.
[643]	Bayad, A. & Raouj, A. Reciprocity formulae for multiple Dedekind-Rademacher sums. C. R. Math. Acad. Sci. Paris, 349(3-4):131-136, 2011.
[644]	Bayad, A. & Simsek, Y. Dedekind sums involving Jacobi modular forms and special values of Barnes zeta functions. Ann. Inst. Fourier (Grenoble), 61(5):1977-1993 (2012), 2011.
[645]	Bernard, J.M.E. Density results in Sobolev spaces whose elements vanish on a part of the boundary. Chin. Ann. Math. Ser. B, 32(6):823-846, 2011.
[646]	Bielecki, T.R., Jeanblanc, M. & Rutkowski, M. Hedging of a credit default swaption in the CIR default intensity model. Finance Stoch., 15(3):541-572, 2011.
[647]	Biler, P., Corrias, L. & Dolbeault, J. Large mass self-similar solutions of the parabolic-parabolic Keller-Segel model of chemotaxis. J. Math. Biol., 63(1):1-32, 2011.
[648]	Chamorro, D. Improved Sobolev inequalities and Muckenhoupt weights on stratified Lie groups. J. Math. Anal. Appl., 377(2):695-709, 2011.
[649]	Chassagneux, J.F., Elie, R. & Kharroubi, I. A note on existence and uniqueness for solutions of multidimensional reflected BSDEs. Electron. Commun. Probab., 16:120-128, 2011.
[650]	Clement, E. & Gloter, A. Limit theorems in the Fourier transform method for the estimation of multivariate volatility. Stochastic Process. Appl., 121(5):1097-1124, 2011.
[651]	Hirsch, F., Roynette, B. & Yor, M. From an It\>o type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order. J. Math. Soc. Japan, 63(3):887-917, 2011.
[652]	Jeanblanc, M. & Song, S. An explicit model of default time with given survival probability. Stochastic Process. Appl., 121(8):1678-1704, 2011.
[653]	Jeanblanc, M. & Song, S. Random times with given survival probability and their \(\Bbb F\)-martingale decomposition formula. Stochastic Process. Appl., 121(6):1389-1410, 2011.
[654]	Kim, T., Bayad, A. & Kim, Y.H. A study on the \(p\)-adic \(q\)-integral representation on \(\Bbb Z_p\) associated with the weighted \(q\)-Bernstein and \(q\)-Bernoulli polynomials. J. Inequal. Appl., pages Art. ID 513821, 8, 2011.
[655]	Lemarie-Rieusset, P.G. Une remarque sur la valeur absolue dans certains espaces de Sobolev ou de Besov. C. R. Math. Acad. Sci. Paris, 349(11-12):629-632, 2011.
[656]	Lemarie-Rieusset, P.G. & Lelievre, F. Suitable solutions for the Navier-Stokes problem with an homogeneous initial value. Comm. Math. Phys., 307(1):133-156, 2011.
[657]	Lim, T. & Quenez, M.C. Exponential utility maximization in an incomplete market with defaults. Electron. J. Probab., 16:no. 53, 1434-1464, 2011.
[658]	Locherbach, E., Loukianova, D. & Loukianov, O. Polynomial bounds in the ergodic theorem for one-dimensional diffusions and integrability of hitting times. Ann. Inst. Henri Poincaré Probab. Stat., 47(2):425-449, 2011.
[659]	Locherbach, E., Loukianova, D. & Loukianov, O. Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process. ESAIM Probab. Stat., 15:197-216, 2011.
[660]	Locherbach, E., Loukianova, D. & Loukianov, O. Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process. ESAIM Probab. Stat., 15:197-216, 2011.
[661]	Locherbach, E., Loukianova, D. & Loukianov, O. Polynomial bounds in the ergodic theorem for one-dimensional diffusions and integrability of hitting times. Ann. Inst. Henri Poincaré Probab. Stat., 47(2):425-449, 2011.
[662]	Loukianov, O., Loukianova, D. & Song, S. Spectral gaps and exponential integrability of hitting times for linear diffusions. Ann. Inst. Henri Poincaré Probab. Stat., 47(3):679-698, 2011.
[663]	Peccati, G. & Pycke, J.R. Hoeffding spaces and Specht modules. ESAIM Probab. Stat., 15(In honor of Marc Yor, suppl.):S58-S68, 2011.
[664]	Rim, S.H., Bayad, A., Moon, E.J., Jin, J.H. & Lee, S.J. A new construction on the \(q\)-Bernoulli polynomials. Adv. Difference Equ., pages 2011:34, 6, 2011.
[665]	Sagna, A. Pricing of barrier options by marginal functional quantization. Monte Carlo Methods Appl., 17(4):371-398, 2011.
[666]	Cousin, A., Crepey, S., Gueant, O., Hobson, D., Jeanblanc, M., Lasry, J.M., Laurent, J.P., Lions, P.L. & Tankov, P. Paris-Princeton Lectures on Mathematical Finance 2010. , 2003:x+359, Springer-Verlag, Berlin, 2011., (Edited by Rene A. Carmona, Erhan Cinlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman and Nizar Touzi).
[667]	Hirsch, F., Profeta, C., Roynette, B. & Yor, M. Peacocks and associated martingales, with explicit constructions. , 3:xxxii+384, Springer, Milan; Bocconi University Press, Milan, 2011.
[668]	Neuvial, P., Bengtsson, H. & Speed, T. Handbook of Statistical Bioinformatics. , ():225-255, Springer, 2011.
[669]	crepey, S. About the pricing equations in finance. In Paris-Princeton Lectures on Mathematical Finance 2010, 2003:63-203, Springer, Berlin, 2011.
[670]	Bielecki, T.R., Crepey, S., Jeanblanc, M. & Rutkowski, M. Convertible bonds in a defaultable diffusion model. In Stochastic analysis with financial applications, 65:255-298, Birkhäuser/Springer Basel AG, Basel, 2011.
[671]	Cousin, A., Jeanblanc, M. & Laurent, J.P. Hedging CDO tranches in a Markovian environment. In Paris-Princeton Lectures on Mathematical Finance 2010, 2003:1-61, Springer, Berlin, 2011.
[672]	Hirsch, F., Profeta, C., Roynette, B. & Yor, M. Constructing self-similar martingales via two Skorokhod embeddings. In Séminaire de Probabilités XLIII, 2006:451-503, Springer, Berlin, 2011.
[673]	Meira Castro, A.C., Matos, J. & Gavina, A. Numerical solution of a PDE system with non-linear steady state conditions that translates the air stripping pollutants removal. In Nonlinear science and complexity, pages 211-219, Springer, Dordrecht, 2011.
[674]	Chiquet, J., Grandvalet, Y. & Charbonnier, C. Sparsity with sign-coherent groups of variables via the cooperative-Lasso. In Proceedings of SPARS'11, Edimburgh, ():, , 2011.
[675]	Chiquet, J. Réseaux biologiques. , 2011., (La gazette des mathématiciens No. 130 pp. 76--82).
[676]	Neuvial, P. Tests multiples en génomique. , 2011., (La gazette des mathématiciens No. 130 pp. 71-76).
[677]	Zargari, B. Le risque de crédit et les produits dérivés de crédit : modélisation mathématique et numérique. , 2011.
[678]	crepey, S. A BSDE Approach to Counterparty Risk under Funding Constraints. , 2011.
[679]	song, S. Drift operator in a market affected by the expansion of information flow : a case study. , 2011.
[680]	crepey, S. & douady, R. The Whys of the LOIS: Credit Risk and Refinancing Rate Volatility. , 2011.
[681]	crepey, S. & Chassagneux, J.F. Doubly Reflected BSDEs with Call Protection and their Approximation. , 2011.
[682]	crepey, S., Grbac, Z. & H.N., N. A defaultable HJM multiple-curve term structure model. , 2011.
[683]	Jeanmougin, M. Network inference using pathway analysis results as a prior information.. , 2011., (SMPGD'11).
2010
[684]	Latouche, P. Modèles de graphes aléatoires à structure cachée pour l'analyse des réseaux. , 2010. (Theses)
[685]	Charbonnier, C., Chiquet, J. & Ambroise, C. Weighted-Lasso for Structured Network Inference from Time Course Data. Statistical Applications in Genetics and Molecular Biology, 9(1):, 2010.
[686]	Corel, E., Pitschi, F., Laprevotte, I., Grasseau, G., Didier, G. & Devauchelle, C. MS4 - Multi-Scale Selector of Sequence Signatures: An alignment-free method for classification of biological sequences. BMC Bioinformatics, 11(406):, 2010., (doi:10.1186/1471-2105-11-406).
[687]	Jeanmougin, M., de Reynies, A., Marisa, L., Paccard, C., Nuel, G. & Guedj, M. Should We Abandon the t-Test in the Analysis of Gene Expression Microarray Data: A Comparison of Variance Modeling Strategies. PLoS ONE, 5(9):e12336, 2010.
[688]	Pitschi, F., Devauchelle, C. & Corel, E. Automatic detection of anchor points for multiple sequence alignment. BMC Bioinformatics, 11(445):, 2010.
[689]	Zanghi, H., Picard, F., Miele, V. & Ambroise, C. Strategies for Online Inference of Network Mixture. Annals of Applied Statistics, 4(2):687-714, 2010.
[690]	Zanghi, H., Volant, S. & Ambroise, C. Clustering based on random graph model embedding vertex features. Pattern Recognition Letters, 31(9):830-836, 2010.
[691]	Bacry, E., Gloter, A., Hoffmann, M. & Muzy, J.F. Multifractal analysis in a mixed asymptotic framework. Ann. Appl. Probab., 20(5):1729-1760, 2010.
[692]	Bayad, A. Arithmetical properties of elliptic Bernoulli and Euler numbers. Int. J. Algebra, 4(5-8):353-372, 2010.
[693]	Bayad, A. Modular properties of elliptic Bernoulli and Euler functions. Adv. Stud. Contemp. Math. (Kyungshang), 20(3):389-401, 2010.
[694]	Bayad, A. & Kim, T. Identities for the Bernoulli, the Euler and the Genocchi numbers and polynomials. Adv. Stud. Contemp. Math. (Kyungshang), 20(2):247-253, 2010.
[695]	Bayad, A. & Raouj, A. Reciprocity formulae for general multiple Dedekind-Rademacher sums and enumeration of lattice points. Acta Arith., 145(2):137-154, 2010.
[696]	Bielecki, T.R., Crepey, S. & Jeanblanc, M. Up and down credit risk. Quant. Finance, 10(10):1137-1151, 2010.
[697]	Carmona, R. & Crepey, S. Particle methods for the estimation of credit portfolio loss distributions. Int. J. Theor. Appl. Finance, 13(4):577-602, 2010.
[698]	El Karoui, N., Jeanblanc, M. & Jiao, Y. What happens after a default: the conditional density approach. Stochastic Process. Appl., 120(7):1011-1032, 2010.
[699]	Ganesh, A., Balasubramanian, G. & Bayad, A. On the \(\vert \overline N,p_n\vert _k\) summability of factored Fourier series. Int. Math. Forum, 5(21-24):1067-1073, 2010.
[700]	Gapeev, P.V. & Jeanblanc, M. Pricing and filtering in a two-dimensional dividend switching model. Int. J. Theor. Appl. Finance, 13(7):1001-1017, 2010.
[701]	Gloter, A. & Hoffmann, M. Nonparametric reconstruction of a multifractal function from noisy data. Probab. Theory Related Fields, 146(1-2):155-187, 2010.
[702]	Hirsch, F., Roynette, B. & Yor, M. Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets. Expo. Math., 28(4):299-324, 2010.
[703]	Hirsch, F., Roynette, B. & Yor, M. Applying It\>o's motto: ``look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order. Period. Math. Hungar., 61(1-2):195-211, 2010.
[704]	Hirsch, F. & Yor, M. Looking for martingales associated to a self-decomposable law. Electron. J. Probab., 15:no. 29, 932-961, 2010.
[705]	Lokesha, V., Kumar B, N., Nagaraja, K.M., Bayad, A. & Saraj, M. New means and its properties. Proc. Jangjeon Math. Soc., 13(2):243-254, 2010.
[706]	Profeta, C. Penalization of a positively recurrent diffusion by an exponential function of its local time. Publ. Res. Inst. Math. Sci., 46(3):681-718, 2010.
[707]	Pycke, J.R. Some tests for uniformity of circular distributions powerful against multimodal alternatives. Canad. J. Statist., 38(1):80-96, 2010.
[708]	, (eds). La démarche statistique. , (), Cépaduès, 2010.
[709]	Profeta, C., Roynette, B. & Yor, M. Option prices as probabilities. , pages xxii+270Springer-Verlag, Berlin, 2010., (A new look at generalized Black-Scholes formulae).
[710]	Gapeev, P.V., Jeanblanc, M., Li, L. & Rutkowski, M. Constructing random times with given survival processes and applications to valuation of credit derivatives. In Contemporary quantitative finance, pages 255-280, Springer, Berlin, 2010.
[711]	Charbonnier, C., Chiquet, J. & Ambroise, C. Weighted-Lasso for Structured Network Inference for Time-Course data. In JOBIM'10, Montpellier, 2010.
[712]	Chiquet, J., Grandvalet, Y. & Ambroise, C. Inferring Multiple Graphical Structures. In Workshop MODGRAPHII, JOBIM'10, Montpellier, 2010.
[713]	Grandvalet, Y., Chiquet, J. & Ambroise, C. Inferring Multiple Regulation Networks. In Proceedings of the MLCB NIPS'10 Workshop, Vancouver, 2010.
[714]	Grandvalet, Y., Chiquet, J. & Ambroise, C. Inférence jointe de la structure de modèles graphiques gaussiens. In actes de CAp'10, Clermont-Ferrand, 2010.
[715]	Milreu, P., Acuna, V., Birmele, E., Crescenzi, P., Marchetti-Spaccamela, A., Sagot, M.F., Stougie, L. & Lacroix, V. Enumerating chemical organisations in consistent metabolic networks: Complexity and algorithms. In Algorithms in Bioinformatics, WABI 2010, 6293, Springer, 2010.
[716]	Gapeev, P., Jeanblanc, M., Li, L. & Rutkowski, M. Constructing random times with given survival process and applications to valuation of credit derivatives. In Contemporary Quantitative Finance, Springer-Verlag, 2010.
[717]	Lelievre, F. Approximation des équations de Navier-Stokes préservant le changement d'échelle. , 2010.
[718]	crepey, S. & Chassagneux, J.F. Doubly Reflected BSDEs with Call Protection and their Approximation. , 2010.
[719]	crepey, S., Cousin, A. & Kan, Y. Delta-hedging Correlation Risk. , 2010.
[720]	Crepey, S., Jeanblanc, M. & Zargari, B. Counterparty Risk on a CDS in a Model with Joint Defaults and Stochastic Spreads. , 2010.
[721]	Crepey, S. & Rahal, A. Pricing Convertible Bonds with Call Protection. , 2010.
[722]	Jeanblanc, M., Lacoste, V. & Roland, S. Portfolio Optimization Under a Partially Observed Jump-Diffusion Model. , 2010.
[723]	Jeanblanc, M., Matoussi, A. & Ngoupeyou, A. Robust utility maximization in a discontinuous filtration. , 2010.
[724]	Jeanblanc, M. & Yu, Z. Optimal Investment Problems with Uncertain Time Horizon. , 2010.
2009
[725]	Ambroise, C., Chiquet, J. & Matias, C. Inferring sparse Gaussian graphical models with latent structure. Electronic Journal of Statistics, 3():205-238, 2009.
[726]	Chiquet, J., Smith, A., Grasseau, G., Matias, C. & Ambroise, C. SIMoNe: Statistical Inference for MOdular NEtworks. Bioinformatics, 25(3):417-418, 2009.
[727]	Durot, C., Lebarbier, E. & Tocquet, A.S. Estimating the joint distribution of independent categorical variables via model selection. Bernoulli, 15(2):475-507, 2009.
[728]	Guedj, M., Celisse, A., Robin, S. & Nuel, G. kerfdr: A semi-parametric kernel-based approach to local FDR estimations.. BMC Bioinformatics, 10():84+, 2009.
[729]	Oudot, T., Lesueur, F., Guedj, M., de Cid, R., McGinn, S., Heath, S., Foglio, M., Prum, B., Lathrop, M., Prud'homme, J. & Fischer, J. An association study of 22 candidate genes in psoriasis families reveals shared genetic factors with other autoimmune and skin disorders. J Invest Dermatol., 129(11):2637-45, 2009.
[730]	Picard, F., Miele, V., Daudin, J.J., Cottret, L. & Robin, S. Deciphering the connectivity structure of biological networks using MixNet. BMC Bioinformatics, 10(Suppl 6):S17, 2009.
[731]	Tian, Z., Rizzon, C., Du, J., Zhu, L., Bennetzen, J., Gaut, B., Jackson, S. & Ma, J. Do genetic recombination and gene density shape the pattern of DNA elimination in rice LTR-retrotransposons?. Genome Res., 19(12):2221-30, 2009.
[732]	Banica, V., Carles, R. & Duyckaerts, T. On scattering for NLS: from Euclidean to hyperbolic space. Discrete Contin. Dyn. Syst., 24(4):1113-1127, 2009.
[733]	Banica, V. & Vega, L. On the stability of a singular vortex dynamics. Comm. Math. Phys., 286(2):593-627, 2009.
[734]	Bielecki, T.R., Crepey, S., Jeanblanc, M. & Rutkowski, M. Defaultable game options in a hazard process model. J. Appl. Math. Stoch. Anal., pages Art. ID 695798, 33, 2009.
[735]	Clement, F. & Vidal, A. Foliation-based parameter tuning in a model of the GnRH pulse and surge generator. SIAM J. Appl. Dyn. Syst., 8(4):1591-1631, 2009.
[736]	Gapeev, P.V. & Jeanblanc, M. Pricing of contingent claims in a two-dimensional model with random dividends. Int. J. Theor. Appl. Finance, 12(8):1091-1104, 2009.
[737]	Gloter, A. & S\orensen, M. Estimation for stochastic differential equations with a small diffusion coefficient. Stochastic Process. Appl., 119(3):679-699, 2009.
[738]	Hirsch, F. & Yor, M. A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet. J. Math. Kyoto Univ., 49(4):785-815, 2009.
[739]	Hirsch, F. & Yor, M. A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet. J. Math. Kyoto Univ., 49(2):389-417, 2009.
[740]	Jeanblanc, M. & Le Cam, Y. Progressive enlargement of filtrations with initial times. Stochastic Process. Appl., 119(8):2523-2543, 2009.
[741]	Jeanblanc, M. & Le Cam, Y. Immersion property and credit risk modelling. Modern Trends in Mathematical Finance: The Kabanov Festschrift, 119:99-131, 2009.
[742]	Jeanblanc, M. & Le Cam, Y. Progressive enlargement of filtration with initial times. Stochastic Processes and their Applic., 119:2523-2543, 2009.
[743]	Lemarie-Rieusset, P.G. & Prioux, N. The Navier-Stokes equations with data in \(\rm bmo>-1\). Nonlinear Anal., 70(1):280-297, 2009.
[744]	Locherbach, E. & Loukianova, D. The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes. Stochastic Process. Appl., 119(7):2312-2335, 2009.
[745]	Peccati, G. & Pycke, J.R. Decompositions of stochastic processes based on irreducible group representations. Teor. Veroyatn. Primen., 54(2):304-336, 2009.
[746]	Sagna, A. Universal \(L>s\)-rate-optimality of \(L>r\)-optimal quantizers by dilatation and contraction. ESAIM Probab. Stat., 13:218-246, 2009.
[747]	Vidal, A., Medigue, C., Malpaux, B. & Clement, F. Endogenous circannual rhythm in luteinizing hormone secretion: insight from signal analysis coupled with mathematical modelling. Philos. Trans. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci., 367(1908):4759-4777, 2009.
[748]	Jeanblanc, M., Yor, M. & Chesney, M. Mathematical methods for financial markets. , pages xxvi+732Springer-Verlag London, Ltd., London, 2009.
[749]	Ambroise, C. & Dang, M. Data Analysis. , ():289-318, Wiley, 2009.
[750]	Latouche, P., Birmele, E. & Ambroise, C. Advances in Data Analysis, Data Handling and Business Intelligence. , ():229-239, springer, 2009.
[751]	Banica, V. Sur la stabilité d'une dynamique singulière de vortex. In Séminaire: Équations aux Dérivées Partielles. 2007--2008, pages Exp. No. III, 13, école Polytech., Palaiseau, 2009.
[752]	Jeanblanc, M. & Le Cam, Y. Immersion property and credit risk modelling. In Optimality and risk---modern trends in mathematical finance, pages 99-131, Springer, Berlin, 2009.
[753]	Chiquet, J., Charbonnier, C. & Ambroise, C. SIMoNe : Statistical Inference of Modular Network. In Workshop MODGRAPH, JOBIM'09, Nantes, 2009.
[754]	Latouche, P., Birmele, E. & Ambroise, C. Uncovering overlapping clusters in biological networks. In Journées ouvertes en biologie, informatique et mathématiques (Jobim). Nantes, 2009.
[755]	loukianova, D. & Loukianov, O. Poincaré inequality and exponential integrability of hitting times for a linear diffusion. , 2009.
[756]	crepey, S. & armo, . Importance Sampling and Interacting Particle Systems for the Estimation of Markovian Credit Portfolios Loss Distribution. , 2009.
[757]	Crepey, S., Herbertsson, A. & Bielecki, T. Markov Chain Models of Portfolio Credit Risk. , 2009.
[758]	Crepey, S., Jeanblanc, M. & Zargari, B. CDS with Counterparty Risk in a Markov Chain Copula Model with Joint Defaults. , 2009.
[759]	Jeanblanc, M., Crepey, S.M., Assefa, S. & Bielecki, T. CVA computation for counterparty risk assessment in credit portfolio. , 2009.
[760]	Jeanblanc, M. A Model of Credit Events Based on Filtering Theory. , 2009.
[761]	Loukianova, D. & Löcherbach, E. Moderate deviations for centered additive functionals of recurrent Harris processes having general state space. , 2009.
2008
[762]	Birmele, E., Elati, M., Rouveirol, C. & Ambroise, C. Identification of functional modules based on transcriptional regulation structure. BMC Proceedings, 2((Suppl 4):S4):, 2008.
[763]	Daudin, J.J., Picard, F. & Robin, S. A mixture model for random graphs. Statist. Comput., 18(2):, 2008.
[764]	Dieude, P., Guedj, M., Wipff, J., Avouac, J., Hachulla, E., Diot, E., Granel, B., Sibilia, J., Cabane, J., Meyer, O., Mouthon, L., Kahan, A., Boileau, C. & Allanore, Y. The PTPN22 620W allele confers susceptibility to Systemic Sclerosis: a large case control study among European Caucasians and meta-analysis. Rheumatism and Arthritis, 58():2183-2188, 2008.
[765]	Dieude, P., Guedj, M., Wipff, J., Avouac, J., Fajardy, I., Diot, E., Granel, B., Sibilia, J., Cabane, J., Mouthon, L., Cracowski, J., Carpentier, P., Hachulla, O., Kahan, A., Boileau, C. & Allanore, Y. Association between the IRF5 rs2004640 functional polymorphism and systemic sclerosis: A new perspective for pulmonary fibrosis. Arthritis Rheumatoid, 60():225-233, 2008.
[766]	Forner, K., Lamarine, M., Guedj, M., Dauvillier, J. & Wojcik, J. Universal false discovery rate estimation methodology for genome-wide association studies. Human Heredity, 65():183-194, 2008.
[767]	Guedj, M., Nuel, G. & Prum, B. A note on allelic tests in case-control association studies. Annals of Human Genetics, 72():407-409, 2008.
[768]	Guedj, M., Bourillon, A., Combadieres, C., Rodero, M., Dieude, P., Descamps, V., Dupin, N., Wolkenstein, P., Aegerter, P., Lebbe, C., Basset-Seguin, N., Prum, B., Saiag, P., Grandchamp, B. & Soufir, N. Variants of the MATP/SLC45A2 gene are protective for melanoma in the French population. Human Mutation, 29():1154-1160, 2008.
[769]	Miele, V., Vaillant, C., d'Aubenton-Carafa, Y., Thermes, C. & Grange, T. DNA physical properties determine nucleosome occupancy from yeast to fly. Nucleic Acids Res., 36(11):3746-3756, 2008.
[770]	Zanghi, H., Ambroise, C. & Miele, V. Fast Online Graph Clustering via Erdös Renyi Mixture. Pattern Recognition, 41(12):3592-3599, 2008.
[771]	crepey, S. & Matoussi, A. Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison. Ann. Appl. Probab., 18(5):2041-2069, 2008.
[772]	Bachar, I., Maagli, H. & Zeddini, N. Estimates on the Green function and existence of positive solutions for some nonlinear polyharmonic problems outside the unit ball. Anal. Appl. (Singap.), 6(2):121-150, 2008.
[773]	Banica, V., Carles, R. & Staffilani, G. Scattering theory for radial nonlinear Schrödinger equations on hyperbolic space. Geom. Funct. Anal., 18(2):367-399, 2008.
[774]	Banica, V. & Vega, L. On the Dirac delta as initial condition for nonlinear Schrödinger equations. Ann. Inst. H. Poincaré Anal. Non Linéaire, 25(4):697-711, 2008.
[775]	Bielecki, T., Jeanblanc, M. & Rutkowski, M. Hedging of Credit Default Swaptions and First-to-default Swaps in CDS Markets . Preprint, 2008.
[776]	Bielecki, T., Jeanblanc, M. & Rutkowski, M. Pricing and Trading Credit Default Swaps in a Hazard process model . Advances in Applied Prob. , 2008.
[777]	Bielecki, T.R., Crepey, S., Jeanblanc, M. & Rutkowski, M. Arbitrage pricing of defaultable game options with applications to convertible bonds. Quant. Finance, 8(8):795-810, 2008.
[778]	Bielecki, T.R., Crepey, S., Jeanblanc, M. & Rutkowski, M. Defaultable options in a Markovian intensity model of credit risk. Math. Finance, 18(4):493-518, 2008.
[779]	Bielecki, T.R., Jeanblanc, M. & Rutkowski, M. Pricing and trading credit default swaps in a hazard process model. Ann. Appl. Probab., 18(6):2495-2529, 2008.
[780]	Blanchet-Scalliet, C., El Karoui, N., Jeanblanc, M. & Martellini, L. Optimal investment decisions when time-horizon is uncertain. J. Math. Econom., 44(11):1100-1113, 2008.
[781]	Calvez, V. & Corrias, L. The parabolic-parabolic Keller-Segel model in \(\Bbb R>2\). Commun. Math. Sci., 6(2):417-447, 2008.
[782]	Coculescu, D., Geman, H. & Jeanblanc, M. Valuation of default-sensitive claims under imperfect information. Finance Stoch., 12(2):195-218, 2008.
[783]	Corrias, L. & Perthame, B. Asymptotic decay for the solutions of the parabolic-parabolic Keller-Segel chemotaxis system in critical spaces. Math. Comput. Modelling, 47(7-8):755-764, 2008.
[784]	Hurvich, C.M., Moulines, E. & Soulier, P. Corrigendum to: ``Estimating long memory in volatility'' [Econometrica \bf 73 (2005), no. 4, 1283--1328; MR2149248]. Econometrica, 76(3):661-662, 2008.
[785]	Lemarie-Rieusset, P.G. The Picard iterates for the Navier-Stokes equations in \(L>3(\Bbb R>3)\). Phys. D, 237(10-12):1334-1345, 2008.
[786]	Locherbach, E. & Loukianova, D. On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions. Stochastic Process. Appl., 118(8):1301-1321, 2008.
[787]	Loukianova, D. & Loukianov, O. Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation. Stat. Inference Stoch. Process., 11(2):107-121, 2008.
[788]	Loukianova, D. & Loukianov, O. Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions. Ann. Inst. Henri Poincaré Probab. Stat., 44(4):771-786, 2008.
[789]	Chevalier, E. On the American option value near its exercise region. In Progress in industrial mathematics at ECMI 2006, 12:650-654, Springer, Berlin, 2008.
[790]	Hirsch, F. & Yor, M. Fractional interwinings between two markov semigroups. , 2008.
2007
[791]	Guedj, M. Méthodes statistiques pour l'analyse des données génétiques d'association à grande échelle. , 2007. (Theses)
[792]	Vescovo, L. Outils et méthodes pour la classification pyramidale des données biologiques. , 2007. (Theses)
[793]	Aschard, H., Guedj, M. & Demenais, F. A multiple-marker two-step approach for genome-wide association studies. BMC Proceedings, 1(S134):, 2007.
[794]	Avalos, M., Grandvalet, Y. & Ambroise, C. Parsimonious additive models. CSDA, 51(6):2851-2870, 2007.
[795]	Didier, G., Debomy, L., Pupin, M., Zhang, M., Grossmann, A., Devauchelle, C. & Laprevotte, I. Comparing sequences without alignments: application to HIV/SIV subtyping. BMC Bioinformatics, 8():1, 2007.
[796]	Garnier, S., Dieude, P., Michou, L., l, , Bardin, T., Prum, B. & Cornelis, F. IRF5 rs2004640-T allele, the new genetic factor for systemic lupus erythematosus, is not associated with rheumatoid arthritis. Ann. Rheum. Dis., 66():828-831, 2007.
[797]	Gaut, B., Wright, S., Rizzon, C., Dvorak, J. & Anderson, L. Recombination: an underappreciated factor in the evolution of plant genomes.. Nat Rev Genet., 8():77-84, 2007.
[798]	Guedj, M., Della-Chiesa, E., Picard, F. & Nuel, G. Computing power in case-control association studies through the use of quadratic approximations: application to meta-statistics. Annals of Human Genetics, 71():262-270, 2007.
[799]	Jacq, L., Garnier, S., Dieude, P., Michou, L., l, , Prum, B., Bardin, T. & Cornelis, F. The ITGAV rs3738919-C allele is associated with and linked to rheumatoid arthritis in the European Caucasian population: a family-based study. Arthritis Research \& Therapy, 9(R63):, 2007.
[800]	Michou, L., Lasbleiz, S., l, , Prum, B., Bardin, T., Dieude, P. & Cornelis, F. Linkage proof for PTPN22, the new rheumatoid arthritis susceptibility gene, a human autoimmunity gene. Proc. Natl. Acad. Sci. USA, 104():1649-1654, 2007.
[801]	Same, A., Ambroise, C. & Govaert, G. An online Classification EM algorithm based on the mixture model. Statistics and Computing, 17(3):209-218, 2007.
[802]	Banica, V. & Duyckaerts, T. Weighted Strichartz estimates for radial Schrödinger equation on noncompact manifolds. Dyn. Partial Differ. Equ., 4(4):335-359, 2007.
[803]	Bielecki, T., Jeanblanc, M. & Rutkowski, M. Hedging of basket credit derivatives in credit default swap market . Journal of Credit Risk , 3:91-132, 2007.
[804]	Hamadene, S. & Jeanblanc, M. On the starting and stopping problem: application in reversible investments. Math. Oper. Res., 32(1):182-192, 2007.
[805]	Hsieh, M.C., Hurvich, C.M. & Soulier, P. Asymptotics for duration-driven long range dependent processes. J. Econometrics, 141(2):913-949, 2007.
[806]	Jeanblanc, M., Kloppel, S. & Miyahara, Y. Minimal \(f>q\)-martingale measures of exponential Lévy processes. Ann. Appl. Probab., 17(5-6):1615-1638, 2007.
[807]	Jeanblanc, M. & Valchev, S. Default-risky bond prices with jumps, liquidity risk and incomplete information. Decis. Econ. Finance, 30(2):109-136, 2007.
[808]	Lemarie-Rieusset, P.G. The Navier-Stokes equations in the critical Morrey-Campanato space. Rev. Mat. Iberoam., 23(3):897-930, 2007.
[809]	Lemarie-Rieusset, P.G. Uniqueness for the Navier-Stokes problem: remarks on a theorem of Jean-Yves Chemin. Nonlinearity, 20(6):1475-1490, 2007.
[810]	Lemarie-Rieusset, P.G. & May, R. Uniqueness for the Navier-Stokes equations and multipliers between Sobolev spaces. Nonlinear Anal., 66(4):819-838, 2007.
[811]	Pycke, J.R. A decomposition for invariant tests of uniformity on the sphere. Proc. Amer. Math. Soc., 135(9):2983-2993 (electronic), 2007.
[812]	Pycke, J.R. \(U\)-statistics based on the Green's function of the Laplacian on the circle and the sphere. Statist. Probab. Lett., 77(9):863-872, 2007.
[813]	, (eds). Analyse Statistique des Séquences Biologiques. , (), Hermes Sciences, 2007.
[814]	Jeanblanc, M., Kloeppel, S. & Miyahara, Y. Minimal variance martingale measures for geometric Lévy processes. In Stochastic processes and applications to mathematical finance, pages 193-196, World Sci. Publ., Hackensack, NJ, 2007.
[815]	Corel, E., El Feghali, R., Gerardin, F., Hoebeke, M., Nadal, M., Grossmann, A. & Devauchelle, C. Local Similarities and Clustering of Biological Sequences : New Insights from N-local Decoding. In The First International Symposium on Optimization and Systems Biology (OSB 2007), Lecture Notes in Operations Research(7):189-195, World Publishing, 2007.
[816]	Corel, E., El Feghali, R., Gerardin, F., Hoebeke, M., Nadal, M., Louis, A., Laprevotte, I., Grossmann, A. & Devauchelle, C. Local Similarities and Clustering of Biological Sequences. In Actes de JOBIM 2007, pages 69-71, 2007.
[817]	Guedj, M., Wojcik, J. & Nuel, G. Catching Local Replications: Use of the Local Score in Replicated Association Studies. In Proceedings of EMGM 2007 in Annals of Human Genetics, pages 550-559, 2007.
[818]	Lebarbier, E., Picard, F., Bundiska, E. & Robin, S. Joint segmentation of multivariate Gaussian processes using mixed linear models. In ASMDA 2007, 2007.
[819]	Picard, F., Daudin, J.J., Koskas, M., Schbath, S. & Robin, S. Assessing the exceptionality of network motifs. In Jobim 2007, 2007.
[820]	Jeanblanc, M., Crepey, S.M., Rutkowski, M. & Bielecki, T. Convertible Securities in a Defaultable Diffusion Model. , 2007.
[821]	Jeanblanc, M. & Le Cam, Y. Reduced form modelling for credit risk. , 2007.
[822]	Aschard, H., Guedj, M. & Demenais, F. A multiple-marker two-step approach to genome-wide association studies. , 2007., (Oral presentation at the EMGM 2007, Heidelberg (Germany)).
[823]	Guedj, M. Local Replication: a local-score based approach to replicated association studies. , 2007., (Oral Presentation at the IGES 2007, York (UK)).
[824]	Guedj, M., Celisse, A., Robin, S. & Nuel, G. kerfdr: a semi-parametric kernel-based estimation of the local FDR. , 2007., (Poster ar IGES 2007, York (UK)).
[825]	Nuel, G. & Guedj, M. Statistical methods in genome-wide association studies. , 2007., (Colloque Génétique, Bioinformatique et Puces, Ermenonville (France)).
[826]	Wojcik, J., Guedj, M. & Forner, K. Exact p-value computation and exact False Discovery Rate estimation for genome-wide association studies. , 2007., (Poster at the HUGO HGM2007, Montreal (Canada)).
2006
[827]	Anderson, L., Lai, A., Stack, S., Rizzon, C. & Gaut, B. Uneven distribution of expressed sequence tag loci on maize pachytene chromosomes.. Genome Res., 16():115-22, 2006.
[828]	Didier, G., Laprevotte, I., Pupin, M. & Henaut, A. Local decoding of sequences and alignment-free comparison. Journal of Computational Biology, 13(8):1465-1476, 2006.
[829]	Drouaud, J., Camilleri, C., Bourguignon, P., l, , Prum, B., Quesneville, H. & Mezard, C. Free Full Text Variation in crossing-over rates across chromosome 4 of Arabidopsis thaliana reveals the presence of meiotic recombination hot spots.. Genome Research, 16():106-114, 2006.
[830]	Guedj, M., Wojcik, J., Della-Chiesa, E., Nuel, G. & Forner, K. A fast, unbiased and exact allelic test for case-control association studies. Human Heredity, 61():210-221, 2006.
[831]	Guedj, M., Robelin, D., Hoebeke, M., Lamarine, M., Wojcik, J. & Nuel, G. Detecting Local High-Scoring segments: a first-stage approach for genome-wide association studies. Stat App Genet Mol Bio, 5():1-16, 2006.
[832]	Matias, C., Schbath, S., Birmele, E., Daudin, J.J. & Robin, S. Networks motifs: mean and variance for the count. REVSTAT, 4(1):31-51, 2006.
[833]	Michou, L., Croiseau, P., l, , Prum, B., Clerget, F. & Cornelis, F. Confirmation of the Shared Epitope Allele Classification. Arthritis Research and Therapy, 28():79-, 2006.
[834]	Nicolas, P., Tocquet, A.S., Miele, V. & Muri, F. A Reversible Jump Markov Chain Monte-Carlo Algorithm for Bacterial Promoter Motifs Discovery. Journal of Computational Biology, 13(3):651-667, 2006.
[835]	Rizzon, C., Ponger, L. & Gaut, B. Striking similarities in the genomic distribution of tandemly arrayed genes in Arabidopsis and rice.. PLoS Comput Biol., 2(9):e115, 2006.
[836]	Zhu, X., Ambroise, C. & McLachlan, G. Selection bias in working with the top genes in supervised classification of tissue samples. Statistical Methodology, 3():29-41, 2006.
[837]	Bernard, J.M. Conforming and nonconforming finite element methods for solving the Darcy's equations. Nonlinear Anal. Real World Appl., 7(4):789-812, 2006.
[838]	Bielecki, T., Jeanblanc, M. & Rutkowski, M. Completeness of a Reduced-Form Credit Risk Model with Discontinuous Asset Prices. Stochastic Models, 22:661-687, 2006.
[839]	Bielecki, T.R., Jeanblanc, M. & Rutkowski, M. Replication of contingent claims in a reduced-form credit risk model with discontinuous asset prices. Stoch. Models, 22(4):661-687, 2006.
[840]	Corrias, L. & Perthame, B. Critical space for the parabolic-parabolic Keller-Segel model in \(\Bbb R>d\). C. R. Math. Acad. Sci. Paris, 342(10):745-750, 2006.
[841]	Funaki, T., Hariya, Y., Hirsch, F. & Yor, M. On the construction of Wiener integrals with respect to certain pseudo-Bessel processes. Stochastic Process. Appl., 116(12):1690-1711, 2006.
[842]	Hirsch, F. Measurable metrics and Gaussian concentration. Forum Math., 18(3):345-363, 2006.
[843]	Lemarie-Rieusset, P.G. Point fixe d'une application non contractante. Rev. Mat. Iberoam., 22(1):339-356, 2006.
[844]	Lemarie-Rieusset, P.G. & Gala, S. Multipliers between Sobolev spaces and fractional differentiation. J. Math. Anal. Appl., 322(2):1030-1054, 2006.
[845]	Lemarie-Rieusset, P.G. & Zhioua, A. Weakly singular initial values for the Stokes equation on a half space. J. Math. Anal. Appl., 320(1):205-229, 2006.
[846]	Miele, V., Vaillant, C., D'Aubenton, Y., Grange, T. & Thermes, C. DNA physical properties predict nucleosome occupancy along genome sequences. In CRG Scientific Sessions, ():, , 2006.
[847]	Prum, B. & Tocquet, A.S. The use of Markov Models and Hidden Markov Models in genomics. In Mathematical and computational methods in biology, (), Herman, 2006.
[848]	Bielecki, T.R., Jeanblanc, M. & Rutkowski, M. Hedging of credit derivatives in models with totally unexpected default. In Stochastic processes and applications to mathematical finance, pages 35-100, World Sci. Publ., Hackensack, NJ, 2006.
[849]	Bielecki, T.R., Jeanblanc, M. & Rutkowski, M. Completeness of a general semimartingale market under constrained trading. In Stochastic finance, pages 83-106, Springer, New York, 2006.
[850]	Loukianova, D. & Loukianov, O. Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions. In Dependence in probability and statistics, 187:329-347, Springer, New York, 2006.
[851]	Daudin, J.J., Lacroix, V., Picard, F., Robin, S. & Sagot, M.F. Uncovering structure in biological networks. In JOBIM 2006, 2006.
[852]	Guedj, M., Della-Chiesa, E., Forner, K., Wojcik, J. & Nuel, G. Which alternatives to the biased allelic test in case-control association studies. In Proceedings of IGES 2006 in Genetic Epidemiology, 31:450-513, 2006.
[853]	Mariadassou, M., Daudin, J., Lacroix, V., Miele, V., Picard, F., Robin, S. & Sagot, M. Uncovering structure in biological networks. In Proceedings of RIAMS, 2006.
[854]	Miele, V., Vaillant, C., D'Aubenton, Y., Robelin, D., Prum, B. & Thermes, C. DNA sequence drives nucleosome occupancy of yeast promoters. In Proceeding of JOBIM, 2006.
[855]	Picard, F., Daudin, J.J., Schbath, S. & Robin, S. Assessing the exceptionality of network motifs. In Réseaux d'interactions : analyse, modélisation et simulation (RIAMS), 2006.
[856]	Prum, B. Búsqueda automática de los genes. , 2006.
[857]	Prum, B. Las matemáticas en la búsqueda de un gen responsable de cáncer. , 2006.
[858]	Prum, B. Statistique en Génomique. , 2006.
[859]	lexandreR., , E., ,.A., Debbache, S. & Vanninathan, M. Bloch Waves Homogenization and Lyapunov-Schmidt Reduction. , 2006.
[860]	Jeanblanc, M., Crepey, S.M., Rutkowski, M. & Bielecki, T. Arbitrage pricing of defaultable game options with applications to convertible securities. , 2006.
[861]	Pycke, J.R. A test for uniformity of circular data based on the geometric mean of chord lengths. , 2006.
[862]	Aschard, H., Guedj, M. & Demenais, F. A three-step approach to genome-wide association studies.. , 2006., (Poster at GAW15, Tampa (USA)).
[863]	Della-Chiesa, E., Guedj, M. & Nuel, G. Should we combine association statistics in case-control association studies. , 2006., (Poster at EMGM 2006, Cardiff (UK)).
[864]	Guedj, M., Aschard, H. & Demenais, F. A three-step approach to genome-wide association studies.. , 2006., (GAW15 novel methods session, Tampa (USA)).
[865]	Guedj, M., Aschard, H., Wojcik, J., Nuel, G. & Demenais, F. Local Score statistic: picking-up candidates genomic regions in genome-wide association studies. , 2006., (Poster at the GAW15, Tampa (USA)).
[866]	Guedj, M., Della-Chiesa, E., Forner, K., Wojcik, J. & Nuel, G. Which alternatives to the biased allelic test in case-control association studies. , 2006., (Poster at EMGM 2006, Cardiff (UK)).
2005
[867]	Robelin, D. Détection de courts segments inversés dans les génomes - méthodes et applications. , 2005. (Theses)
[868]	Bekaert, M., Richard, H., Prum, B. & Rousset, J. Identification of programmed translational -1 frameshifting sites in the genome of Saccharomyces cerevisiae. Genome Research, 10():1411-1420, 2005.
[869]	Dieude, P., Garnier, S., Michou, L., l, , Prum, B. & Cornelis, F. Rheumatoid arthritis seropositive for the rheumatoid factor is linked to the protein tyrosine phosphatase nonreceptor 22-620W allele. Arthritis Research \& Therapy, 7():, 2005.
[870]	Miele, V., Bourguignon, P., Robelin, D., Nuel, G. & Richard, H. seq++: a package for biological sequences analysis with a range of Markov-related models. BioInformatics, 21(11):2783-2784, 2005.
[871]	Picard, F., Robin, S., Lavielle, M., Vaisse, C. & Daudin, J.J. A statistical approach for array CGH data analysis. BMC Bioinformatics, 6(1):1-14, 2005.
[872]	Tezenas du Montcel, S., Michou, L., l, , Prum, B., Cornelis, F. & Clerget, F. New classification of HLA-DRB1 alleles support the shared epitope hypothesis of rheumatoid arthritis susceptibility. Arthritis Rheumatism, 52(1063-1068):, 2005.
[873]	Weyer-Menkoff, J., Devauchelle, C., Grossmann, A. & Grunewald, S. Integer linear programming as a tool for constructing trees from quartet data. Comput Biol Chem, 29(3):196-203, 2005.
[874]	Bernard, J.M. & Ouazar, E.H. Stationary problem of third-grade fluids in two and three dimensions: existence and uniqueness. Internat. J. Non-Linear Mech., 40(5):603-620, 2005.
[875]	Bielecki, T.R., Jeanblanc, M. & Rutkowski, M. PDE approach to valuation and hedging of credit derivatives. Quant. Finance, 5(3):257-270, 2005.
[876]	Chevalier, E. Critical price near maturity for an American option on a dividend-paying stock in a local volatility model. Math. Finance, 15(3):439-463, 2005.
[877]	El Karoui, N., Jeanblanc, M. & Lacoste, V. Optimal portfolio management with American capital guarantee. J. Econom. Dynam. Control, 29(3):449-468, 2005.
[878]	Hurvich, C., Lang, G. & Soulier, P. Estimation of long memory in the presence of a smooth nonparametric trend. J. Amer. Statist. Assoc., 100(471):853-871, 2005.
[879]	Jeanblanc, M. & Valchev, S. Partial information and hazard process. Int. J. Theor. Appl. Finance, 8(6):807-838, 2005.
[880]	Jeanblanc, M. & Valchev, S. Partial information, default hazard process,and default-risky bonds. IJTAF, 8:807-838, 2005.
[881]	Lifshits, M. & Simon, T. Small deviations for fractional stable processes. Ann. Inst. H. Poincaré Probab. Statist., 41(4):725-752, 2005.
[882]	Loukianova, D. & Loukianov, O. Uniform law of large numbers and consistency of estimators for Harris diffusions. Statist. Probab. Lett., 74(4):347-355, 2005.
[883]	Marchand, F. & Lemarie-Rieusset, P.G. Solutions auto-similaires non radiales pour l'équation quasi-géostrophique dissipative critique. C. R. Math. Acad. Sci. Paris, 341(9):535-538, 2005.
[884]	Hirsch, F. Measurable metrics, intrinsic metrics and Lipschitz functions. In Current trends in potential theory, 4:47-61, Theta, Bucharest, 2005.
[885]	Guedj, M. & Nuel, G. Local Score statistics: application to large scale association studies. In Proceedings of IGES 2005 in Genetic Epidemiology, 29:234-298, 2005.
[886]	Bielecki, T., Jeanblanc, M. & Rutkowski, M. Market Completeness under Constrained Trading. In Stochastic Finance, Proceedings of International Lisbon Conference, pages 83-107, Springer, 2005.
[887]	Prum, B. Trouver les gènes coupables. , 2005.
[888]	Bernard, J.M. Fully non-homogeneous problem of two dimensional second grade fluids and transport equations with normal boundary conditions. , 2005.
[889]	Hirsch, F., Yor, M., Funaki, T. & Hariya, Y. On the construction of Wiener integrals; IV : Fourier aspects. , 2005.
[890]	Jeanblanc, M., Crepey, S.M., Rutkowski, M. & Bielecki, T. Valuation of basket credit derivatives in the credit migrations environment. , 2005.
[891]	Jeanblanc, M., Rutkowski, M. & Bielecki, T. Completeness of a Reduced form credit risk model with discontinuous asset prices. , 2005.
[892]	Guedj, M. & Nuel, G. Local Score statistics: application to large scale association studies. , 2005., (Poster at IPG, Lyon (France)).
2004
[893]	Dieude, P., Osorio, J., l, , Prum, B. & Cornelis, F. A TNFR1 genotype with a protective role in familial rheumatoid arthritis.. Arthritis Rheumatism, 50():413-419, 2004.
[894]	Osorio , J., Bukulmez, H., Petit-Teixeira, E., Michou, L., l, , Prum, B., Olson, J. & Cornelis, F. Dense genome-wide linkage analysis of rheumatoid arthritis including covariates. Arthritis Rheumatism, 50():2557-2565, 2004.
[895]	crepey, S. Delta-hedging vega risk?. Quant. Finance, 4(5):559-579, 2004.
[896]	Banica, V. On the nonlinear Schrödinger dynamics on \(\Bbb S>2\). J. Math. Pures Appl. (9), 83(1):77-98, 2004.
[897]	Banica, V. Remarks on the blow-up for the Schrödinger equation with critical mass on a plane domain. Ann. Sc. Norm. Super. Pisa Cl. Sci. (5), 3(1):139-170, 2004.
[898]	Bayad, A. & Gomez Ayala, J. Formes de Jacobi et formules de distribution. J. Number Theory, 109(1):136-162, 2004.
[899]	Bernard, J.M. Spectral discretizations of the Stokes equations with non standard boundary conditions. J. Sci. Comput., 20(3):355-377, 2004.
[900]	Bielecki, T., Jeanblanc, M. & Rutkowski, M. PDE approach to valuation and hedging of credit derivatives . Quantitative Finance, 5: 257-270, 2004.
[901]	Blanchet-Scalliet, C. & Jeanblanc, M. Hazard rate for credit risk and hedging defaultable contingent claims. Finance Stoch., 8(1):145-159, 2004.
[902]	Chesney, M. & Jeanblanc, M. Pricing American Currency Options in an exponential Lévy Model. Applied Math. Fin., 11:207-225, 2004.
[903]	Douc, R., Fort, G., Moulines, E. & Soulier, P. Practical drift conditions for subgeometric rates of convergence. Ann. Appl. Probab., 14(3):1353-1377, 2004.
[904]	Hidalgo, J. & Soulier, P. Estimation of the location and exponent of the spectral singularity of a long memory process. J. Time Ser. Anal., 25(1):55-81, 2004.
[905]	Jeanblanc, M., Lakner, P. & Kadam, A. Optimal bankruptcy time and consumption/investment policies on an infinite horizon with a continuous debt repayment until bankruptcy. Math. Oper. Res., 29(3):649-671, 2004.
[906]	Lemarie-Rieusset, P.G. Nouvelles remarques sur l'analyticité des solutions milds des équations de Navier-Stokes dans \(\Bbb R>3\). C. R. Math. Acad. Sci. Paris, 338(6):443-446, 2004.
[907]	, (eds). Analyzing microarray gene expression data. , (), Wiley, 2004.
[908]	Bielecki, T.R., Bjork, T., Jeanblanc, M., Rutkowski, M., Scheinkman, J.A. & Xiong, W. Paris-Princeton Lectures on Mathematical Finance 2003. , 1847:x+250, Springer-Verlag, Berlin, 2004., (Edited by R. A. Carmona, E. \cCinlar, I. Ekeland, E. Jouini, J. A. Scheinkman and N. Touzi).
[909]	Bielecki, T., Jeanblanc, M. & Rutkowski, M. Hedging of defaultable claims. In Paris-Princeton on Mathematical Finance 2003, 1847, Springer, 2004.
[910]	Bielecki, T., Jeanblanc, M. & Rutkowski, M. Stochastic Methods In Credit Risk Modelling, Valuation And Hedging. In CIME-EMS Summer School on Stochastic Methods in Finance, Bressanone , 1856, Springer, 2004.
[911]	Bielecki, T.R., Jeanblanc, M. & Rutkowski, M. Modeling and valuation of credit risk. In Stochastic methods in finance, 1856:27-126, Springer, Berlin, 2004.
[912]	Bielecki, T.R., Jeanblanc, M. & Rutkowski, M. Hedging of defaultable claims. In Paris-Princeton Lectures on Mathematical Finance 2003, 1847:1-132, Springer, Berlin, 2004.
[913]	Bielecki, T.R., Jeanblanc, M. & Rutkowski, M. Pricing and hedging of credit risk: replication and mean-variance approaches. II. In Mathematics of finance, 351:55-64, Amer. Math. Soc., Providence, RI, 2004.
[914]	Szatzschneider, W., Jeanblanc, M. & Kwiatkowska, T. Environment and financial markets. In Computational science---ICCS 2004. Part IV, 3039:787-794, Springer, Berlin, 2004.
[915]	Miele, V., Robelin, D., Bourguignon, P., Nuel, G. & Richard, H. seq++: a C++ library for sequence storage, Markov modelization abd scoring analysis. In Proceedings of International Congress on BioInformatics, 2004.
[916]	Prum, B., Bourguignon, P., Guedj, M., Kepes, F., Matias, C., Nuel, G. & Omont, N. La recherche de gènes impliqués dans une maladie, collaboration avec Genset-Serono. , 2004., (Matapli 74 p23-41).
[917]	Bernard, J.M. Spectral discretizations of the Darcy's equations with non standard boundary conditions. , 2004.
[918]	Jeanblanc, M., Rutkowski, M. & Bielecki, T. Replication of defaultable claims within the reduced-form framework. , 2004.
[919]	Jeanblanc, M., Rutkowski, M. & Bielecki, T. Mean Variance hedging of defaultable claims. , 2004.
[920]	Jeanblanc, M., Rutkowski, M. & Bielecki, T. Indifference Pricing and Hedging of Defaultable Claims. , 2004.
[921]	Guedj, M. & Nuel, G. Déséquilibre de liaison et association à la maladie dans les études de SNPs cas-témoins à échelle. , 2004., (Les industriels et les mathématiciens se parlent, IHP, Paris).
2003
[922]	Durot, C. & Tocquet, A.S. On the distance between the empirical process and its concave majorant in a monotone regression framework. Ann. I. H. Poincaré, Probabilités \\& Statistique, 39():217-240, 2003.
[923]	Goldstein, D., Fondrat, C., Muri, F., Nuel, G., Saragueta, P., Tocquet, A.S. & Prum, B. Short inverse complementary amino-acid sequences generate protein complexity. C. R. Acad. Sci. Biologie, 326():339-348, 2003.
[924]	Lerat, E., Rizzon, C. & Biemont, C. Sequence divergence within transposable element families in the Drosophila melanogaster genome.. Genome Res., 13():1889-96, 2003.
[925]	Leuteneger, A., Prum, B., Genin, E., Verny, C., Lemainque, A., Clerget, F. & Thompson, E. Estimation of the inbreeding coefficient through use of genomic data. Am. J. Hum. Genet., 73():516-523, 2003.
[926]	Rizzon, C., Martin, E., Marais, G., Duret, L., Segalat, L. & Biemont, C. Patterns of selection against transposons inferred from the distribution of Tc1, Tc3, and Tc5 insertions in the mut-7 line of the nematode Caenorhabditis elegans.. Genetics, 165():1127-1135, 2003.
[927]	Banica, V. Dispersion and Strichartz inequalities for Schrödinger equations with singular coefficients. SIAM J. Math. Anal., 35(4):868-883 (electronic), 2003.
[928]	Bernard, J.M. Time-dependent Stokes and Navier-Stokes problems with boundary conditions involving pressure, existence and regularity. Nonlinear Anal. Real World Appl., 4(5):805-839, 2003.
[929]	Diday, E. & Emilion, R. Maximal and stochastic Galois lattices. Discrete Appl. Math., 127(2):271-284, 2003., (The 1998 Conference on Ordinal and Symbolic Data Analysis (OSDA '98) (Amherst, MA)).
[930]	Hirsch, F. Intrinsic metrics and Lipschitz functions. J. Evol. Equ., 3(1):11-25, 2003., (Dedicated to Philippe Bénilan).
[931]	Matos, J. & Souplet, P. Universal blow-up rates for a semilinear heat equation and applications. Adv. Differential Equations, 8(5):615-639, 2003.
[932]	Banica, V. Remarks on the blow-up for the Schrödinger equation with critical mass on a plane domain. In Journées ''Équations aux Dérivées Partielles'', pages Exp. No. I, 14, Univ. Nantes, Nantes, 2003.
[933]	Jeanblanc, M. & utkowski, . Modelling and hedging of default risk. , 2003.
[934]	Loukianova, D. & Loukianov, O. Random rate of convergence of maximum likelihood estimators for multidimensional Harris diffusions. , 2003.
[935]	Soulier, P., Douc, R. & Moulines, E. Computable bounds for subgeometric ergodicity. , 2003.
2002
[936]	Dieude, P., Petit, E., l, , Prum, B. & Cornelis, F. Association Between Tumor Necrosis Factor Receptor II and Familial, but Not Sporadic, Rheumatoid Arthritis. Arthritis Rheumatism, 46():2039-2044, 2002.
[937]	Nicolas, P., Bize, L., Muri, F., Hoebeke, M., Rodolphe, F., Ehrlich, S., Prum, B. & Bessieres, P. Mining Bacillus Subtilis chromosome heterogeneities using hidden Markov models. Nucleic Acids Research, 30():1418-1426, 2002.
[938]	Rizzon, C., Marais, G., Gouy, M. & Biemont, C. Recombination rate and the distribution of transposable elements in the Drosophila melanogaster genome.. Genome Res., 12():400-407, 2002.
[939]	Bernard, J.M. Non-standard Stokes and Navier-Stokes problems: existence and regularity in stationary case. Math. Methods Appl. Sci., 25(8):627-661, 2002.
[940]	Bernard, J.M. Solutions \(W>2,p,p>3\), for second grade fluid equations with a boundary of class \(C>1,1\). Comm. Appl. Nonlinear Anal., 9(1):1-29, 2002.
[941]	Douady, R. & Jeanblanc, M. A Rating-based Model for Credit Derivatives. European Investment Review, 1:17-29, 2002.
[942]	Furioli, G. & Terraneo, E. Molecules of the Hardy space and the Navier-Stokes equations. Funkcial. Ekvac., 45(1):141-160, 2002.
[943]	Hurvich, C.M., Moulines, E. & Soulier, P. The FEXP estimator for potentially non-stationary linear time series. Stochastic Process. Appl., 97(2):307-340, 2002.
[944]	Hurvich, C.M. & Soulier, P. Testing for long memory in volatility. Econometric Theory, 18(6):1291-1308, 2002.
[945]	Jeanblanc, M., Pitman, J. & Yor, M. Self-Similar processes with independent increments associated with Lévy and Bessel processes. Stochastic Processes and their Appl., 100:223-232, 2002.
[946]	Jeanblanc, M., Pitman, J. & Yor, M. Self-similar processes with independent increments associated with Lévy and Bessel. Stochastic Process. Appl., 100:223-231, 2002.
[947]	Lemarie-Rieusset, P.G. Recent developments in the Navier-Stokes problem. , 431:xiv+395, Chapman \& Hall/CRC, Boca Raton, FL, 2002.
[948]	Jeanblanc, M. & Privault, N. A complete market model with Poisson and Brownian components. In Seminar on Stochastic Analysis, Random Fields and Applications, III (Ascona, 1999), 52:189-204, Birkhäuser, Basel, 2002.
[949]	Prum, B. Trouver un gène responsable du cancer. , 2002.
[950]	Bayad, A. Une relation de distribution satisfaite par la fonction zêta de Weierstrass associée à un réseau complexe. , 2002.
[951]	Bernard, J.M. Spectral approximation of the Navier-Stokes equations coupled with the heat equation. , 2002.
[952]	Jeanblanc, M. & Bernis, G. Hedging defaultable derivatives via utility theory. , 2002.
[953]	Jeanblanc, M. & Chesney, M. Pricing American currency options in a jump diffusion model. , 2002.
[954]	Jeanblanc, M. & Douady, R. A rating-based model for credit derivatives. , 2002.
[955]	Lazrak, A.C., Martellini, L. & Zapatero, F. Revisiting Treynor and Black (1973) : an intertemporal model of active portfolio management. , 2002.
[956]	Lemarie-Rieusset, P.G. Espaces de Lorentz et Navier-Stokes : le problème des solutions auto-similaires de Leray. , 2002.
[957]	Soulier, P. & Fay, G.E.M.e.P. Edgewoth expansions for infinite triangular arrays and applications to short and long memory processes. , 2002.
[958]	Miele, V., Nicolas, N., Muri, F. & Tocquet, A.S. Sélection de modèles de Markov cachés et hétérogénéité des séquences 3'UTR du génome humain. , 2002., (JOBIM poster).
2001
[959]	Blanchet-Scalliet, C. Processus à sauts et risque de défaut. , 2001. (Theses)
[960]	Durot, C. & Tocquet, A.S. Goodness of fit test for isotonic regression. ESAIM, Probabilités \\& Statistique, 5():119-140, 2001.
[961]	Muri, F. & Prum, B. Une approche statistique de l'analyse des génomes. La Gazette des Mathématiciens, 89():63-98, 2001.
[962]	Nuel, G., Robin, S. & Baril, C. Predicting distances using a linear model: the case of varietal distinctness. Journal of Applied Statistics, 28(5):607-627, 2001.
[963]	Tocquet, A.S. Likelihood based inference in nonlinear regression models using the p* and R* approach. Scandinavian Journal of Statistics, 28():429-443, 2001.
[964]	Fay, G. & Soulier, P. The periodogram of an i.i.d.\ sequence. Stochastic Process. Appl., 92(2):315-343, 2001.
[965]	Hirsch, F. & Song, S. Markovian uniqueness on Bessel space. Forum Math., 13(2):287-322, 2001.
[966]	Lions, P.L. & Mas-Gallic, S. Une méthode particulaire déterministe pour des équations diffusives non linéaires. C. R. Acad. Sci. Paris Sér. I Math., 332(4):369-376, 2001.
[967]	Veeravalli, A.R. On the first Laplacian eigenvalue and the center of gravity of compact hypersurfaces. Comment. Math. Helv., 76(1):155-160, 2001.
[968]	Sekowska, A., Robin, S., Daudin, J.J., Henaut, A. & Danchin, A. Extracting biological information from dna arrays : an unexpected link between arginine and methionine metabolism in bacillus subtilis. Genome Biology, 2(6):np, BioMed Central, 2001.
[969]	Nuel, G., Baril, C. & Robin, S. Varietal distinctness assisted by molecular markers: a methodological approach. In Acta Horiculturae, Proceedings of the MMH congresspages 65-71, 2001.
[970]	Prum, B. La recherche automatique de gènes. , 2001.
[971]	Prum, B. Mathématiques et biologie. , 2001.
[972]	Blanchet-Scalliet, C. Processus à sauts et risque de défaut. , 2001.
[973]	crepey, S. & Grbac, Z. Counterparty Risk on Interest Rate Derivatives in a Multiple Curve Setup. , 2001.
[974]	Loukianova, D. Maximal likelyhood for multidimensional diffusions. , 2001.
[975]	Soulier, P. Minimax rates of convergence for the estimation for the memory parameter of a stationary time series. , 2001.
2000
[976]	Soulier, P. Théorèmes limites en probabilité et statistique pour les processus fractionnaires. , 2000.
[977]	Goldstein, D., Muri, F., Saragueta, P. & Prum, B. Inverse Complementary homologues of cysteine signatures. CRAS Sciences de la Vie, 323(2):167-172, 2000.
[978]	Bellamy, N. & Jeanblanc, M. Incompleteness of markets driven by a mixed diffusion. Finance Stoch., 4(2):209-222, 2000.
[979]	Elliott, R.J., Jeanblanc, M. & Yor, M. On models of default risk. Math. Finance, 10(2):179-195, 2000., (INFORMS Applied Probability Conference (Ulm, 1999)).
[980]	Furioli, G., Lemarie-Rieusset, P.G. & Terraneo, E. Unicité dans \(L>3(\Bbb R>3)\) et d'autres espaces fonctionnels limites pour Navier-Stokes. Rev. Mat. Iberoamericana, 16(3):605-667, 2000.
[981]	Furioli, G., Lemarie-Rieusset, P.G., Zahrouni, E. & Zhioua, A. Un théorème de persistance de la régularité en norme d'espaces de Besov pour les solutions de Koch et Tataru des équations de Navier-Stokes dans \(\bf R>3\). C. R. Acad. Sci. Paris Sér. I Math., 330(5):339-342, 2000.
[982]	Lemarie-Rieusset, P.G. Une remarque sur l'analyticité des solutions milds des équations de Navier-Stokes dans \(\bf R>3\). C. R. Acad. Sci. Paris Sér. I Math., 330(3):183-186, 2000.
[983]	Moulines, E. & Soulier, P. Data driven order selection for projection estimator of the spectral density of time series with long range dependence. J. Time Ser. Anal., 21(2):193-218, 2000.
[984]	Veeravalli, A.R. A sharp lower bound for the Ricci curvature of bounded hypersurfaces in space forms. Bull. Austral. Math. Soc., 62(1):165-170, 2000.
[985]	Prum, B. Une approche statistique de l'analyse des séquences génétiques. , 2000.
[986]	Prum, B. Les chaînes de Markov dans l'analyse des génomes. , 2000.
[987]	Bayad, A. Sommes de Dedekind multiples et formes modulaires. , 2000.
[988]	Furioli, G. Une remarque sur l'article de F. Ribaud et A. Youssfi Regular and self-similar solutions of the non-linear Schrödinger equation.. , 2000.
[989]	Jeanblanc, M. & Blanchet-Scalliet, C. Information et risque de défaut. , 2000.
[990]	Jeanblanc, M. & El karoui, N. Options exotiques. , 2000.
[991]	Jeanblanc, M. & utkowski, . Modelling of default risk : mathematical tools. , 2000.
[992]	Soulier, P. & Moulines, E. Semiparametric estimation for fractional processes. , 2000.
[993]	Nuel, G., Robin, S. & Baril, C. Varietal distinctness assisted by molecular markers: a methodological approach. , 2000., (MMH (Molecular Markers in Horticulturae) Congress, Montpellier, France).
1999
[994]	Bellamy, N. & Jeanblanc, M. Incomplete markets with jumps. Finance and Stochastics , 4: 209-222, 1999.

User Tools

Site Tools

Sidebar

Publications