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Publications

2017
[1]
Larsson, M. & Pulido, S. Polynomial preserving diffusions on compact quadric sets. Stochastic Processes and their Applications, 127(3):901-926, Elsevier, 2017. implementation
[2]
Ankirchner, S., Blanchet-Scalliet, C. & Jeanblanc, M. Controlling the occupation time of an exponential martingale. Applied Mathematics and Optimization, 2017. implementation
[3]
Stanislas, V., Dalmasso, C. & Ambroise, C. Eigen-Epistasis for detecting Gene-Gene interactions. BMC Bioinformatics, 18:54, BioMed Central, 2017. implementation
[4]
Banica, V., Faou, E. & Miot, E. Collision of almost parallel vortex filaments. Communications on Pure and Applied Mathematics, 70(2):378-405, Wiley, 2017. implementation
[5]
Bernard, J.M. Fully non-homogeneous problem of two-dimensional second grade fluids. , 2017., (working paper or preprint). implementation
[6]
Huet, S. & Taupin, M.L. Metamodel construction for sensitivity analysis. , 2017., (working paper or preprint). implementation
[7]
Crepey, S. & Song, S. Invariance properties in the dynamic gaussian copula model *. , 2017., (working paper or preprint). implementation
[8]
Armenti, Y. & Crepey, S. Central Clearing Valuation Adjustment. , 2017., (working paper or preprint). implementation
[9]
Crepey, S. & Song, S. INVARIANCE TIMES *. , 2017., (working paper or preprint). implementation
[10]
Clement, E., Gloter, A. & Nguyen, H. LAMN PROPERTY FOR THE DRIFT AND VOLATILITY PARAMETERS OF A SDE DRIVEN BY A STABLE LEVY PROCESS. , 2017., (working paper or preprint). implementation
2016
[11] (Theses)
[12] (Theses)
[13] (Theses)
[14]
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, SIAM, 2016. implementation
[15]
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. implementation
[16]
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. implementation
[17]
Becu, J.M., Grandvalet, Y., Ambroise, C. & Dalmasso, C. Beyond support in two-stage variable selection. Statistics and Computing, 26:1-11, Springer Verlag (Germany), 2016. implementation
[18]
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. implementation
[19]
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:(elec. proc.), Journal of Machine Learning Research, 2016. implementation
[20]
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. implementation
[21]
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, 2016. implementation
[22]
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. implementation
[23]
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., 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. implementation
[24]
Donati-Martin, C., Lejay, A. & Rouault, A. (eds). Séminaire de Probabilités XLVIII. , 2168:506, Springer, 2016. implementation
[25]
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. implementation
[26]
Maftei, R., Bossy, M., Minier, J.P. & Profeta, C. A stochastic approach to colloidal particle collision/agglomeration. In ICMF, 2016. implementation
[27]
Blanchet-Scalliet, C., Jeanblanc, M. & Romo Romero, R. Enlargement of filtration in discrete time. , 2016., (working paper or preprint). implementation
[28]
Aksamit, A., Choulli, T., Deng, J. & Jeanblanc, M. NON-ARBITRAGE UNDER ADDITIONAL INFORMATION FOR THIN SEMIMARTINGALE MODELS. , 2016., (working paper or preprint). implementation
[29]
Aksamit, A., Choulli, T., Deng, J. & Jeanblanc, M. Non-Arbitrage under a Class of Honest Times. , 2016., (working paper or preprint). implementation
[30]
[31]
Filipovic, D., Larsson, M. & Pulido, S. Markov cubature rules for polynomial processes. , 2016., (working paper or preprint). implementation
[32]
Celisse, A., Marot, G., Pierre-Jean, M. & Rigaill, G. New efficient algorithms for multiple change-point detection with kernels. , 2016., (working paper or preprint). implementation
[33]
Ackerer, D., Filipovic, D. & Pulido, S. The Jacobi Stochastic Volatility Model. , 2016., (working paper or preprint). implementation
[34]
Brigo, D., Jeanblanc, M. & Vrins, F. SDEs with uniform distributions: Peacocks, Conic martingales and mean reverting uniform diffusions. , 2016., (working paper or preprint). implementation
[35]
Konakov, V., Kozhina, A. & Menozzi, S. Stability of Densities for Perturbed Diffusions and Markov Chains. , 2016., (working paper or preprint). implementation
[36]
[37]
Profeta, C., Yano, K. & Yano, Y. Local time penalizations with various clocks for one-dimensional diffusions. , 2016., (working paper or preprint). implementation
[38]
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). implementation
[39]
Fisher, T., Pulido, S. & Ruf, J. Financial Models with Defaultable Numéraires. , 2016., (working paper or preprint). implementation
[40]
chikhi, j. Recurrence relations for a family of generalized Cauchy numbers. , 2016., (working paper or preprint). implementation
[41]
Albanese, C., Caenazzo, S. & Crepey, S. Capital Valuation Adjustment and Funding Valuation Adjustment. , 2016., (working paper or preprint). implementation
[42]
Aksamit, A., Choulli, T. & Jeanblanc, M. CLASSIFICATION OF RANDOM TIMES AND APPLICATIONS. , 2016., (working paper or preprint). implementation
[43]
El Karoui, N., Jeanblanc, M. & Jiao, Y. Dynamics of multivariate default system in random environment. , 2016., (working paper or preprint). implementation
[44]
[45]
Gloter, A., Loukianova, D. & Mai, H. JUMP FILTERING AND EFFICIENT DRIFT ESTIMATION FOR LÉVY-DRIVEN SDE'S. , 2016., (working paper or preprint). implementation
[46]
Chikhi, J. INTEGRAL REPRESENTATION FOR SOME GENERALIZED POLY-CAUCHY NUMBERS. , 2016., (working paper or preprint). implementation
[47]
Chamorro, D. & Menozzi, S. Non Linear Singular Drifts and Fractional Operators: when Besov meets Morrey and Campanato. , 2016., (working paper or preprint). implementation
[48]
Signerska-Rynkowska, J., Touboul, J. & Vidal, A. A geometric mechanism for mixed-mode bursting oscillations in a hybrid neuron model. , 2016., (working paper or preprint). implementation
[49]
Honore, I., Menozzi, S. & Pages, G. Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion. , 2016., (working paper or preprint). implementation
[50]
Jeanblanc, M., Lim, T. & Agram, N. Some existence results for advanced backward stochastic differential equations with a jump time. , 2016., (working paper or preprint). implementation
[51]
Biessy, G. A semi-Markov model with pathologies for Long-Term Care Insurance. , 2016., (working paper or preprint). implementation
[52]
Clement, E., Gloter, A. & Nguyen, H. ASYMPTOTICS IN SMALL TIME FOR THE DENSITY OF A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY A STABLE LEVY PROCESS. , 2016., (working paper or preprint). implementation
[53]
2015
[54]
[55]
[56] (Theses)
[57] (Theses)
[58] (Theses)
[59]
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.
[60]
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. implementation
[61]
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. implementation
[62]
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. implementation
[63]
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. implementation
[64]
Jeanblanc, M., Mastrolia, T., Possamai, D. & Reveillac, A. Utility maximization with random horizon: a BSDE approach. International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2015. implementation
[65]
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. implementation
[66]
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, 123:2316-2352, Elsevier, 2015. implementation
[67]
Dehman, A., Ambroise, C. & Neuvial, P. Performance of a blockwise approach in variable selection using linkage disequilibrium information. BMC Bioinformatics, pages 14, BioMed Central, 2015. implementation
[68]
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. implementation
[69]
Picchetti, T., Chiquet, J., Elati, M., Neuvial, P., Nicolle, R. & Birmele, E. A model for gene deregulation detection using expression data. BMC Systems Biology, BioMed Central, 2015. implementation
[70]
Pierre-Jean, M., Rigaill, G. & Neuvial, P. Performance evaluation of DNA copy number segmentation methods. Briefings in Bioinformatics, 16(4), Oxford University Press (OUP), 2015. implementation
[71]
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. implementation
[72]
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). implementation
[73]
Latouche, P., Birmele, E. & Ambroise, C. Handbook of Mixed Membership Models and Their Applications. , pages 547-568Chapman and Hall, 2015.
[74]
Ambroise, C., Chiquet, J. & Szafranski, M. A greedy great approach to learn with complementary structured datasets. In Greed Is Great ICML Workshop, 2015. implementation
[75]
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).). implementation
[76]
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. implementation
[77]
[78]
Pierre-Jean, M. Non parametric DNA copy number segmentation using kernels. , 2015., (SMPGD'2015).
[79]
Jeanblanc, M., Mastrolia, T., Possamai, D. & Reveillac, A. Utility maximization with random horizon: a BSDE approach. , 2015., (working paper or preprint). implementation
[80]
Chamorro, D., Marcoci, A.N. & Marcoci, L.G. Improved Sobolev inequalities: the case p = 1 and generalizations to classical Lorentz spaces. , 2015., (working paper or preprint). implementation
[81]
Kwemou, M., Taupin, M.L. & Tocquet, A.S. MODEL SELECTION IN LOGISTIC REGRESSION. , 2015., (working paper or preprint). implementation
[82]
[83]
[84]
Aksamit, A., Jeanblanc, M. & Rutkowski, M. PREDICTABLE REPRESENTATION PROPERTY FOR PROGRESSIVE ENLARGEMENTS OF A POISSON FILTRATION. , 2015., (working paper or preprint). implementation
[85]
Brouard, C., d'Alche-Buc, F. & Szafranski, M. Input Output Kernel Regression. , 2015., (working paper or preprint). implementation
[86]
[87]
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). implementation
[88]
Profeta, C. & Simon, T. On the harmonic measure of stable processes. , 2015., (working paper or preprint). implementation
[89]
[90]
Becu, J.M., Grandvalet, Y., Ambroise, C. & Dalmasso, C. Beyond Support in Two-Stage Variable Selection. , 2015., (working paper or preprint). implementation
[91]
Lazar, O. & Lemarie-Rieusset, P.G. Infinite energy solutions for a 1D transport equation with nonlocal velocity. , 2015., (working paper or preprint). implementation
[92]
[93]
[94]
Gloter, A. & Martinez, M. Bouncing skew Brownian motions. , 2015., (working paper or preprint). implementation
2014
[95]
[96] (Theses)
[97] (Theses)
[98] (Theses)
[99] (Theses)
[100]
Latouche, P., Birmele, E. & Ambroise, C. Model Selection in Overlapping Stochastic Block Models. Electronic Journal of Statistics, 8:762-794, 2014.
[101]
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). implementation
[102]
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). implementation
[103]
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). implementation
[104]
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. implementation
[105]
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). implementation
[106]
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/). implementation
[107]
Pierre-Jean, M., Rigaill, G. & Neuvial, P. Performance evaluation of DNA copy number segmentation methods. Briefings in Bioinformatics, 2014. implementation
[108]
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)).
[109]
crepey, S. & Rahal, A. Simulation/regression pricing schemes for CVA computations on CDO tranches. Comm. Statist. Theory Methods, 43(7):1390-1408, 2014. implementation
[110]
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. implementation
[111]
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. implementation
[112]
Ankirchner, S., Jeanblanc, M. & Kruse, T. BSDEs with Singular Terminal Condition and a Control Problem with Constraints. SIAM Journal on Control and Optimization, 2014.
[113]
Banica, V., Faou, E. & Miot, E. Collisions of Vortex Filament Pairs. J. Nonlinear Sci., 24(6):1263-1284, 2014. implementation
[114]
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. implementation
[115]
Bayad, A. & Beck, M. Relations for Bernoulli-Barnes numbers and Barnes zeta functions. Int. J. Number Theory, 10(5):1321-1335, 2014. implementation
[116]
Bayad, A. & Chikhi, J. Apostol-Euler polynomials and asymptotics for negative binomial reciprocals. Adv. Stud. Contemp. Math. (Kyungshang), 24(1):33-37, 2014.
[117]
Bayad, A. & Hamahata, Y. Multiple Dedekind-Rademacher sums in function fields. Int. J. Number Theory, 10(5):1291-1307, 2014. implementation
[118]
Bayad, A. & Hamahata, Y. Multiple Dedekind--Rademacher sums in finite fields. Ramanujan J., 35(3):493-502, 2014. implementation
[119]
Bayad, A. & Simsek, Y. Convolution identities on the Apostol-Hermite base of two variables polynomials. Differ. Equ. Dyn. Syst., 22(3):309-318, 2014. implementation
[120]
Bayad, A., Simsek, Y. & Srivastava, H.M. Some array type polynomials associated with special numbers and polynomials. Appl. Math. Comput., 244:149-157, 2014. implementation
[121]
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.
[122]
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. implementation
[123]
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. implementation
[124]
Chamorro, D. A molecular method applied to a non-local PDE in stratified Lie groups. J. Math. Anal. Appl., 413(2):583-608, 2014. implementation
[125]
Chassagneux, J.F. & crepey, S. Doubly reflected BSDEs with call protection and their approximation. ESAIM: Probability and Statistics, 18:613-641, 2014.
[126]
Chassagneux, J.F. & Crisan, D. Runge-Kutta schemes for backward stochastic differential equations. Ann. Appl. Probab., 24(2):679-720, 2014. implementation
[127]
Clement, E., Delattre, S. & Gloter, A. Asymptotic lower bounds in estimating jumps. Bernoulli, 20(3):1059-1096, 2014. implementation
[128]
Clement, E. & Gloter, A. Asymptotic lower bounds in estimating jumps.. A paraitre Bernoulli, 2014.
[129]
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.
[130]
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. implementation
[131]
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. implementation
[132]
Denis, L., Matoussi, A. & Zhang, J. The obstacle problem for quasilinear stochastic PDEs: analytical approach. Ann. Probab., 42(3):865-905, 2014. implementation
[133]
Denis, L., Matoussi, A. & Zhang, J. Maximum principle for quasilinear stochastic PDEs with obstacle. Electron. J. Probab., 19:no. 44, 32, 2014. implementation
[134]
El Karoui, N., Jeanblanc, M. & Jiao, J. Density approach in modelling multi-defaults. SIAM Journal on Financial Mathematics, 2014.
[135]
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. implementation
[136]
Fontana, C. A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing. Stochastics, 86(6):922-931, 2014. implementation
[137]
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. implementation
[138]
Fontana, C., Jeanblanc, M. & Song, S. On arbitrages arising with honest times. Finance Stoch., 18(3):515-543, 2014. implementation
[139]
Fontana, C., Jeanblanc, M. & Song, S. On arbitrages arising with honest times. Finance and Stochastics, 2014.
[140]
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. implementation
[141]
Geman, H. & Jeanblanc, M. Marc Yor: a beautiful mind has disappeared. Stochastic Process. Appl., 124(6):v-vii, 2014. implementation
[142]
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. implementation
[143]
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.
[144]
Jeanblanc, M. & Hirsch, F. Marc Yor 1949--2014. Mataplipages 51-55, 2014., (With remembrances of Yor by Bernard Roynette).
[145]
Jeanblanc, M. & Leniec, M. Role of Information In Pricing Default-Sensitive Contingent Claims. International Journal of Theoretical and Applied Finance, 2014.
[146]
Kharroubi, I. & Lim, T. A decomposition approach for the discrete-time approximation ofFBSDEs with a jump. Random Operators and Stochastic Equations, 2014.
[147]
Kharroubi, I. & Lim, T. Progressive enlargement of filtrations and backward stochastic differential equations with jumps. J. Theoret. Probab., 27(3):683-724, 2014. implementation
[148]
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. implementation
[149]
Lemarie-Rieusset, P.G. Erratum to: Multipliers and Morrey spaces [\refcno 3034598]. Potential Anal., 41(4):1359-1362, 2014. implementation
[150]
Locherbach, E., Loukianov, O. & Loukianova, D. Spectral condition, hitting times and Nash inequality. Ann. Inst. Henri Poincaré Probab. Stat., 50(4):1213-1230, 2014. implementation
[151]
Profeta, C. On Dufresne's translated perpetuity and some Black-Scholes annuities. Analitika, 7(1):7-19, 2014.
[152]
Profeta, C. Some limiting laws associated with the integrated Brownian motion. ESAIM: P\&S, 2014.
[153]
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.
[154]
Profeta, C. & Simon, T. Persistence of integrated stable processes. Probability Theory and Related Fields, 2014.
[155]
Quenez, M.C. & Lim, T. Portfolio optimization in a default model under full/partial information. Probability in the Engineering and Informational Sciences , 2014.
[156]
Song, S. Optional splitting formula in a progressively enlarged filtration. ESAIM Probability and Statistics, 18:829-853, 2014.
[157]
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. implementation
[158]
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Bielecki, T.R. & Crepey, S. Dynamic hedging of counterparty exposure. In Inspired by finance, pages 47-71, Springer, Cham, 2014. implementation
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El Karoui, N., Jeanblanc, M., Jiao, Y. & Zargari, B. Conditional default probability and density. In Inspired by finance, pages 201-219, Springer, Cham, 2014. implementation
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Hirsch, F. & Yor, M. Comparing Brownian stochastic integrals for the convex order. In Modern stochastics and applications, 90:3-19, Springer, Cham, 2014. implementation
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Chazottes, J., Cuny, C., Dedecker, J., Fan, X. & Lemler, S. Limit theorems and inequalities via martingale methods. In ESAIM: Proceedings, 44():177-196, , 2014.
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Profeta, C. & Simon, T. Windings of the stable Kolmogorov process. , 2014., (working paper or preprint). implementation
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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). implementation
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Aksamit, A., Choulli, T., Deng, J. & Jeanblanc, M. Non-Arbitrage up to Random Horizon for Semimartingale Models. , 2014., (working paper or preprint). implementation
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Crepey, S. & Song, S. BSDEs of Counterparty Risk. , 2014., (working paper or preprint). implementation
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Cuchiero, C., Fontana, C. & Gnoatto, A. A general HJM framework for multiple yield curve modeling. , 2014., (46 pages, 4 figures). implementation
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Brunel, N.J.B. & Clairon, Q. A Tracking Approach to Parameter Estimation in Linear Ordinary Differential Equations. , 2014., (working paper or preprint). implementation
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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.
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Neuvial, P. Asymptotic Results on Adaptive False Discovery Rate Controlling Procedures Based on Kernel Estimators. Journal of Machine Learning Research, 14():1423\−1459, 2013. implementation
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crepey, S. Preface [Frontiers of Counterparty Risk]. Int. J. Theor. Appl. Finance, 16(2):1302001-9, 2013.
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crepey, S., Jeanblanc, M. & Wu, D. Informationally dynamized Gaussian copula. Int. J. Theor. Appl. Finance, 16(2):1350008-29, 2013. implementation
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Aygunes, A.A., Bayad, A. & Simsek, Y. Hecke operators type and generalized Apostol-Bernoulli polynomials. Fixed Point Theory Appl., pages 2013:92, 11, 2013. implementation
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Banica, V. & Miot, E. Evolution, interaction and collisions of vortex filaments. Differential Integral Equations, 26(3-4):355-388, 2013.
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Banica, V. & Vega, L. Stability of the self-similar dynamics of a vortex filament. Arch. Ration. Mech. Anal., 210(3):673-712, 2013. implementation
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Bayad, A. & Chikhi, J. Möbius inversion formulae for Apostol-Bernoulli type polynomials and numbers. Math. Comp., 82(284):2327-2332, 2013. implementation
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Bayad, A. & Chikhi, J. Reduction and duality of the generalized Hurwitz-Lerch zetas. Fixed Point Theory Appl., pages 2013:82, 14, 2013. implementation
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Bayad, A. & Gaboury, S. Generalized Dirichlet \(L\)-function of arbitrary order with applications. Adv. Stud. Contemp. Math. (Kyungshang), 23(4):607-619, 2013.
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Bayad, A. & Goubi, M. Proof of the Möbius conjecture revisited. Proc. Jangjeon Math. Soc., 16(2):237-243, 2013.
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Bayad, A. & Kim, T. Results on values of Barnes polynomials. Rocky Mountain J. Math., 43(6):1857-1869, 2013. implementation
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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.
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Bayad, A. & Simsek, Y. Values of twisted Barnes zeta functions at negative integers. Russ. J. Math. Phys., 20(2):129-137, 2013. implementation
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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.
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Callegaro, G., Jeanblanc, M. & Zargari, B. Carthaginian enlargement of filtrations. ESAIM Probab. Stat., 17:550-566, 2013. implementation
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Callegaro, G., Jeanblanc, M. & Zargari, B. Carthagian enlargement of filtrations. ESAIM: Probability and Statistics., 17:550-566, 2013.
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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. implementation
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Chamorro, D. A counterexample for improved Sobolev inequalities over the 2-adic group. Commun. Korean Math. Soc., 28(2):231-241, 2013. implementation
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Chamorro, D. & Lemarie-Rieusset, P.G. Real interpolation method, Lorentz spaces and refined Sobolev inequalities. J. Funct. Anal., 265(12):3219-3232, 2013. implementation
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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. implementation
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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. implementation
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Eberlein, E. & Grbac, Z. Rating based Lévy Libor model. Math. Finance, 23(4):591-626, 2013. implementation
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Gaboury, S. & Bayad, A. Series representations at special values of generalized Hurwitz-Lerch zeta function. Abstr. Appl. Anal., pages Art. ID 975615, 8, 2013.
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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. implementation
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Hirsch, F. & Roynette, B. On \(\Bbb R>d\)-valued peacocks. ESAIM Probab. Stat., 17:444-454, 2013. implementation
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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. implementation
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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. implementation
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Jeanblanc, M. & Song, S. Martingale representation property in progressively enlarged filtrations. http://arxiv.org/pdf/1203.1447.pdf, 2013.
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Jouini, A. & Lemarie-Rieusset, P.G. Wavelet bases on the L-shaped domain. Phys. D, 254:12-17, 2013. implementation
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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. implementation
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Kim, D. & Bayad, A. Convolution identities for twisted Eisenstein series and twisted divisor functions. Fixed Point Theory Appl., pages 2013:81, 23, 2013. implementation
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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.
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Profeta, C. On last passage times of linear diffusions to curved boundaries. Markov Process. Related Fields, 19(4):735-762, 2013.
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Crepey, S. & Douady, R. Lois: credit and liquidity. Risk Magazine, 2013. implementation
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crepey, S. Financial modeling. , pages xx+459Springer, Heidelberg, 2013., (A backward stochastic differential equations perspective, Springer Finance Textbooks). implementation
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Chiquet, J. & Limnios, N. Stochastic Reliability and Maintenance Modeling. , 9():, Springer, 2013.
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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. implementation
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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.
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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. implementation
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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. implementation
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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. implementation
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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. implementation
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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.
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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. implementation
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Latouche, P., Birmele, E. & Ambroise, C. Variational Bayesian Inference and Complexity Control for Stochastic Block Models. Statistical Modelling, 12(1):93-115, 2012. implementation
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Neuvial, P. & Roquain, E. On False Discovery Rate thresholding for classification under sparsity. Annals of Statistics, 40(5):2572-2600, 2012. implementation
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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. implementation
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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.
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crepey, S., Grbac, Z. & Nguyen, H.N. A multiple-curve HJM model of interbank risk. Math. Financ. Econ., 6(3):155-190, 2012. implementation
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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.
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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. implementation
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Banica, V. & Vega, L. Scattering for 1D cubic NLS and singular vortex dynamics. J. Eur. Math. Soc. (JEMS), 14(1):209-253, 2012. implementation
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Bayad, A. & Cangul, I.N. The minimal polynomial of \(2\cos(\pi/q)\) and Dickson polynomials. Appl. Math. Comput., 218(13):7014-7022, 2012. implementation
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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.
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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.
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Bayad, A. & Hamahata, Y. Higher dimensional Dedekind sums in finite fields. Finite Fields Appl., 18(1):19-25, 2012. implementation
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Bayad, A. & Kim, T. Higher recurrences for Apostol-Bernoulli-Euler numbers. Russ. J. Math. Phys., 19(1):1-10, 2012. implementation
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Bayad, A. & Raouj, A. Mean values of \(L\)-functions and Dedekind sums. J. Number Theory, 132(8):1645-1652, 2012. implementation
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Bayad, A. & Raouj, A. Arithmetic of higher dimensional Dedekind-Rademacher sums. J. Number Theory, 132(2):332-347, 2012. implementation
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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.
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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. implementation
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Chamorro, D. Some functional inequalities on polynomial volume growth Lie groups. Canad. J. Math., 64(3):481-496, 2012. implementation
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Chamorro, D. & Lemarie-Rieusset, P.G. Quasi-geostrophic equations, nonlinear Bernstein inequalities and \(\alpha\)-stable processes. Rev. Mat. Iberoam., 28(4):1109-1122, 2012. implementation
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Coculescu, D., Jeanblanc, M. & Nikeghbali, A. Default times, no-arbitrage conditions and changes of probability measures. Finance Stoch., 16(3):513-535, 2012. implementation
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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.
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Vidal, A. & Francoise, J.P. Canard cycles in global dynamics. Internat. J. Bifur. Chaos Appl. Sci. Engrg., 22(2):1250026-13, 2012. implementation
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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.
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Chiquet, J., Grandvalet, Y. & Ambroise, C. Inferring Multiple Graphical Structures. Statistics and Computing, 21(4):537-553, 2011. implementation
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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. implementation
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Jeanmougin, M., Guedj, M. & Ambroise, C. Defining a robust biological prior from Pathway Analysis to drive Network Inference.. J-SFdS, 152(2):, 2011. implementation
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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.
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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. implementation
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Banica, V. & Ignat, L.I. Dispersion for the Schrödinger equation on networks. J. Math. Phys., 52(8):083703-14, 2011. implementation
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Bayad, A. Special values of Lerch zeta function and their Fourier expansions. Adv. Stud. Contemp. Math. (Kyungshang), 21(1):1-4, 2011.
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Bayad, A. & Hamahata, Y. Arakawa-Kaneko \(L\)-functions and generalized poly-Bernoulli polynomials. J. Number Theory, 131(6):1020-1036, 2011. implementation
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Bayad, A. & Kim, T. Identities involving values of Bernstein, \(q\)-Bernoulli, and \(q\)-Euler polynomials. Russ. J. Math. Phys., 18(2):133-143, 2011. implementation
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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.
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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. implementation
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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. implementation
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Bayad, A. & Raouj, A. Reciprocity formulae for multiple Dedekind-Rademacher sums. C. R. Math. Acad. Sci. Paris, 349(3-4):131-136, 2011. implementation
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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. implementation
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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. implementation
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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. implementation
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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. implementation
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Pitschi, F., Devauchelle, C. & Corel, E. Automatic detection of anchor points for multiple sequence alignment. BMC Bioinformatics, 11(445):, 2010. implementation
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Zanghi, H., Picard, F., Miele, V. & Ambroise, C. Strategies for Online Inference of Network Mixture. Annals of Applied Statistics, 4(2):687-714, 2010. implementation
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Zanghi, H., Volant, S. & Ambroise, C. Clustering based on random graph model embedding vertex features. Pattern Recognition Letters, 31(9):830-836, 2010.
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Carmona, R. & Crepey, S. Particle methods for the estimation of credit portfolio loss distributions. Int. J. Theor. Appl. Finance, 13(4):577-602, 2010. implementation
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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.
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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. implementation
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Chiquet, J., Charbonnier, C. & Ambroise, C. SIMoNe : Statistical Inference of Modular Network. In Workshop MODGRAPH, JOBIM'09, Nantes, 2009.
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Latouche, P., Birmele, E. & Ambroise, C. Uncovering overlapping clusters in biological networks. In Journées ouvertes en biologie, informatique et mathématiques (Jobim). Nantes, 2009.
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Crepey, S., Herbertsson, A. & Bielecki, T. Markov Chain Models of Portfolio Credit Risk. , 2009.
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Guedj, M., Nuel, G. & Prum, B. A note on allelic tests in case-control association studies. Annals of Human Genetics, 72():407-409, 2008. implementation
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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. implementation
[501]
Zanghi, H., Ambroise, C. & Miele, V. Fast Online Graph Clustering via Erdös Renyi Mixture. Pattern Recognition, 41(12):3592-3599, 2008.
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crepey, S. & Matoussi, A. Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison. Ann. Appl. Probab., 18(5):2041-2069, 2008. implementation
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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. implementation
[504]
Banica, V., Carles, R. & Staffilani, G. Scattering theory for radial nonlinear Schrödinger equations on hyperbolic space. Geom. Funct. Anal., 18(2):367-399, 2008. implementation
[505]
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. implementation
[506]
Bielecki, T., Jeanblanc, M. & Rutkowski, M. Hedging of Credit Default Swaptions and First-to-default Swaps in CDS Markets . Preprint, 2008.
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Bielecki, T., Jeanblanc, M. & Rutkowski, M. Pricing and Trading Credit Default Swaps in a Hazard process model . Advances in Applied Prob. , 2008.
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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. implementation
[509]
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. implementation
[510]
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. implementation
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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. implementation
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Calvez, V. & Corrias, L. The parabolic-parabolic Keller-Segel model in \(\Bbb R>2\). Commun. Math. Sci., 6(2):417-447, 2008. implementation
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Coculescu, D., Geman, H. & Jeanblanc, M. Valuation of default-sensitive claims under imperfect information. Finance Stoch., 12(2):195-218, 2008. implementation
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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. implementation
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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. implementation
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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. implementation
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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. implementation
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Loukianova, D. & Loukianov, O. Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation. Stat. Inference Stoch. Process., 11(2):107-121, 2008. implementation
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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. implementation
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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. implementation
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2007
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Avalos, M., Grandvalet, Y. & Ambroise, C. Parsimonious additive models. CSDA, 51(6):2851-2870, 2007.
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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.
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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.
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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.
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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.
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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.
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Same, A., Ambroise, C. & Govaert, G. An online Classification EM algorithm based on the mixture model. Statistics and Computing, 17(3):209-218, 2007.
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Banica, V. & Duyckaerts, T. Weighted Strichartz estimates for radial Schrödinger equation on noncompact manifolds. Dyn. Partial Differ. Equ., 4(4):335-359, 2007. implementation
[530]
Bielecki, T., Jeanblanc, M. & Rutkowski, M. Hedging of basket credit derivatives in credit default swap market . Journal of Credit Risk , 3:91-132, 2007.
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Hamadene, S. & Jeanblanc, M. On the starting and stopping problem: application in reversible investments. Math. Oper. Res., 32(1):182-192, 2007. implementation
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Hsieh, M.C., Hurvich, C.M. & Soulier, P. Asymptotics for duration-driven long range dependent processes. J. Econometrics, 141(2):913-949, 2007. implementation
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Jeanblanc, M., Kloppel, S. & Miyahara, Y. Minimal \(f>q\)-martingale measures of exponential Lévy processes. Ann. Appl. Probab., 17(5-6):1615-1638, 2007. implementation
[534]
Jeanblanc, M. & Valchev, S. Default-risky bond prices with jumps, liquidity risk and incomplete information. Decis. Econ. Finance, 30(2):109-136, 2007. implementation
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Lemarie-Rieusset, P.G. The Navier-Stokes equations in the critical Morrey-Campanato space. Rev. Mat. Iberoam., 23(3):897-930, 2007. implementation
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Lemarie-Rieusset, P.G. Uniqueness for the Navier-Stokes problem: remarks on a theorem of Jean-Yves Chemin. Nonlinearity, 20(6):1475-1490, 2007. implementation
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Lemarie-Rieusset, P.G. & May, R. Uniqueness for the Navier-Stokes equations and multipliers between Sobolev spaces. Nonlinear Anal., 66(4):819-838, 2007. implementation
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Pycke, J.R. A decomposition for invariant tests of uniformity on the sphere. Proc. Amer. Math. Soc., 135(9):2983-2993 (electronic), 2007. implementation
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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. implementation
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, (eds). Analyse Statistique des Séquences Biologiques. , (), Hermes Sciences, 2007.
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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. implementation
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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. implementation
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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.
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Jeanblanc, M., Crepey, S.M., Rutkowski, M. & Bielecki, T. Convertible Securities in a Defaultable Diffusion Model. , 2007.
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Jeanblanc, M. & Le Cam, Y. Reduced form modelling for credit risk. , 2007.
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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.
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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. implementation
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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.
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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.
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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.
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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. implementation
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Bielecki, T., Jeanblanc, M. & Rutkowski, M. Completeness of a Reduced-Form Credit Risk Model with Discontinuous Asset Prices. Stochastic Models, 22:661-687, 2006.
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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. implementation
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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. implementation
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Hirsch, F. Measurable metrics and Gaussian concentration. Forum Math., 18(3):345-363, 2006. implementation
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Lemarie-Rieusset, P.G. Point fixe d'une application non contractante. Rev. Mat. Iberoam., 22(1):339-356, 2006. implementation
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Lemarie-Rieusset, P.G. & Gala, S. Multipliers between Sobolev spaces and fractional differentiation. J. Math. Anal. Appl., 322(2):1030-1054, 2006. implementation
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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. implementation
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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.
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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.
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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. implementation
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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. implementation
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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.
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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.
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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.
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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.
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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.
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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. implementation
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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. implementation
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El Karoui, N., Jeanblanc, M. & Lacoste, V. Optimal portfolio management with American capital guarantee. J. Econom. Dynam. Control, 29(3):449-468, 2005. implementation
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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. implementation
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Jeanblanc, M. & Valchev, S. Partial information and hazard process. Int. J. Theor. Appl. Finance, 8(6):807-838, 2005. implementation
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Jeanblanc, M. & Valchev, S. Partial information, default hazard process,and default-risky bonds. IJTAF, 8:807-838, 2005.
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Lifshits, M. & Simon, T. Small deviations for fractional stable processes. Ann. Inst. H. Poincaré Probab. Statist., 41(4):725-752, 2005. implementation
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Loukianova, D. & Loukianov, O. Uniform law of large numbers and consistency of estimators for Harris diffusions. Statist. Probab. Lett., 74(4):347-355, 2005. implementation
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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. implementation
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Hirsch, F. Measurable metrics, intrinsic metrics and Lipschitz functions. In Current trends in potential theory, 4:47-61, Theta, Bucharest, 2005.
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Banica, V. On the nonlinear Schrödinger dynamics on \(\Bbb S>2\). J. Math. Pures Appl. (9), 83(1):77-98, 2004. implementation
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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.
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Bayad, A. & Gomez Ayala, J. Formes de Jacobi et formules de distribution. J. Number Theory, 109(1):136-162, 2004. implementation
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Bernard, J.M. Spectral discretizations of the Stokes equations with non standard boundary conditions. J. Sci. Comput., 20(3):355-377, 2004. implementation
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Blanchet-Scalliet, C. & Jeanblanc, M. Hazard rate for credit risk and hedging defaultable contingent claims. Finance Stoch., 8(1):145-159, 2004. implementation
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Chesney, M. & Jeanblanc, M. Pricing American Currency Options in an exponential Lévy Model. Applied Math. Fin., 11:207-225, 2004.
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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. implementation
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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. implementation
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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. implementation
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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.
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Banica, V. Dispersion and Strichartz inequalities for Schrödinger equations with singular coefficients. SIAM J. Math. Anal., 35(4):868-883 (electronic), 2003. implementation
[630]
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. implementation
[631]
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)). implementation
[632]
Hirsch, F. Intrinsic metrics and Lipschitz functions. J. Evol. Equ., 3(1):11-25, 2003., (Dedicated to Philippe Bénilan). implementation
[633]
Matos, J. & Souplet, P. Universal blow-up rates for a semilinear heat equation and applications. Adv. Differential Equations, 8(5):615-639, 2003.
[634]
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.
[635]
Jeanblanc, M. & utkowski, . Modelling and hedging of default risk. , 2003.
[636]
[637]
Soulier, P., Douc, R. & Moulines, E. Computable bounds for subgeometric ergodicity. , 2003.
2002
[638]
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.
[639]
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.
[640]
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.
[641]
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. implementation
[642]
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.
[643]
Douady, R. & Jeanblanc, M. A Rating-based Model for Credit Derivatives. European Investment Review, 1:17-29, 2002.
[644]
Furioli, G. & Terraneo, E. Molecules of the Hardy space and the Navier-Stokes equations. Funkcial. Ekvac., 45(1):141-160, 2002. implementation
[645]
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. implementation
[646]
Hurvich, C.M. & Soulier, P. Testing for long memory in volatility. Econometric Theory, 18(6):1291-1308, 2002. implementation
[647]
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.
[648]
Jeanblanc, M., Pitman, J. & Yor, M. Self-similar processes with independent increments associated with Lévy and Bessel. Stochastic Process. Appl., 100:223-231, 2002. implementation
[649]
Lemarie-Rieusset, P.G. Recent developments in the Navier-Stokes problem. , 431:xiv+395, Chapman \& Hall/CRC, Boca Raton, FL, 2002. implementation
[650]
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.
[651]
[652]
[653]
[654]
Jeanblanc, M. & Bernis, G. Hedging defaultable derivatives via utility theory. , 2002.
[655]
[656]
Jeanblanc, M. & Douady, R. A rating-based model for credit derivatives. , 2002.
[657]
[658]
[659]
[660]
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
[661]
Blanchet-Scalliet, C. Processus à sauts et risque de défaut. , 2001. implementation
(Theses)
[662]
Durot, C. & Tocquet, A.S. Goodness of fit test for isotonic regression. ESAIM, Probabilités \\& Statistique, 5():119-140, 2001.
[663]
Muri, F. & Prum, B. Une approche statistique de l'analyse des génomes. La Gazette des Mathématiciens, 89():63-98, 2001.
[664]
Tocquet, A.S. Likelihood based inference in nonlinear regression models using the p* and R* approach. Scandinavian Journal of Statistics, 28():429-443, 2001.
[665]
Fay, G. & Soulier, P. The periodogram of an i.i.d.\ sequence. Stochastic Process. Appl., 92(2):315-343, 2001. implementation
[666]
Hirsch, F. & Song, S. Markovian uniqueness on Bessel space. Forum Math., 13(2):287-322, 2001. implementation
[667]
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. implementation
[668]
Veeravalli, A.R. On the first Laplacian eigenvalue and the center of gravity of compact hypersurfaces. Comment. Math. Helv., 76(1):155-160, 2001. implementation
[669]
[670]
Prum, B. Mathématiques et biologie. , 2001.
[671]
Blanchet-Scalliet, C. Processus à sauts et risque de défaut. , 2001.
[672]
[673]
[674]
2000
[675]
[676]
Goldstein, D., Muri, F., Saragueta, P. & Prum, B. Inverse Complementary homologues of cysteine signatures. CRAS Sciences de la Vie, 323(2):167-172, 2000.
[677]
Bellamy, N. & Jeanblanc, M. Incompleteness of markets driven by a mixed diffusion. Finance Stoch., 4(2):209-222, 2000. implementation
[678]
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)). implementation
[679]
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. implementation
[680]
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. implementation
[681]
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. implementation
[682]
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. implementation
[683]
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. implementation
[684]
[685]
[686]
[687]
[688]
Jeanblanc, M. & Blanchet-Scalliet, C. Information et risque de défaut. , 2000.
[689]
Jeanblanc, M. & El karoui, N. Options exotiques. , 2000.
[690]
Jeanblanc, M. & utkowski, . Modelling of default risk : mathematical tools. , 2000.
[691]
Soulier, P. & Moulines, E. Semiparametric estimation for fractional processes. , 2000.
1999
[692]
Bellamy, N. & Jeanblanc, M. Incomplete markets with jumps. Finance and Stochastics , 4: 209-222, 1999.
[693]
Bernard, J.M. Weak and classical solutions of equations of motion for third grade fluids. M2AN Math. Model. Numer. Anal., 33(6):1091-1120, 1999. implementation
[694]
Bernard, J.M. Stationary problem of second-grade fluids in three dimensions: existence, uniqueness and regularity. Math. Methods Appl. Sci., 22(8):655-687, 1999. implementation
[695]
Elliott, R.J. & Jeanblanc, M. Incomplete markets with jumps and informed agents. Math. Methods Oper. Res., 50(3):475-492, 1999. implementation
[696]
Hirsch, F. Lipschitz functions and fractional Sobolev spaces. Potential Anal., 11(4):415-429, 1999. implementation
[697]
Hirsch, F. & Song, S. Two-parameter Bessel processes. Stochastic Process. Appl., 83(1):187-209, 1999. implementation
[698]
Lemarie-Rieusset, P.G. Solutions faibles d'énergie infinie pour les équations de Navier-Stokes dans \(\bold R>3\). C. R. Acad. Sci. Paris Sér. I Math., 328(12):1133-1138, 1999. implementation
[699]
Lemarie-Rieusset, P.G. Solutions faibles d'énergie infinie pour les équations de Navier-Stokes dans \(\bold R>3\). C. R. Acad. Sci. Paris Sér. I Math., 328(12):1133-1138, 1999. implementation
[700]
Matos, J. Convergence of blow-up solutions of nonlinear heat equations in the supercritical case. Proc. Roy. Soc. Edinburgh Sect. A, 129(6):1197-1227, 1999. implementation
[701]
Moulines, E. & Soulier, P. Broadband log-periodogram regression of time series with long-range dependence. Ann. Statist., 27(4):1415-1439, 1999. implementation
[702]
Veeravalli, A.R. On convex hypersurfaces of space forms. Exposition. Math., 17(5):415-428, 1999.
[703]
Hirsch, F. & Song, S. Multiparameter Markov processes and capacity. In Seminar on Stochastic Analysis, Random Fields and Applications (Ascona, 1996), 45:189-200, Birkhäuser, Basel, 1999.
[704]
Lacombe, G. & Mas-Gallic, S. Presentation and analysis of a diffusion-velocity method. In Flows and related numerical methods (Toulouse, 1998), 7:225-233 (electronic), Soc. Math. Appl. Indust., Paris, 1999. implementation
[705]
Mas-Gallic, S. A presentation of the diffusion velocity method. In Dynamical systems, plasmas and gravitation (Orléans la Source, 1997), 518:74-81, Springer, Berlin, 1999. implementation
[706]
Bize, L., Muri, F., Samson, F., Rodolphe, F., Ehrlich, S., Prum, B. & Bessieres, P. Searching gene transfers on Bacillus Subtilis using hidden Markov models. In Recomb'99 Proceedings of the Third Annual International Conference on Computational Molecular Biology, 1999.
[707]
[708]
[709]
[710]
[711]
Jeanblanc, M. & Rutkowski, M. Modelling of Default Risk : an Overview. , 1999.
[712]
[713]
[714]
[715]
[716]
Soulier, P., Iouditsky, A. & Moulines, E. Adaptative estimation of the fractional differencing coefficient. , 1999.
1998
[717] (Theses)
[718]
El Karoui, N., Jeanblanc-Picque, M. & Shreve, S.E. Robustness of the Black and Scholes formula. Math. Finance, 8(2):93-126, 1998. implementation
[719]
Elliott, R. & Jeanblanc, M. Incomplete markets and Informed agents. Mathematical Method of Operations Research , 50:475-492 , 1998.
[720]
Hirsch, F. & Song, S. Properties of the set of positivity for the density of a regular Wiener functional. Bull. Sci. Math., 122(1):1-15, 1998. implementation
[721]
Lemarie-Rieusset, P.G. Some remarks on the Navier-Stokes equations in \(\bold R>3\). J. Math. Phys., 39(8):4108-4118, 1998. implementation
[722]
Lemarie-Rieusset, P.G. Some remarks on the Navier-Stokes equations in \(\bold R>3\). J. Math. Phys., 39(8):4108-4118, 1998. implementation
[723]
Lemarie-Rieusset, P.G. & Zahrouni, E. More regular wavelets. Appl. Comput. Harmon. Anal., 5(1):92-105, 1998. implementation
[724]
Schilling, R.L. Growth and Hölder conditions for the sample paths of Feller processes. Probab. Theory Related Fields, 112(4):565-611, 1998. implementation
[725]
Barlow, M.T., emery, M., Knight, F.B., Song, S. & Yor, M. Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes. In Séminaire de Probabilités, XXXII, 1686:264-305, Springer, Berlin, 1998. implementation
[726]
Brenier, Y., Corrias, L. & Natalini, R. Relaxation limits for a class of balance laws with kinetic formulation. In Advances in nonlinear partial differential equations and related areas (Beijing, 1997), pages 2-14, World Sci. Publ., River Edge, NJ, 1998.
[727]
Lemarie-Rieusset, P.G. Quelques remarques sur les équations de Navier-Stokes dans \(\bf R>3\). In Séminaire sur les Équations aux Dérivées Partielles, 1997--1998, pages Exp. No. IX, 8, école Polytech., Palaiseau, 1998.
1997
[728]
Bayad, A. & Robert, G. Note sur une forme de Jacobi méromorphe. C. R. Acad. Sci. Paris Sér. I Math., 325(5):455-460, 1997. implementation
[729]
Chesney, M., Jeanblanc-Picque, M. & Yor, M. Brownian Excursions and Parisian Barrier Options. Adv. Appl. Prob., 29:165-184, 1997.
[730]
Furioli, G., Lemarie-Rieusset, P.G. & Terraneo, E. Sur l'unicité dans \(L>3(\bf R>3)\) des solutions ``mild'' des équations de Navier-Stokes. C. R. Acad. Sci. Paris Sér. I Math., 325(12):1253-1256, 1997. implementation
[731]
Hirsch, F. & Song, S. Criteria of positivity for the density of the law of a Wiener functional. Bull. Sci. Math., 121(4):261-273, 1997.
[732]
Jeanblanc, M., Pitman, J. & Yor, M. The Feynman-Kac formula and decomposition of Brownian paths. Mat. Apl. Comput., 16(1):27-52, 1997.
[733]
Jeanblanc, M., Pitman, J. & Yor, M. Feynman-Kac formula and decompositions of Brownian paths. Computational and applied Mathematics, 16: 27-52, 1997.
[734]
Kateb, D. & Lemarie-Rieusset, P.G. The phase of the Daubechies filters. Rev. Mat. Iberoamericana, 13(2):245-305, 1997. implementation
[735]
Lemarie-Rieusset, P.G. Fonctions d'échelle interpolantes, polyn\>omes de Bernstein et ondelettes non stationnaires. Rev. Mat. Iberoamericana, 13(1):91-188, 1997. implementation
[736]
Lemarie-Rieusset, P.G. On the existence of compactly supported dual wavelets. Appl. Comput. Harmon. Anal., 4(1):117-118, 1997. implementation
[737]
Chesney, M., Geman, H., Jeanblanc-Picque, M. & Yor, M. Some combinations of Asian, Parisian and Barrier Options. In Mathematics of Derivative Securities, pages 61-87, Cambridge University Press, 1997.
[738]
Mas-Gallic, S. A vortex in cell method for the \(2\)-d isentropic gas dynamic system. In Numerical methods in mechanics (Concepción, 1995), 371:109-120, Longman, Harlow, 1997.
[739]
Yor, M., Chesney, M., Geman, H. & Jeanblanc-Picque, M. Some combinations of Asian, Parisian and barrier options. In Mathematics of derivative securities (Cambridge, 1995), 15:61-87, Cambridge Univ. Press, Cambridge, 1997.
1996
[740]
Corrias, L. Fast Legendre-Fenchel transform and applications to Hamilton-Jacobi equations and conservation laws. SIAM J. Numer. Anal., 33(4):1534-1558, 1996. implementation
[741]
Hirsch, F. & Song, S. Inequalities for Bochner's subordinates of two-parameter symmetric Markov processes. Ann. Inst. H. Poincaré Probab. Statist., 32(5):589-600, 1996. implementation
[742]
Hirsch, F. & Song, S. Sur l'ensemble de stricte positivité de la densité de fonctionnelles de Wiener. C. R. Acad. Sci. Paris Sér. I Math., 322(5):481-484, 1996.
[743]
Lemarie-Rieusset, P.G. Some remarks on orthogonal and bi-orthogonal wavelets. Mat. Apl. Comput., 15(2):125-137, 1996.
[744]
Lemarie-Rieusset, P.G. Une nouvelle base d'ondelettes régulières. Comptes Rendus Acad. Sci . 322, 1996.
[745]
Lemarie-Rieusset, P.G. Une nouvelle famille d'ondelettes à support compact. C. R. Acad. Sci. Paris Sér. I Math., 322(7):609-611, 1996.
[746]
Matos, J. & Sanchez, L. Two solutions for a nonlinear Dirichlet problem with positive forcing. Math. Bohem., 121(1):41-54, 1996.
[747]
Hirsch, F. Theory of capacity on the Wiener space. In Stochastic analysis and related topics, V (Silivri, 1994), 38:69-98, Birkhäuser Boston, Boston, MA, 1996.
[748]
Matos, J. Existence of stationary solutions for certain nonlinear wave equations. In Nonlinear Klein-Gordon and Schrödinger systems: theory and applications (Madrid, 1995), pages 329-333, World Sci. Publ., River Edge, NJ, 1996.
1995
[749]
Brenier, Y. & Corrias, L. Équations de moments pour un modèle de transport. C. R. Acad. Sci. Paris Sér. I Math., 321(6):727-730, 1995.
[750]
Hirsch, F. Potential theory related to some multiparameter processes. Potential Anal., 4(3):245-267, 1995. implementation
[751]
Hirsch, F. & Song, S. Une inégalité maximale pour certains processus de Markov à plusieurs paramètres. I. C. R. Acad. Sci. Paris Sér. I Math., 320(6):719-722, 1995.
[752]
Hirsch, F. & Song, S. Markov properties of multiparameter processes and capacities. Probab. Theory Related Fields, 103(1):45-71, 1995. implementation
[753]
Hirsch, F. & Song, S. Symmetric Skorohod topology on \(n\)-variable functions and hierarchical Markov properties of \(n\)-parameter processes. Probab. Theory Related Fields, 103(1):25-43, 1995. implementation
[754]
Kateb, D. & Lemarie-Rieusset, P.G. Sur la phase des filtres de Daubechies. C. R. Acad. Sci. Paris Sér. I Math., 320(1):5-8, 1995.
[755]
Kateb, D. & Lemarie-Rieusset, P.G. Asymptotic behavior of the Daubechies filters. Appl. Comput. Harmon. Anal., 2(4):398-399, 1995. implementation
[756]
Lemarie-Rieusset, P.G. Ondelettes et fonctions d'échelle à support compact. Journal of Fourier Analysis and Applications, 1995.
[757]
Lemarie-Rieusset, P.G. & Kateb, D. On the phase of the Daubechies filters. Applied and Computational Harmonic Analysis 2, 1995.
[758]
Mas-Gallic, S. Particle approximation of a linear convection-diffusion problem with Neumann boundary conditions. SIAM J. Numer. Anal., 32(4):1098-1125, 1995. implementation
[759]
Song, S. Markov uniqueness and essential self-adjointness of perturbed Ornstein-Uhlenbeck operators. Osaka J. Math., 32(3):823-832, 1995. implementation
[760]
Song, S. Inégalités de Meyer pour le semigroupe d'Ornstein-Uhlenbeck généralisé. C. R. Acad. Sci. Paris Sér. I Math., 320(8):993-996, 1995.
[761]
Veeravalli, A. Compactification d'actions de \(\bf R>k\) et systèmes hamiltoniens de type torique. Indag. Math. (N.S.), 6(2):223-234, 1995. implementation
[762]
Mas-Gallic, S. A particle in cell method for the isentropic gas dynamic system. In Navier-Stokes equations and related nonlinear problems (Funchal, 1994), pages 357-365, Plenum, New York, 1995.
[763]
Song, S. \(C\)-semigroups on Banach spaces and functional inequalities. In Séminaire de Probabilités, XXIX, 1613:297-326, Springer, Berlin, 1995. implementation
[764]
Lemarie-Rieusset, P.G. Ondelettes et fonctions d'échelle à support compact. In Proceedings of the Conference in Honor of Jean-Pierre Kahane (Orsay, 1993) J. Fourier Anal. Appl.pages 509-523, 1995. implementation
1994
[765]
Donati-Martin, C., Song, S. & Yor, M. Symmetric stable processes, Fubini's theorem, and some extensions of the Ciesielski-Taylor identities in law. Stochastics Stochastics Rep., 50(1-2):1-33, 1994.
[766]
Donati-Martin, C., Song, S. & Yor, M. On symmetric stable random variables and matrix transposition. Ann. Inst. H. Poincaré Probab. Statist., 30(3):397-413, 1994. implementation
[767]
Hirsch, F. & Song, S. Propriétés de Markov des processus à plusieurs paramètres et capacités. C. R. Acad. Sci. Paris Sér. I Math., 319(5):483-488, 1994.
[768]
Kahane, J.P. & Lemarie-Rieusset, P.G. Remarques sur la formule sommatoire de Poisson. Studia Math., 109(3):303-316, 1994.
[769]
Laval, G., Mas-Gallic, S. & Raviart, P.A. Paraxial approximation of ultrarelativistic intense beams. Numer. Math., 69(1):33-60, 1994. implementation
[770]
Lemarie-Rieusset, P.G. Un théorème d'inexistence pour les ondelettes vecteurs à divergence nulle. C. R. Acad. Sci. Paris Sér. I Math., 319(8):811-813, 1994.
[771]
Lemarie-Rieusset, P.G. Projecteurs invariants, matrices de dilatation, ondelettes et analyses multi-résolutions. Rev. Mat. Iberoamericana, 10(2):283-347, 1994. implementation
[772]
Lemarie-Rieusset, P.G. Polyn\>omes de Bernstein en théorie des ondelettes. C. R. Acad. Sci. Paris Sér. I Math., 319(1):21-24, 1994.
[773]
Lemarie-Rieusset, P.G. Distributions dont tous les coefficients d'ondelettes sont nuls. C. R. Acad. Sci. Paris Sér. I Math., 318(12):1083-1086, 1994.
[774]
Lemarie-Rieusset, P.G. Ondelettes et poids de Muckenhoupt. Studia Math., 108(2):127-147, 1994.
[775]
Song, S. Compactifications of Banach spaces and construction of diffusion processes. Acta Math. Appl. Sinica (English Ser.), 10(3):225-232, 1994. implementation
[776]
Song, S. A study on Markovian maximality, change of probability and regularity. Potential Anal., 3(4):391-422, 1994. implementation
[777]
Song, S. Une propriété de l'espérance conditionnelle dans l'espace produit de Wiener. Bull. Sci. Math., 118(2):167-176, 1994.
[778]
Mas-Gallic, S. & Raviart, P.A. Mathematical models of ion extraction and plasma sheaths. In Advances in kinetic theory and computing, 22:82-106, World Sci. Publ., River Edge, NJ, 1994.
[779]
Song, S. Construction d'un processus à\ deux paramètres à\ partir d'un semigroupe à\ un paramètre. In Classical and modern potential theory and applications (Chateau de Bonas, 1993), 430:419-451, Kluwer Acad. Publ., Dordrecht, 1994.
[780]
Song, S. Some calculations on the conditional densities of well-admissible measures on linear spaces [ MR1266225 (95b:31011)]. In ICPT '91 (Amersfoort, 1991), pages 159-170, Kluwer Acad. Publ., Dordrecht, 1994.
[781]
Song, S. Some calculations on the conditional densities of well-admissible measures on linear spaces. In Proceedings from the International Conference on Potential Theory (Amersfoort, 1991) Potential Anal., 3(1):159-170, 1994. implementation
1993 a 1998
[782]
[783]
[784]
[785]
[786]
Jeanblanc-Picque, M. & El Karoui, N. Optimization of consumption with labor income. , 1993 a 1998.
[787]
Jeanblanc-Picque, M., Yor, M. & Chesney, M. Brownian Excursions and Parisian Options. , 1993 a 1998.
[788]
Lemarie-Rieusset, P.G., Furioli, G. & Terraneo, E. Unicité dans L>3(R>3) et d'autres espaces fonctionnels limites pour Navier-Stokes. , 1993 a 1998.
[789]
Lemarie-Rieusset, P.G., Furioli, G. & Terraneo, E. Uniqueness of mild solutions for the Navier-Stokes equations. , 1993 a 1998.
[790]
[791]
[792]
[793]
[794]
[795]
[796]
[797]
[798]
[799]
1993
[800] (Theses)
[801]
Albeverio, S. & Song, S. Closability and resolvent of Dirichlet forms perturbed by jumps. Potential Anal., 2(2):115-130, 1993. implementation
[802]
Jouini, A. & Lemarie-Rieusset, P.G. Analyse multi-résolution bi-orthogonale sur l'intervalle et applications. Ann. Inst. H. Poincaré Anal. Non Linéaire, 10(4):453-476, 1993.
[803]
Khalfallah, K., Lacombe, G. & Lerat, A. Analysis of implicit treatments for a centred Euler solver. Comput. \& Fluids, 22(2-3):381-406, 1993. implementation
[804]
Lemarie-Rieusset, P.G. Ondelettes généralisées et fonctions d'échelle à support compact. Revista Mat. Iberoamer. 9, 1993.
[805]
Lemarie-Rieusset, P.G. Fonctions d'échelle pour les ondelettes de dimension n. Comptes Rendus Acad. Sci. 316, 1993.
[806]
Lemarie-Rieusset, P.G. Une remarque sur les propriétés multi-résolution des fonctions splines. Comptes Rendus Acad. Sci. 317, 1993.
[807]
Lemarie-Rieusset, P.G. Une remarque sur les propriétés multi-résolution des fonctions splines. C. R. Acad. Sci. Paris Sér. I Math., 317(12):1115-1117, 1993.
[808]
Lemarie-Rieusset, P.G. Ondelettes generalisées et fonctions d'échelle à\ support compact. Rev. Mat. Iberoamericana, 9(2):333-371, 1993. implementation
[809]
Loukianov, O. Application du prolongement analytique au problème inverse du potentiel. Potential Anal., 2(4):387-400, 1993. implementation
[810]
Song, S. An infinite-dimensional analogue of the Albeverio-Röckner's theorem on Fukushima's conjecture. Acta Math. Appl. Sinica (English Ser.), 9(2):115-124, 1993. implementation
[811]
Song, S. Processus d'Ornstein-Uhlenbeck et ensembles \(W>2,2\)-polaires. Potential Anal., 2(2):171-186, 1993. implementation
[812]
Song, S. Inégalités relatives aux processus d'Ornstein-Uhlenbeck à \(n\)-paramètres et capacité gausienne \(c_n,2\). C. R. Acad. Sci. Paris Sér. I Math., 316(2):191-193, 1993.
[813]
Veeravalli, A. Compactification d'actions de \(\bf R>k\) et systèmes hamiltoniens de type torique. C. R. Acad. Sci. Paris Sér. I Math., 317(3):289-292, 1993.
[814]
Joyce, C., Fanning, L., Malcolm, S., Richard, I., Broux, O., Beckmann, J.S., Flint, T., Kruse, T.A., Vergnaud, G. & Cox, S.A. The EUROGEM map of human chromosome 15.. European Journal of Human Genetics, 2(3):232-3, Nature Publishing Group, 1993. implementation
[815]
Flint, T.J., Hertz, J.M., Vergnaud, G., Orru, S., Harvey, C.B., Bakker, B. & Kruse, T.A. The EUROGEM map of human chromosome 2.. European Journal of Human Genetics, 2(3):206-7, Nature Publishing Group, 1993. implementation
[816]
Lacombe, G. & Lerat, A. On the steady-state accuracy of an implicit Navier-Stokes solver of Lax-Wendroff type. In Numerical methods for fluid dynamics, 4 (Reading, 1992), pages 365-373, Oxford Univ. Press, New York, 1993.
[817]
Lemarie-Rieusset, P.G. Projection operators in multiresolution analysis. In Different perspectives on wavelets (San Antonio, TX, 1993), 47:59-76, Amer. Math. Soc., Providence, RI, 1993. implementation
[818]
Lemarie-Rieusset, P.G. A wavelet representation of past and future. In Progress in wavelet analysis and applications (Toulouse, 1992), pages 701-706, Frontières, Gif-sur-Yvette, 1993.
[819]
Mas-Gallic, S., Louaked, M. & Pironneau, O. A particle in cell method for the \(2\)-D compressible Euler equations. In Vortex flows and related numerical methods (Grenoble, 1992), 395:373-387, Kluwer Acad. Publ., Dordrecht, 1993.
[820]
Song, S. Inégalités relatives aux processus d'Ornstein-Uhlenbeck à \(n\)-paramètres et capacité gaussienne \(c_n,2\). In Séminaire de Probabilités, XXVII, 1557:276-301, Springer, Berlin, 1993. implementation
[821]
1992
[822]
Lemarie-Rieusset, P.G. Analyses multi-résolutions non orthogonales, commutation entre projecteurs et dérivations et ondelettes vecteurs à divergence nulle. Revista Mat. Iberoamer. 8, 1992.
[823]
Lemarie-Rieusset, P.G. Existence de fonctions-pères pour les ondelettes à support compact. Comptes Rendus Acad. Sci. 314, 1992.
[824]
Lemarie-Rieusset, P.G. Sur l'existence des analyses multi-résolutions en théorie des ondelettes. Revista Mat. Iberoamer. 8, 1992.
[825]
Lemarie-Rieusset, P.G. Wavelets and operators. St Petersburg Math. Journal 3, 1992.
[826]
Song, S. Admissible vectors and their associated Dirichlet forms. Potential Anal., 1(4):319-336, 1992. implementation
1991
[827]
Chikhi, J. Sur la réflexion des oscillations pour un système à deux vitesses. C. R. Acad. Sci. Paris Sér. I Math., 313(10):675-678, 1991.
[828]
Chikhi, J. Réflexion d'ondes striées pour un système à deux vitesses. C. R. Acad. Sci. Paris Sér. I Math., 312(13):975-977, 1991.
[829]
Lemarie-Rieusset, P.G. Ondelettes et opérateurs [en russe/russian]. Algebra and Analysis (Leningrad) 3, 1991.
[830]
Lemarie-Rieusset, P.G. La propriété de support minimum dans les analyses multi-résolutions. Comptes Rendus Acad. Sci. 312, 1991.
[831]
Lemarie-Rieusset, P.G. Fonctions à support compact dans les analyses multi-résolutions. Revista Mat. Iberoamer. 7, 1991.
[832]
Lemarie-Rieusset, P.G. Ondelettes vecteurs à divergence nulle. Comptes Rendus Acad. Sci. 313, 1991.
[833]
Song, S. Remarks on measure branching processes. In Chinese mathematics into the 21st century (Tianjin, 1988), pages 193-203, Peking Univ. Press, Beijing, 1991.
1987
[834]
Song, S. & Yor, M. Inégalités pour les processus self-similaires arrêtés à un temps quelconque. In Séminaire de Probabilités, XXI, 1247:230-245, Springer, Berlin, 1987. implementation
publications.txt · Last modified: 2015/12/18 15:37 by Christophe Ambroise

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