149 résultats  enregistrer la recherche


...
hal-01405568v1  Communication dans un congrès
Julyan ArbelJean-Bernard SalomondSequential Quasi Monte Carlo for Dirichlet Process Mixture Models
NIPS - Conference on Neural Information Processing Systems, Dec 2016, Barcelone, Spain
...
hal-00800436v1  Communication dans un congrès
Bernard BonnardMathieu ClaeysOlivier CotsPierre MartinonComparison of Numerical Methods in the Contrast Imaging Problem in NMR
52nd IEEE Conference on Decision and Control, Dec 2013, Firenze, Italy. 2013
...
inria-00360856v1  Communication dans un congrès
Florence MerlevèdeMagda PeligradEmmanuel RioBernstein inequality and moderate deviations under strong mixing conditions
Edited by Christian Houdré, Vladimir Koltchinskii, David M. Mason and Magda Peligrad. High dimensional probability V : the 5th International Conference (HDP V), May 2008, Luminy, France. Institute of Mathematical Statistics, Beachwood, OH, pp.273-292, 2009
hal-00755495v1  Ouvrage (y compris édition critique et traduction)
Sylvain RubenthalerPierre Del MoralBruno RémillardUne introduction aux probabilités.
Ellipses, pp.352, 2006, 9782729830434
...
hal-00755423v1  Communication dans un congrès
Pierre Del MoralBruno RémillardSylvain RubenthalerMONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY
Numerical Methods in Finance, Bordeaux June 2011, Jun 2011, Bordeaux, France. Springer, 12, pp.115-143, 2012, Springer Proceedings in Mathematics. <10.1007/978-3-642-25746-9_4>
hal-00669263v1  Ouvrage (y compris édition critique et traduction)
Bernard BercuDjalil ChafaiModélisation stochastique et simulation - Cours et applications
SMAI. Dunod, pp.352, 2007, Mathématiques appliquées pour le Master - Sciences Sup
inria-00527635v1  Communication dans un congrès
Patrice AbryHerwig WendtStéphane JaffardHannes HelgasonPaulo Gonçalves et al.  Methodology for Multifractal Analysis of Heart Rate Variability: From LF/HF Ratio to Wavelet Leaders
32nd Int. Conf. of the IEEE Engineering in Medicine and Biology Society, Sep 2010, Buenos Aires, Argentina. 2010
...
hal-00814959v1  Chapitre d'ouvrage
Jean DieboltMyriam GarridoStéphane GirardA Goodness-of-fit Test for the Distribution Tail
M. Ahsanullah and S.N.U.A. Kirmani. Topics in Extreme Values, Nova Science, New-York, pp.95-109, 2007, 978-1600217142
...
hal-00170114v3  Article dans une revue
Jean-Francois GrosjeanJulien RothEigenvalue pinching and application to the stability and the almost umbilicity of hypersurfaces
Mathematische Zeitschrift, Springer, 2012, 271 (no. 1-2), pp.469-488
...
hal-00795201v1  Communication dans un congrès
Daniele Antonio Di PietroRobert EymardSimon LemaireRoland MassonHybrid finite volume discretization of linear elasticity models on general meshes
J. Fořt, J. Fürst, J. Halama, R. Herbin, F. Hubert Eds. Finite Volumes for Complex Applications VI Problems & Perspectives, Jun 2011, Prague, Czech Republic. 4, pp.331-339, 2011, Springer Proceedings in Mathematics. <10.1007/978-3-642-20671-9_35>
hal-01090600v1  Article dans une revue
Miguel CouceiroJean-Luc MarichalPolynomial functions over bounded distributive lattices
Journal of Multiple-Valued Logic and Soft Computing, 2012, 18, 18, pp.10
hal-01090634v1  Communication dans un congrès
Miguel CouceiroJean-Luc MarichalQuasi-Lovász extensions on bounded chains
15th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU 2014, Jul 2014, Montpellier, France. Springer, 442, 2014, Communications in Computer and Information Science. <10.1007/978-3-319-08795-5_21>
...
hal-01334257v2  Communication dans un congrès
Kacper PlutaGuillaume MorozYukiko KenmochiPascal RomonQuadric Arrangement in Classifying Rigid Motions of a 3D Digital Image
The 18th International Workshop on Computer Algebra in Scientific Computing, Jun 2016, Bucharest, Romania. Springer, 9890, pp.426 - 443, 2016, Lecture Notes in Computer Science. <10.1007/978-3-319-45641-6_27>
...
hal-00547668v1  Article dans une revue
El Hadj Aly DiaDamien LambertonContinuity correction for barrier options in jump-diffusion models
SIAM Journal on Financial Mathematics, SIAM, 2011, 2 (1), pp.866-900. <10.1137/100817553>
...
hal-00796701v1  Article dans une revue
Damien LambertonOptimal stopping with irregular reward functions
Stochastic Processes and their Applications, Elsevier, 2009, 119 (10), pp.3253-3284
...
hal-00140440v1  Article dans une revue
Nicolas FournierJean-Sébastien GietExistence of densities for jumping S.D.E.s
Stochastic Processes and their Applications, Elsevier, 2005, 116 (4), pp.643-661