1. Recherche
150 résultats  enregistrer la recherche
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hal-01101671v1  Pré-publication, Document de travail
Anna Ben-Hamou, Stephane Boucheron, Mesrob I. Ohannessian. Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications
2015
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hal-01140119v2  Pré-publication, Document de travail
Gérard Biau, Kevin Bleakley, David Mason. Long signal change-point detection
2015
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hal-00795370v2  Pré-publication, Document de travail
Magdalena Kobylanski, Marie-Claire Quenez, Marc Roger de Campagnolle. Dynkin games in a general framework
2011
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tel-00270742v1  Thèse
Hanene Mohamed. Étude Probabiliste d'Algorithmes en Arbre
Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2007. Français
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hal-01349773v1  Article dans une revue
Laura Urbini, Catherine Matias, Marie-France Sagot, Blerina Sinaimeri. Robustness of the Parsimonious Reconciliation Method in Cophylogeny
Springer - Lecture Notes in Computer Science (LNCS), 2016, Algorithms for Computational Biology, 9702, pp.12. <10.1007/978-3-319-38827-4_10>
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hal-00292334v1  Article dans une revue
Bernard Roynette, Pierre Vallois, Marc Yor. A family of generalized gamma convoluted variables
Probability and Mathematical Statistics, 2009, 29 (2), pp.181-204
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hal-01245479v2  Pré-publication, Document de travail
Eddie Aamari, Clément Levrard. Stability and Minimax Optimality of Tangential Delaunay Complexes for Manifold Reconstruction
2016
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hal-00873688v1  Rapport
Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem. Double barrier reflected BSDEs with jumps and generalized Dynkin games
[Research Report] RR-8381, INRIA. 2013
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hal-00772056v2  Article dans une revue
Shie Mannor, Vianney Perchet, Gilles Stoltz. A Primal Condition for Approachability with Partial Monitoring
Journal of Dynamics and Games, AIMS, 2013, pp.2-27
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inria-00580196v1  Article dans une revue
Joachim Lebovits, Jacques Lévy Véhel. White noise-based stochastic calculus with respect to multifractional Brownian motion
Stochastics An International Journal of Probability and Stochastic Processes, Taylor & Francis, 2014, 86 (1), pp.87-124
hal-00610188v1  Chapitre d'ouvrage
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor. Constructing self-similar martingales via two Skorokhod embeddings
C. Donati-Martin, A. Lejay, A. Rouault. Séminaire de probabilités XLIII, Springer, pp.451-503, 2011, Lecture Notes in Mathematics n. 2006, <10.1007/978-3-642-15217-7_21>
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hal-00257403v1  Pré-publication, Document de travail
D. Madan, Bernard Roynette, Marc Yor. An alternative expression for the Black-Scholes formula in terms of Brownian first and last passage times
Prépublication IECN 2008/08. 2008
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hal-01163771v1  Pré-publication, Document de travail
Lucien Birgé, Nelo Magalhães, Pascal Massart. A new V-fold type procedure based on robust tests
2015
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hal-01361789v2  Pré-publication, Document de travail
Gérard Biau, Aurélie Fischer, Benjamin Guedj, James Malley. COBRA: A Nonlinear Aggregation Strategy
40 pages, 5 tables, 12 figures. 2013
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hal-00257593v1  Pré-publication, Document de travail
Bernard Roynette, Marc Yor. Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX
Prépublication IECN 2008/10. 2008
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hal-00112928v1  Pré-publication, Document de travail
Andreas Neuenkirch, Ivan Nourdin, Andreas Roessler, Samy Tindel. Trees and asymptotic developments for fractional stochastic differential equations
46 pages. 2006
hal-00462386v1  Ouvrage (y compris édition critique et traduction)
M. Yor, C. Profeta, Bernard Roynette. Option prices as probabilities. A new look at generalized Black-Scholes formulae
Springer, xxi-270 p., 2010, Springer Finance
hal-00373863v1  Ouvrage (y compris édition critique et traduction)
Bernard Roynette, M. Yor. Penalising Brownian paths
Springer, pp.xii-275, 2009, Lecture Notes in Mathematics n°1969
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hal-00879436v1  Pré-publication, Document de travail
Gérard Biau, David Mason. High-dimensional $p$-norms
19 pages. 2013
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hal-00778520v2  Pré-publication, Document de travail
Gérard Biau, Luc Devroye. Cellular Tree Classifiers
2013
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hal-00780601v1  Rapport
Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem. Reflected backward stochastic differential equations with jumps and partial integro-differential variational inequalities
[Research Report] RR-8213, INRIA. 2013, pp.23
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hal-00736036v2  Article dans une revue
Nicolas Champagnat, Amaury Lambert, Mathieu Richard. Birth and death processes with neutral mutations
International Journal of Stochastic Analysis, Hindawi, 2012, 2012, Article ID 569081, 20 p. <10.1155/2012/569081>
hal-00311571v1  Chapitre d'ouvrage
Christine Fricker, Philippe Robert, Ellen Saada, Danielle Tibi. Analysis of a network model
E. Goles, S. Martinez. Automata Networks, Dynamical Systems and Statistical Physics, Kluwer, pp.159-172, 1992, Kluwer Math. and its Appl
hal-00311606v1  Article dans une revue
Christine Fricker, Philippe Robert, Ellen Saada, Danielle Tibi. Analysis of some networks with interaction
Ann. Appl. Probab., 1994, 4 (4), pp.1112-1128
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hal-00104879v1  Pré-publication, Document de travail
J. Bertoin, T. Fujita, Bernard Roynette, Marc Yor. On a particular class of self-decomposable random variables : the durations of Bessel excursions straddling independent exponential times.
Prépublication IECN 2006/39. 2006

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