Publications et prépublications du laboratoire

Les prépublications des membres du laboratoire peuvent être consultées sur les deux sites suivants

Une liste non exhaustive des publications du laboratoire basée sur les serveurs de HAL est présentée ci-dessous :

2012

  • Estimation of second order parameters using probability-weighted moments
    Julien Worms, Rym Worms
    ESAIM: Probability and Statistics 16 (2012) 97-113     
  • Study of a $3D$ Ginzburg-Landau functional with a discontinuous pinning term
    Mickaël dos Santos
    Nonlinear Analysis: Theory, Methods and Applications 75 17 (2012) 6275-6296     
  • A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems
    Dan Goreac, Oana-Silvia Serea
    Electronic Communications in Probability 17 (2012)      
  • Interactions between compressed sensing, random matrices, and high dimensional geometry
    Djalil Chafai, Olivier Guédon, Guillaume Lecué, Alain Pajor
    Société Mathématique de France (2012) In press (Panoramas et Synthèses n°37)     
  • A note on the controllability of jump diffusions with linear coefficients
    Dan Goreac
    IMA Journal of Mathematical Control and Information 29 3 (2012) 427-435     
  • Null-series on the complex sphere
    Evgeny Abakumov, Evgueni Doubtsov
    J. Approx. Theory 164 10 (2012) 1427-1442     
  • From the Ginzburg-Landau Model to Vortex Lattice Problems
    Etienne Sandier, Sylvia Serfaty
    Communications in Mathematical Physics 313 3 (2012) 635-743     
  • Linearization Techniques for Controlled Piecewise Deterministic Markov Processes; Application to Zubov's Method
    Dan Goreac, Oana Silvia Serea
    Applied Mathematics and Optimization 66 2 (2012) 209-238     
  • Global well-posedness for Navier-Stokes equations in critical Fourier-Herz spaces
    Marco Cannone, Gang Wu
    Nonlinear Analysis: Theory, Methods and Applications 75 9 (2012) 3754--3760     
  • The spinor representation formula in 3 and 4 dimensions
    Pascal Romon, Julien Roth
    Conference on Pure and Applied Differential Geometry (2012) 300     
  • Optimal stopping in a general framework
    Magdalena Kobylanski, Marie-Claire Quenez
    Electronic Journal of Probability 17 72 (2012) 1-28     
  • Convergence of a misanthrope process to the entropy solution of 1D problems
    Robert Eymard, Michel Roussignol, Antoine Tordeux
    Stochastic Processes and their Applications 122 (2012) http://www.sciencedirect.com/science/article/pii/S0304414912001536     
  • Level sets of multiple ergodic averages
    Fan Ai-Hua, Lingmin Liao, Ji-Hua Ma
    Monatshefte für Mathematik 168 (2012) 17--26     
  • Conservation of geometric structures for non-homogeneous inviscid incompressible fluids
    Francesco Fanelli
    Communications in Partial Differential Equations 37 9 (2012) 1553-1595     
  • Reverse estimates in growth spaces
    Evgeny Abakumov, Evgueni Doubtsov
    Mathematische Zeitschrift 271 (2012) 399-413     
  • Skew Killing spinors
    Georges Habib, Julien Roth
    Central European Journal of Mathematics 10 3 (2012) 844-856     
  • Finite volume schemes for the biharmonic problem on general meshes
    Robert Eymard, Thierry Gallouët, Raphaele Herbin, Alexander Linke
    Mathematics of Computation 81 280 (2012) 2019-2048     
  • AN ALMOST SCHUR THEOREM ON 4-DIMENSIONAL MANIFOLDS
    Yuxin Ge, Guofang Wang
    Proceedings of the American Mathematical Society 140 3 (2012) 1041-1044     
  • Large deviations estimates for the multiscale analysis of heart rate variability
    Patrick Loiseau, Claire Médigue, Paulo Gonçalves, Najmeddine Attia, Stéphane Seuret, François Cottin, Denis Chemla, Michel Sorine, Julien Barral
    Physica A: Statistical Mechanics and its Applications 391 22 (2012) 5658-5671     
  • Continuous-time skewed multifractal processes as a model for financial returns
    Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy
    Journal of Applied Probability 49 2 (2012) 482--502     
  • Transport-entropy inequalities on the line
    Nathael Gozlan
    Electronic Journal of Probability 17 49 (2012) 1-18     
  • Lack of compactness in the 2D critical Sobolev embedding, the general case
    Hajer Bahouri, Mohamed Majdoub, Nader Masmoudi
    Comptes Rendus. Mathématique 350 (2012) 177--181     
  • Vertex-centred Discretization of Multiphase Compositional Darcy Flows on General Meshes
    Cindy Guichard, Robert Eymard, Raphaele Herbin, Roland Masson, P Samier
    ECMOR XIII - 13th European Conference on the Mathematics of Oil Recovery (2012)      
  • General nonexact oracle inequalities for classes with a subexponential envelope
    Guillaume Lecué, Shahar Mendelson
    Annals of Statistics 40 2 (2012) 832-860     
  • A point of view on Gowers uniformity norms
    Bernard Host, Bryna Kra
    New York Journal of Mathematics 18 (2012) 213--48     
  • A Lagrangian Approach for the Incompressible Navier-Stokes Equations with Variable Density
    Raphaël Danchin, Piotr Bogusław Mucha
    Communications on Pure and Applied Mathematics 65 (2012) 1458-1480     
  • A non-linear problem involving a critical Sobolev exponent.
    Soohyun Bae, Rejeb Hadiji, Francois Vigneron, Habib yazidi
    Journal of Mathematical Analysis and Applications 396 1 (2012) 98-107     
  • Stochastic methodology for the study of an epidemic decay phase, based on a branching model
    Sophie Penisson, Christine Jacob
    International Journal of Stochastic Analysis 2012 2012 (2012) 598701     
  • A simple variance inequality for U-statistics of a Markov chain with applications
    Gersende Fort, Eric Moulines, Pierre Priouret, Pierre Vandekerkhove
    Statistics and Probability Letters 82 6 (2012) 1193--1201     
  • Refined inequalities on graded Lie groups
    Hajer Bahouri, Clotilde Fermanian Kammerer, Isabelle Gallagher
    Comptes rendus de l'Académie des sciences. Série I, Mathématique (2012) p.393-397     
  • Numerical modeling of the mount Steller landslide flow history and of the generated long period seismic waves
    Laurent Moretti, Anne Mangeney, Yann Capdeville, Eléonore Stutzmann, Christian Huggel, Demian Schneider, François Bouchut
    Geophysical Research Letters 39 16 (2012) L16402     
  • Central limit theorems for additive functionals of ergodic Markov diffusions processes
    Patrick Cattiaux, Djalil Chafai, Arnaud Guillin
    ALEA : Latin American Journal of Probability and Mathematical Statistics 9 2 (2012) 337-382     
  • The smooth-fit property in an exponential Lévy model
    Damien Lamberton, Mohammed Mikou
    Journal of Applied Probability 49 1 (2012) 137-149     
  • Vertex centred Discretization of Two-Phase Darcy flows on General Meshes
    Robert Eymard, Cindy Guichard, Raphaele Herbin, Roland Masson
    ESAIM: Proceedings 35 (2012) 59-78     
  • American options by Malliavin calculus and nonparametric variance and bias reduction methods
    L. Abbas-Turki, Bernard Lapeyre
    SIAM Journal on Financial Mathematics 3 1 (2012) 479 - 510     
  • Estimation of a semiparametric mixture of regressions model.
    Pierre Vandekerkhove
    Journal of Nonparametric Statistics (2012) 1-28     
  • Universality in one dimensional Hierarchical Coalescence Processes
    A. Faggionato, F. Martinelli, Cyril Roberto, C. Toninelli
    Annals of Probability 40 4 (2012) 1377-1435     
  • Asymptotic of grazing collisions and particle approximation for the Kac equation without cutoff
    Nicolas Fournier, David Godinho
    Communications in Mathematical Physics 316 2 (2012) 207-344     
  • Around the circular law
    Charles Bordenave, Djalil Chafai
    Probability Surveys 9 (2012) 1-89     
  • Bivariate Gamma wear processes for track geometry modelling, with application to intervention scheduling
    Sophie Mercier, Carolina Meier-Hirmer, Michel Roussignol
    Structure and Infrastructure Engineering 8 4 (2012) 357-366     
  • Vertex-centred discretization of multiphase compositional Darcy flows on general meshes
    Robert Eymard, Cindy Guichard, Raphaele Herbin, Roland Masson
    Computational Geosciences 16 4 (2012) 987 - 1005     
  • A survey on Fourier analysis methods for solving the compressible Navier-Stokes equations
    Raphaël Danchin
    Science China Mathematics 55 2 (2012) 245--275     
  • Convergence in law in the second Wiener/Wigner chaos
    Ivan Nourdin, Guillaume Poly
    Electronic Communications in Probability 17 36 (2012) 1-12     
  • Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems
    Dan Goreac, Oana Silvia Serea
    ESAIM: Control, Optimisation and Calculus of Variations 18 3 (2012) 836-855     
  • High-order explicit time-integrators for discontinuous Galerkin discretizations of the Maxwell equations
    Hassan Fahs, Mohamad Safa
    International Journal of Modeling, Simulation, and Scientific Computing 4 1 (2012) Article ID : 1250029     
  • Existence results for flows of slightly compressible viscoelastic fluids in a bounded domain with corners
    Colette Guillopé, Zaynab Salloum, Raafat Talhouk
    Analysis and Applications 10 4 (2012) 381-411     
  • The almost sure invariance principle for unbounded functions of expanding maps
    Jerome Dedecker, Sébastien Gouëzel, Florence Merlevede
    ALEA : Latin American Journal of Probability and Mathematical Statistics 9 (2012) 141-163     
  • SPECTRUM OF STOCHASTIC ADDING MACHINES AND FIBERED JULIA SETS
    Ali Messaoudi, Olivier Sester, Glauco Valle
    Stochastics and Dynamics 13 3 (2012) 1250021 (26 pages)     
  • Dynamical properties of the negative beta transformation
    Lingmin Liao, Wolfgang Steiner
    Ergodic Theory and Dynamical Systems 32 5 (2012) 1673-1690     
  • The divergence equation in rough spaces
    Raphaël Danchin, Piotr Boguslaw Mucha
    Journal of Mathematical Analysis and applications 386 1 (2012) 10--31     
  • Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
    Dan Goreac
    ESAIM: Control, Optimisation and Calculus of Variations 18 2 (2012) 401-426     
  • Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model
    Damien Lamberton, Mohammed Mikou
    Finance and Stochastics 17 2 (2012) 355-394     
  • Some recent developments in functional inequalities
    Emmanuel Boissard, Nathael Gozlan, Joseph Lehec, Christian Léonard, Georg Menz, André Schlichting
    Journées MAS 2012 - Concentration et application 44 (2012) 338-354     
  • On the Lawrence-Doniach model of superconductivity: magnetic fields parallel to the axes.
    Etienne Sandier, Stan Alama, Lia Bronsard
    J. Eur. Math. Soc. 14 6 (2012) 1825-1857     
  • Some applications of linear programming formulations in stochastic control
    Dan Goreac, Oana Silvia Serea
    Journal of Optimization Theory and Applications 155 2 (2012) 572-593     
  • Small-stencil 3D schemes for diffusive flows in porous media
    Robert Eymard, Cindy Guichard, Raphaele Herbin
    ESAIM: Mathematical Modelling and Numerical Analysis 46 (2012) 265-290     
  • Single switch surface hopping for molecular quantum dynamics
    Clotilde Fermanian Kammerer, Caroline Lasser
    Journal of Mathematical Chemistry 50 3 (2012) 620--635     
  • Finite volume approximation of degenerate two-phase flow model with unlimited air mobility
    Boris Andreianov, Robert Eymard, Mustapha Ghilani, Nouzha Marhraoui
    Numerical Methods for Partial Differential Equations 29 2 (2012) pp. 441-474     

2011

  • Spinorial characterizations of surfaces into 3-dimensional psuedo-Riemannian space forms
    Marie-Amélie Lawn, Julien Roth
    Mathematical Physics, Analysis and Geometry 14 3 (2011) 185-195     
  • GLOBAL EXISTENCE RESULTS FOR THE ANISOTROPIC BOUSSINESQ SYSTEM IN DIMENSION TWO
    Raphaël Danchin, Marius Paicu
    Mathematical Models and Methods in Applied Sciences 21 3 (2011) 421-457     
  • Viability of stochastic semi-linear control systems via the quasi-tangency condition
    Dan Goreac
    IMA Journal of Mathematical Control and Information 28 3 (2011) 391--415     
  • Statistical analysis of self-similar conservative fragmentation chains
    Marc Hoffmann, Nathalie Krell
    Bernoulli 17 1 (2011) 395-423     
  • Modelling microstructure noise with Hawkes processes
    Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, J.-F. Muzy
    ICASSP 2011 International Conference on acoustics, speech and signal processing. Session: Signal Processing Methods for Finance Applications (2011)      
  • Spectrum of non-Hermitian heavy tailed random matrices
    Charles Bordenave, Pietro Caputo, Djalil Chafai
    Communications in Mathematical Physics 307 2 (2011) 513-560     
  • A study of the emergence of kinematic waves in targeted state car-following models of traffic
    Antoine Tordeux, S. Lassare, Michel Roussignol
    Cybergeo : Revue européenne de géographie / European journal of geography (2011)      
  • From concentration to logarithmic Sobolev and Poincare inequalities
    Nathael Gozlan, Cyril Roberto, Paul-Marie Samson
    Journal of Functional Analysis 260 5 (2011) 1491--1522     
  • Piecewise Deterministic Markov Processes and maintenance modelling: application to maintenance of a train air conditioning system
    W. Lair, Sophie Mercier, M. Roussignol, R. Ziani
    Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability 225 2 (2011) 199-209     
  • The well-posedness issue for the density-dependent in endpoint Besov spaces
    Raphaël Danchin, Francesco Fanelli
    Journal de Mathématiques Pures et Appliquées 96 3 (2011) 253--278     
  • Some estimates in extended stochastic volatility models of Heston type
    Vlad Bally, Stefano de Marco
    Risk and Decision Analysis 2 4 (2011) 195-206     
  • Numerical Method for Reflected Backward Stochastic Differential Equations
    Miguel Martínez, Jaime San Martín, Soledad Torres
    Stochastic Analysis and Applications 29 6 (2011) 1008-1032     
  • Singularity Spectrum of Generic alpha-Holder Regular Functions After Time Subordination
    Zoltan Buczolich, Stephane Seuret
    Journal of Fourier Analysis and Applications 17 3 (2011) 457--485     
  • On Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics
    Dan Goreac
    Seventh Congress of Romanian Mathematicians 5 54 (2011) 131-144     
  • Finite volume schemes for the approximation via characteristics of linear convection equations with irregular data
    François Bouchut, Robert Eymard, Alain Prignet
    Journal of Evolution Equations 11 3 (2011) 687-724     
  • Invariance principles for linear processes with application to isotonic regression
    Jérôme Dedecker, Florence Merlevède, Magda Peligrad
    Bernoulli 17 1 (2011) 88-113     
  • Solutions on a torus for a semilinear equation
    Genevieve Allain, Anne Beaulieu
    Proceedings of the Royal Society of Edinburgh: Section A, Mathematics 141 2 (2011) 371-382     
  • The Gauss Map of Minimal Surfaces in the Heisenberg Group
    Benoit Daniel
    International Mathematics Research Notices 3 (2011) 674--695     
  • Two results on the Dunkl maximal operator
    Luc Deleaval
    Studia Mathematica 203 (2011) 47-68     
  • Global existence results for the anisotropic Boussinesq system in dimension two
    Raphaël Danchin, Marius Paicu
    Mathematical Models and Methods in Applied Sciences 21 3 (2011) 421-457     
  • Singularity spectrum of generic $\alpha$-Holder regular functions after time subordination
    Stephane Seuret, Zoltán Buczolich
    Journal of Fourier Analysis and Applications 17 3 (2011) 457-485     
  • Interpolating thin-shell and sharp large-deviation estimates for isotropic log-concave measures
    Olivier Guédon, Emanuel Milman
    Geometric And Functional Analysis 21 5 (2011) 1043-1068     
  • Correlation and Brascamp-Lieb Inequalities for Markov Semigroups
    Franck Barthe, Dario Cordero-Erausquin, Michel Ledoux, Bernard Maurey
    International Mathematics Research Notices 10 (2011) 2177--2216     
  • Hybrid finite volume discretization of linear elasticity models on general meshes
    Daniele Antonio Di Pietro, Robert Eymard, Simon Lemaire, Roland Masson
    FVCA 6 4 (2011) 331-339     
  • Continuity correction for barrier options in jump-diffusion models
    El Hadj Aly Dia, Damien Lamberton
    SIAM Journal on Financial Mathematics 2 1 (2011) 866-900     
  • A critical elliptic problem for polyharmonic operators
    Yuxin Ge, Juncheng Wei, Feng Zhou
    Journal of Functional Analysis 260 (2011) 2247-2282     
  • On the volume product of polygons
    Mathieu Meyer, Shlomo Reisner
    ABHANDLUNGEN AUS DEM MATHEMATISCHEN SEMINAR DER UNIVERSITAT HAMBURG 81 1 (2011) 93--100     
  • Smoluchowski's equation: rate of convergence of the Marcus-Lushnikov process
    Eduardo Cepeda, Nicolas Fournier
    Stochastic Processes and their Applications 121 6 (2011) 1411-1444     
  • Rates of convergence in the strong invariance principle for non adapted sequences. Application to ergodic automorphisms of the torus
    Jérôme Dedecker, Florence Merlevède, Françoise Pene
    High dimensional probability 6 66 (2011) 113-138     
  • ON ADAPTIVE INFERENCE AND CONFIDENCE BANDS
    Marc Hoffmann, Richard Nickl
    Annals of Statistics 39 5 (2011) 2383--2409     
  • Multifractal spectrum and generic properties of functions monotone in several variables
    Zoltan Buczolich, Stephane Seuret
    Journal of Mathematical Analysis and applications 382 1 (2011) 110--126     
  • SMOOTHNESS AND ASYMPTOTIC ESTIMATES OF DENSITIES FOR SDES WITH LOCALLY SMOOTH COEFFICIENTS AND APPLICATIONS TO SQUARE ROOT-TYPE DIFFUSIONS
    Stefano de Marco
    The Annals of Applied Probability 21 4 (2011) 1282--1321