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Frédéric Bernardin, Mireille Bossy, Miguel Martinez, Denis Talay. On mean numbers of passage times in small balls of discretized Itô processes. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2009, 14, pp.302-316. ⟨10.1214/ecp.v14-1479⟩. ⟨hal-00602053⟩
Sophie Mercier, C. Meier-Hirmer, M. Roussignol. Modelling track geometry by a bivariate Gamma wear process, with application to maintenance. xx. Risk and Decision Analysis in Maintenance Optimization and Flood Management, IOS Press, Delft, pp.123--136, 2009. ⟨hal-00868498⟩
Florin Avram, Dan Goreac. Do Generalized Draw-down Times Lead to Better Dividends? A Pontryaghin Principle-Based Answer. IMA Journal of Mathematical Control and Information, Oxford University Press (OUP), In press, ⟨10.1093/imamci/dnaa036⟩. ⟨hal-03013802⟩
Emmanuelle Clément, Arnaud Gloter, Huong Nguyen. Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process. ESAIM: Probability and Statistics, EDP Sciences, 2018, 22, pp.58-95. ⟨10.1051/ps/2018009⟩. ⟨hal-01772290⟩
Emmanuelle Clément, Arnaud Gloter, Huong Nguyen. LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process. ESAIM: Probability and Statistics, EDP Sciences, 2019, 23, pp.136-175. ⟨10.1051/ps/2018007⟩. ⟨hal-02925328⟩
Florin Avram, Dan Goreac, Juan Li, Xiaochi Wu. Equity Cost Induced Dichotomy for Optimal Dividends in the Cramér-Lundberg Model. Mathematics , MDPI, 2021, Special Issue Frontiers of Stochastic Processes Applied to Modelling in Finance, 9 (9), pp.931. ⟨10.3390/math9090931⟩. ⟨hal-02912757⟩
Clotilde Lepers, Sylvain Billiard, Matthieu Porte, Sylvie Méléard, Viet-Chi Tran. Inference with selection, varying population size and evolving population structure: Application of ABC to a forward-backward coalescent process with interactions. Heredity, Nature Publishing Group, 2021, 126, pp.335-350. ⟨hal-02327455v2⟩
Sophie Penisson, Christine Jacob. Stochastic methodology for the study of an epidemic decay phase, based on a branching model. International Journal of Stochastic Analysis, Hindawi, 2012, 2012 (2012), pp.598701. ⟨10.1155/2012/598701⟩. ⟨hal-00794862⟩
Amine Asselah, Bruno Schapira. Random Walk, Local times, and subsets maximizing capacity. 2020. ⟨hal-02499113v1⟩
Xavier Milhaud, Denys Pommeret, yahia Salhi, Pierre Vandekerkhove. Semiparametric two-sample mixture components comparison test. 2020. ⟨hal-02491127v1⟩
Evgenii Chzhen, Christophe Denis, Mohamed Hebiri, Luca Oneto, Massimiliano Pontil. Leveraging Labeled and Unlabeled Data for Consistent Fair Binary Classification. NeurIPS 2019 - 33th Annual Conference on Neural Information Processing Systems, Dec 2019, Vancouver, Canada. ⟨hal-02150662v2⟩
Peggy Cénac, Arnaud Le Ny, Basile de Loynes, yoann Offret. Persistent Random Walks. I. Recurrence Versus Transience. Journal of Theoretical Probability, Springer, 2018, 31 (1), pp.232-243. ⟨10.1007/s10959-016-0714-4⟩. ⟨hal-02039422v1⟩
Gwenaëlle Castellan, Anthony Cousien, Viet Chi Tran. Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to Epidemiology. 2015. ⟨hal-01249333v3⟩
Pierre Etoré, Miguel Martinez. A transformed stochastic Euler scheme for multidimensional transmission PDE. 2019. ⟨hal-01800305v2⟩
Minh-Lien Jeanne Nguyen, Claire Lacour, Vincent Rivoirard. Adaptive greedy algorithm for moderately large dimensions in kernel conditional density estimation. [Research Report] Paris Saclay; Paris Est; Paris IX Dauphine. 2019. ⟨hal-02085677v1⟩
Rodrigo Bissacot, Eric Endo, Aernout van Enter, B. Kimura, Arnaud Le Ny, et al.. Dyson models under renormalization and in weak fields. 2019. ⟨hal-02042304⟩
F Henning, C Kuelske, A Le Ny, U A Rozikov. GRADIENT GIBBS MEASURES FOR THE SOS MODEL WITH COUNTABLE VALUES ON A CAYLEY TREE. 2019. ⟨hal-02037877⟩
Julien Worms, Rym Worms. Estimation of extremes for Weibull-tail distributions in the presence of random censoring. Extremes, Springer Verlag (Germany), 2019, 22 (4), p667-704. ⟨10.1007/s10687-019-00354-2⟩. ⟨hal-02024397⟩
Suzanne Varet, Claire Lacour, Pascal Massart, Vincent Rivoirard. Numerical performance of Penalized Comparison to Overfitting for multivariate kernel density estimation. 2019. ⟨hal-02002275⟩
Christiane Cocozza-Thivent, Robert Eymard, Sophie Mercier, Michel Roussignol. Characterization of the marginal distributions of Markov processes used in dynamic reliability. Journal of Applied Mathematics and Stochastic Analysis, North Atlantic Science Publishing Company, 2006, 2006, pp.1-18. ⟨10.1155/jamsa/2006/92156⟩. ⟨hal-02004712⟩
Number of fulltext
366
Number of reference
182
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