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Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach
Laurent Denis
,
Anis Matoussi
,
Jing Zhang
Journal articles
hal-03040517v1
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A Finite Horizon Optimal Multiple Switching Problem
Alexandre Popier
,
Boualem Djehiche
,
Said Hamadène
Journal articles
hal-01636320v1
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Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations
Ying Hu
,
Anis Matoussi
,
Tusheng Zhang
Journal articles
hal-01058778v1
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On hypothesis tests in misspecified change-point problems for a Poisson process
Christian Farinetto
Journal articles
hal-01759542v1
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Viscosity Solutions of system of PDEs with Interconnected Obstacles and nonlinear Neumann Boundary Conditions
Brahim Boufoussi
,
Said Hamadène
,
Manal Jakani
2022
Preprints, Working Papers, ...
hal-03120824v2
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Comments on the presence of serial correlation in the random coefficients of an autoregressive process
Frédéric Proïa
,
Marius Soltane
Journal articles
hal-02861556v1
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The Akan Weighing System restored after 120 years of oblivion. A metrological study of 9301 geometric gold-weights
Christian Farinetto
,
Jean-Jacques Crappier Pierre Gascou Carole Maunoury Franck Maunoury Gi Mateusen
Colligo : Histoire(s) des collections, 2019
Journal articles
hal-02860698v1
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Backward stochastic Volterra integral equations with jumps in a general filtration
Alexandre Popier
Journal articles
hal-03178603v1
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Hidden Markov models revealing the stress field underlying the earthquake generation
I. Votsi
,
N. Limnios
,
G. Tsaklidis
,
E. Papadimitriou
Journal articles
hal-01635223v1
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Some explanations about the IWLS algorithm to fit generalized linear models
Christophe Dutang
2017
Preprints, Working Papers, ...
hal-01577698v1
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OneStep : Le Cam's One-step Estimation Procedure
Alexandre Brouste
,
Christophe Dutang
,
Darel Noutsa Mieniedou
Journal articles
hal-03452455v1
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Comments on the ELSV compactification of Hurwitz stacks
Bashar Dudin
2014
Preprints, Working Papers, ...
hal-00705862v2
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Solvency tuned premium for a composite loss distribution
Alexandre Brouste
,
Anis Matoussi
,
Tom Rohmer
,
Christophe Dutang
,
Vanessa Désert
et al.
2018
Preprints, Working Papers, ...
hal-01883508v1
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ASYMPTOTIC EFFICIENCY IN THE AUTOREGRESSIVE PROCESS DRIVEN BY A STATIONARY GAUSSIAN NOISE
Marius Soltane
2018
Preprints, Working Papers, ...
hal-01899971v1
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A Mean Field Game of Optimal Portfolio Liquidation
Guanxing Fu
,
Paulwin Graewe
,
Ulrich Horst
,
Alexandre Popier
Journal articles
hal-03663072v1
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A generalized linear model approach to seasonal aspects of wind speed modeling
Alexandre Brouste
,
Alain Bensoussan
,
Pierre Bertrand
Journal articles
hal-01634620v1
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CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS
Alexandre Brouste
,
Chunhao Cai
Journal articles
hal-01634610v1
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An extended existence result for quadratic BSDEs with jumps with application to the utility maximization problem
Marie Amélie Morlais
2018
Preprints, Working Papers, ...
hal-01835176v1
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Utility Maximization in a jump market model
Marie Amélie Morlais
2018
Preprints, Working Papers, ...
hal-01835198v1
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Utility Maximization Problem with Uncertainty and a Jump Setting
Sarah Kaakai
,
Anis Matoussi
,
Achraf Tamtalini
2022
Preprints, Working Papers, ...
hal-03813812v3
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Confidence intervals for annual wind power production
Alain Bensoussan
,
Pierre Raphaël Bertrand
,
Alexandre Brouste
,
Nabiha Haouas
,
Mehdi Fhima
et al.
Journal articles
hal-01634613v1
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Lapse tables for lapse risk management in insurance: a competing risk approach
Xavier Milhaud
,
Christophe Dutang
Journal articles
hal-01985256v1
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Second order reflected backward stochastic differential equations
Anis Matoussi
,
Dylan Possamaï
,
Chao Zhou
Journal articles
hal-00919119v1
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Ethical and social implications of approaching death prediction in humans - when the biology of ageing meets existential issues
Marie Gaille
,
Marco Araneda
,
Clément Dubost
,
Clémence Guillermain
,
Sarah Kaakai
et al.
Journal articles
halshs-03085823v1
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System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains
Manal Jakani
2022
Preprints, Working Papers, ...
hal-03913755v1
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Statistical problems for SDEs and for backward SDEs
Li Zhou
Theses
tel-00808623v1
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Scattering of flexural waves by a pit of quadratic profile inserted in an infinite thin plate
Omar Aklouche
,
Adrien Pelat
,
Sylvain Maugeais
,
François Gautier
Journal articles
hal-02453174v1
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ASYMPTOTIC DECOMPOSITION OF SOLUTIONS TO RANDOM PARABOLIC OPERATORS WITH OSCILLATING COEFFICIENTS
Marina Kleptsyna
,
Andrey Piatnitski
,
Alexandre Popier
2020
Preprints, Working Papers, ...
hal-02954085v1
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Some results on backward equations and stochastic partial differential equations with singularities
Lambert Piozin
Theses
tel-01223251v1
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Minimal blowing pressure allowing periodic oscillations in a simplied reed musical instrument model: Bouasse-Benade prescription assessed through numerical continuation
Joel Gilbert
,
Sylvain Maugeais
,
Christophe Vergez
Acta Acustica, In press
Journal articles
hal-02994219v2
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