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 :

2003

  • Maintenance policy for a continuously monitored deteriorating system
    Probability in the Engineering and Informational Sciences 17 2 (2003) 235-250     
  • Nonparametric estimation of renewal processes from count data.
    Canadian Journal of Statistics 31 2 (2003) 191-223     
  • Rate of convergence for the generalized Pareto approximation of the excesses
    Advances in Applied Probability 35 4 (2003) 1007--1027     
  • Some inequalities about mixed volumes
    Israël Journal of Mathematics 135 (2003) 157--179     
  • Common hypercyclic vectors for multiples of backward shift
    Journal of Functional Analysis 200 2 (2003) 494--504     
  • H-convergence and numerical schemes for elliptic equations
    SIAM Journal on Numerical Analysis (2003) 539-562     
  • Extensions of Meyers-Ziemer results
    Israël Journal of Mathematics 133 (2003) 357--367     
  • HOMOGENIZATION OF THE GINZBURG-LANDAU EQUATION IN A DOMAIN WITH OSCILLATING BOUNDARY
    Comm. Appl. Anal. 7 (2003) p. 209-223,     
  • Weakly expanding skew-products of quadratic maps
    Ergodic Theory and Dynamical Systems 23 5 (2003) 1401-1414     
  • Estimation of the Asymptotic Variance in the CLT for Markov Chains
    Stochastic Models 19 4 (2003) 449-465     
  • Sobolev inequalities for probability measures on the real line
    Studia Mathematica 159 3 (2003) 481--497     
  • A generalized stochastic differential utility
    Mathematics of Operations Research (2003) pp.154-180     
  • Some remarks on the linearized operator about the radial solution for the Ginzburg-Landau equation
    Nonlinear Analysis: Theory, Methods and Applications 54 6 (2003) 1079--1119     
  • Improving extremal fit: a Bayesian regularization procedure
    Reliability Engineering and System Safety 82 1 (2003) 21-31     
  • Asymptotic failure rate of a Markov deteriorating system with preventive maintenance
    Journal of Applied Probability 40 1 (2003) 1--19     
  • A note on simultaneous polar and Cartesian decomposition
    GEOMETRIC ASPECTS OF FUNCTIONAL ANALYSIS 1807 (2003) 1--19     
  • From constant mean curvature hypersurfaces to the gradient theory of phase transitions
    Journal of Differential Geometry 64 (2003) 359-423     
  • Entropy jumps in the presence of a spectral gap
    Duke Mathematical Journal 119 1 (2003) 41--63     
  • Sequential condition-based maintenance scheduling for a deteriorating system
    European Journal of Operational Research 150 2 (2003) 451-461     

2002

  • Global solutions and self-similar solutions of semilinear wave equation
    Mathematische Zeitschrift 239 2 (2002) 231--262     
  • An odd Furstenberg-Szemeredi theorem and quasi-affine systems
    Journal d'analyse mathématique 86 (2002) 183--220     
  • Santalo's inequality on C-n by complex interpolation
    Comptes Rendus Mathématique 334 9 (2002) 767--772     
  • Which sequences of holes are admissible for periodic homogenization with Neumann boundary condition?
    ESAIM: Control, Optimisation and Calculus of Variations 8 (2002) 555--585     
  • A Preconditioned Conjugate Gradient Based Algorithm for Coupling Geomechanical-Reservoir Simulations
    Oil & Gas Science and Technology - Revue d'IFP Energies nouvelles 57 5 (2002) 515-523     
  • The geometry of finite topology Bryant surfaces quasi-embedded in a hyperbolic space
    Journal of Differential Geometry 60 (2002) 55-101     
  • Higher dimensional Scherk's hypersurfaces
    Journal de Mathématiques Pures et Appliquées 81 (2002) 241-258     
  • The gaussian image of mean curvature one surfaces in hyperbolic space of finite total curvature
    Advanced Studies in Pure Mathematics 34 (2002) 9-14     
  • From cmc surfaces to Hamiltonian Stationary Lagrangian Surfaces
    Mathematical Society of Japan 9th International Research Institute on Integrable Systems in Differential Geometry 51 (2002) 163-187     
  • Brownian optimal stopping and random walks
    Applied Mathematics and Optimization 45 3 (2002) 283--324     
  • An analysis of a least squares regression method for American option pricing
    Finance and Stochastics 6 4 (2002) 449--471     
  • Some applications of mass transport to Gaussian-type inequalities
    Archive for Rational Mechanics and Analysis 161 3 (2002) 257--269     
  • Log-concave and spherical models in isoperimetry
    Geometric And Functional Analysis 12 1 (2002) 32--55     
  • The space of embedded periodic minimal surfaces
    Indiana University Mathematics Journal 51 5 (2002) 1041-1079     
  • On the best approximation by ridge functions in the uniform norm
    Constructive Approximation 18 1 (2002) 61--85     
  • Hyperplane projections of the unit ball of l(p)(n)
    Discrete and Computational Geometry 27 2 (2002) 215--226     
  • Shift invariant subspaces with arbitrary indices in l(p) spaces
    Journal of Functional Analysis 188 1 (2002) 1--26     
  • Hamiltonian stationary Lagrangian surfaces in C^2
    Communications in Analysis and Geometry 10 1 (2002) 79-126     

2001

  • Optimal portfolio in partially observed stochastic volatility models
    Annals of Applied Probability 11 1 (2001) 210--238     
  • Monotone Markov processes with respect to the reversed hazard rate ordering: An application to reliability
    Journal of Applied Probability 38 1 (2001) 195--208     
  • A biharmonic problem with constraint involving critical Sobolev exponent
    Proceedings of the Royal Society of Edinburgh: Section A Mathematics 131 5 (2001)      
  • Convergence of Conze-Lesigne averages
    Ergodic Theory and Dynamical Systems 21 (2001) 493--509     
  • Parameter estimation for a discrete sampling of an integrated Ornstein-Uhlenbeck process
    Statistics 35 3 (2001) 225--243     
  • Self-normalized large deviations for Markov chains
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 333 9 (2001) 885--890     
  • [Is aggressiveness really inhibited in asthmatic adolescents? An epidemiological approach].
    Revue des Maladies Respiratoires 18 3 (2001) 289-96     
  • Combinatorial configurations of fibered polynomials
    Ergodic Theory and Dynamical Systems 21 (2001) 915--955     
  • The geometry of finite topology surfaces properly embedded in hyperbolic space with constant mean curvature one
    Annals of Mathematics 153 (2001) 623-659     
  • Optimal restarting distribution after repair for a Markov deteriorating system
    Reliability Engineering and System Safety 74 2 (2001) 181--191     
  • Penultimate approximation for the excesses
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 332 11 (2001) 1025--1030     
  • A Riemannian interpolation inequality a la Borell, Brascamp and Lieb
    Inventiones Mathematicae 146 2 (2001) 219--257     
  • Existence and uniqueness for the Prandtl equations
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 332 3 (2001) 277--282     
  • An isoperimetric result for the Gaussian measure and unconditional sets
    Bulletin of the London Mathematical Society 33 (2001) 408--416     

2000

  • A Weierstrass-type representation for Lagrangian surfaces in R^4
    Fifth Pacific Rim Geometry Conference Tohoku Mathematical Publications 20 (2000) 147-152     
  • An extension of Bourdaud-Kateb-Meyer theorem
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 331 3 (2000) 197--200     
  • Estimation of the volatility diffusion coefficient for a stochastic volatility model
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 330 3 (2000) 243--248     
  • Weierstrass representation of Lagrangian surfaces in four-dimensional space using spinors and quaternions
    Commentarii Mathematici Helvetici 75 4 (2000) 668-680     
  • On the entropy of the convex hull of finite sets
    Proceedings of the American Mathematical Society 128 8 (2000) 2393--2403     
  • Moderate deviations principles for self-normalized martingales
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 330 10 (2000) 909--914     
  • Stochastic volatility models as hidden Markov models and statistical applications
    Bernoulli 6 6 (2000) 1051--1079     
  • Concentration of measure inequalities for Markov chains and Φ-mixing processes
    Annals of Probability 28 1 (2000) 416--461     
  • Hamiltonian stationary Lagrangian surfaces in Hermitian symmetric spaces
    Mathematical Society of Japan 9thInternational Research Institute on Integrable Systems in Differential Geometry 308 (2000) 161-178     
  • Sublinear price functionals under portfolio constraints
    Journal of Mathematical Economics 33 3 (2000) 339--351     
  • Optimal stopping and embedding
    Journal of Applied Probability 37 4 (2000) 1143--1148     
  • Regularity of minimizing maps with values in $\mathbb{S}^2$ and some numerical simulations
    Advances in Mathematical Sciences and Applications 10 2 (2000) 711-733     
  • Sectional bodies associated with a convex body
    Proceedings of the American Mathematical Society 128 9 (2000) 2735--2744     
  • Embedded minimal ends of finite type
    Transactions of the American Mathematical Society 353 4 (2000) 1335--1370     
  • On the p-affine surface area
    Advances in Mathematics 152 2 (2000) 288--313     
  • Boundedness up to blow-up of the difference between two solutions to a semilinear heat equation
    Nonlinearity 13 4 (2000) 1189-1216     

1999

  • Maximal hyperplane sections of convex bodies
    Mathematika 46 91 (1999) 131--136     
  • Kahane-Khinchine type inequalities for negative exponent
    Mathematika 46 91 (1999) 165--173     
  • L-p contraction semigroups for vector valued functions
    Positivity 3 1 (1999) 83--93     
  • Global solutions and self-similar solutions of nonlinear wave equations
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 329 1 (1999) 33--36     
  • Substitutional dynamical systems, Bratteli diagrams and dimension groups
    Ergodic Theory and Dynamical Systems 19 (1999) 953-993     
  • Large deviation principle in nonparametric estimation of marked point processes
    STATISTICS & PROBABILITY LETTERS 41 4 (1999) 383--388     
  • On the existence of bounded Palais-Smale sequences and application to a Landesman-Lazer-type problem set on R-N
    Proceedings of the Royal Society of Edinburgh: Section A Mathematics 129 (1999) 787--809     
  • General curvature estimates for stable H-surfaces immersed into a space form
    Journal de Mathématiques Pures et Appliquées 78 9 (1999) 667-700     
  • The fundamental theorem of asset pricing with cone constraints
    Journal of Mathematical Economics 31 2 (1999) 265--279     
  • A short solution to the Busemann-Petty problem
    Positivity 3 1 (1999) 95--100     
  • Moderate deviations principles for autoregressive models of order p
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 328 1 (1999) 67--72     
  • Bridge principle for constant and positive Gauss curvature surfaces
    Communication in analysis and geometry 7 3 (1999) 497-550     
  • Monotone maps preserving periodic measures
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 329 3 (1999) 199--202     

1998

  • Two results concerning chirps and 2-microlocal exponents prescription
    Applied and Computational Harmonic Analysis 5 4 (1998) 487-492     
  • Wear convergence rates for stochastic approximation with application to multiple targets and simulated annealing
    Annals of Applied Probability 8 1 (1998) 10--44     
  • Some pathological traps for stochastic approximation
    SIAM Journal on Control and Optimization 36 4 (1998) 1293--1314     
  • On the spectral function of some higher order elliptic or degenerate-elliptic operators
    Semigroup Forum 57 3 (1998) 305--314     
  • The dynamic system method and the traps
    Advances in Applied Probability 30 1 (1998) 137--151     
  • Bounded Palais-Smale mountain-pass sequences
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 327 1 (1998) 23--28     
  • Optimal Young's inequality and its converse: A simple proof
    Geometric And Functional Analysis 8 2 (1998) 234--242     
  • The slices of a cone and a characterization of ellipsoids
    Mathematika 45 90 (1998) 305--317     
  • Stability of the essential spectrum of second-order complex elliptic operators
    Journal für die reine und angewandte Mathematik 500 (1998) 113--126     
  • Local risk-minimization under transaction costs
    Mathematics of Operations Research 23 3 (1998) 585--612     

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