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

  • Smoothness of Metropolis-Hastings algorithm and application to entropy estimation
    ESAIM: Probability and Statistics (2012) 10.1051/ps/2012004     
  • A non-linear problem involving a critical Sobolev exponent.
    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
    International Journal of Stochastic Analysis 2012 2012 (2012) 598701     
  • Moment estimates for convex measures
    Electronic Journal of Probability 17 (2012) 101: 1-19     
  • Estimation of a semiparametric mixture of regressions model.
    Journal of Nonparametric Statistics (2012) 1-28     
  • Minimizers of the Lawrence-Doniach Functional with Oblique Magnetic Fields
    Communications in Mathematical Physics 310 1 (2012) 237--266     
  • Universality in one dimensional Hierarchical Coalescence Processes
    Annals of Probability (2012)      
  • Asymptotic of grazing collisions and particle approximation for the Kac equation without cutoff
    Comm Math Phys 316 2 (2012) 207--344     
  • $C^{1,\alpha}$ regularity of solutions of degenerate fully non-linear elliptic equations
    Advances in Mathematics 233 (2012) 196-206     
  • Estimation of second order parameters using probability-weighted moments
    ESAIM: Probability and Statistics 16 (2012) 97-113     
  • Some applications of linear programming formulations in stochastic control
    Journal of Optimization Theory and Applications 155 2 (2012) 572-593     
  • Small-stencil 3D schemes for diffusive flows in porous media
    ESAIM: Mathematical Modelling and Numerical Analysis 46 (2012) 265-290     
  • A note on the controllability of jump diffusions with linear coefficients
    IMA Journal of Mathematical Control and Information 29 3 (2012) 427-435     
  • On the Lawrence-Doniach model of superconductivity: magnetic fields parallel to the axes.
    J. Eur. Math. Soc. 14 6 (2012) 1825-1857     
  • Null-series on the complex sphere
    J. Approx. Theory 164 10 (2012) 1427-1442     

2011

  • New affine measures of symmetry for convex bodies
    Advances in Mathematics 228 5 (2011) 2920-2942     
  • Spinorial characterizations of surfaces into 3-dimensional psuedo-Riemannian space forms
    Mathematical Physics, Analysis and Geometry 14 3 (2011) 185-195     
  • CONTINUOUS-TIME MULTITYPE BRANCHING PROCESSES CONDITIONED ON VERY LATE EXTINCTION
    ESAIM: Probability and Statistics 15 (2011) 417--442     
  • Ergodic averages of commuting transformations with distinct degree polynomial iterates
    Proceedings of the London Mathematical Society (3) 102 5 (2011) 801-842     
  • STABILITY OF THE STOCHASTIC HEAT EQUATION IN L(1)([0,1])
    Electronic Communications in Probability 16 (2011) 337--352     
  • Minimal Lagrangian surfaces in the tangent bundle of a Riemannian surface
    Journal of Geometry and Physics 61 1 (2011) 237-247     
  • An Extension of the MAC Scheme to some Unstructured Meshes
    6th International Symposium on Finite Volumes for Complex Applications 4 (2011) 253-261     
  • A study of the emergence of kinematic waves in targeted state car-following models of traffic
    Cybergeo : Revue européenne de géographie / European journal of geography (2011)      
  • Penalized nonparametric drift estimation in a continuous time one-dimensional diffusion process
    ESAIM: Probability and Statistics 15 (2011) 197--216     
  • A general wavelet-based profile decomposition in critical embedding of function spaces
    Confluentes Mathematici 3 3 (2011) 387-411     
  • Connecting discrete and continuous lookback or hindsight options in exponential Lévy models
    Advances in Applied Probability 43 4 (2011) 1136-1165     
  • Invariance principles for linear processes with application to isotonic regression
    Bernoulli 17 (2011) 88-113     
  • Solutions on a torus for a semilinear equation
    Proceedings of the Royal Society of Edinburgh: Section A Mathematics 141 2 (2011) 371-382     
  • 3D Benchmark on Discretization Schemes for Anisotropic Diffusion Problems on General Grids
    Finite Volume for Complex Applications VI (2011) 895--930     
  • Finite volume schemes for the approximation via characteristics of linear convection equations with irregular data
    Journal of Evolution Equations 11 3 (2011) 687-724     
  • Smoluchowski's equation: rate of convergence of the Marcus-Lushnikov process
    Stochastic Processes and their Applications 121 6 (2011) 1411-1444     
  • Sharp bounds on the rate of convergence of the empirical covariance matrix
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 349 (2011) 195-200     
  • Refined Sobolev inequalities in Lorentz spaces
    Journal of Fourier Analysis and Applications 17 4 (2011) 662-673     
  • Rates of convergence in the strong invariance principle for non adapted sequences. Application to ergodic automorphisms of the torus
    High dimensional probability 6 66 (2011) 113-138     
  • A Riemann solver for single-phase and two-phase shallow flow models based on relaxation. Relations with Roe and VFRoe solvers.
    Journal of Computational Physics 230 3 (2011) 515--550     
  • Continuity correction for barrier options in jump-diffusion models
    SIAM Journal on Financial Mathematics 2 1 (2011) 866-900     
  • A critical elliptic problem for polyharmonic operators
    Journal of Functional Analysis 260 (2011) 2247-2282     
  • Nil-Bohr sets of integers
    Ergodic Theory and Dynamical Systems 31 1 (2011) 113-142.     
  • On the volume product of polygons
    ABHANDLUNGEN AUS DEM MATHEMATISCHEN SEMINAR DER UNIVERSITAT HAMBURG 81 1 (2011) 93--100     
  • A Nonlinear Adiabatic Theorem for Coherent States
    Nonlinearity 24 8 (2011) 2143-2164     
  • Weak limit theorem in the Fourier tranform method for the estimation of multivariate volatility
    Stochastic Processes and their Applications 121 (2011) 1097-1124     
  • Slowing Decaying Solutions to the Incompressible Navier-Stokes System in R^n
    Gakuto International Series, Mathematical Sciences and Applications 35 1 (2011) 17-30     
  • Study of a finite volume scheme for the regularised mean curvature flow level set equation
    IMA Journal of Numerical Analysis (2011) http://imajna.oxfordjournals.org/content/31/3/813     
  • Statistical inference across time scales
    Electronic journal of statistics 5 (2011) 2004--2030     
  • Holder spectrum of functions monotone in several variables
    Journal of Mathematical Analysis and applications 382 1 (2011) 110-126     
  • Two soliton collision for nonlinear Schrödinger equations in dimension 1
    Annales de l'Institut Henri Poincaré (C) Non Linear Analysis 28 3 (2011) 357--384     
  • A new characterization of Talagrand's transport-entropy inequalities and applications
    Annals of Probability 39 3 (2011) 857--880     
  • On the symmetric average of a body
    Advances in Geometry 11 4 (2011) 615-622     
  • On minimal decomposition of $p$-adic polynomial dynamical systems
    Advances in Mathematics 228 (2011) 2116--2144     
  • Modelling microstructure noise with Hawkes processes
    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
    Communications in Mathematical Physics 307 2 (2011) 513-560     
  • Viability of stochastic semi-linear control systems via the quasi-tangency condition
    IMA Journal of Mathematical Control and Information 28 3 (2011) 391--415     
  • Statistical analysis of self-similar conservative fragmentation chains
    Bernoulli 17 1 (2011) 395-423     
  • 3D-2D ASYMPTOTIC OBSERVATION FOR MINIMIZATION PROBLEMS ASSOCIATED WITH DEGENERATIVE ENERGY-COEFFICIENTS
    Discrete and Continuous Dynamical Systems - Series A (2011) p. 624-633, 2011     
  • Riesz transform and integration by parts formulas for random variables
    Stochastic Processes and their Applications 121 6 (2011) 1332--1355     
  • Empirical Likelihood based Confidence Regions for first order parameters of a heavy tailed distribution
    Journal of Statistical Planning and Inference 141 8 (2011) 2769-2786     
  • Some estimates in extended stochastic volatility models of Heston type
    Risk and Decision Analysis 2 4 (2011) 195-206     
  • Numerical Method for Reflected Backward Stochastic Differential Equations
    Stochastic Analysis and Applications 29 6 (2011) 1008-1032     
  • Singularity Spectrum of Generic alpha-Holder Regular Functions After Time Subordination
    Journal of Fourier Analysis and Applications 17 3 (2011) 457--485     
  • Multiphase Flow in Porous Media Using the VAG Scheme
    Finite Volumes for Complex Applications VI Problems & Perspectives 4 (2011) 409-417     
  • On Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics
    Seventh Congress of Romanian Mathematicians 5 54 (2011) 131-144     
  • Finite volume approximation of a diffusion-dissolution model and application to nuclear waste storage
    Mathematics and Computers in Simulation 81 10 (2011) 2001-2017     
  • The well-posedness issue for the density-dependent in endpoint Besov spaces
    Journal de Mathématiques Pures et Appliquées 96 3 (2011) 253--278     
  • Singularity spectrum of generic $\alpha$-Holder regular functions after time subordination
    Journal of Fourier Analysis and Applications 17 3 (2011) 457-485     
  • Interpolating thin-shell and sharp large-deviation estimates for isotropic log-concave measures
    Geometric And Functional Analysis 21 5 (2011) 1043-1068     
  • Correlation and Brascamp-Lieb Inequalities for Markov Semigroups
    International Mathematics Research Notices 10 (2011) 2177--2216     
  • Hybrid finite volume discretization of linear elasticity models on general meshes
    Finite Volumes for Complex Applications VI Problems & Perspectives 4 (2011) 331-339     
  • Grid Orientation Effect and MultiPoint Flux Approximation
    Finite Volumes for Complex Applications VI Problems & Perspectives 4 (2011) 419-427     
  • Fourier Analysis and Nonlinear Partial Differential Equations
    Springer Grundlehren der mathematischen Wissenschaften 343 (2011) 523 pages     
  • Global existence results for the anisotropic Boussinesq system in dimension two
    Mathematical Models and Methods in Applied Sciences 21 3 (2011) 421-457     
  • Effective dynamics of double solitons for perturbed mKdV
    Comm. Math. Phys. 305 2 (2011) 363-425     
  • Rates of convergence in the central limit theorem for linear statistics of martingale differences
    Stochastic Processes and their Applications 121 (2011) 1013-1043     
  • Julia and John revisited
    Fundamenta Mathematicae 215 1 (2011) 67-86     
  • Random embedding from $\ell_p^n$ into $\ell_r^N$
    Mathematische Annalen 350 4 (2011) 953-972     
  • Convergence of capillary fluid models: from the non-local to the local Korteweg model
    Indiana University Mathematics Journal 6 (2011) 2021-2060     
  • Stochastic Optimal Control and Linear Programming Approach
    Applied Mathematics and Optimization 63 2 (2011) 257-276     
  • Regularization properties of the 2D homogeneous Boltzmann equation without cutoff
    Probability Theory and Related Fields 151 (2011) 659--704     
  • Simplices in the Euclidean ball
    Canadian Mathematical Bulletin 55 3 (2011) 498-508     
  • Piecewise deterministic Markov processes and maintenance modelling: application to maintenance of a train air-conditioning system
    Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability 225 (2011) 199--209     
  • Sharp oracle inequalities for high-dimensional matrix prediction.
    IEEE Transactions on Information Theory 57 10 (2011) 6942-6957     
  • A localized Jarnik-Besicovitch theorem
    Advances in Mathematics 226 4 (2011) 3191--3215     
  • Geometry of log-concave Ensembles of random matrices and approximate reconstruction
    Comptes rendus de l'Académie des sciences. Série I, Mathématique 349 (2011) 783-786     
  • Global existence for the primitive equations with small anisotropic viscosity
    Revista Matemática Iberoamericana 27 1 (2011) 1--38     
  • THE CONVEX INTERSECTION BODY OF A CONVEX BODY
    Glasgow Mathematical Journal 53 (2011) 523--534     
  • Importance and Sensitivity Analysis in Dynamic Reliability
    Methodology and Computing in Applied Probability 13 1 (2011) 75-104     
  • Spectrum of large random reversible Markov chains: heavy tailed weights on the complete graph
    Annals of Probability 39 4 (2011) 1544-1590     
  • Optimal multiple stopping time problem
    Annals of Applied Probability 21 4 (2011) 1365-1399     
  • Improved lower bounds for Ginzburg-Landau energies via mass displacement.
    Anal. PDE 4 5 (2011) 757-795     
  • A COSTA-HOFFMAN-MEEKS TYPE SURFACE IN $\mathbb{H}^2 \times \mathbb{R}$
    Transactions of the American Mathematical Society 363 1 (2011) 1-36     
  • Bifurcation currents and equidistribution on parameter space.
    Frontiers in Complex Dynamics (2011) 515-565     

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