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 :

2011

  • Finite volume schemes for the approximation via characteristics of linear convection equations with irregular data
    Journal of Evolution Equations 11 3 (2011) 687-724     
  • 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     
  • 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     
  • 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     
  • 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     
  • Weak limit theorem in the Fourier tranform method for the estimation of multivariate volatility
    Stochastic Processes and their Applications 121 (2011) 1097-1124     
  • 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     
  • 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     
  • 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)      
  • 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     
  • 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     
  • Global existence results for the anisotropic Boussinesq system in dimension two
    Mathematical Models and Methods in Applied Sciences 21 3 (2011) 421-457     
  • 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     
  • 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 & 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     
  • 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     
  • 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     
  • 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     
  • Influence of the scar geometry on landslide dynamics and deposits: Application to Martian landslides
    Journal of Geophysical Research. Planets 116 (2011) E10001     
  • Integration by parts formula and applications to equations with jumps
    Probability Theory and Related Fields 151 (2011) 613-657     
  • GLOBAL EXISTENCE RESULTS FOR THE ANISOTROPIC BOUSSINESQ SYSTEM IN DIMENSION TWO
    Mathematical Models and Methods in Applied Sciences (2011) 421-457     
  • 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     
  • Mayer and optimal stopping stochastic control problems with discontinuous cost
    Journal of Mathematical Analysis and applications 380 1 (2011) 327-342     
  • From concentration to logarithmic Sobolev and Poincare inequalities
    Journal of Functional Analysis 260 5 (2011) 1491--1522     
  • THE GL-LUST. CONSTANT AND ASYMMETRY OF THE KALTON-PECK TWISTED SUM IN FINITE DIMENSIONS
    Proceedings of the American Mathematical Society 139 8 (2011) 2793--2805     
  • Davenport series and almost-sure convergence
    Quarterly Journal of Mathematics 62 1 (2011) 825-843     
  • On an overdetermined elliptic problem
    Pacific Journal of Mathematics 250 2 (2011) 319-334     
  • 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 2 (2011) 199-209     
  • Simplified two-layer models of precipitating atmosphere and their properties
    Physics of Fluids 23 (2011) 046603     
  • Maintenance effect modelling and optimization of a two-component system
    ESREL 2011, Troyes, France (2011)      
  • Isometric immersions into Lorentzian products
    International Journal of Geometric Methods in Modern Physics 8 6 (2011) pp 1-22     
  • HALF-SPACE THEOREMS FOR MINIMAL SURFACES IN Nil(3) AND Sol(3)
    Journal of Differential Geometry 88 1 (2011) 41--59     
  • The Gauss Map of Minimal Surfaces in the Heisenberg Group
    International Mathematics Research Notices 3 (2011) 674--695     
  • Two results on the Dunkl maximal operator
    Studia Mathematica 203 (2011) 47-68     
  • The Dirichlet problem for the minimal surface equation -with possible infinite boundary data- over domains in a Riemannian surface
    Proceedings of the London Mathematical Society 102 6 (2011) 985--1023     
  • Estimates for the probability that Ito processes remain near a path
    Stochastic Processes and their Applications 121 9 (2011) 2087--2113     
  • Inertial, barotropic and baroclinic instabilities of the Bickley jet in two - layer rotating shallow water model
    Physics of Fluids 23 12 (2011) 126601     
  • QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES
    Journal of Applied Probability 48 2 (2011) 322--332     
  • ON ADAPTIVE INFERENCE AND CONFIDENCE BANDS
    Annals of Statistics 39 5 (2011) 2383--2409     
  • Ergodic averages of commuting transformations with distinct degree polynomial iterates
    Proceedings of the London Mathematical Society 102 (2011) 801--842     
  • Multifractal spectrum and generic properties of functions monotone in several variables
    Journal of Mathematical Analysis and applications 382 1 (2011) 110--126     
  • Approximation of the biharmonic problem using P1 finite elements
    Journal of Numerical Mathematics (2011) Volume 19, Issue 1, Pages 1-26     
  • SMOOTHNESS AND ASYMPTOTIC ESTIMATES OF DENSITIES FOR SDES WITH LOCALLY SMOOTH COEFFICIENTS AND APPLICATIONS TO SQUARE ROOT-TYPE DIFFUSIONS
    Annals of Applied Probability 21 4 (2011) 1282--1321     
  • Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling
    Constructive Approximation 34 1 (2011) 61-88     

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