Publications et prépublications du laboratoire

2012

• SPECTRUM OF STOCHASTIC ADDING MACHINES AND FIBERED JULIA SETS
  Ali Messaoudi, Olivier Sester, Glauco Valle
  Stochastics and Dynamics 13 3 (2012) 1250021 (26 pages)     
• Linearization Techniques for Controlled Piecewise Deterministic Markov Processes; Application to Zubov's Method
  Dan Goreac, Oana Silvia Serea
  Applied Mathematics and Optimization 66 2 (2012) 209-238     
• Single switch surface hopping for molecular quantum dynamics
  Clotilde Fermanian Kammerer, Caroline Lasser
  Journal of Mathematical Chemistry 50 3 (2012) 620--635     
• Global well-posedness for Navier-Stokes equations in critical Fourier-Herz spaces
  Marco Cannone, Gang Wu
  Nonlinear Analysis: Theory, Methods and Applications 75 9 (2012) 3754--3760     
• Finite volume approximation of degenerate two-phase flow model with unlimited air mobility
  Boris Andreianov, Robert Eymard, Mustapha Ghilani, Nouzha Marhraoui
  Numerical Methods for Partial Differential Equations 29 2 (2012) pp. 441-474     
• The spinor representation formula in 3 and 4 dimensions
  Pascal Romon, Julien Roth
  Conference on Pure and Applied Differential Geometry (2012) 300     
• Single switch surface hopping for molecular quantum dynamics
  Clotilde Fermanian Kammerer, Caroline Lasser
  Journal of Mathematical Chemistry (2012) 620-635     
• Approximation of nonlinear parabolic equations using a family of conformal and non-conformal schemes
  Robert Eymard, Angela Handlovicova, Karol Mikula
  Communications on Pure and Applied Mathematics 11 1 (2012) http://www.aimsciences.org/journals/displayArticlesnew.jsp?paperID=6484     
• AN ALMOST SCHUR THEOREM ON 4-DIMENSIONAL MANIFOLDS
  Yuxin Ge, Guofang Wang
  Proceedings of the American Mathematical Society 140 3 (2012) 1041-1044     
• Large deviations estimates for the multiscale analysis of heart rate variability
  Patrick Loiseau, Claire Médigue, Paulo Gonçalves, Najmeddine Attia, Stéphane Seuret, François Cottin, Denis Chemla, Michel Sorine, Julien Barral
  Physica A: Statistical Mechanics and its Applications 391 22 (2012) 5658-5671     
• Continuous-time skewed multifractal processes as a model for financial returns
  Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy
  Journal of Applied Probability 49 2 (2012) 482--502     
• Smoothness of Metropolis-Hastings algorithm and application to entropy estimation
  Didier Chauveau, Pierre Vandekerkhove
  ESAIM: Probability and Statistics (2012) 10.1051/ps/2012004     
• A non-linear problem involving a critical Sobolev exponent.
  Soohyun Bae, Rejeb Hadiji, Francois Vigneron, Habib yazidi
  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
  Sophie Penisson, Christine Jacob
  International Journal of Stochastic Analysis 2012 2012 (2012) 598701     
• Moment estimates for convex measures
  Radosław Adamczak, Olivier Guédon, Rafal Latala, Alexander Litvak, Krzysztof Oleszkiewicz, Alain Pajor, Nicole Tomczak-Jaegermann
  Electronic Journal of Probability 17 (2012) 101: 1-19     
• Nonparametric estimation of the division rate of a size-structured population
  Marie Doumic-Jauffret, Marc Hoffmann, Patricia Reynaud-Bouret, Vincent Rivoirard
  SIAM Journal on Numerical Analysis 50 2 (2012) 925--950     
• A simple variance inequality for U-statistics of a Markov chain with applications
  Gersende Fort, Eric Moulines, Pierre Priouret, Pierre Vandekerkhove
  Statistics and Probability Letters 82 6 (2012) 1193--1201     
• Refined inequalities on graded Lie groups
  Hajer Bahouri, Clotilde Fermanian Kammerer, Isabelle Gallagher
  Comptes rendus de l'Académie des sciences. Série I, Mathématique (2012) p.393-397     
• The periodic unfolding method in domains with holes
  Doina Cioranescu, Alain Damlamian, Patrizia Donato, Georges Griso, Rachad Zaki
  SIAM Journal on Mathematical Analysis 44 2 (2012) 718-760     
• Asymptotic of grazing collisions and particle approximation for the Kac equation without cutoff
  Nicolas Fournier, David Godinho
  Communications in Mathematical Physics 316 2 (2012) 207-344     
• $C^{1,\alpha}$ regularity of solutions of degenerate fully non-linear elliptic equations
  Cyril Imbert, L. Silvestre
  Advances in Mathematics 233 (2012) 196-206     
• Estimation of a semiparametric mixture of regressions model.
  Pierre Vandekerkhove
  Journal of Nonparametric Statistics (2012) 1-28     
• Minimizers of the Lawrence-Doniach Functional with Oblique Magnetic Fields
  Stan Alama, Lia Bronsard, Etienne Sandier
  Communications in Mathematical Physics 310 1 (2012) 237--266     
• Universality in one dimensional Hierarchical Coalescence Processes
  A. Faggionato, F. Martinelli, Cyril Roberto, C. Toninelli
  Annals of Probability 40 4 (2012) 1377-1435     
• Estimation of second order parameters using probability-weighted moments
  Julien Worms, Rym Worms
  ESAIM: Probability and Statistics 16 (2012) 97-113     
• A note on the controllability of jump diffusions with linear coefficients
  Dan Goreac
  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.
  Etienne Sandier, Stan Alama, Lia Bronsard
  J. Eur. Math. Soc. 14 6 (2012) 1825-1857     
• Null-series on the complex sphere
  Evgeny Abakumov, Evgueni Doubtsov
  J. Approx. Theory 164 10 (2012) 1427-1442     
• Some applications of linear programming formulations in stochastic control
  Dan Goreac, Oana Silvia Serea
  Journal of Optimization Theory and Applications 155 2 (2012) 572-593     
• Small-stencil 3D schemes for diffusive flows in porous media
  Robert Eymard, Cindy Guichard, Raphaele Herbin
  ESAIM: Mathematical Modelling and Numerical Analysis 46 (2012) 265-290     
• Circular Law Theorem for Random Markov Matrices
  Charles Bordenave, Pietro Caputo, Djalil Chafai
  Probability Theory and Related Fields 152 (2012) 751-779     
• Reverse estimates in growth spaces
  Evgeny Abakumov, Evgueni Doubtsov
  Mathematische Zeitschrift 271 (2012) 399-413     
• A point of view on Gowers uniformity norms
  Bernard Host, Bryna Kra
  New York Journal of Mathematics 18 (2012) 213-248     
• Hypersurfaces of Spinc manifolds and Lawson Type correspondence
  Roger Nakad, Julien Roth
  Annals of Global Analysis and Geometry 42 3 (2012) 421-442     
• Skew Killing spinors
  Georges Habib, Julien Roth
  Central European Journal of Mathematics 10 3 (2012) 844-856     
• Finite volume schemes for the biharmonic problem on general meshes
  Robert Eymard, Thierry Gallouët, Raphaele Herbin, Alexander Linke
  Mathematics of Computation 81 280 (2012) 2019-2048     

2011

• A study of the emergence of kinematic waves in targeted state car-following models of traffic
  Antoine Tordeux, S. Lassare, Michel Roussignol
  Cybergeo : Revue européenne de géographie / European journal of geography (2011)      
• Penalized nonparametric drift estimation in a continuous time one-dimensional diffusion process
  Eva Loecherbach, Dasha Loukianova, Oleg Loukianov
  ESAIM: Probability and Statistics 15 (2011) 197--216     
• A general wavelet-based profile decomposition in critical embedding of function spaces
  Hajer Bahouri, Cohen Albert, Koch Gabriel
  Confluentes Mathematici 3 3 (2011) 387-411     
• STABILITY OF THE STOCHASTIC HEAT EQUATION IN L(1)([0,1])
  Nicolas Fournier, Jacques Printems
  Electronic Communications in Probability 16 (2011) 337-352     
• Minimal Lagrangian surfaces in the tangent bundle of a Riemannian surface
  Henri Anciaux, Brendan Guilfoyle, Pascal Romon
  Journal of Geometry and Physics 61 1 (2011) 237-247     
• An Extension of the MAC Scheme to some Unstructured Meshes
  Eric Chénier, Robert Eymard, R. Herbin
  6th International Symposium on Finite Volumes for Complex Applications 4 (2011) 253-261     
• Finite volume schemes for the approximation via characteristics of linear convection equations with irregular data
  François Bouchut, Robert Eymard, Alain Prignet
  Journal of Evolution Equations 11 3 (2011) 687-724     
• Connecting discrete and continuous lookback or hindsight options in exponential Lévy models
  El Hadj Aly Dia, Damien Lamberton
  Advances in Applied Probability 43 4 (2011) 1136-1165     
• Invariance principles for linear processes with application to isotonic regression
  Jérôme Dedecker, Florence Merlevède, Magda Peligrad
  Bernoulli 17 1 (2011) 88-113     
• Solutions on a torus for a semilinear equation
  Genevieve Allain, Anne Beaulieu
  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
  Robert Eymard, Gérard Henry, Rapahele Herbin, Florence Hubert, Robert Klofkorn, Gianmarco Manzini
  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.
  Marica Pelanti, François Bouchut, Anne Mangeney
  Journal of Computational Physics 230 3 (2011) 515--550     
• Continuity correction for barrier options in jump-diffusion models
  El Hadj Aly Dia, Damien Lamberton
  SIAM Journal on Financial Mathematics 2 1 (2011) 866-900     
• A critical elliptic problem for polyharmonic operators
  Yuxin Ge, Juncheng Wei, Feng Zhou
  Journal of Functional Analysis 260 (2011) 2247-2282     
• Nil-Bohr sets of integers
  Bernard Host, Bryna Kra
  Ergodic Theory and Dynamical Systems 31 1 (2011) 113-142.     
• On the volume product of polygons
  Mathieu Meyer, Shlomo Reisner
  ABHANDLUNGEN AUS DEM MATHEMATISCHEN SEMINAR DER UNIVERSITAT HAMBURG 81 1 (2011) 93--100     
• A Nonlinear Adiabatic Theorem for Coherent States
  Rémi Carles, Clotilde Fermanian Kammerer
  Nonlinearity 24 8 (2011) 2143-2164     
• Smoluchowski's equation: rate of convergence of the Marcus-Lushnikov process
  Eduardo Cepeda, Nicolas Fournier
  Stochastic Processes and their Applications 121 6 (2011) 1411-1444     
• Sharp bounds on the rate of convergence of the empirical covariance matrix
  Radek Adamczak, Alexander Litvak, Alain Pajor, Nicole Tomczak-Jaegermann
  Comptes rendus de l'Académie des sciences. Série I, Mathématique 349 (2011) 195-200     
• Refined Sobolev inequalities in Lorentz spaces
  Hajer Bahouri, Cohen Albert
  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
  Jérôme Dedecker, Florence Merlevède, Françoise Pene
  High dimensional probability 6 66 (2011) 113-138     
• Slowing Decaying Solutions to the Incompressible Navier-Stokes System in R^n
  Marco Cannone, Cheng He, Grzegorz Karch
  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
  Robert Eymard, Angela Handlovicova, Karol Mikula
  IMA Journal of Numerical Analysis (2011) http://imajna.oxfordjournals.org/content/31/3/813     
• Statistical inference across time scales
  Celine Duval, Marc Hoffmann
  Electronic Journal of Statistics 5 (2011) 2004--2030     
• Holder spectrum of functions monotone in several variables
  Stephane Seuret, Zoltán Buczolich
  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
  Emmanuelle Clement, Arnaud Gloter
  Stochastic Processes and their Applications 121 (2011) 1097-1124     
• Two soliton collision for nonlinear Schrödinger equations in dimension 1
  Galina Perelman
  Annales de l'Institut Henri Poincaré C, Analyse non linéaire 28 3 (2011) 357-384     
• A new characterization of Talagrand's transport-entropy inequalities and applications
  Nathael Gozlan, Cyril Roberto, Paul-Marie Samson
  Annals of Probability 39 3 (2011) 857--880     
• Spectrum of non-Hermitian heavy tailed random matrices
  Charles Bordenave, Pietro Caputo, Djalil Chafai
  Communications in Mathematical Physics 307 2 (2011) 513-560     
• Viability of stochastic semi-linear control systems via the quasi-tangency condition
  Dan Goreac
  IMA Journal of Mathematical Control and Information 28 3 (2011) 391--415     
• Statistical analysis of self-similar conservative fragmentation chains
  Marc Hoffmann, Nathalie Krell
  Bernoulli 17 1 (2011) 395-423     
• 3D-2D ASYMPTOTIC OBSERVATION FOR MINIMIZATION PROBLEMS ASSOCIATED WITH DEGENERATIVE ENERGY-COEFFICIENTS
  Rejeb Hadiji, Ken Shirakawa
  Discrete and Continuous Dynamical Systems - Series A (2011) p. 624-633, 2011     
• On the symmetric average of a body
  Olivier Guédon, Alexander Litvak
  Advances in Geometry 11 4 (2011) 615-622     
• On minimal decomposition of $p$-adic polynomial dynamical systems
  Ai-Hua Fan, Lingmin Liao
  Advances in Mathematics 228 (2011) 2116--2144     
• Modelling microstructure noise with Hawkes processes
  Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, J.-F. Muzy
  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
  O. Angelini, C. Chavant, Eric Chénier, Robert Eymard, S. Granet
  Mathematics and Computers in Simulation 81 10 (2011) 2001-2017     
• The well-posedness issue for the density-dependent in endpoint Besov spaces
  Raphaël Danchin, Francesco Fanelli
  Journal de Mathématiques Pures et Appliquées 96 3 (2011) 253--278     
• Riesz transform and integration by parts formulas for random variables
  Vlad Bally, Lucia Caramellino
  Stochastic Processes and their Applications 121 6 (2011) 1332--1355     
• Empirical Likelihood based Confidence Regions for first order parameters of a heavy tailed distribution
  Julien Worms, Rym Worms
  Journal of Statistical Planning and Inference 141 8 (2011) 2769-2786     
• Some estimates in extended stochastic volatility models of Heston type
  Vlad Bally, Stefano de Marco
  Risk and Decision Analysis 2 4 (2011) 195-206     
• Numerical Method for Reflected Backward Stochastic Differential Equations
  Miguel Martínez, Jaime San Martín, Soledad Torres
  Stochastic Analysis and Applications 29 6 (2011) 1008-1032     
• Singularity Spectrum of Generic alpha-Holder Regular Functions After Time Subordination
  Zoltan Buczolich, Stephane Seuret
  Journal of Fourier Analysis and Applications 17 3 (2011) 457--485     
• Multiphase Flow in Porous Media Using the VAG Scheme
  Robert Eymard, Cindy Guichard, Raphaele Herbin, Roland Masson
  Finite Volumes for Complex Applications VI Problems & Perspectives 4 (2011) 409-417     
• On Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics
  Dan Goreac
  Seventh Congress of Romanian Mathematicians 5 54 (2011) 131-144     
• Global existence results for the anisotropic Boussinesq system in dimension two
  Raphaël Danchin, Marius Paicu
  Mathematical Models and Methods in Applied Sciences 21 3 (2011) 421-457     
• Singularity spectrum of generic $\alpha$-Holder regular functions after time subordination
  Stephane Seuret, Zoltán Buczolich
  Journal of Fourier Analysis and Applications 17 3 (2011) 457-485     
• Interpolating thin-shell and sharp large-deviation estimates for isotropic log-concave measures
  Olivier Guédon, Emanuel Milman
  Geometric And Functional Analysis 21 5 (2011) 1043-1068     
• Correlation and Brascamp-Lieb Inequalities for Markov Semigroups
  Franck Barthe, Dario Cordero-Erausquin, Michel Ledoux, Bernard Maurey
  International Mathematics Research Notices 10 (2011) 2177--2216     
• Hybrid finite volume discretization of linear elasticity models on general meshes
  Daniele Antonio Di Pietro, Robert Eymard, Simon Lemaire, Roland Masson
  FVCA 6 4 (2011) 331-339     
• Grid Orientation Effect and MultiPoint Flux Approximation
  Robert Eymard, Cindy Guichard, Roland Masson
  Finite Volumes for Complex Applications VI Problems & Perspectives 4 (2011) 419-427     
• Fourier Analysis and Nonlinear Partial Differential Equations
  Hajer Bahouri, Jean-Yves Chemin, Raphaël Danchin
  Springer Grundlehren der mathematischen Wissenschaften 343 (2011) 523 pages     
• Convergence of capillary fluid models: from the non-local to the local Korteweg model
  Frédéric Charve, Boris Haspot
  Indiana University Mathematics Journal 6 (2011) 2021-2060     
• Stochastic Optimal Control and Linear Programming Approach
  Rainer Buckdahn, Dan Goreac, Marc Quincampoix
  Applied Mathematics and Optimization 63 2 (2011) 257-276     
• Regularization properties of the 2D homogeneous Boltzmann equation without cutoff
  Vlad Bally, Nicolas Fournier
  Probability Theory and Related Fields 151 (2011) 659--704