Publications et prépublications du laboratoire

2012

• General nonexact oracle inequalities for classes with a subexponential envelope
  Guillaume Lecué, Shahar Mendelson
  Annals of Statistics 40 2 (2012) 832-860     
• A point of view on Gowers uniformity norms
  Bernard Host, Bryna Kra
  New York Journal of Mathematics 18 (2012) 213--48     
• On the existence of a time inhomogeneous skew Brownian motion and some related laws
  Pierre Etoré, Miguel Martinez
  Electronic Journal of Probability 17 (2012) 19:1-27     
• A Lagrangian Approach for the Incompressible Navier-Stokes Equations with Variable Density
  Raphaël Danchin, Piotr Bogusław Mucha
  Communications on Pure and Applied Mathematics 65 (2012) 1458-1480     

2011

• 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 (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
  Finite Volumes for Complex Applications VI 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     
• Simplices in the Euclidean ball
  Matthieu Fradelizi, Grigoris Paouris, Carsten Schütt
  Canadian Mathematical Bulletin 55 3 (2011) 498-508     
• Effective dynamics of double solitons for perturbed mKdV
  Galina Perelman, Justin Holmer, Maciej Zworski
  Communications in Mathematical Physics 305 2 (2011) 363-425     
• Rates of convergence in the central limit theorem for linear statistics of martingale differences
  Jérôme Dedecker, Florence Merlevède
  Stochastic Processes and their Applications 121 5 (2011) 1013-1043     
• Julia and John revisited
  Nicolae Mihalache
  Fundamenta Mathematicae 215 1 (2011) 67-86     
• Random embedding from $\ell_p^n$ into $\ell_r^N$
  Omer Friedland, Olivier Guédon
  Mathematische Annalen 350 4 (2011) 953-972     
• Importance and Sensitivity Analysis in Dynamic Reliability
  Robert Eymard, Sophie Mercier, Michel Roussignol
  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
  Charles Bordenave, Pietro Caputo, Djalil Chafai
  Annals of Probability 39 4 (2011) 1544-1590     
• Optimal multiple stopping time problem
  M.-C. Quenez, M. Kobylanski, E. Rouy-Mironescu
  Annals of Applied Probability 21 4 (2011) 1365-1399     
• Improved lower bounds for Ginzburg-Landau energies via mass displacement.
  Etienne Sandier, Sylvia Serfaty
  Anal. PDE 4 5 (2011) 757-795     
• Piecewise deterministic Markov processes and maintenance modelling: application to maintenance of a train air-conditioning system
  William Lair, S. Mercier, Michel Roussignol, R. Ziani
  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.
  Stéphane Gaïffas, Guillaume Lecué
  IEEE Transactions on Information Theory 57 10 (2011) 6942-6957     
• A localized Jarnik-Besicovitch theorem
  Julien Barral, Stephane Seuret
  Advances in Mathematics 226 4 (2011) 3191--3215     
• Geometry of log-concave Ensembles of random matrices and approximate reconstruction
  Radosław Adamczak, Rafal Latala, Alexander Litvak, Alain Pajor, Nicole Tomczak-Jaegermann
  Comptes rendus de l'Académie des sciences. Série I, Mathématique 349 (2011) 783-786     
• Global existence for the primitive equations with small anisotropic viscosity
  Frederic Charve, Van-Sang Ngo
  Revista Matemática Iberoamericana 27 1 (2011) 1--38     
• THE CONVEX INTERSECTION BODY OF A CONVEX BODY
  Mathieu Meyer, Shlomo Reisner
  Glasgow Mathematical Journal 53 (2011) 523--534     
• Influence of the scar geometry on landslide dynamics and deposits: Application to Martian landslides
  Antoine Lucas, Anne Mangeney, Daniel Mège, François Bouchut
  Journal of Geophysical Research. Planets 116 (2011) E10001     
• Integration by parts formula and applications to equations with jumps
  Emmanuelle Clement, Vlad Bally
  Probability Theory and Related Fields 151 (2011) 613-657     
• 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     
• A COSTA-HOFFMAN-MEEKS TYPE SURFACE IN $\mathbb{H}^2 \times \mathbb{R}$
  Filippo Morabito
  Transactions of the American Mathematical Society 363 1 (2011) 1-36     
• Bifurcation currents and equidistribution on parameter space.
  Romain Dujardin
  Frontiers in Complex Dynamics (2011) 515-565     
• Mayer and optimal stopping stochastic control problems with discontinuous cost
  Dan Goreac, Oana Silvia Serea
  Journal of Mathematical Analysis and Applications 380 1 (2011) 327-342     
• From concentration to logarithmic Sobolev and Poincare inequalities
  Nathael Gozlan, Cyril Roberto, Paul-Marie Samson
  Journal of Functional Analysis 260 5 (2011) 1491--1522     
• THE GL-LUST. CONSTANT AND ASYMMETRY OF THE KALTON-PECK TWISTED SUM IN FINITE DIMENSIONS
  Y. Gordon, M. Junge, Mathieu Meyer, S. Reisner
  Proceedings of the American Mathematical Society 139 8 (2011) 2793--2805     
• Davenport series and almost-sure convergence
  Julien Brémont
  Quarterly Journal of Mathematics 62 1 (2011) 825-843     
• On an overdetermined elliptic problem
  Frank Pacard, Frédéric Hélein, Laurent Hauswirth
  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
  W. Lair, Sophie Mercier, M. Roussignol, R. Ziani
  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
  Julien Lambaerts, Guillaume Lapeyre, Vladimir Zeitlin, François Bouchut
  Physics of Fluids 23 (2011) 046603     
• A block replacement policy for a bivariate wear subordinator
  Sophie Mercier, M. Roussignol
  European Safety and Reliability Conference: Advances in Safety, Reliability and Risk Management, ESREL (2011) 1007-1014     
• Maintenance effect modelling and optimization of a two-component system
  William Lair, Sophie Mercier, M. Roussignol, R. Ziani
  ESREL 2011, Troyes, France (2011)      
• Isometric immersions into Lorentzian products
  Julien Roth
  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)
  Benoit Daniel, William H. Meeks, Harold Rosenberg
  Journal of Differential Geometry 88 1 (2011) 41--59     
• The Gauss Map of Minimal Surfaces in the Heisenberg Group
  Benoit Daniel
  International Mathematics Research Notices 3 (2011) 674--695     
• Two results on the Dunkl maximal operator
  Luc Deleaval
  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
  Laurent Mazet, M. Magdalena Rodriguez, Harold Rosenberg
  Proceedings of the London Mathematical Society 102 6 (2011) 985--1023     
• Estimates for the probability that Ito processes remain near a path
  Vlad Bally, Begona Fernandez, Ana Meda
  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
  François Bouchut, Bruno Ribstein, Vladimir Zeitlin
  Physics of Fluids 23 12 (2011) 126601     
• QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES
  Amine Asselah, Pablo A. Ferrari, Pablo Groisman
  Journal of Applied Probability 48 2 (2011) 322     
• ON ADAPTIVE INFERENCE AND CONFIDENCE BANDS
  Marc Hoffmann, Richard Nickl
  Annals of Statistics 39 5 (2011) 2383--2409