Université Paris 6
Pierre et Marie Curie

 

Université Paris 7
Denis Diderot


 

CNRS U.M.R. 7599

 

``Probabilités et Modèles Aléatoires''


Prépublications du laboratoire:

1996


Prépublication 323 :
( Janvier 1996 )
BERTOIN, J. & SHI, Z. : Hirsch's integral test for the iterated Brownian motion.

Prépublication 324 :
( Février 1996 )
FORT, J.-C. & PAGES, G. : Asymptotics of the invariant distribution of a constant step stochastic algorithm.

Prépublication 325 :
( Février 1996 )
BEN ALAYA, M. & PAGES, G. : Rate of convergence for computing expectations of stopping functionals of an \7a\1-mixing process.

Prépublication 326 :
( Février 1996 )
LAMBERTON, D. & PAGES, G. : On the critical points of the 1-dimensional competitive learning vector quantization algorithm.

Prépublication 327 :
( Février 1996 )
BIANE, Ph. : Segal-Bargmann transform, functional calculus on matrix spaces and the theory of semi-circular and circular systems.

Prépublication 328 :
( Février 1996 )
YOR, M. : Some remarks about the joint law of Brownian motion and its supremum.

Prépublication 329 :
( Mars 1996 )
BABILLOT, M. & LEDRAPPIER, F. : Lalley's theorem on periodic orbits 1of hyperbolic flows.

Prépublication 330 :
( Mars 1996 )
ALILI, L. & GRUET, J.-C. : An explanation of a generalized Bougerol's identity in terms of Hyperbolic Brownian Motion.

Prépublication 331 :
( Mars 1996 )
COTTRELL, M., FORT, J.-C. & PAGES, G. : Two or three mathematical things about the Kohonen algorithm.

Prépublication 332 :
( Mars 1996 )
BIANE, Ph. : The density of free stable distributions.

Prépublication 333 :
( Mars 1996 )
Martingales pures, martingales lentes.
( 1) C. RAINER : Projection d'une diffusion sur sa filtration lente.
( 2) J. AZEMA, C. RAINER, M. YOR : Une propriété des martingales pures.

Prépublication 334 :
( Mars 1996 )
J. AZEMA, T. JEULIN, F. KNIGHT, G. MOKOBODZKI, M. YOR : Sur les processus croissants de type injectif.

Prépublication 335 :
( Avril 1996 )
J. BERTOIN : Regenerative embedding of Markov sets.

Prépublication 336 :
( Avril 1996 )
C. GRAHAM & S. MELEARD : An upper bound of large deviations for generalized star-shaped loss network.

 

Prépublication 337 :
( Avril 1996 )
J.-F. LE GALL : Superprocesses, Brownian snakes and partial differential equations.

Prépublication 338 :
( Mai 1996 )
R.S. AL-KHACH : Espaces de Sobolev. Régularité des fonctionnelles des processus strictement a -stables.

Prépublication 339 :
( Mai 1996 )
J. JACOD : On continuous conditional Gaussian martingales and stable convergence in law.

Prépublication 340 :
( Mai 1996 )
J. JACOD & Ph. PROTTER : Asymptotic Error Distributions for the Euler Method for Stochastic Differential Equations.

Prépublication 341 :
( Mai 1996 )
S. FANG & J. FRANCHI : De Rham-Hodge-Kodaira operator on loop groups.

Prépublication 342 :
( Mai 1996 )
P.L. MORIEN : Besov regularity of the density of the solution of a parabolic SPDE.

Prépublication 343 :
( Mai 1996 )
P.L. MORIEN : Approximation of the density of the solution of a nonlinear SDE. Application to parabolic SPDE's.

Prépublication 344 :
( Mai 1996 )
M. YOR : On certain discounted arc-sine laws.

Prépublication 345 :
( Mai 1996 )
L. ALILI : On some hyperbolic principal values of Brownian local times.

Prépublication 346 :
( Juin 1996 )
K.D. ELWORTHY, X.M. LI & M. YOR : Two papers on : Strictly local martingales.

Prépublication 347 :
( Juin 1996 )
S. FAKHFAKH : Stability of Riccati's equation with random stationary coefficients.

Prépublication 348 :
( Juin 1996 )
N. EISENBAUM & H. KASPI : On the Markov property of local time for Markov processes on graphs.

Prépublication 349 :
( Juin 1996 )
J.F. LE GALL & Y. LE JAN : Branching processes in Lévy processes : the exploration process.

Prépublication 350 :
( Juillet 1996 )
Ph. BIANE : Free Hypercontractivity.

Prépublication 351 :
( Juillet 1996 )
R.A. DONEY & M. YOR : On a formula of Tak†cs for Brownian motion with drift.

Prépublication 352 :
( Juillet 1996 )
L. CHAUMONT : A path transformation and its applications to fluctuation theory.

Prépublication 353 :
( Juillet 1996 )
J.-C. GRUET : A note on hyperbolic von Mises distributions.

Prépublication 354 :
( Juillet 1996 )
L. CHAUMONT : Conditionings and path decompositions for Lévy processes.

Prépublication 355 :
( Juillet 1996 )
L. CHAUMONT : Excursion normalisée, méandre et pont pour les processus de Lévy stables.

Prépublication 356 :
( Juillet 1996 )
C. DONATI-MARTIN & M. YOR : Some Brownian functionals and their laws.

Prépublication 357 :
( Juillet 1996 )
M. YOR : Generalized meanders as limits of weighted Bessel processes, and an elementary proof of Spitzer's asymptotic result on Brownian windings.

Prépublication 358 :
( Juillet 1996 )
M. BABILLOT & M. PEIGNE : Closed geodesics in homology classes on hyperbolic manifolds with cusps.

Prépublication 359 :
( Juillet 1996 )
M. BABILLOT & F. LEDRAPPIER : Geodesic paths and horocycle flow on Abelian covers.

Prépublication 360 :
( Juillet 1996 )
B. JOURDAIN : Convergence of moderately interacting particle systems to a diffusion-convection equation.

Prépublication 361 :
( Septembre 1996 )
J. PITMAN & M. YOR : Two papers on lengths of excursions.

Prépublication 362 :
( Septembre 1996 )
J. JACOD & A.N. SHIRYAEV : Local martingales and the fundamental asset pricing theorems in the discrete-time case.

Prépublication 363 :
( Septembre 1996 )
C. SABOT : Existence and uniqueness of diffusions on finitely ramified self-similar fractals.

Prépublication 364 :
( Septembre 1996 )
J. BERTOIN : Darling-Erdîs theorems for stable Lévy processes.

Prépublication 365 :
( Octobre 1996 )
S. MELEARD : Stochastic approximations of the solution of a full Boltzmann equation for small initial data.

Prépublication 366 :
( Octobre 1996 )
Z. SHI & M. YOR : Integrability and lower limits of the local time of iterated Brownian motion.

Prépublication 367 :
( Octobre 1996 )
N. SIDOROV & A. VERSHIK : Ergodic properties of Erdîs measure, the entropy of the goldenshift and related problems.

Prépublication 368 :
( Octobre 1996 )
F. CHENAL & A. MILLET : Law of iterated logarithm for parabolic SPDEs.

Prépublication 369 :
( Novembre 1996 )
J. JACOD : Rate of convergence to the local time of a Brownian motion.

Prépublication 370 :
( Décembre 1996 )
J.-C. GRUET : On the length of the homotopic Brownian word in the thrice punctured sphere.

Prépublication 371 :
( Décembre 1996 )
Y. HU & Z. SHI : The local time of simple random walk in random environment.

Prépublication 372 :
( Décembre 1996 )
M. MELLOUK & A. MILLET : Large deviations for stochastic flows and anticipating SDEs in Besov-Orlicz spaces.

Prépublication 373 :
( Décembre 1996 )
T. VAN DER MEER : Invariance principle for strongly dependent sequences.

Prépublication 374 :
( Décembre 1996 )
M. COURBAGE & D. HAMDAN : On stationary processes not determined by the family of two-dimensional marginal laws.

Prépublication 375 :
( Décembre 1996 )
M. COURBAGE : On the abundance of traveling waves in 1D infinite cellular automata.

Prépublication 376 :
( Décembre 1996 )
M. BABILLOT : Géodésiques et horocycles sur le revàtement d'homologie d'une surface hyperbolique.

Prépublication 377 :
( Décembre 1996 )
B. JOURDAIN : Diffusions with a non-linear irregular drift coefficient and probabilistic interpretation of generalized Burger's equations.

Prépublication 378 :
( Décembre 1996 )
C. SABOT : Espaces de Dirichlet reliés par un nombre fini de points et application aux diffusions sur les fractals.

Prépublication 379 :
( Décembre 1996 )
N. EISENBAUM & Z. SHI : Measuring the rarely visited sites of Brownian motion.

Prépublication 380 :
( Décembre 1996 )
J. AZEMA, T. JEULIN, F. KNIGHT & M. YOR : Quelques calculs de compensateurs impliquant l'injectivité de certains processus croissants.


1997


Prépublication 381 :
( Janvier 1997 )
J. FRANCHI : Asymptotic singular homology of a complete hyperbolic 3-manifold of finite volume.

Prépublication 382 :
( Janvier 1997 )
M. BENAIM, J.-C. FORT, & G. PAGES : Convergence presque sure de l'algorithme de Kohonen unidimensionel.

Prépublication 383 :
( Janvier 1997 )
J.-S. DHERSIN & J.-F. LE GALL : Kolmogorov's test for super-Brownian motion.

Prépublication 384 :
( Janvier 1997 )
J. BERTOIN : The inviscid Burgers equation with Brownian initial velocity.

Prépublication 385 :
( Janvier 1997 )
S. FAKHFAKH : On the stability of the Kalman-Bucy filter with stationary time varying parameters.

Prépublication 386 :
( Février 1997 )
Ph. MARCHAL : Temps d'occupation de (0, ) pour les marches aléatoires.

Prépublication 387 :
( Février 1997 )
M.T. BARLOW & R.F. BASS : Brownian motion and harmonic analysis on Sierpinski carpets.

Prépublication 388 :
( Février 1997 )
J. JACOD : Rates of convergence to the local time of a diffusion.

Prépublication 389 :
( Février 1997 )
M. BENAIM, J.-C. FORT, & G. PAGES : Convergence of the one-dimensional Kohonen algorithm.

Prépublication 390 :
( Mars 1997 )
Y. HU & Z. SHI : The limits of Sinai's simple random walk in random environment.

Prépublication 391 :
( Mars 1997 )
Y. HU & Z. SHI : Favourite sites of transient Brownian motion.

Prépublication 392 :
( Mars 1997 )
S. SATO & M. YOR : Computations of moments for discounted Brownian additive functionals.

Prépublication 393 :
( Mars 1997 )
N. EISENBAUM : Théorèmes limites pour les temps locaux d'un processus stable symétrique.

Prépublication 394 :
( Mars 1997 )
N. EISENBAUM : On the most visited sites by a symmetric stable process.

Prépublication 395 :
( Mars 1997 )
J. BERTOIN & L. MARSALLE : Point le plus visité par un mouvement brownien avec dérive.

Prépublication 396 :
( Mars 1997 )
Y. HU & M. YOR: Convergence in law and convergence of moments : an example related to Bessel processes

Prépublication 397 :
( Avril 1997 )
Y. HU: Hausdorff and packing measures of the level sets of iterated Brownian motion.

Prépublication 398 :
( Avril 1997 )
P. BALDI & M. PICCIONI: Importance sampling for continuous time Markov chains and applications to fluid models.

Prépublication 399 :
( Avril 1997 )
B. LEBLANC & M. YOR: Lévy processes in finance : A remedy to the non-stationarity of continuous martingales.

Prépublication 400 :
( Mai 1997 )
H. GEMAN & M. YOR : Stochastic time changes in catastrophe option pricing.

Prépublication 401 :
( Mai 1997 )
J. WARREN & M. YOR : The Brownian burglar : conditioning Brownian motion by its local time process.

Prépublication 402 :
( Mai 1997 )
L. CHAUMONT : An extension of Vervaat's transformation and its consequences.

Prépublication 403:
( Juin 1997 )
PH. BIANE : On the free convolution with a semi-circular distribution.

Prépublication 404:
( Juin 1997 )
C. GRAHAM & S. MELEARD : A large deviation principle for a large star-shaped loss network with links of capacity one.

Prépublication 405:
( Juin 1997 )
J. JACOD : Non-parametric kernel estimation of the diffusion coefficient of a diffusion.

Prépublication 406:
( Juin 1997 )
PH. MARCHAL : Distribution of the occupation time for a Lévy process at passage times at 0.

Prépublication 407:
( Septembre 1997 )
J. BERTOIN : Cauchy's principal value of local times of Lévy processes with no negative jumps via continuous branching processes.

Prépublication 408:
( Septembre 1997 )
N. EISENBAUM & Z. SHI : Uniform oscillations of the local time of iterated Brownian motion.

Prépublication 409:
( Septembre 1997 )
M. BALAZARD & E. SAIAS : Notes sur la fonction z de Riemann, 1.

Prépublication 410:
( Septembre 1997 )
A. MILLET & M. SANZ-SOLE :
A stochastic wave equation in two space dimension : Smoothness of the law.

Prépublication 411:
( Septembre 1997 )
M. YOR : On the speed of convergence towards the Cauchy distribution for the asymptotic windings of planar Brownian motion.

Prépublication 412:
( Septembre 1997 )
M. EMERY & M. YOR : Sur un théorème de Tsirelson relatif à des mouvements browniens corrélés et à la nullité de certains temps locaux.

Prépublication 413:
( Septembre 1997 )
M.T. BARLOW, M. EMERY, F.B. KNIGHT, S. SONG & M. YOR : Autour d'un théorème de Tsirelson sur des filtrations browniennes et non-browniennes.

Prépublication 414:
( Septembre 1997 )
J. PITMAN & M. YOR : Random Brownian scaling identities and splicing of Bessel processes.

Prépublication 415:
( Octobre 1997 )
B. JOURDAIN & S. MELEARD : Propagation of chaos anf fluctuations for a moderate model with smooth initial data.

Prépublication 416:
( Octobre 1997 )
P.-L. MORIEN : On the stochastic Burgers equation : Existence of the density.

Prépublication 417:
( Octobre 1997 )
J. BERTOIN & M.-E. CABALLERO : Regularity of the Cauchy principal value of the local times of some Lévy processes.

Prépublication 418:
( Novembre 1997 )
J. PITMAN & M. YOR : Ranked functionals of Brownian excursions.

Prépublication 419:
( Novembre 1997 )
Y. HU, Z. SHI & M. YOR : Rates of convergence of diffusions with drifted Brownian potentials.

Prépublication 420:
( Novembre 1997 )
M. YOR : Le mouvement brownien : quelques développements de 1950 à 1995.

Prépublication 421:
( Novembre 1997 )
L. CHAUMONT & R.A. DONEY: Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion.

Prépublication 422:
( Novembre 1997 )
J. BERTOIN : Intersection of independent regenerative sets.

Prépublication 423:
( Novembre 1997 )
M. BALAZARD & E. SAIAS: Notes sur la fonction z de Riemann, 2.

Prépublication 424:
( Novembre 1997 )
L. MARSALLE : Slow points and fast points of local times.

Prépublication 425:
( Décembre 1997 )
J.-C. GRUET : Jacobi radial stable processes.

Prépublication 426:
( Décembre 1997 )
R. AGUECH, E. MOULINES & P. PRIOURET : On a perturbation approach for the analysis of stochastic tracking algorithms.

Prépublication 427:
( Décembre 1997 )
L. ALILI : On an identity related to the the distribution of the ladder processes for Lévy processes.

 


1998


Prépublication 428:
( Janvier 1998 )
C. DONATI-MARTIN & M. YOR : Intégrales stochastiques de processus anticipants et projections duales prévisibles.

Prépublication 429:
( Janvier 1998 )
N. EISENBAUM & Z. SHI : A Ray-Knight theorem for symmetric Markov processes.

Prépublication 430 :
( Janvier 1998 )
M. GRADINARU, B. ROYNETTE, P. VALLOIS & M. YOR : Abel transform and integrals of Bessel local times.

Prépublication 431:
( Janvier 1998 )
N. ENRIQUEZ, J. FRANCHI & Y. LE JAN : Stable windings for geodesics under Patterson-Sullivan measure.

Prépublication 432:
( Janvier 1998 )
J.-C. FORT & G. PAGES : Stochastic algorithms with non constant step : a.s. weak convergence of weighted empirical measures.

Prépublication 433:
( Février 1998 )
M. BABILLOT & M. PEIGNE : Homologie des géodésiques sur des variétés hyperboliques avec bouts cuspidaux : I -Géodésiques fermées

Prépublication 434:
( Février 1998 )
L. DESVILLETTES, C. GRAHAM & S. MELEARD : Probabilistic interpretation and numerical approximation of a Kac equation without Cutoff.

Prépublication 435:
( Mars 1998 )
PH. CARMONA, F. PETIT & M. YOR : An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions.

Prépublication 436:
( Mars 1998 )
N. EISENBAUM : Integration with respect to local time.

Prépublication 437:
( Mars 1998 )
J. BERTOIN : Large deviations estimates in Burgers turbulence with stable noise initial data.

Prépublication 438:
( Mars 1998 )
C. GRAHAM & S. MELEARD : Existence and regularity of a solution to a Kac equation without cutoff using Malliavin calculus.

Prépublication 439:
( Mars 1998 )
M. CSÖRGÖ, Z. SHI & M. YOR : Some asymptotic properties of the local time of the uniform empirical process.

Prépublication 440:
( Mars 1998 )
N. ANANTHARAMAN : Precise counting results for closed orbits of Anosov flows.

Prépublication 441:
( Avril 1998 )
PH. CARMONA, F. PETIT, J. PITMAN & M. YOR : On the laws of homogeneous functionals of the Brownian bridge.

Prépublication 442:
( Avril 1998 )
PH. CARMONA, F. PETIT & M. YOR : Further relations between reflecting Brownian motion and the two-dimensional Bessel process.

Prépublication 443:
( Avril 1998 )
Y. HU & Z. SHI : Shortest excursion lenghts.

Prépublication 444:
( Avril 1998 )
Y. HU & Z. SHI : The problem of the most visited site in random environment.

Prépublication 445:
( Avril 1998 )
C. DONATI-MARTIN, Z. SHI & M. YOR : The joint arcsine law of the last Brownian zero and its Lévy transform .

Prépublication 446:
( Avril 1998 )
J. BERTOIN : On overshoots and hitting times for random walks.

Prépublication 447:
( Avril 1998 )
C. CARDON-WEBER : Large deviations for a Burgers' type SPDE.

Prépublication 448:
( Mai 1998 )
W. JEDIDI : Régularité de quelques modèles associés à un processus markovien de saut pur.

Prépublication 449:
( Mai 1998 )
J. BERTOIN : Renewal theory for embedded regenerative sets.

Prépublication 450:
( Mai 1998 )
N. FOURNIER : Malliavin calculus for parabolic SPDEs with jumps.

Prépublication 451:
( Mai 1998 )
L. CHAUMONT & R.A. DONEY : Some calculations for doubly perturbed Brownian motion.

Prépublication 452:
( Mai 1998 )
J.-C. GRUET : Nevanlinna theory and Brownian motion windings.

Prépublication 453:
( Mai 1998 )
P. DEL MORAL, J. JACOD & PH. PROTTER : The Monte-Carlo method for filtering with discrete-time observations.

Prépublication 454:
( Juin 1998 )
B. DE MEYER : Une simplification de l'argument de Tsirelson sur le caractère non-brownien des processus de Walsh.

Prépublication 455:
( Juin 1998 )
H. FÖLLMER, C.-T. WU & M. YOR : Canonical decomposition of linear transformations of two independent Brownian motions.

Prépublication 456:
( Juin 1998 )
P. JAKUBENAS : Sur le prix des options pour certains marchés incomplets.

Prépublication 457:
( Juin 1998 )
F. PETIT & M. YOR : Ito's formula and the marginals of certain submartingales.

Prépublication 458:
( Juillet 1998 )
C. SABOT : Density of states of diffusions on self-similar sets and holomorphic dynamics in higher dimension : the example of the interval [ 0,1] .

Prépublication 459:
( Juillet 1998 )
M. MELLOUK : Large deviation principle for random evolution equations.

 

Prépublication 460:
( Juillet 1998 )
C. DONATI-MARTIN & M. YOR : Some measure valued Markov processes attached to occupation times of Brownian motion.

Prépublication 461:
( Septembre 1998 )
J. PITMAN & M. YOR : Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude.

Prépublication 462:
( Septembre 1998 )
H. MATSUMOTO & M. YOR : Further results about exponential Brownian functionals.

Prépublication 463:
( Septembre 1998 )
J. BERTOIN : Structure of shocks in Burgers turbulence with stable noise initial data.

Prépublication 464:
( Septembre 1998 )
P. COHORT : Une méthode géométrique pour l'unicité d'un quantifieur localement optimal.

Prépublication 465:
( Octobre 1998 )
E. CSAKI, A. FÖLDES, P. REVESZ & Z. SHI : On the excursions of two-dimensional random walk and Wiener process.

Prépublication 466:
( Octobre 1998 )
E. CSAKI & Z. SHI : Large favourite sites of simple random walk and the Wiener process.

Prépublication 467:
( Octobre 1998 )
J. PITMAN & M. YOR : The law of the maximum of a Bessel bridge.

Prépublication 468:
( Octobre 1998 )
N. FOURNIER : Existence and regularity study for a 2-dimensional Kac equation without cutoff by a probabilistic approach.

Prépublication 469:
( Octobre 1998 )
PH. BOUGEROL & TH. JEULIN : Brownian bridge on hyperbolic spaces and on homogeneous trees.

Prépublication 470:
( Novembre 1998 )
M. CSÖRGÖ & Z. SHI : An Lp-view of the Bahadur-Kiefer theorem.

Prépublication 471:
( Novembre 1998 )
M. YOR : Some invariance properties (of the laws) of Ocone's martingales.

Prépublication 472:
( Novembre 1998 )
PH. MARCHAL : A combinatorial approach to the two-sided exit problem for left-continuous random walks.

Prépublication 473:
( Novembre 1998 )
E. CSAKI, W. KÖNIG & Z. SHI : An embedding for the Kesten-Spitzer random walk in random scenery.

Prépublication 474:
( Novembre 1998 )
L. CHAUMONT, R.A. DONEY & Y. HU : Upper and lower limits of doubly perturbed Brownian motion.

Prépublication 475:
( Novembre 1998 )
H. MATSUMOTO & M. YOR : Some extensions of Pitman’s theorem involving exponential Brownian functionals via generalized inverse Gaussian distributions.

Prépublication 476:
( Novembre 1998 )
H. HU & M. YOR : Asymptotic studies of Brownian functionals.

Prépublication 477:
( Novembre 1998 )
J. JACOD, S. MELEARD & PH. PROTTER : Explicit form and robustness of martingale representations.

 

 


1999


Prépublication PMA-478 :
( Janvier 1999 )
O. CATONI, D. CHEN D.& J. XIE : The reduction method, the loop erased exit path, and the metastability of the biased majority vote process on a torus.

Prépublication PMA-479 :
( Janvier 1999 )
R.F. BASS, N. EISENBAUM & Z. SHI: The most visited sites of symmetric stable processes.

Prépublication PMA-480 :
( Janvier 1999 )
E. CSAKI, M. CSÖRGÖ, A. FÖLDES & Z. SHI : Path properties of Cauchy's principal values related to local time.

Prépublication PMA-481 :
( Janvier 1999 )
T. BODINEAU : The Wulff construction in three and more dimensions.

Prépublication PMA-482 :
( Janvier 1999 )
L. BAEZ-DUARTE, M. BALAZARD,B. LANDREAU & E. SAIAS : Notes sur la fonction z de Riemann, 3.

Prépublication PMA-483 :
( 02/02/1999 )
SHI Zhan : Lower tails of quadratic functionals of symmetric stable processes.

Prépublication PMA-484 :
( Février 1999 )
D. PICARD & K. TRIBOULEY : Adaptive Confidence Interval for Pointwise Curve Estimation.

Prépublication PMA-485 :
( 04/02/1999 )
BERTOIN Jean : Some elements on Lévy processes.

Prépublication PMA-486 :
( 16/02/1999 )
YOR M. : The distribution of a subordinated perpetuity and its relation with Brownian and Bessel meanders.

Prépublication PMA-487 :
( 04/02/1999 )
BERTOIN Jean : A fragmentation process connected to Brownian motion.

Prépublication PMA-488 :
( 17/02/1999 )
FOURNIER Nicolas : Strict positivity of a solution to a one-dimensional Kac equation without cutoff.

Prépublication PMA-489 :
( 10/03/1999 )
DONATI-MARTIN C.,GHOMRASNI R., YOR M., : Affine random equations and the stable (1/2) distribution.

Prépublication PMA-490 :
( 11/03/1999 )
FÖLLMER H., WU C.-T., YOR M. : On weak Brownian motions of arbitrary order.

Prépublication PMA-491 :
( 11/03/1999 )
COURBAGE M., HAMDAN D. : Examples of ergodic processes uniquely determined by their Two-Marginal Laws.

Prépublication PMA-492 :
( 17/03/1999 )
BALLY V.,CABALLERO M.E.,FERNANDEZ B. : Reflected BSDE's , PDE's and Variational Inequalities.

Prépublication PMA-493 :
( 22/03/1999 )
BERTOIN J.,LE GALL J.-F., : The Bolthausen-Sznitman coalescent and the genealogy of continuous-state branching processes.

Prépublication PMA-494 :
( 23/03/1999 )
LAMBERT A. : Completely asymmetric Lévy processes confined in a finite interval.

Prépublication PMA-495 :
( 26/03/1999 )
DONATI-MARTIN C. , GHOMRASNI R. , YOR M. : On certain Markov processes attached to exponential functionals of Brownian motion ; application to Asian options.

Prépublication PMA-496 :
( 29/03/1999 )
HU Y. : Tightness of localization and return time in random environment.

Prépublication PMA-497 :
( 13/04/1999 )
KHOSHNEVISAN D. , SHI Z. : Brownian sheet and capacity.

Prépublication PMA-498 :
( 25/04/1999 )
MATSUMOTO H., YOR M : Some changes of probabilities related to a geometric Brownian motion version of Pitman's 2M - X theorem.

Prépublication PMA-499 :
( 04/05/1999 )
CSAKI E. , HU Y. : Asymptotic properties of ranked heights in Brownian excursions

Prépublication PMA-500 :
( 04/05/1999 )
FOURNIER N. : Strict positivity of the density for a Poisson driven S.D.E.

Prépublication PMA-501 :
( 04/05/1999 )
GOBET E. : Weak approximation of killed diffusion. Part I: continuous Euler scheme.

Prépublication PMA-502 :
( 04/05/1999 )
GOBET E. : Weak approximation of killed diffusion. Part II: discrete Euler scheme.

Prépublication PMA-503 :
( 19/05/1999 )
CARDON-WEBER C. , MILLET A. : A support theorem for a generalized Burgers SPDE

Prépublication PMA-504 :
( 19/05/1999 )
DELATTRE S. , HOFFMANN M. : Mixed Gaussian white noise

Prépublication PMA-505 :
( 01/06/1999 )
BOUGEROL Ph. , JEULIN Th. : A ratio limit theorem for recurrent diffusions on manifolds

Prépublication PMA-506 :
( 14/06/1999 )
HU Y. , WARREN J. : Ray-Knight theorems related to a stochastic flow

Prépublication PMA-510 :
( 21/06/1999 )
CATONI O. : "Universal" aggregation rules with exact bias bounds

Prépublication PMA-511 :
( 22/06/1999 )
MAMMEN E. , TSYBAKOV A. B. : Smooth discrimination analysis

Prépublication PMA-512 :
( 24/06/1999 )
GAYRAUD G. , TSYBAKOV A. B. : Testing hypotheses about contours in images

Prépublication PMA-513 :
( 24/06/1999 )
MAZLIAK L. : A note on weak viability for controlled diffusion

Prépublication PMA-514 :
( 29/06/1999 )
BERTOIN J. : Clustering statistics for sticky particles with Brownian initial velocity

Prépublication PMA-515 :
( 02/07/1999 )
DEL MORAL P. , JACOD J. : The Monte-Carlo method for filtering with discrete-time observations: Central Limit Theorems

Prépublication PMA-516 :
( 06/07/1999 )
BALDI P. , CASADIO TARABUSI E. , FIGA-TALAMANCA A. , YOR M. : Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities

Prépublication PMA-517 :
( 06/07/1999 )
DONATI-MARTIN C. , MATSUMOTO H. , YOR M. : On the conditional moments of exponential Brownian functionals

Prépublication PMA-518 :
( 09/07/1999 )
DONATI-MARTIN C. , MATSUMOTO H. , YOR M. : On positive and negative moments of the integral of geometric Brownian motions

Prépublication PMA-519 :
( 09/07/1999 )
CARMONA PH. , PETIT F. , YOR M. : A trivariate law for certain processes related to perturbed Brownian motions

Prépublication PMA-520 :
( 20/07/1999 )
MÉLÉARD S. : Monte-Carlo approximations of the solution of the 2d Navier-Stokes equation with finite measure initial data

Prépublication PMA-521 :
( 02/09/1999 )
HOFFMANN M. : On estimating the diffusion coefficient: parametric versus nonparametric

Prépublication PMA-524 :
( 03/09/1999 )
CSAKI E. , SHI Z. , YOR M. : Fractional Brownian motions as "higher-order" fractional derivatives of Brownian local times

Prépublication PMA-525 :
( 15/09/1999 )
COMTE F. : Adaptative estimation of the spectrum of a stationary Gaussian sequence

Prépublication PMA-526 :
( 17/09/1999 )
FOURNIER N. : Support theorem for the solution of a white noise driven parabolic SPDE with temporal Poissonian jumps

Prépublication PMA-527 :
( 21/09/1999 )
ANANTHARAMAN N. : Distribution of closed geodesics on a surface, under homological constraints

Prépublication PMA-528 :
( 21/09/1999 )
BIRGÉ L. : Interval censoring : a nonasymptotic point of view

Prépublication PMA-529 :
( 24/09/1999 )
KLEMELÄ J. : Sharp adaptive estimation of quadratic functionals

Prépublication PMA-530 :
( 28/09/1999 )
BERTOIN J. , PITMAN J. : Two coalescents derived from the ranges of stable subordinators

Prépublication PMA-531 :
( 29/09/1999 )
CSAKI E. , CSÖRGÖ M. , FÖLDES A. , SHI Z. : Increment sizes of the principal value of Brownian local time

Prépublication PMA-532 :
( 29/09/1999 )
CSAKI E. , CSÖRGÖ M. , FÖLDES A. , SHI Z. : On a class of additive functionals of two-dimensional Brownian motion and random walk

Prépublication PMA-533 :
( 30/09/1999 )
ENRIQUEZ N. , FRANCHI J. , LE JAN Y. : Exit law of the fundamental diffusion associated with a Kleinian group

Prépublication PMA-534 :
( 30/09/1999 )
ENRIQUEZ N. , FRANCHI J. , LE JAN Y. : Stable windings on hyperbolic surfaces

Prépublication PMA-535 :
( 04/10/1999 )
EISENBAUM N. : On local times of a symmetric stable process as a doubly-indexed process

Prépublication PMA-536 :
( 07/10/1999 )
GOBET E. : Analysis of the zigzag convergence for barrier options with binomial trees

Prépublication PMA-537 :
( 28/10/1999 )
COHEN A. , DEVORE R. , KERKYACHARIAN G. , PICARD D. : Maximal spaces with given rate of convergence for thresholding algorithms

Prépublication PMA-538 :
( 09/11/1999 )
MARCHAL Ph. : Two consequences of a path transform

Prépublication PMA-539 :
( 09/11/1999 )
MARCHAL Ph. : Loop-erased random walks and heaps of cycles

Prépublication PMA-540 :
( 17/11/1999 )
KLEMELÄ J. , TSYBAKOV A.B. : Sharp adaptive estimation of linear functionals

Prépublication PMA-541 :
( 17/11/1999 )
GOLDENSHLUGER A. , TSYBAKOV A.B. : Optimal prediction for linear regression with infinitely many parameters

Prépublication PMA-542 :
( 25/11/1999 )
NDZIÉ EWODO J. : Behaviour of time-reversed pulses in random media

Prépublication PMA-543 :
( 02/12/1999 )
CARDON-WEBER C. : Cahn-Hilliard stochastic equation : existence of the solution and of its density

Prépublication PMA-544 :
( 02/12/1999 )
EISENBAUM N. , FÖLDES A. : Markov local time approximated by a generalized iterated Brownian motion

Prépublication PMA-545 :
( 02/12/1999 )
CATONI O. : Free energy estimates and deviation inequalities

Prépublication PMA-546 :
( 08/12/1999 )
FOURNIER N. : Strict positivity of the solution to a 2-dimensional spatially homogeneous Boltzmann equation without cutoff

Prépublication PMA-547 :
( 08/12/1999 )
HU Y. : The laws of Chung and Hirsch for Cauchy's principal values related to Brownian local times

Prépublication PMA-548 :
( 08/12/1999 )
KERKYACHARIAN K. , LEPSKI O. , PICARD D. : Non linear estimation in anisotropic multiindex denoising

Prépublication PMA-549 :
( 08/12/1999 )
BIRGÉ L. : An alternative point of view on Lepski's method

Prépublication PMA-551 :
( 09/12/1999 )
LÖCHERBACH E. : Likelihood ratio processes for Markovian particle systems with killing and jumps

Prépublication PMA-552 :
( 10/12/1999 )
DEL MORAL P. , JACOD J. : Interacting particle filtering with discrete observations

Prépublication PMA-553 :
( 10/12/1999 )
ROZENHOLC Y. : Nonparametric tests of change-point with tapered data

Prépublication PMA-554 :
( 16/12/1999 )
WINKEL M. : Burgers turbulence initialized by a regenerative impulse

Prépublication PMA-555 :
( 17/12/1999 )
LAMBERT A. : The genealogy of continuous-state branching processes with immigration

 


2000


Prépublication PMA-556 :
( 05/01/2000 )
KERKYACHARIAN G. , PICARD D. : Minimax or Maxisets ?

Prépublication PMA-558 :
( 19/01/2000 )
ANKER J.-P. , BOUGEROL P. , JEULIN T. : The infinite Brownian loop on a symmetric space

Prépublication PMA-559 :
( 17/01/2000 )
CAVALIER L. , TSYBAKOV A.B. : Sharp adaptation for inverse problems with random noise

Prépublication PMA-560 :
( 21/01/2000 )
COMTE F. : Kernel estimation of stochastic volatility models

Prépublication PMA-561 :
( 27/01/2000 )
HAMDAN D. : Markov chains with positive transitions are not determined by any p-marginals

Prépublication PMA-562 :
( 02/02/2000 )
PECCATI G. : A representation result for time-space Brownian chaos

Prépublication PMA-563 :
( 03/02/2000 )
FOURNIER N. , MÉLÉARD S. : A stochastic particle numerical method for 3D Boltzmann equations without cutoff

Prépublication PMA-564 :
( 16/02/2000 )
GOBET E. : LAMN property for elliptic diffusion: a Malliavin calculus approach

Prépublication PMA-565 :
( 16/02/2000 )
DEL MORAL P. , JACOD J. : Interacting particle filtering with discrete-time observations : asymptotic behaviour in the Gaussian case

Prépublication PMA-566 :
( 17/02/2000 )
BARAUD Y. , COMTE F. , VIENNET G. : Adaptive estimation in autoregression or ß-mixing regression via model selection

Prépublication PMA-567 :
( 18/02/2000 )
DELATTRE S. , HOFFMANN M. : Asymptotic equivalence for a null recurrent diffusion

Prépublication PMA-568 :
( 18/02/2000 )
HOFFMANN M. , LEPSKI O.V. : Random rates in anisotropic regression

Prépublication PMA-569 :
( 21/02/2000 )
GIRAUD C. : On regular points in Burgers turbulence with stable noise initial data

Prépublication PMA-570 :
( 23/02/2000 )
DEELSTRA G. , PHAM H. , TOUZI N. : Dual formulation of the utility maximization problem under transaction costs

Prépublication PMA-571 :
( 25/02/2000 )
BERTOIN J. : Eternal additive coalescents and certain bridges with exchangeable increments

Prépublication PMA-572 :
( 07/03/2000 )
GRUET J.-C. : Area of hyperbolic Brownian loop

Prépublication PMA-573 :
( 09/03/2000 )
NDZIÉ EWODO J. : Refocusing of a time-reversed acoustic pulse propagating in randomly layered media

Prépublication PMA-574 :
( 15/03/2000 )
CHAUMONT L. , HOBSON D.G. , YOR M. : Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes

Prépublication PMA-576 :
( 17/03/2000 )
CARDON-WEBER C. : Cahn-Hilliard stochastic equation : strict positivity of the density

Prépublication PMA-577 :
( 20/03/2000 )
HÖPFNER R. , HOFFMANN M. , LÖCHERBACH E. : Nonparametric estimation of the death rate in branching diffusions

Prépublication PMA-578 :
( 22/03/2000 )
ALILI L. , MATSUMOTO H. , SHIRAISHI T. : On a triplet of exponential Brownian functionals

Prépublication PMA-579 :
( 27/03/2000 )
TSYBAKOV A.B. : Adaptive estimation for inverse problems : a logarithmic effect in $L_2$

Prépublication PMA-580 :
( 30/03/2000 )
FELDMAN D. , HÄRDLE W. , HAFNER C. , HOFFMANN M. , LEPSKI O. , TSYBAKOV A. : Testing linearity in AR errors-in-variables model with application to stochastic volatility

Prépublication PMA-581 :
( 30/03/2000 )
FOURNIER N. : Strict positivity of the density for simple jump processes using the tools of support theorems. Application to the Kac equation without cutoff.

Prépublication PMA-582 :
( 30/03/2000 )
COHORT P. : Weak and strong laws of large numbers for the random normalised distortion

Prépublication PMA-583 :
( 31/03/2000 )
ALILI L. , DONEY R.A. : Martin boundaries associated with a killed random walk

Prépublication PMA-584 :
( 31/03/1999 )
ALILI L. , CHAUMONT L. : A new fluctuation identity for Lévy processes and some applications

Prépublication PMA-585 :
( 17/04/2000 )
SABOT C. : Pure point spectrum for the Laplacian on unbounded nested fractals

Prépublication PMA-586 :
( 21/04/2000 )
MASON D.M. , SHI Z. : Small deviations for some multi-parameter Gaussian processes

Prépublication PMA-587 :
( 21/04/2000 )
CSAKI E. , KHOSHNEVISAN D. , SHI Z. : Boundary crossings and the distribution function of the maximum of Brownian sheet

Prépublication PMA-588 :
( 21/04/2000 )
CSAKI E. , CSÖRGÖ M. , FÖLDES A. , SHI Z. , ZITIKIS R. : Pointwise and uniform asymptotics of the Vervaat error process

Prépublication PMA-589 :
( 21/04/2000 )
RÉVÉSZ P. , SHI Z. : Strong approximation of spatial random walk in random scenery

Prépublication PMA-590 :
( 26/04/2000 )
LÖCHERBACH E. : LAN and LAMN for systems of interacting diffusions with branching and immigration

Prépublication PMA-592 :
( 26/04/2000 )
BERTOIN J. : Homogeneous fragmentation processes

Prépublication PMA-593 :
( 03/05/2000 )
COMTE F. , LIEBERMAN O. : Asymptotic theory for multivariate GARCH processes

Prépublication PMA-594 :
( 22/05/2000 )
DONATI-MARTIN C. , HU Y. : Penalization of the Wiener measure and principal values

Prépublication PMA-595 :
( 22/05/2000 )
HU Y. : The logarithmic average of Sinai's walk in random environment

Prépublication PMA-598 :
( 07/06/2000 )
GOLDENSHLUGER A. , TSYBAKOV A. : Adaptive prediction and estimation in linear regression with infinitely many parameters

Prépublication PMA-599 :
( 13/06/2000 )
MNIF M. , PHAM H. : Stochastic optimization under constraints

Prépublication PMA-600 :
( 16/06/2000 )
FAR H. : Convergence of likelihood ratios for some discontinuous processes

Prépublication PMA-601 :
( 16/06/2000 )
FOURNIER N. , MÉLÉARD S. : Monte-Carlo approximations and fluctuations for 2D Boltzmann equations without cutoff

Prépublication PMA-602 :
( 26/06/2000 )
CAVALIER L. , GOLUBEV G.K. , PICARD D. , TSYBAKOV A.B. : Oracle inequalities for inverse problems

Prépublication PMA-603 :
( 10/07/2000 )
ENRIQUEZ N. , FRANCHI J. , LE JAN Y. : Central limit theorem for the geodesic flow associated with a Kleinian group, case delta > d/2

Prépublication PMA-604 :
( 10/07/2000 )
ENRIQUEZ N. , FRANCHI J. : Masse des pointes et temps de retour sous la mesure de Patterson-Sullivan

Prépublication PMA-605 :
( 10/07/2000 )
GIRAUD C. : Genealogy of shocks in Burgers turbulence with white noise initial velocity

Prépublication PMA-606 :
( 17/07/2000 )
COMTE F. , TAUPIN M.-L. : Semiparametric estimation in the (auto)-regressive ß-mixing model with errors-in-variables

Prépublication PMA-607 :
( 19/07/2000 )
JAKUBENAS P. : On the impact of proportional transaction costs

Prépublication PMA-608 :
( 06/09/2000 )
FOURNIER N. , MÉLÉARD S. : A Markov process associated with a Boltzmann equation without cutoff and for non Maxwell molecules

Prépublication PMA-609 :
( 06/09/2000 )
CATONI O. : Data compression and adaptive histograms

Prépublication PMA-610 :
( 08/09/2000 )
BERTOIN J. : Self-similar fragmentations

Prépublication PMA-611 :
( 11/09/2000 )
KERKYACHARIAN G. , PICARD D. : Thresholding algorithms, maxisets and well concentrated bases

Prépublication PMA-612 :
( 18/09/2000 )
HAMDAN D. : Ergodic Markov chains are not determined by any p-marginals

Prépublication PMA-613 :
( 18/09/2000 )
CARDON-WEBER C. : Implicit approximation scheme for the Cahn-Hilliard stochastic equation

Prépublication PMA-614 :
( 05/10/2000 )
CHALEYAT-MAUREL M. , SANZ-SOLÉ M. : Positivity of the density for the stochastic wave equation in two spatial dimensions

Prépublication PMA-615 :
( 09/10/2000 )
ROELLY S. , THIEULLEN M. : A characterization of reciprocal processes via an integration by parts formula on the path space

Prépublication PMA-617 :
( 18/10/2000 )
BOUGEROL P. , JEULIN T. : Brownian bridge on Riemannian symmetric spaces

Prépublication PMA-618 :
( 20/10/2000 )
WINKEL M. : Right inverses of non-symmetric Lévy processes

Prépublication PMA-619 :
( 08/11/2000 )
BERTOIN J. , CABALLERO M.-E. : Entrance from 0+ for increasing semi-stable Markov processes

Prépublication PMA-620 :
( 15/11/2000 )
LEBLANC M. , MARTINI C. : Unbounded volatility in the uncertain volatility model

Prépublication PMA-621 :
( 16/11/2000 )
BUTUCEA C. : Exact adaptive pointwise estimation on Sobolev classes of densities

Prépublication PMA-622 :
( 20/11/2000 )
FOURNIER N. , MÉLÉARD S. : Existence results for 2D homogeneous Boltzmann equations without cutoff and for non Maxwell molecules by use of Malliavin calculus

Prépublication PMA-623 :
( 21/11/2000 )
GLOTER A. , JACOD J. : Diffusions with measurement errors. I - Local Asymptotic Normality

Prépublication PMA-624 :
( 21/11/2000 )
GLOTER A. , JACOD J. : Diffusions with measurement errors. II - Optimal estimators

Prépublication PMA-625 :
( 04/12/2000 )
ROUAULT A. , YOR M. , ZANI M. : A LDP related to the strong arc-sine law

Prépublication PMA-626 :
( 07/12/2000 )
PECCATI G. : On the convergence of multiple random integrals

Prépublication PMA-627 :
( 08/12/2000 )
BALDI P. , CARAMELLINO L. : Asymptotics of hitting probabilities for general one-dimensional pinned diffusions

Prépublication PMA-628 :
( 12/12/2000 )
BALLY V. , PAGÈS G. : A quantization algorithm for solving multi-dimensional optimal stopping problems

Prépublication PMA-630 :
( 13/12/2000 )
FOURNIER N. , MÉLÉARD S. : Monte-Carlo approximations for 2d homogeneous Boltzmann equations without cutoff and for non Maxwell molecules

Prépublication PMA-631 :
( 22/12/2000 )
LAMBERT A. : The joint law of ages and residual lifetimes for two schemes of nested regenerative sets

 


2001


Prépublication PMA-632 :
( 09/01/2001 )
BIRGÉ L. : A new look at an old result : Fano's Lemma

Prépublication PMA-633 :
( 09/01/2001 )
PHAM H. : A large deviations approach to optimal long term investment

Prépublication PMA-634 :
( 09/01/2001 )
BERTOIN J. , YOR M. : The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes

Prépublication PMA-635 :
( 19/01/2001 )
BODINEAU T. : Phase coexistence for the Kac Ising models

Prépublication PMA-637 :
( 09/02/2001 )
BAUDOIN F. : Bessel process with random drift and the $\frac{\langle X\rangle }{X}$ transformation

Prépublication PMA-639 :
( 27/02/2001 )
BERTOIN J. , GIRAUD C. , ISOZAKI Y. : Statistics of a flux in Burgers turbulence with one-sided Brownian initial data

Prépublication PMA-641 :
( 08/03/2001 )
RIVOIRARD V. : Non linear estimation over weak Besov spaces and minimax Bayes method

Prépublication PMA-642 :
( 08/03/2001 )
BALLY V. , PAGÈS G. : Error analysis of the quantization algorithm for obstacle problems

Prépublication PMA-644 :
( 27/03/2001 )
PHAM H. : Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

Prépublication PMA-647 :
( 02/04/2001 )
BIRGÉ L. , MASSART P. : A generalized Cp criterion for Gaussian model selection

Prépublication PMA-648 :
( 03/04/2001 )
PECCATI G. : From Wiener to Time-Space chaos, via conditioned Gaussian measures

Prépublication PMA-649 :
( 04/04/2001 )
BAUDOIN F. : Conditioned stochastic differential equations: Theory and applications

Prépublication PMA-650 :
( 24/04/2001 )
HOFFMANN M. : Rate of convergence for parametric estimation in a stochastic volatility model

Prépublication PMA-651 :
( 25/04/2001 )
BERTOIN J. : The asymptotic behavior of fragmentation processes

Prépublication PMA-652 :
( 03/05/2001 )
COMTE F. , ROZENHOLC Y. : Adaptive estimation of mean and volatility functions in (auto-)regressive models

Prépublication PMA-653 :
( 07/05/2001 )
PICARD D. , TRIBOULEY K. : Evolutionary Pareto distribution

Prépublication PMA-654 :
( 07/05/2001 )
BAUDOIN F. : Portfolio optimization associated with a weak information

Prépublication PMA-655 :
( 10/05/2001 )
CAMPI L. : A weak version of Douglas Theorem with applications to finance

Prépublication PMA-656 :
( 11/05/2001 )
JACOD J. : Sharp estimates for the Euler scheme for Lévy driven stochastic differential equations

Prépublication PMA-657 :
( 14/05/2001 )
WINKEL M. : Limits clusters in the inviscid Burgers turbulence with certain random initial velocities

Prépublication PMA-658 :
( 15/05/2001 )
BROFFERIO S. : How a centered random walk on the affine group goes to infinity

Prépublication PMA-659 :
( 15/05/2001 )
ENRIQUEZ N. , FRANCHI J. : Masse des pointes, temps de retour et enroulements en courbure négative

Prépublication PMA-660 :
( 18/05/2001 )
SHI Z. : Sinai's walk via stochastic calculus

Prépublication PMA-661 :
( 21/05/2001 )
JACOD J. , JAKUBOWSKI A. , MÉMIN J. : About asymptotic errors in discretization of processes

Prépublication PMA-662 :
( 21/05/2001 )
JACOD J. : On processes with conditional independent increments and stable convergence in law

Prépublication PMA-663 :
( 07/06/2001 )
KERKYACHARIAN G. , PICARD D. : Entropy, universal coding, approximation and bases properties

Prépublication PMA-664 :
( 07/06/2001 )
MIERMONT G. : Ordered additive coalescents and additive coalescents associated to Lévy processes with no positive jumps

Prépublication PMA-665 :
( 08/06/2001 )
CARMONA P. , HU Y. : On the partition function of a directed polymer in a random environment

Prépublication PMA-666 :
( 11/06/2001 )
BERTOIN M. , YOR M. : On subordinators, self-similar Markov processes, and some factorizations of the exponential variable

Prépublication PMA-667 :
( 12/06/2001 )
LASSERRE G. : Asymetric information and imperfect competition in a continuous time multivariate security model

Prépublication PMA-668 :
( 13/06/2001 )
GIRAUD C. : Clustering in a self-gravitating one-dimensional gas at low temperature

Prépublication PMA-669 :
( 15/06/2001 )
EISENBAUM N. , HU Y. : Rogers and Walsh's integral representation of martingales in a stochastic flow

Prépublication PMA-670 :
( 18/06/2001 )
SABOT C. : Spectral properties of hierarchical lattices and iteration of rational maps

Prépublication PMA-671 :
( 18/06/2001 )
SABOT C. : Schrödinger operators on fractal lattices with random blow-ups

Prépublication PMA-673 :
( 21/06/2001 )
PECCATI G. : A time-space hedging theory

Prépublication PMA-674 :
( 26/06/2001 )
RIVERO V.M. : On random sets connected to the partial records of Poisson point process

Prépublication PMA-677 :
( 02/07/2001 )
CATONI O. : Randomized estimators and empirical complexity for pattern recognition and least square regression

Prépublication PMA-678 :
( 04/07/2001 )
COMTE F. , MERLEVÈDE F. : Adaptive estimation of the stationary density of discrete and continuous time mixing processes

Prépublication PMA-679 :
( 06/07/2001 )
PECCATI G. , YOR M. : Hardy's inequality in $L^{2}$ ([0,1]) and principal values of Brownian local times.

Prépublication PMA-680 :
( 09/07/2001 )
BERTOIN J. : Eternal solutions to Smoluchowski's coagulation equation with additive kernel and their probabilistic interpretations

Prépublication PMA-681 :
( 06/09/2001 )
KERKYACHARIAN G. , PICARD D. : Replicant compression coding in Besov spaces

Prépublication PMA-682 :
( 06/09/2001 )
TSYBAKOV A.B. : Optimal Aggregation of Classifiers in Statistical Learning

Prépublication PMA-683 :
( 06/09/2001 )
JACOD J. : Inference for Stochastic Processes

Prépublication PMA-685 :
( 17/09/2001 )
CARDON-WEBER C. , MILLET A. : On strongly Petrovskii's parabolic SPDEs in arbitrary dimension

Prépublication PMA-687 :
( 19/09/2001 )
RIVOIRARD V. : Bayesian thresholding with priors based on Pareto distributions

Prépublication PMA-688 :
( 27/09/2001 )
BALLY V. , LÖCHERBACH E. : On the invariant density of branching diffusions

Prépublication PMA-689 :
( 27/09/2001 )
CAVALIER L. , TSYBAKOV A.B. : Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation

Prépublication PMA-690 :
( 03/10/2001 )
MAZLIAK L. , RAINER C. : Exact and possible viability for controlled diffusions

Prépublication PMA-691 :
( 05/10/2001 )
BAUDOIN F. : Skew-product decompositions of Brownian motions on manifolds : A probabilistic aspect of the Lichnerowicz-Szabo theorem

Prépublication PMA-692 :
( 05/10/2001 )
MADAN D.B. , YOR M. : Making Markov martingales meet marginals : With explicit constructions.

Prépublication PMA-693 :
( 16/10/2001 )
CARASSUS L. , GOBET E. , TEMAM E. : Closed Formulae for Super-Replication Prices with Discrete Time Strategies

Prépublication PMA-694 :
( 24/10/2001 )
BERESTYCKI J. : Ranked fragmentations

Prépublication PMA-695 :
( 24/10/2001 )
RUBENTHALER S. : Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process

Prépublication PMA-696 :
( 25/10/2001 )
MNIF M. , SULEM A. : Optimal risk control under excess of loss reinsurance

Prépublication PMA-697 :
( 07/11/2001 )
PAGÈS G. , PHAM H. : A quantization algorithm for multidimensional stochastic control problems

Prépublication PMA-698 :
( 15/11/2001 )
GUÉRIN H. , MÉLÉARD S. : Convergence from Boltzmann to Landau processes with soft potential and particle approximations

Prépublication PMA-699 :
( 15/11/2001 )
KLEMELÄ J. , TSYBAKOV A.B. : Exact constants for pointwise adaptive estimation under the Riesz transform

Prépublication PMA-700 :
( 06/12/2001 )
LUSCHGY H. , PAGÈS G. : Functional quantization of Gaussian processes: a first approach

Prépublication PMA-701 :
( 06/12/2001 )
KURKOVA I.A. , SUHOV Yu.M. : Malyshev's theory and JS-queues. Asymptotics of stationary probabilities

Prépublication PMA-702 :
( 14/12/2001 )
BERTOIN J. , YOR M. : On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes

 


2002


Prépublication PMA-703 :
( 08/01/2002 )
BOUGEROL P. , JEULIN T. : Paths in Weyl chambers and random matrices

Prépublication PMA-704 :
( 31/01/2002 )
KERKYACHARIAN G. , PICARD D. : Non-linear approximation and Muckenhoupt weights.

Prépublication PMA-705 :
( 31/01/2002 )
BERTOIN J. , BIANE P. , YOR M. : Poissonian exponential functionals, q-series, q-integrals, and the moment problem for log-normal distributions.

Prépublication PMA-706 :
( 04/02/2002 )
NIKEGHBALI A. : Moment problem for some convex functionals of Brownian motion and related processes

Prépublication PMA-707 :
( 06/02/2002 )
PHAM H. : A risk-sensitive control dual approach to a large deviations control problem

Prépublication PMA-708 :
( 07/02/2002 )
BERTOIN J. : Self-attracting Poisson clouds in an expanding universe

Prépublication PMA-709 :
( 12/02/2002 )
BOUCHARD B. , TOUZI N. : On the Malliavin approach to Monte Carlo approximation of conditional expectations

Prépublication PMA-710 :
( 28/02/2002 )
DELATTRE S. , FORT J.-C. , PAGÈS G. : Local distortion and µ-mass of the tessels of one dimensional asymptotically optimal quantizers

Prépublication PMA-711 :
( 28/02/2002 )
JACOD J. : The Euler scheme for Lévy driven by stochastic differential equations : Limit theorems

Prépublication PMA-712 :
( 15/03/2002 )
BOUCHARD B. , TOUZI N. , ZEGHAL A. : Dual formulation of the utility maximization problem : the case of nonsmooth utility

Prépublication PMA-713 :
( 18/03/2002 )
EISENBAUM N. , KHOSHNEVISAN D. : On the most visited sites of symmetric Markov processes

Prépublication PMA-714 :
( 25/03/2002 )
BERTIN K. : Minimax exact constant in sup-norm for non parametric regression with random design

Prépublication PMA-715 :
( 25/03/2002 )
TSILEVICH N. , VERSHIK A. , YOR M. : On the Markov-Krein identity and quasi-invariance of the gamma process.

Prépublication PMA-716 :
( 27/03/2002 )
FAR H. : Asymptotic property for a Lévy parametric model

Prépublication PMA-717 :
( 27/03/2002 )
PECCATI G. : A note about Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations

Prépublication PMA-718 :
( 27/03/2002 )
FONTBONA J. : Nonlinear martingale problems involving singular integrals

Prépublication PMA-719 :
( 29/03/2002 )
BROFFERIO S. : Stochastic locally contractive systems with speed

Prépublication PMA-720 :
( 11/04/2002 )
ENRIQUEZ N. , SABOT C. : Edge oriented reinforced random walks and RWRE

Prépublication PMA-721 :
( 12/04/2002 )
BIRGÉ L. , ROZENHOLC Y. : How many bins should be put in a regular histogram

Prépublication PMA-722 :
( 02/05/2002 )
GIRAUD C. : On the Convex Hull of a Brownian Excursion with Parabolic Drift

Prépublication PMA-723 :
( 03/05/2002 )
FIGUEROA E. , HOUDRÉ C. : Lossless coding through the concentration of measure phenomenon

Prépublication PMA-724 :
( 06/05/2002 )
BAUDOIN F. , NGUYEN-NGOC L. : The financial value of a weak information flow

Prépublication PMA-725 :
( 14/05/2002 )
BOUCHARD B. , MAZLIAK L. : A multidimensional bipolar theorem in $L^0(\R^d;\Omega,\Fc,P)$}

Prépublication PMA-726 :
( 16/05/2002 )
MIERMONT G. , SCHWEINSBERG J. : Self-similar fragmentations and stable subordinators

Prépublication PMA-727 :
( 17/05/2002 )
BOVIER A. , KURKOVA I. : Derrida's Generalized Random Energy models 1: Poisson cascades and extremal processes.

Prépublication PMA-728 :
( 17/05/2002 )
BOVIER A. , KURKOVA I. : Derrida's Generalized Random Energy models 2: Gibbs measures and probability cascades.

Prépublication PMA-729 :
( 17/05/2002 )
BOVIER A. , KURKOVA I. : Derrida's Generalized Random Energy models 3: Models with continuous hierarchies.

Prépublication PMA-730 :
( 27/05/2002 )
HAAS B. : Loss of mass in deterministic and random fragmentations

Prépublication PMA-731 :
( 28/05/2002 )
MATSUMOTO H., YOR M. : On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts.

Prépublication PMA-732 :
( 29/05/2002 )
COMETS F. , SHIGA T. , YOSHIDA N. : Directed Polymers in Random Environment: Path Localization and Strong Disorder

Prépublication PMA-733 :
( 29/05/2002 )
COMETS F. , ZEITOUNI O. : A law of large numbers for random walks in random mixing environments

Prépublication PMA-734 :
( 30/05/2002 )
KURKOVA I. : Temperature dependence of the Gibbs state in the Random Energy Model

Prépublication PMA-735 :
( 30/05/2002 )
BALLY V. , PAGÈS G. , PRINTEMS J. : First order schemes in the numerical quantization method

Prépublication PMA-736 :
( 05/06/2002 )
BARLOW M.T. , BASS R.F. : Stability of parabolic Harnack inequalities

Prépublication PMA-737 :
( 05/06/2002 )
GIRAUD C. : On a Shock Front in Burgers Turbulence

Prépublication PMA-738 :
( 06/06/2002 )
HOUDRÉ C. , MARCHAL P. : On the Concentration of Measure Phenomenon for Stable and Related Random Vectors

Prépublication PMA-739 :
( 13/06/2002 )
BAUDOIN F. , THIEULLEN M. : Pinning class of the Wiener measure by a functional : Related martingales and invariance properties

Prépublication PMA-740 :
( 20/06/2002 )
GRAF S. , LUSCHGY H. , PAGÈS G. : Functional quantization and small balls probabilities for Gaussian processes

Prépublication PMA-741 :
( 26/06/2002 )
RIVOIRARD V. : Bayesian modelization of sparse sequences and maxisets for Bayes rules

Prépublication PMA-742 :
( 27/06/2002 )
JOURDAIN B. , MÉLÉARD S. : Probabilistic interpretation and particle method for vortex equations with Neumann's boundary condition

Prépublication PMA-743 :
( 27/06/2002 )
CSAKI E. , HU Y. : On the ranked excursions heights of a Kiefer process

Prépublication PMA-744 :
( 03/07/2002 )
RIVOIRARD V. : Maxisets for linear procedures

Prépublication PMA-745 :
( 03/07/2002 )
BERTOIN J. : On small masses in self-similar fragmentations

Prépublication PMA-746 :
( 04/07/2002 )
GLOTER A. , HOFFMANN M. : Stochastic volatility and fractional Brownian motion

Prépublication PMA-747 :
( 04/07/2002 )
GOBET E. , HOFFMANN M. , REIß M. : Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed

Prépublication PMA-748 :
( 05/07/2002 )
PECCATI G. : Multiple integral representation for functionals of Dirichlet processes

Prépublication PMA-749 :
( 08/07/2002 )
COHEN A. , HOFFMANN M. , REIß M. : Adaptive wavelet Galerkin methods for linear inverse problems

Prépublication PMA-750 :
( 10/07/2002 )
BERTACCHI D. , GIACOMIN G. : Enhanced interface repulsion from quenched hard--wall randomness

Prépublication PMA-751 :
( 10/07/2002 )
GIACOMIN G. : On stochastic domination in the Brascamp--Lieb framework

Prépublication PMA-752 :
( 17/07/2002 )
LUSCHGY H. , PAGÈS G. : Sharp asymptotics of the functional quantization problem for Gaussian processes

Prépublication PMA-753 :
( 30/08/2002 )
BALLY V. , PAGÈS G. , PRINTEMS J. : A quantization tree method for pricing and hedging multi-dimensional American options

Prépublication PMA-754 :
( 10/09/2002 )
ENRIQUEZ N. : Correlated random walks and their continuous time counterpart

Prépublication PMA-755 :
( 19/09/2002 )
RIVERO V.M. : A law of iterated logarithm for increasing self-similar Markov processes

Prépublication PMA-756 :
( 24/09/2002 )
EISENBAUM N. : On the infinite divisibility of squared Gaussian processes

Prépublication PMA-757 :
( 01/10/2002 )
PHAM H. : Hedging and Optimal Investment in Infinite Assets Model with Jumps

Prépublication PMA-758 :
( 02/10/2002 )
CAMPI L. : Mean-variance hedging in large financial markets

Prépublication PMA-759 :
( 14/10/2002 )
MATSUMOTO H., YOR M. : Interpretation via Brownian motion of some independence properties between GIG and gamma variables

Prépublication PMA-760 :
( 16/10/2002 )
GEMAN H., MADAN D.B., YOR M. : Probing option prices for information

Prépublication PMA-761 :
( 16/10/2002 )
MNIF M. : Optimal risk control under proportional reinsurance contract: a dynamic programming duality approach

Prépublication PMA-762 :
( 18/10/2002 )
DELATTRE S. , HOFFMANN M. , KESSLER M. : Dynamics adaptive estimation of a scalar diffusion

Prépublication PMA-763 :
( 18/10/2002 )
PECCATI G. : Anticipative stochastic integration based on time-space chaos

Prépublication PMA-764 :
( 23/10/2002 )
TINDEL S. , TUDOR C.A. , VIENS F. : Stochastic evolution equations with fractional Brownian motion

Prépublication PMA-765 :
( 23/10/2002 )
ENRIQUEZ N. : A simple construction of the fractional Brownian motion

Prépublication PMA-766 :
( 23/10/2002 )
CAMPI L. : Financial markets with given marginals via fundamental theorems of asset pricing

Prépublication PMA-767 :
( 23/10/2002 )
BOUCHARD B. , PHAM H. : Wealth-path dependent utility maximization in incomplete markets

Prépublication PMA-768 :
( 24/10/2002 )
CARR P., GEMAN H., MADAN D.B., YOR M. : Pricing options on realized variance.

Prépublication PMA-769 :
( 06/11/2002 )
LAMBERTON D. , PAGÈS G. , TARRÈS P. : When can the two-armed bandit algorithm be trusted ?

Prépublication PMA-770 :
( 12/11/2002 )
BERTOIN J. , LE GALL J.-F. : Stochastic flows associated to coalescent processes

Prépublication PMA-771 :
( 12/11/2002 )
FONTBONA J. : Large deviations for diffusing particles with electrostatic repulsion

Prépublication PMA-772 :
( 14/11/2002 )
HALL P. , KERKYACHARIAN G. , PICARD D. : Convergence properties of wavelet estimators with multiple sampling rates

Prépublication PMA-773 :
( 14/11/2002 )
PECCATI G. , YOR M. : Four limit theorems involving quadratic functionals of Brownian motion and Brownian bridge

Prépublication PMA-774 :
( 14/11/2002 )
SAMAROV A. , TSYBAKOV A. : Nonparametric Independent Component Analysis

Prépublication PMA-775 :
( 15/11/2002 )
CAVALIER L. , GOLUBEV Y. , LEPSKI O. , TSYBAKOV A. : Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems

Prépublication PMA-776 :
( 15/11/2002 )
BOUCHARD B. , TOUZI N. : Discrete time approximation and Monte-Carlo simulation of backward stochastic differential equations

Prépublication PMA-777 :
( 22/11/2002 )
BERESTYCKI J. : Multifractal spectra of fragmentation processes

Prépublication PMA-778 :
( 05/12/2002 )
PAGÈS G. , PHAM H. : Optimal quantization methods for nonlinear filtering with discrete-time observations

Prépublication PMA-779 :
( 11/12/2002 )
CSÁKI E. , FÖLDES A. , HU Y. : Strong approximations of additive functionals of a planar Brownian motion

Prépublication PMA-780 :
( 18/12/2002 )
BERTACCHI D. , GIACOMIN G. : Wall repulsion and mutual interface repulsion : an harmonic crystal model in high dimensions

Prépublication PMA-781 :
( 18/12/2002 )
BODINEAU T. , GIACOMIN G. : From dynamic to static large deviations in boundary driven exclusion particle systems

Prépublication PMA-782 :
( 18/12/2002 )
GIACOMIN G. : Aspects of statistical mechanics of random surfaces

Prépublication PMA-783 :
( 19/12/2002 )
BIRGÉ L. : Model selection for Gaussian regression with random design

Prépublication PMA-784 :
( 20/12/2002 )
ROELLY S. , THIEULLEN M. : Duality formula for the bridges of a Brownian diffusion. Application to gradient drifts

 


2003


Prépublication PMA-785 :
( 08/01/2003 )
MAZLIAK L. : Andrei Nikolaevitch KOLMOGOROV (1903-1987). Un aperçu de l'homme et de l'oeuvre probabiliste

Prépublication PMA-786 :
( 15/01/2003 )
OUDJANE N. , RUBENTHALER S. : Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals

Prépublication PMA-787 :
( 17/01/2002 )
BARDINA X. , JOLIS M. , TUDOR C.A. : Convergence in law to the multiple fractional integral

Prépublication PMA-788 :
( 24/01/2003 )
KERKYACHARIAN G. , PICARD D. : Regression in random design and warped wavelets

Prépublication PMA-789 :
( 29/01/2003 )
CARMONA Ph. , HU Y. : Fluctuation exponents and large deviations for directed polymers in a random environment

Prépublication PMA-790 :
( 07/02/2003 )
SABOT C. : Ballistic random walks in random environment at low disorder

Prépublication PMA-791 :
( 10/02/2003 )
ANDRIEU C. , MOULINES É. , PRIOURET P. : Stability of stochastic approximation under verifiable conditions

Prépublication PMA-792 :
( 11/02/2003 )
HU Y. , SHI Z. : Moderate deviations for diffusions with Brownian potentials

Prépublication PMA-793 :
( 14/02/2003 )
DONATI-MARTIN C., ROUAULT A., YOR M., ZANI M. : Large deviations for the additive families of BESQ and squared OU processes

Prépublication PMA-794 :
( 26/02/2003 )
BERTOIN J. : Random covering of an interval and a variation of Kingman's coalescent

Prépublication PMA-795 :
( 26/02/2003 )
BUTUCEA C. , MATIAS C. : Minimax estimation of the noise level and of the signal density in a semiparametric convolution model

Prépublication PMA-796 :
( 26/02/2003 )
MIERMONT G. : Self-similar fragmentations derived from the stable tree : splitting at heights

Prépublication PMA-797 :
( 26/02/2003 )
DALALYAN A.S. , KUTOYANTS Yu.A. : On second order asymptotically efficient estimation of invariant density for ergodic diffusion

Prépublication PMA-798 :
( 27/02/2003 )
FOURNIER N. , MÉLÉARD S. : A microscopic probabilistic description of a locally regulated population and macroscopic approximations

Prépublication PMA-799 :
( 27/02/2003 )
JOHNSTONE I.M. , KERKYACHARIAN G. , PICARD D. , RAIMONDO M. : Wavelet deconvolution in a periodic setting

Prépublication PMA-800 :
( 27/02/2003 )
LAMBERTON D. , PAGÈS G. : Recursive computation of the invariant distribution of a diffusion : the case of a weakly mean reverting drift

Prépublication PMA-801 :
( 06/03/2003 )
LUGOSI G. , VAYATIS N. : On the Bayes-risk consistency of regularized boosting methods

Prépublication PMA-802 :
( 07/03/2003 )
COMETS F. , YOSHIDA N. : Brownian directed polymers in random environment

Prépublication PMA-803 :
( 10/03/2003 )
HARIYA Y., YOR M. : On an extension of Dufresne's relation between exponential functionals from opposite drifts to two different drifts : a short proof

Prépublication PMA-804 :
( 10/03/2003 )
HARIYA Y., YOR M. : Limiting distributions associated with moments of exponential Brownian functionals

Prépublication PMA-805 :
( 11/03/2003 )
AUDIBERT J.-Y. : Aggregated estimators and empirical complexity for least square regression

Prépublication PMA-806 :
( 12/03/2003 )
SABOT C. : Symplectic geometrical aspects of the renormalization map of self-similar lattices

Prépublication PMA-807 :
( 13/03/2003 )
GOBET E. , MENOZZI S. : Discrete approximations of killed Itô processes

Prépublication PMA-808 :
( 18/03/2003 )
BERTOIN J. , ROUAULT A. : Additive martingales and probability tilting for homogeneous fragmentations

Prépublication PMA-809 :
( 20/03/2003 )
PAGÈS G. , PRINTEMS J. : Optimal quadratic quantization for numerics : the Gaussian case

Prépublication PMA-810 :
( 21/03/2003 )
KERKYACHARIAN G. , LEPSKI O. , PICARD D. : Non linear estimation in anisotropic multiindex denoising II

Prépublication PMA-811 :
( 26/03/2003 )
BERTIN K. : Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes

Prépublication PMA-812 :
( 02/04/2003 )
ROYNETTE B. , VALLOIS P. , YOR M. : Limiting laws associated with brownian motion perturbated by normalized exponential weights

Prépublication PMA-813 :
( 24/04/2003 )
PAGÈS G. , PHAM H. , PRINTEMS J. : Optimal quantization methods and applications to numerical problems in finance

Prépublication PMA-814 :
( 25/04/2003 )
BARRIEU P. , ROUAULT A. , YOR M. : A study of the Hartman-Watson distribution motivated by numerical problems related to Asian options pricing

Prépublication PMA-815 :
( 29/04/2003 )
FUJITA T. , PETIT F. , YOR M. : Pricing path-dependent options in some Black-Scholes market, from the distribution of homogeneous Brownian functionals

Prépublication PMA-816 :
( 02/05/2003 )
ADELMAN O. , ENRIQUEZ N. : Random walks in random environment: what a single trajectory tells

Prépublication PMA-817 :
( 06/05/2003 )
MOULINES E. , PRIOURET P. , ROUEFF F. : On recursive estimation for locally stationary time varying autoregressive processes

Prépublication PMA-818 :
( 07/05/2003 )
BLANCHARD G. , LUGOSI G. , VAYATIS N. : On the rate of convergence of regularized boosting classifiers

Prépublication PMA-819 :
( 14/05/2003 )
PELIGRAD M. , UTEV S. : A new maximal inequality and invariance principle for stationary sequences

Prépublication PMA-820 :
( 19/05/2003 )
TSYBAKOV A.B. , VAN DE GEER S.A. : Square root penalty: adaptation to the margin in classification and in edge estimation

Prépublication PMA-821 :
( 20/05/2003 )
MILLET A. , MORIEN P.-L. : On implicit and explicit discretization schemes for parabolic SPDEs in any dimension

Prépublication PMA-822 :
( 23/05/2003 )
AUTIN F. : Maxiset for density estimation

Prépublication PMA-823 :
( 27/05/2003 )
MERLEVÈDE F. , PELIGRAD M. : On the weak invariance principle of stationary sequences under projective criteria

Prépublication PMA-824 :
( 04/06/2003 )
LUSCHGY H. , PAGÈS G. : Sharp asymptotics of the Kolmogorov entropy for Gaussian measures

Prépublication PMA-825 :
( 04/06/2003 )
DAVYDOV Y. , KHOSHNEVISAN D. , SHI Z. , ZITIKIS R. : Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data

Prépublication PMA-826 :
( 06/06/2003 )
MANSUY R. : On a one-parameter generalization of the Brownian bridge and associated quadratic functionals

Prépublication PMA-827 :
( 06/06/2003 )
MANSUY R. : An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges

Prépublication PMA-828 :
( 11/06/2003 )
HAAS B. : Regularity of formation of dust in self-similar fragmentations

Prépublication PMA-829 :
( 12/06/2003 )
BUTUCEA, C. : Deconvolution of supersmooth densities with smooth noise

Prépublication PMA-830 :
( 13/06/2003 )
JACOD J. , KURTZ T.G. , MÉLÉARD S. , PROTTER P. : The approximate Euler method for Lévy driven stochastic differential equations

Prépublication PMA-831 :
( 16/06/2003 )
BOVIER A. , KURKOVA I. : Derrida's generalized random energy models 4: Continuous state branching and coalescents

Prépublication PMA-832 :
( 24/06/2003 )
BUTUCEA C. , NEUMANN M.H. : Exact asymptotics for estimating the marginal density of discretely observed diffusion processes

Prépublication PMA-833 :
( 24/06/2003 )
OBLOJ J. , YOR M. : An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale

Prépublication PMA-834 :
( 27/06/2003 )
DEVULDER A. : A branching system of random walks in random environment

Prépublication PMA-835 :
( 01/07/2003 )
YOR M., ZAMBOTTI L. : A note about the norm of a Brownian bridge

Prépublication PMA-836 :
( 02/07/2003 )
BERTOIN J. , CHAUMONT L. , PITMAN J. : Path transformations of first passage bridges

Prépublication PMA-837 :
( 03/07/2003 )
ALILI L. , CHAUMONT L. , DONEY R.A. : On a fluctuation identity for random walks and Lévy processes

Prépublication PMA-838 :
( 07/07/2003 )
RIVERO V. : Recurrent extensions of self-similar Markov processes and Cramer's condition

Prépublication PMA-839 :
( 27/08/2003 )
FOURATI S. : Inversion de l'espace et du temps pour les processus de Lévy stables

Prépublication PMA-840 :
( 05/09/2003 )
CATONI O. : A PAC-Bayesian approach to adaptive classification

Prépublication PMA-841 :
( 09/09/2003 )
CAMPI L. : Some results on quadratic hedging with insider trading

Prépublication PMA-842 :
( 09/09/2003 )
DALALYAN A.S. , GOLUBEV G.K. , TSYBAKOV A.B. : Bayesian maximum likelihood and semiparametric second order efficiency

Prépublication PMA-843 :
( 16/09/2003 )
TUDOR C.A. , VIENS F.G. : Itô formula and local time for the fractional Brownian sheet

Prépublication PMA-844 :
( 16/09/2003 )
TUDOR C.A. : Martingale type stochastic calculus for anticipating integral processes

Prépublication PMA-845 :
( 18/09/2003 )
SALMINEN P. , YOR M. : Properties of perpetual integral functionals of Brownian motion with drift

Prépublication PMA-846 :
( 29/09/2003 )
ÉMERY M., YOR M. : A parallel between Brownian bridges and gamma bridges

Prépublication PMA-847 :
( 30/09/2003 )
BOUCHARD B. : A version of the $\cal{G}$-conditional bipolar theorem in $L^0(\mathbb{R}^d_+;\Omega,\cal{F},\mathbb{P})$}

Prépublication PMA-848 :
( 01/10/2003 )
BOLTHAUSEN E. , GIACOMIN G. : Periodic copolymers at selective interfaces: A large deviations approach

Prépublication PMA-849 :
( 03/10/2003 )
SAIAS E. : Etude du graphe divisoriel 3

Prépublication PMA-850 :
( 06/10/2003 )
NGUYEN-NGOC L. : Exotic options in general exponential Lévy models

Prépublication PMA-851 :
( 06/10/2003 )
NGUYEN-NGOC L. : Weak conditioning for jump processes

Prépublication PMA-852 :
( 06/10/2003 )
NGUYEN-NGOC L. : On the excursions of reflected Lévy processes

Prépublication PMA-853 :
( 15/10/2003 )
LUSCHGY H. , PAGÈS G. : Functional quantization of $1$-dimensional Brownian diffusion processes

Prépublication PMA-854 :
( 16/10/2003 )
EBERLEIN E. , JACOD J. , RAIBLE S. : Lévy term structure models : no-arbitrage and completeness

Prépublication PMA-855 :
( 20/10/2003 )
YASSAI S. : Examples of moments problems related with some combinatorial numbers

Prépublication PMA-856 :
( 21/10/2003 )
BODINEAU T. : Slab percolation for the Ising model

Prépublication PMA-857 :
( 21/10/2003 )
YOR M. : La vie et l'oeuvre scientifique de Paul-André MEYER

Prépublication PMA-858 :
( 04/11/2003 )
SALMINEN P. , YOR M. : On Dufresne's perpetuity, translated and reflected

Prépublication PMA-859 :
( 04/11/2003 )
COMETS F. , KURKOVA I. , TRASHORRAS J. : Fluctuations of the free energy in the high temperature Hopfield model

Prépublication PMA-860 :
( 04/11/2003 )
KURKOVA I. : Fluctuations of the free energy and overlaps in the high temperature $p$-spin SK and Hopfield models

Prépublication PMA-861 :
( 04/11/2003 )
PECCATI G. , TUDOR C. : Gaussian limits for vector-valued multiple stochastic integrals

Prépublication PMA-862 :
( 05/11/2003 )
BIRGÉ L. : Model selection via testing: an alternative to (penalized) maximum likelihood estimators

Prépublication PMA-863 :
( 05/11/2003 )
CHAUMONT L. , MAZLIAK L. , YOR M. : A. N. Kolmogorov. Quelques aspects de l'oeuvre probabiliste

Prépublication PMA-864 :
( 10/11/2003 )
NGUYEN-NGOC L. , YOR M. : Some martingales associated to reflected Lévy processes

Prépublication PMA-865 :
( 12/11/2003 )
HAAS B. , MIERMONT G. : The genealogy of self-similar fragmentations with negative index as a continuum random tree

Prépublication PMA-866 :
( 20/11/2003 )
KURKOVA I. , POPOV S.Yu. , VACHKOVSKAIA M. : On infection spreading and competition between independent random walks

Prépublication PMA-867 :
( 25/11/2003 )
MOUNTFORD T.S. , NUALART E. : Level sets of multiparameter Brownian motions

Prépublication PMA-868 :
( 26/11/2003 )
BODINEAU T. , IOFFE D. : Stability of interfaces and stochastic dynamics in the regime of partial wetting

Prépublication PMA-869 :
( 10/12/2003 )
JACOD J. : Parametric inference for discretely observed non-ergodic diffusions

Prépublication PMA-870 :
( 12/12/2003 )
BALAZARD M. , SAIAS E. : Notes sur la fonction $\zeta$ de Riemann, 4

Prépublication PMA-871 :
( 15/12/2003 )
BUTUCEA C. , TRIBOULEY K. : Nonparametric homogeneity tests

Prépublication PMA-872 :
( 17/12/2003 )
DONATI-MARTIN C. , DOUMERC Y. , MATSUMOTO H. , YOR M. : Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws

 


2004


Prépublication PMA-873 :
( 08/01/2004 )
MAZLIAK L. : Sur la correspondance entre Wolfgang Doeblin et Bohuslav Hostinsky

Prépublication PMA-874 :
( 12/01/2004 )
BODINEAU T. , SCHONMANN R.H. , SHLOSMAN S. : 3D crystal: how flat its flat facets are?

Prépublication PMA-875 :
( 15/01/2004 )
BALDI P. , PACCHIAROTTI B. : Importance sampling for the ruin problem for general Gaussian processes

Prépublication PMA-876 :
( 26/01/2004 )
GUÉRIN H. , MÉLÉARD S. , NUALART E. : Exponential estimates for spatially homogeneous Landau equations via the Malliavin calculus

Prépublication PMA-877 :
( 26/01/2004 )
ATLAN, M., GEMAN, H., MADAN, D.B., YOR, M. : Correlation and the pricing of risks

Prépublication PMA-878 :
( 28/01/2004 )
GYÖNGY I. , MILLET A. : On discretization schemes for stochastic evolution equations

Prépublication PMA-879 :
( 28/01/2004 )
GALLARDO L. , YOR M. : Some remarkable properties of the Dunkl martingales

Prépublication PMA-880 :
( 02/02/2004 )
BUTUCEA C. : Asymptotic normality of the integrated square error of a density estimator in the convolution model

Prépublication PMA-881 :
( 09/02/2004 )
BERTOIN J. , LE GALL J.-F. : Stochastic flows associated to coalescent processes II : Stochastic differential equations

Prépublication PMA-882 :
( 13/02/2004 )
BERTOIN J. , GNEDIN A.V. : Asymptotic laws for nonconservative self-similar fragmentations

Prépublication PMA-883 :
( 24/02/2004 )
COMETS F. , ZEITOUNI O. : Gaussian fluctuations for random walks in random mixing environments

Prépublication PMA-884 :
( 24/02/2004 )
COMETS F. , YOSHIDA N. : Some new results on Brownian directed polymers in random environment

Prépublication PMA-885 :
( 26/02/2004 )
MANSUY R. , YOR M. : Harnesses, Lévy bridges and Monsieur Jourdain

Prépublication PMA-886 :
( 26/02/2004 )
OBLOJ J. : The Skorokhod problem and its offspring

Prépublication PMA-887 :
( 02/03/2004 )
SALMINEN P. , YOR M. : Perpetual integral functionals as hitting and occupation times

Prépublication PMA-888 :
( 05/03/2004 )
FOURATI S. : Vervaat et Lévy

Prépublication PMA-889 :
( 05/03/2004 )
BLANCHARD G. , SCHÄFER C. , ROZENHOLC Y. : Oracle bounds and exact algorithm for dyadic classification trees

Prépublication PMA-890 :
( 09/03/2004 )
BERESTYCKI J. : Exchangeable Fragmentation-Coalescence processes and their equilibrium measures

Prépublication PMA-891 :
( 10/03/2004 )
AVILA A. , KRIKORIAN R. : Reducibility or non-uniform hyperbolicity for quasiperiodic Schrödinger cocycles

Prépublication PMA-892 :
( 11/03/2004 )
BIANE P. , BOUGEROL P. , O'CONNELL N. : Littelmann paths and Brownian paths

Prépublication PMA-893 :
( 11/03/2004 )
BÁEZ-DUARTE L. , BALAZARD M. , LANDREAU B. , SAIAS E. : Étude de l'autocorrélation multiplicative de la fonction "partie fractionnaire"

Prépublication PMA-894 :
( 18/03/2004 )
BERTOIN J. , GOLDSCHMIDT C. : Dual random fragmentation and coagulation and an application to the genealogy of Yule processes

Prépublication PMA-895 :
( 18/03/2004 )
DALALYAN A. , REIß M. : Asymptotic statistical equivalence for ergodic diffusions

Prépublication PMA-896 :
( 24/03/2004 )
CARMONA P. , GUERRA F. , HU Y. , MEJANE O. : Strong disorder for a certain class of directed polymers in a random environment

Prépublication PMA-897 :
( 24/03/2004 )
CARMONA P. , HU Y. : Universality in Sherrington-Kirkpatrick's Spin Glass Model

Prépublication PMA-898 :
( 31/03/2004 )
BUTUCEA C. , TSYBAKOV A.B. : Sharp optimality and some effects of dominating bias in density deconvolution

Prépublication PMA-899 :
( 02/04/2004 )
CABALLERO M.E. , CHAUMONT L. : Weak convergence of positive self similar Markov processes and overshoots of Lévy processes

Prépublication PMA-900 :
( 05/04/2004 )
PAGÈS G. , PRINTEMS J. : Numerical aspects of quadratic functional quantization : pricing Asian options

Prépublication PMA-901 :
( 05/04/2004 )
DEUSCHEL J.-D. , GIACOMIN G. , ZAMBOTTI L. : Scaling limits of equilibrium wetting models in (1+1)-dimension

Prépublication PMA-902 :
( 05/04/2004 )
BODINEAU T. , GIACOMIN G. : On the localization transition of random copolymers near selective interfaces

Prépublication PMA-903 :
( 06/04/2004 )
CHERIDITO P., FILIPOVIC D., YOR M. : Equivalent and absolutely continuous measure changes for jump-diffusion processes.

Prépublication PMA-904 :
( 08/04/2004 )
GUO X. , PHAM H. : Optimal partially reversible investment with entry decision nd general production function

Prépublication PMA-905 :
( 09/04/2004 )
AUDIBERT J.-Y. : Data-dependent generalization error bounds for (noisy) classification : a PAC-Bayesian approach

Prépublication PMA-906 :
( 28/04/2004 )
PITMAN J. , WINKEL M. : Growth of the Brownian forest

Prépublication PMA-907 :
( 29/04/2004 )
GALLARDO L., YOR M. : Some new examples of Markov processes which enjoy the time-inversion property.

Prépublication PMA-908 :
( 29/04/2004 )
AUDIBERT J.-Y. : Classification under polynomial entropy and margin assumptions and randomized estimators

Prépublication PMA-909 :
( 07/05/2004 )
CSÁKI E. , HU Y. : Strong approximations of three-dimensional Wiener sausages

Prépublication PMA-910 :
( 10/05/2004 )
DEHEUVELS P. , PECCATI G. , YOR M. : On quadratic functionals of the Brownian sheet and related processes

Prépublication PMA-911 :
( 11/05/2004 )
CHYBIRYAKOV O. : The Lamperti correspondence extended to multiplicative Lévy processes and R- or C- valued semi-stable Markov processes

Prépublication PMA-912 :
( 13/05/2004 )
OBLOJ J. : The maximality principle revisited : on certain optimal stopping problems

Prépublication PMA-913 :
( 13/05/2004 )
RIGOLLET P. : Adaptive density estimation using Stein's blockwise method

Prépublication PMA-914 :
( 18/05/2004 )
GNEDIN A., PITMAN J., YOR M. : Asymptotic laws for regenerative compositions derived from subordinators.

Prépublication PMA-915 :
( 24/05/2004 )
DUROT C. , ROZENHOLC Y. : An adaptive test for zero mean

Prépublication PMA-916 :
( 25/05/2004 )
NIKEGHBALI A., YOR M. : A definition and some characteristic properties of pseudo-stopping times.

Prépublication PMA-917 :
( 25/05/2004 )
BERTOIN J. , MIERMONT G. : Asymptotics in Knuth's parking problem for caravans

Prépublication PMA-918 :
( 03/06/2004 )
HAAS B. : Equilibrium for fragmentation with immigration

Prépublication PMA-919 :
( 09/06/2004 )
PECCATI G. , THIEULLEN M. , TUDOR C.A. : Martingale structure of Skorohod integral processes

Prépublication PMA-920 :
( 10/06/2004 )
CHESNEAU C. : A maxiset approach of a Gaussian noise model.

Prépublication PMA-921 :
( 16/06/2004 )
MADAN D.B., YOR M. : Itô's integrated formula for strict local martingales.

Prépublication PMA-922 :
( 21/06/2004 )
HUGHES C.P. , NIKEGHBALI A. : The zeros of random polynomials cluster uniformly near the unit circle

Prépublication PMA-923 :
( 09/07/2004 )
KONAKOV V. , MAMMEN E. : Edgeworth type expansions for transition densities of Markov chains converging to diffusions

Prépublication PMA-924 :
( 06/09/2004 )
DELATTRE S. , GRAF S. , LUSCHGY H. , PAGÈS G. : Quantization of probability distributions under norm-based distortion measures

Prépublication PMA-925 :
( 07/09/2004 )
PHAM H. , RUNGGALDIER W. , SELLAMI A. : Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation

Prépublication PMA-926 :
( 07/09/2004 )
BERTOIN J. , MARTINEZ S. : Fragmentation energy

Prépublication PMA-927 :
( 07/09/2004 )
BARNDORFF-NIELSEN O. , GRAVERSEN S.E. , JACOD J. , PODOLSKIJ M. , SHEPHARD N. : A central limit theorem for realised power and bipower variations of continuous semimartingales

Prépublication PMA-928 :
( 08/09/2004 )
BOUCHARD B. , PHAM H. : Optimal consumption in discrete time financial models with industrial investment opportunities and non-linear returns

Prépublication PMA-929 :
( 08/09/2004 )
BOUCHARD B. , EL KAROUI N. , TOUZI N. : Maturity randomization for stochastic control problems

Prépublication PMA-930 :
( 09/09/2004 )
PAGÈS G. , PRINTEMS J. : Functional quantization for pricing derivatives

Prépublication PMA-931 :
( 09/09/2004 )
AUTIN F. , PICARD D. , RIVOIRARD V. : Maxiset comparisons of procedures, application to choosing priors in a Bayesian nonparametric setting

Prépublication PMA-932 :
( 10/09/2004 )
DELARUE F. , MENOZZI S. : A Forward-Backward stochastic algorithm for quasi-linear PDEs

Prépublication PMA-933 :
( 17/09/2004 )
GIACOMIN G. , TONINELLI F.L. : Estimates on path delocalization for copolymers at selective interfaces

Prépublication PMA-934 :
( 24/09/2004 )
KERKYACHARIAN G. , PICARD D. , RAIMONDO M. : Adaptive boxcar deconvolution on full Lebesgue measure sets

Prépublication PMA-935 :
( 24/09/2004 )
BOVIER A. , KURKOVA I. : Poisson convergence in the restricted $k$-partioning problem

Prépublication PMA-936 :
( 27/09/2004 )
BUTUCEA C. : Quadratic functional estimation in view of minimax goodness-of-fit testing from noisy data

Prépublication PMA-937 :
( 27/09/2004 )
BODINEAU T. : Translation invariant Gibbs states for the Ising model

Prépublication PMA-938 :
( 09/02/2005 )
BOUCHARD B. , TEMAM E. : On the hedging of american options in discrete time markets with proportional transaction costs.

Prépublication PMA-939 :
( 28/09/2004 )
GOLDENSHLUGER A. , TSYBAKOV A. , ZEEVI A. : Optimal change-point estimation from indirect observations


Le serveur local de prépublications est fermé, les prépublications les plus récentes sont sur le serveur HAL du CCSD.

(This local preprint server is closed, the most recent preprints are on the HAL server of the CCSD.)

Prépublication PMA-940 :
( 05/10/2004 )
FERRIERE R., GUIONNET A. , KURKOVA I. : Timescales of population rarity and commonness in random environments

Prépublication PMA-941 :
( 07/10/2004 )
BODINEAU T., MARTIN J.B. : A universality property for last-passage percolation paths close to the axis

Prépublication PMA-942 :
( 12/10/2004 )
CATONI O. : Improved Vapnik Cervonenkis bounds

Prépublication PMA-943 :
( 12/10/2004 )
PHAM H. : On the smooth-fit property for one-dimensional optimal switching problem

Prépublication PMA-944 :
( 19/10/2004 )
GAÏFFAS S. : Rates of convergence for pointwise curve estimation with a degenerate design

Prépublication PMA-945 :
( 22/10/2004 )
DONATI-MARTIN C. : Large deviations for Wishart processes

Prépublication PMA-946 :
( 22/10/2004 )
CHAUMONT L., DONEY R.A. : On Lévy processes conditioned to stay positive

Prépublication PMA-947 :
( 27/10/2004 )
CARAVENNA F. : A local limit theorem for random walks conditioned to stay positive

Prépublication PMA-948 :
( 15/11/2004 )
BUNEA F., TSYBAKOV A.B., WEGKAMP M.H. : Aggregation for regression learning

Prépublication PMA-949 :
( 16/11/2004 )
COMETS F., YOSHIDA N. : Directed polymers in random environment are diffusive at weak disorder

Prépublication PMA-950 :
( 22/11/2004 )
AÏT-SAHALIA Y., JACOD J. : Fisher's information for discretely sampled Lévy processes

Prépublication PMA-951 :
( 10/12/2004 )
OBLOJ J., YOR M. : On local martingale and its supremum : harmonic functions and beyond

Prépublication PMA-952 :
( 14/12/2004 )
BENTAHAR I., BOUCHARD B. : Explicit characterization of the super-replication strategy in financial markets with partial transaction costs

Prépublication PMA-953 :
( 14/12/2004 )
BERTOIN J., ,YOR M. : Exponential functionals of Lévy processes

 


2005


Prépublication PMA-954 :
( 04/01/2005 )
MILLET A., SANZ-SOLÉ M. : Large deviations for rough paths of the fractional Brownian motion

Prépublication PMA-955 :
( 04/01/2005 )
BOUCHARD B. : No-arbitrage in discrete-time markets with proportional transaction costs and general information structure

Prépublication PMA-956 :
( 14/01/2005 )
COMETS F., GUERRA F., TONINELLI F.L. : The Ising-Sherrington-Kirpatrick model in a magnetic field at high temperature

Prépublication PMA-957 :
( 14/01/2005 )
YOR M., SALMINEN P. : Tanaka formula for symmetric Lévy processes

Prépublication PMA-958 :
( 19/01/2005 )
GOBET E., PAGÈS G., PHAM H., PRINTEMS J. : Discretization and simulation for a class of SPDEs with applications to Zakai and McKean-Vlasov equations

Prépublication PMA-959 :
( 31/01/2005 )
DELARUE F., GUATTERI G. : Weak solvability theorem for Forward-Backward SDEs

Prépublication PMA-960 :
( 31/01/2005 )
PECCATI G., YOR M. : Identities in law between quadratic functionals of bivariate Gaussian processes, through Fubini theorems and symmetric projections.

Prépublication PMA-961 :
( 02/02/2005 )
BASDEVANT A.-L. : Ruelle's probability cascades seen as a fragmentation process.

Prépublication PMA-962 :
( 03/02/2005 )
CARASSUS L. & RÁSONYI M. : Optimal strategies and utility-based prices converge when agents' preferences do.

Prépublication PMA-963 :
( 09/02/2005 )
BERTOIN J. : Different aspects of a model for random fragmentation processes.

Prépublication PMA-964 :
( 10/02/2005 )
PAGÈS G. : A two armed bandit type problem revisited.

Prépublication PMA-965 :
( 16/02/2005 )
DEVULDER A. : Some properties of the rate function of quenched large deviations for random walk in random environment.

Prépublication PMA-966 :
( 17/02/2005 )
CARASSUS L. & RÁSONYI M. : Convergence of utility indifference prices to the superreplication price.

Prépublication PMA-967 :
( 18/02/2005 )
LUSCHGY H. & PAGÈS G. : Functional quantization and metric entropy for Riemann-Liouville processes.

Prépublication PMA-968 :
( 09/03/2005 )
BULINSKI A. & SHASHKIN A. : Strong invariance principle for dependent random fields.

Prépublication PMA-969 :
( 14/03/2005 )
DONATI-MARTIN C., YOR M. : Some explicit Krein representations of certain subordinators, including the Gamma process.

Prépublication PMA-970 :
( 29/03/2005 )
BOVIER A. & KURKOVA I. : Local energy statistics in disordered systems : a proof of the local REM conjecture.

Prépublication PMA-971 :
( 29/03/2005 )
BOVIER A. & KURKOVA I. : A tomography of the GREM : beyond the REM conjecture.

Prépublication PMA-972 :
( 31/03/2005 )
VARGAS V. : A local limit theorem for directed polymers in random media : the continuous and the discrete case.

Prépublication PMA-973 :
( 01/04/2005 )
BARNDORFF-NIELSEN O., GRAVERSEN S.E., JACOD J., SHEPHARD N. : Limit theorems for bipower variation in financial econometrics.

Prépublication PMA-974 :
( 04/04/2005 )
GAÏFFAS S. : On pointwise adaptive curve estimation with a degenerate random design.

Prépublication PMA-975 :
( 05/04/2005 )
BUTUCEA C., GUTA M., ARTILES, L. : Minimax and adaptive estimation of the Wigner function in quantum homodyne tomography with noisy data.

Prépublication PMA-976 :
( 12/04/2005 )
GRAF S., LUSCHGY H., PAGÈS G. : Optimal quantizers for Radon random vectors in a Banach space.

Prépublication PMA-977 :
( 14/04/2005 )
BULINSKI A., KHRENNIKOV A. : Generalization of the critical volume NTCP model in the radiobiology.

Prépublication PMA-978 :
( 20/04/2005 )
DALELANE C. : Exact oracle inequality for a sharp adaptive kernel density estimator.

Prépublication PMA-979 :
( 20/04/2005 )
DALELANE C. : Exact minimax risk for density estimators in non-integer Sobolev classes.

Prépublication PMA-980 :
( 21/04/2005 )
MANSUY R. : On processes which are infinitely divisible with respect to time.

Prépublication PMA-981 :
( 25/04/2005 )
CARAVENNA F., GIACOMIN G. : On constrained annealed bounds for linear chain pinning models.

Prépublication PMA-982 :
( 25/04/2005 )
CARAVENNA F., GIACOMIN G., GUBINELLI M. : A numerical approach to copolymers at selective interfaces.

Prépublication PMA-983 :
( 26/04/2005 )
CAPITAINE M., DONATI-MARTIN C. : Strong asymptotic freeness for Wigner and Wishart matrices.

Prépublication PMA-984 :
( 26/04/2005 )
OBLOJ J. : A complete characterization of local martingales which are functions of Brownian motion and its maximum.

Prépublication PMA-985 :
( 03/05/2005 )
DALALYAN A., REIß M. : Asymptotic statistical equivalence for ergodic diffusions : the multidimensional case.

Prépublication PMA-986 :
( 11/05/2005 )
AÏT-SAHALIA Y., JACOD J. : Volatility estimators for discretely sampled Lévy processes.

Prépublication PMA-987 :
( 16/05/2005 )
JUDITSKY A., NAZIN A., TSYBAKOV A., VAYATIS N. : Recursive aggregation of estimators by mirror descent algorithm with averaging.

Prépublication PMA-988 :
( 17/05/2005 )
SINGH A. : Limiting behavior of a diffusion in an asymptotically stable environment.

Prépublication PMA-989 :
( 31/05/2005 )
CHALEYAT-MAUREL M., GENON-CATALOT V. : Computable infinite dimensional filters with applications to discretized diffusion processes.

Prépublication PMA-990 :
( 01/06/2005 )
WILLER T. : Deconvolution in white noise with a random blurring function.

Prépublication PMA-991 :
( 02/06/2005 )
LAWI S. : A characterization of Markov processes enjoying the time-inversion property.

Prépublication PMA-992 :
( 07/06/2005 )
BERTOIN J., LE GALL J.-F. : Stochastic flows associated to coalescent processes III : Limit theorems.

Prépublication PMA-993 :
( 20/06/2005 )
NAJNUDEL J. : Pénalisations de l'araignée brownienne.

Prépublication PMA-994 :
( 20/06/2005 )
CHAUMONT L., PARDO J.C. : The lower envelope of positive self-similar Markov processes.

Prépublication PMA-995 :
( 01/07/2005 )
BARBEDOR P.: Independent component analysis by wavelets.

Prépublication PMA-996 :
( 11/07/2005 )
COMETS F., DELARUE F., SCHOTT R.: Distributed algorithms in an ergodic Markovian environment.

Prépublication PMA-997 :
( 12/07/2005 )
COMETS F., POPOV S.: On multidimensional branching random walks in random environment.

Prépublication PMA-998 :
( 13/07/2005 )
AUDIBERT J.-Y., TSYBAKOV, A.B.: Fast learning rates for plug-in classifiers under the margin condition.

Prépublication PMA-999 :
( 01/09/2005 )
CARAVENNA F., GIACOMIN G., ZAMBOTTI L. : A renewal theory approach to periodic copolymers with adsorption.

Prépublication PMA-1000 :
( 01/09/2005 )
LY VATH V., PHAM H. : Explicit solution to an optimal switching problem in the two regimes case.

Prépublication PMA-1001 :
( 02/09/2005 )
DELARUE F. : Additive functionals of a non-divergence diffusion in a random medium.

Prépublication PMA-1002 :
( 05/09/2005 )
DONATI-MARTIN C., YOR M.: Further examples of explicit Krein representations of certain subordinators.

Prépublication PMA-1003 :
( 08/09/2005 )
LEFEVERE R., SCHENKEL A.: Normal heat conductivity in a periodic chain of anharmonic oscillators.

Prépublication PMA-1004 :
( 12/09/2005 )
DALALYAN A.: James-Stein shrinkage and second order efficiency in semiparametrics.

Prépublication PMA-1005 :
( 16/09/2005 )
CHYBIRYAKOV O.: Skew-product representations of multidimensional Dunkl Markov processes.

Prépublication PMA-1006 :
( 16/09/2005 )
MILLET A., SANZ-SOLÉ M. : Approximation of rough paths of fractional Brownian motion.

Prépublication PMA-1007 :
( 26/09/2005 )
CHYBIRYAKOV O.: Itô's integrated formula for strict local martingales with jumps.

Prépublication PMA-1008 :
( 26/09/2005 )
OBLOJ J.: An explicit Skorokhod embedding for functionals of Markovian excursions.

Prépublication PMA-1009 :
( 28/09/2005 )
SELLAMI A.: Quantization based filtering method using first order approximation.

Prépublication PMA-1010 :
( 28/09/2005 )
GAÏFFAS S. : Sharp estimation in sup norm with random design.

Prépublication PMA-1011 :
( 03/10/2005 )
LECUÉ G. : Simultaneous adaptation to the margin and to complexity in classification.

Prépublication PMA-1012 :
( 04/10/2005 )
PHAM H. : On some recent aspects of stochastic control and their applications.

Prépublication PMA-1013 :
( 05/10/2005 )
PANLOUP F. : Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process.

Prépublication PMA-1014 :
( 06/10/2005 )
BODINEAU T., DERRIDA B. : Current large deviations for Asymmetric Exclusion Processes with open boundaries.

Prépublication PMA-1015 :
( 10/10/2005 )
DEMNI N. : Laguerre process and generalized Hartman-Watson law.

Prépublication PMA-1016 :
( 13/10/2005 )
LY VATH V., MNIF M., PHAM H. : A model of optimal portfolio selection under liquidity risk and price impact.

Prépublication PMA-1017 :
( 13/10/2005 )
KERKYACHARIAN G., PICARD D. : Thresholding in learning theory.

Prépublication PMA-1018 :
( 19/10/2005 )
LAMBERTON D., PAGÈS G. : How fast is the bandit ?

Prépublication PMA-1019 :
( 19/10/2005 )
LAMBERTON D., PAGÈS G. : A penalized bandit algorithm.

Prépublication PMA-1020 :
( 20/10/2005 )
BRUDER B. : Super-replication of European options with a derivative asset under constrained finite variation strategies.

Prépublication PMA-1021 :
( 20/10/2005 )
SELLAMI A. : Comparative survey on non linear filtering methods : the quantization and the particle filtering approaches.

Prépublication PMA-1022 :
( 25/10/2005 )
ATLAN M., GEMAN H., YOR M. : Options on hedge funds under the high-water mark rule.

Prépublication PMA-1023 :
( 02/11/2005 )
COMETS F., VARGAS V. : Majorizing multiplicative cascades for directed polymers in random media.

Prépublication PMA-1024 :
( 03/11/2005 )
NOURDIN I. : A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one.

Prépublication PMA-1025 :
( 04/11/2005 )
DEVULDER A. : Almost sure asymptotics for a diffusion process in a drifted Brownian potential.

Prépublication PMA-1026 :
( 07/11/2005 )
BUTUCEA C., TAUPIN M.-L. : New M-estimators in semiparametric regression with errors in variables.

Prépublication PMA-1027 :
( 08/11/2005 )
MALRIC M. : Densité des trajectoires des transformés de Lévy itérés d'un mouvement brownien.

Prépublication PMA-1028 :
( 09/11/2005 )
COMETS F., QUASTEL J., RAMIREZ A.F. : Fluctuations of the front in a stochastic combustion model.

Prépublication PMA-1029 :
( 09/11/2005 )
LUSCHGY H., PAGÈS G. : High-resolution product quantization for Gaussian processes under sup-norm distortion.

Prépublication PMA-1030 :
( 22/11/2005 )
ALQUIER P. : Iterative feature selection in least square regression estimation.

Prépublication PMA-1031 :
( 23/11/2005 )
SALMINEN P., YOR M. : A note on a.s. finiteness of perpetual integral functionals of diffusions.

Prépublication PMA-1032 :
( 23/11/2005 )
NOURDIN I., TUDOR C.A. : Remarks on some linear fractional stochastic equations.

Prépublication PMA-1033 :
( 24/11/2005 )
BASDEVANT A.-L. : Fragmentation of compositions and intervals.

Prépublication PMA-1034 :
( 25/11/2005 )
JUDITSKY A., RIGOLLET P., TSYBAKOV A. : Learning by mirror averaging.

Prépublication PMA-1035 :
( 28/11/2005 )
SAMAROV A., TSYBAKOV A. : Aggregation of density estimators and dimension reduction.

Prépublication PMA-1036 :
( 29/11/2005 )
CHESNEAU C. : Regression with random design : a minimax study.

Prépublication PMA-1037 :
( 29/11/2005 )
PARDO J.C. : On the future infimum of positive self-similar Markov processes.

Prépublication PMA-1038 :
( 13/12/2005 )
BOUCHARD B., ELIE R. : Discrete time approximation of decoupled Forward-Backward SDE with jumps.

Prépublication PMA-1039 :
( 13/12/2005 )
CARAVENNA F., GIACOMIN G., ZAMBOTTI L. : Sharp asymptotic behavior for wetting models in (1+1)-dimension.

Prépublication PMA-1040 :
( 13/12/2005 )
GIACOMIN G., TONINELLI F.L. : Smoothing effect of quenched disorder on polymer depinning transitions.

Prépublication PMA-1041 :
( 19/12/2005 )
SIMENHAUS F. : Asymptotic direction for random walks in random environments.

 


2006


Prépublication PMA-1042 :
( 04/01/2006 )
DELARUE F. : Hitting time of a corner for a reflected diffusion in the square.

Prépublication PMA-1043 :
( 05/01/2006 )
NEUENKIRCH A., NOURDIN I. : Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion.

Prépublication PMA-1044 :
( 11/01/2006 )
MADAN D.B., YOR M. : CGMY and Meixner subordinators are absolutely continuous with respect to one sided stable subordinators.

Prépublication PMA-1045 :
( 12/01/2006 )
CHAUMONT L., RIVERO V. : On some transformations between positive self-similar Markov processes.

Prépublication PMA-1046 :
( 23/01/2006 )
CHESNEAU C. : On block thresholding in nonparametric estimation : a maxiset approach under the Lp risk.

Prépublication PMA-1047 :
( 30/01/2006 )
BERTOIN J. : Reflecting a Langevin process at an absorbing boundary.

Prépublication PMA-1048 :
( 31/01/2006 )
LUSCHGY H., PAGÈS G. : Functional quantization rate and mean pathwise regularity of processes with an application to Lévy processes.

Prépublication PMA-1049 :
( 08/02/2006 )
KRELL N. : On the decay of fragments in homogeneous fragmentations.

Prépublication PMA-1050 :
( 16/02/2006 )
CARAVENNA F., CHAUMONT L. : Invariance principles for random walks conditioned to stay positive.

Prépublication PMA-1051 :
( 21/02/2006 )
GRAF S., LUSCHGY H., PAGÈS G. : Distortion mismatch in the quantization of probability measures.

Prépublication PMA-1052 :
( 21/02/2006 )
KONAKOV V. : Small time asymptotics in local limit theorems for Markov chains converging to diffusions.

Prépublication PMA-1053 :
( 21/02/2006 )
KONAKOV V., MAMMEN E. : Accuracy of diffusion approximations for high frequency Markov data.

Prépublication PMA-1054 :
( 24/02/2006 )
BOVIER A., KURKOVA I. : Local energy statistics in spin glasses.

Prépublication PMA-1055 :
( 28/02/2006 )
LY VATH V. : Competitive market equilibrium under asymmetric information.

Prépublication PMA-1056 :
( 02/03/2006 )
BOUCHARD B., BENTAHAR I. : Barrier option hedging under constraints : a viscosity approach.

Prépublication PMA-1057 :
( 07/03/2006 )
CLÉMENÇON S., LUGOSI G., VAYATIS N. : Ranking and empirical minimization of U-statistics.

Prépublication PMA-1058 :
( 13/03/2006 )
VARGAS V. : Strong localization and macroscopic atoms for directed polymers.

Prépublication PMA-1059 :
( 15/03/2006 )
BERTOIN J., DONEY R.A., MALLER R.A. : Passage of Lévy processes across power law boundaries at small times.

Prépublication PMA-1060 :
( 15/03/2006 )
BOUCHARD B., CHASSAGNEUX J.-F.: Discrete time approximation for continuously and discretely reflected BSDE's.

Prépublication PMA-1061 :
( 17/03/2006 )
ALQUIER P. : Density estimation with quadratic loss : a confidence intervals method.

Prépublication PMA-1062 :
( 20/03/2006 )
COMETS F. : Weak disorder for low dimensional polymers : The model of stable laws.

Prépublication PMA-1063 :
( 22/03/2006 )
LECUÉ G. : Lower bounds and aggregation in density estimation.

Prépublication PMA-1064 :
( 22/03/2006 )
LECUÉ G. : Optimal rates of aggregation in classification.

Prépublication PMA-1065 :
( 22/03/2006 )
LECUÉ G. : Optimal oracle inequality for aggregation of classifiers under low noise condition.

Prépublication PMA-1066 :
( 27/03/2006 )
CABALLERO M.E., CHAUMONT L. : Conditioned stable Lévy processes and Lamperti representation.

Prépublication PMA-1067 :
( 31/03/2006 )
DELARUE F., MENOZZI S. : An interpolated stochastic algorithm for quasi-linear PDES.

Prépublication PMA-1068 :
( 04/04/2006 )
CHESNEAU C. : Wavelet procedures, Lepski method and minimax optimality over Besov spaces.

Prépublication PMA-1069 :
( 04/04/2006 )
DEDECKER J., MERLEVÈDE F., VOLNY D. : On the weak invariance principle for non adapted sequences under projective criteria.

Prépublication PMA-1070 :
( 26/04/2006 )
RIGOLLET P. : Generalization error bounds in semi-supervised classification under the cluster assumption.

Prépublication PMA-1071 :
( 26/04/2006 )
DARSES S., NOURDIN I.: Stochastic derivatives for fractional diffusions.

Prépublication PMA-1072 :
( 28/04/2006 )
BERTOIN J., LINDNER A., MALLER R.: On continuity properties of the law of integrals of Lévy processes.

Prépublication PMA-1073 :
( 11/05/2006 )
SCHAPIRA B.: The Heckman-Opdam Markov processes.

Prépublication PMA-1074 :
( 11/05/2006 )
SCHAPIRA B.: Contributions to the hypergeometric function theory of Heckman and Opdam : sharp estimates, Schwartz space, heat kernel.

Prépublication PMA-1075 :
( 12/05/2006 )
RIGOLLET P., TSYBAKOV A.B.: Linear and convex aggregation of density estimators.

Prépublication PMA-1076 :
( 15/05/2006 )
BIRGÉ L.: The Brouwer Lecture 2005 : Statistical estimation with model selection.

Prépublication PMA-1077 :
( 18/05/2006 )
LY VATH V., PHAM H., VILLENEUVE S.: A mixed singular/switching control problem for a dividend policy with reversible technology investment.

Prépublication PMA-1078 :
( 09/06/2006 )
BARBEDOR P.: Independent component analysis and estimation of a quadratic functional.

Prépublication PMA-1079 :
( 09/06/2006 )
MAZLIAK L., NOURDIN N.: Optimal control for rough differential equations.

Prépublication PMA-1080 :
( 13/06/2006 )
DEMNI N.: Free Jacobi process.

Prépublication PMA-1081 :
( 15/06/2006 )
BALDI P., KERKYACHARIAN G., MARINUCCI D. PICARD D.: High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus.

Prépublication PMA-1082 :
( 19/06/2006 )
SHI Z., ZINDY O.: A weakness in strong localization for Sinai's walk.

Prépublication PMA-1083 :
( 20/06/2006 )
SINGH A.: Rates of convergence of a transient diffusion in a spectrally negative Lévy potential.

Prépublication PMA-1084 :
( 21/06/2006 )
GYÖNGY I. , MILLET A.: Rate of convergence of implicit approximations for stochastic evolution equations.

Prépublication PMA-1085 :
( 22/06/2006 )
KERKYACHARIAN G., PETRUSHEV P., PICARD D., WILLER T. : NEED-VD : a second-generation wavelet algorithm for estimation in inverse problems.

Prépublication PMA-1086 :
( 27/06/2006 )
BALDI P., KERKYACHARIAN G., MARINUCCI D. PICARD D. : Asymptotics for spherical needlets.

Prépublication PMA-1087 :
( 13/07/2006 )
LUSCHGY H., PAGÈS G. : Moment estimates for Lévy processes.

Prépublication PMA-1088 :
( 19/07/2006 )
LECUÉ G. : Classification with minimax fast rates for classes of Bayes rules with sparse representation.

Prépublication PMA-1089 :
( 30/08/2006 )
H. PHAM & P. TANKOV : A model of optimal consumption under liquidity risk with random trading times and its coupled system of integrodifferential equations.

Prépublication PMA-1090 :
( 30/08/2006 )
B. BOUCHARD : A stochastic target formulation for optimal switching problems in finite horizon.

Prépublication PMA-1091 :
( 14/09/2006 )
A.M.G. COX & J. OBLOJ : Classes of Skorokhod embeddings for the simple symmetric random walk.

Prépublication PMA-1092 :
( 27/09/2006 )
B. BOUCHARD : Optimal reflection of diffusions and barrier options pricing under constraints.

Prépublication PMA-1093 :
( 12/10/2006 )
O. ZINDY : Upper limits of Sinai's walk in random scenery.

Prépublication PMA-1094 :
( 18/10/2006 )
L. BIRGÉ : Model selection for Poisson processes.

Prépublication PMA-1095 :
( 18/10/2006 )
J. BERTOIN : A second order SDE for the Langevin process reflected at a completely inelastic boundary.

Prépublication PMA-1096 :
( 18/10/2006 )
C. CHESNEAU : Regression in random design and wavelet block thresholding.

Prépublication PMA-1097 :
( 23/10/2006 )
F. COMETS , J. QUASTEL , A.F. RAMIREZ : Fluctuations of the front in a one dimensional model of X+Y-->2X.

Prépublication PMA-1098 :
( 07/11/2006 )
F. PANLOUP : Computation of the invariant measure for a Lévy driven SDE : Rate of convergence.

Prépublication PMA-1099 :
( 08/11/2006 )
CLÉMENÇON S., VAYATIS N. : Ranking the best instances.

Prépublication PMA-1100 :
( 13/11/2006 )
A. NEUENKIRCH, I. NOURDIN, A. RÖESSLER, S. TINDEL : Trees and asymptotic developments for fractional stochastic differential equations.

Prépublication PMA-1101 :
( 15/11/2006 )
V. BANSAYE : On a model for the storage of files on a hardware I : Statistics at a fixed time and asymptotics.

Prépublication PMA-1102 :
( 17/11/2006 )
Ph. RIGOLLET, R. VERT : Fast rates for plug-in estimators of density level sets.

Prépublication PMA-1103 :
( 20/11/2006 )
A.-L. BASDEVANT, A. SINGH: On the speed of a cookie random walk.

Prépublication PMA-1104 :
( 20/11/2006 )
A.-L. BASDEVANT: On the equivalence of some eternal additive coalescents.

Prépublication PMA-1105 :
( 21/11/2006 )
B. SCHAPIRA: Marche aléatoire sur un immeuble affine de type $\tilde{A}_r$ et mouvement brownien de la chambre de Weyl.

Prépublication PMA-1106 :
( 30/11/2006 )
N. DEMNI, M. ZANI: Large deviations for statistics of Jacobi process.

Prépublication PMA-1107 :
( 11/12/2006 )
A. SINGH: A slow transient diffusion in a drifted stable potential.

Prépublication PMA-1108 :
( 11/12/2006 )
P. BOURGADE, M. YOR: Random matrices and the Riemann zeta function.

Prépublication PMA-1109 :
( 13/12/2006 )
V. BANSAYE: On a model for the storage of files on a hardware II : Evolution of a typical data block.

Prépublication PMA-1110 :
( 15/12/2006 )
B. SCHAPIRA: The Poisson boundary of triangular matrices in a number field.

Prépublication PMA-1111 :
( 15/12/2006 )
J.-P. ANKER, B. SCHAPIRA, B. TROJAN: Heat kernel and Green function estimates on affine buildings of type $\widetilde{A}_r$.

Prépublication PMA-1112 :
( 15/12/2006 )
S. DARSES, I. NOURDIN: Dynamical properties and characterization of gradient drift diffusions.

Prépublication PMA-1113 :
( 19/12/2006 )
G. PAGÈS: Multi-step Richardson-Romberg extrapolation: Remarks on variance control and complexity.

Prépublication PMA-1114 :
( 20/12/2006 )
C. CHESNEAU, G. LECUÉ: Adapting to unknown smoothness by aggregation of thresholded wavelet estimators.

 


2007


Prépublication PMA-1115 :
( 10/01/2007 )
J. BERTOIN: Homogenenous multitype fragmentations.

Prépublication PMA-1116 :
( 12/01/2007 )
S. FOURATI: Fluctuations of Lévy processes and scattering theory.

Prépublication PMA-1117 :
( 17/01/2007 )
P. BOURGADE, T. FUJITA, M. YOR: Euler's formula for zeta(2n) and Cauchy variables.

Prépublication PMA-1118 :
( 22/01/2007 )
J. NAJNUDEL: Penalizations of the Brownian motion by a functional of its local times.

Prépublication PMA-1119 :
( 25/01/2007 )
C. BUTUCEA, C. MATIAS, C. POUET: Adaptive procedures in convolution models with known or partially known noise distribution.

Prépublication PMA-1120 :
( 30/01/2007 )
F. COMETS, S. POPOV, G. SCHÜTZ, M. VACHKOVSKAIA : Billiards in a general domain with random reflections.

Prépublication PMA-1121 :
( 31/01/2007 )
S. DARSES, I. NOURDIN, G. PECCATI : Differentiating sigma-fields for Gaussian and shifted Gaussian processes.

Prépublication PMA-1122 :
( 31/01/2007 )
V. BANSAYE : Proliferating parasites in dividing cells : Kimmel's branching model revisited.

Prépublication PMA-1123 :
( 07/02/2007 )
I. KOURKOVA : Local energy statistics in directed polymers.

Prépublication PMA-1124 :
( 08/02/2007 )
R. CONT, P. TANKOV : Constant proportion portfolio insurance in presence of jumps in asset prices.

Prépublication PMA-1125 :
( 12/02/2007 )
R. LEFEVERE : On the local space-time structure of non-equilibrium steady states.

Prépublication PMA-1126 :
( 21/02/2007 )
H. PHAM : Some applications and methods of large deviations in finance and insurance.

Prépublication PMA-1127 :
( 06/03/2007 )
J.C. PARDO : The upper envelope of positive self-similar Markov processes.

Prépublication PMA-1128 :
( 06/03/2007 )
C. BUTUCEA, F. COMTE : Adaptive estimation of linear functionals in the convolution model and applications.

Prépublication PMA-1129 :
( 20/03/2007 )
A.-L. BASDEVANT, A. SINGH : Rate of growth of a transient cookie random walk.

Prépublication PMA-1130 :
( 21/03/2007 )
J.C. PARDO : On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive.

Prépublication PMA-1131 :
( 27/03/2007 )
J. BERTOIN, J. FONTBONA, S. MARTINEZ : On prolific individuals in a supercritical continuous state branching process.

Prépublication PMA-1132 :
( 27/03/2007 )
N. ENRIQUEZ, C. SABOT, O. ZINDY: Limit laws for transient random walks in random environment on Z.

Prépublication PMA-1133 :
( 27/03/2007 )
N. ENRIQUEZ, C. SABOT, O. ZINDY: A probabilistic representation of constants in Kesten's renewal theorem.

Prépublication PMA-1134 :
( 29/03/2007 )
B. BRUDER, H. PHAM: Impulse control problem on finite horizon with execution delay.

Prépublication PMA-1134 :
( 29/03/2007 )
B. BRUDER, H. PHAM: Impulse control problem on finite horizon with execution delay.

Prépublication PMA-1135 :
( 30/03/2007 )
S. DARSES, I. NOURDIN: Asymptotic developments at any time for fractional SDEs of Hurst index H >1/2.

Prépublication PMA-1136 :
( 02/04/2007 )
S. GAÏFFAS, G. LECUÉ: Optimal rates and adaptation in the single-index model using aggregation.

Prépublication PMA-1137 :
( 02/04/2007 )
G. LECUÉ: Suboptimality of penalized empirical risk minimization in classification.

Prépublication PMA-1138 :
( 12/04/2007 )
F. DELARUE, R. RHODES: Stochastic homogenization of quasilinear PDEs with a spatial degeneracy.

Prépublication PMA-1139 :
( 20/04/2007 )
A. DALALYAN, A. JUDITSKY, V. SPOKOINY: A new algorithm for estimating the effective dimension-reduction subspace.

Prépublication PMA-1140 :
( 25/04/2007 )
J. BERTOIN: Two-parameter Poisson-Dirichlet measures and reversible exchangeable fragmentation-coalescence processes.

Prépublication PMA-1141 :
( 04/05/2007 )
O. BARDOU, S. BOUTHEMY, G. PAGÈS: When are Swing options bang-bang and how to use it.

Prépublication PMA-1142 :
( 04/05/2007 )
I. NOURDIN: Asymptotic behavior of some weighted quadratic and cubic variations of the fractional Brownian motion.

Prépublication PMA-1143 :
( 10/05/2007 )
T.M. PHAM NGOC: Statistical minimax approach of the Hausdorff moment problem.

Prépublication PMA-1144 :
( 10/05/2007 )
C. CHESNEAU, M. HEBIRI: Some theoretical results on the grouped variables Lasso.

Prépublication PMA-1145 :
( 14/05/2007 )
M. WOUTS: A coarse graining for the Fortuin-Kasteleyn measure in random media.

Prépublication PMA-1146 :
( 15/05/2007 )
O. BARDOU, S. BOUTHEMY, G. PAGÈS: Optimal quantization for the pricing of swing options.

Prépublication PMA-1147 :
( 15/05/2007 )
K. MÉZIANI: Nonparametric estimation of the purity of a quantum state in quantum homodyne tomography with noisy data.

Prépublication PMA-1148 :
( 29/05/2007 )
A.B. JUDITSKY, O.V. LEPSKI, A.B. TSYBAKOV: Nonparametric estimation of composite functions.

Prépublication PMA-1149 :
( 29/05/2007 )
G. PECCATI, M. YOR: Burkholder's submartingales from a stochastic calculus perspective.

Prépublication PMA-1150 :
( 29/05/2007 )
KONAKOV V., MAMMEN E.: Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains.

Prépublication PMA-1151 :
( 04/06/2007 )
CAPITAINE M., DONATI-MARTIN C., FÉRAL D.: The largest eigenvalue of finite rank deformation of large Wigner matrices: convergence and non-universality of the fluctuations.

Prépublication PMA-1152 :
( 08/06/2007 )
J.-F. CHASSAGNEUX: Discrete-time approximation of doubly reflected BSDEs.

Prépublication PMA-1153 :
( 11/06/2007 )
S. BELINSCHI, F. BENAYCH-GEORGES, A. GUIONNET: Regularization by free additive convolution, square and rectangular cases.

Prépublication PMA-1154 :
( 12/06/2007 )
GYÖNGY I. , MILLET A.: Rate of convergence of space time approximations for stochastic evolution equations.

Prépublication PMA-1155 :
( 19/06/2007 )
CHAUMONT L., PARDO J.C.: On the genealogy of conditioned stable Lévy forests.

Prépublication PMA-1156 :
( 22/06/2007 )
BASDEVANT, A.-L., GOLDSCHMIDT, C.: Asymptotics of the allele frequency spectrum associated with the Bolthausen-Sznitman coalescent.

Prépublication PMA-1156 :
( 22/06/2007 )
BASDEVANT, A.-L., GOLDSCHMIDT, C.: Asymptotics of the allele frequency spectrum associated with the Bolthausen-Sznitman coalescent.

Prépublication PMA-1157 :
( 28/06/2007 )
GOBET, E., MENOZZI, S.: Stopped diffusion processes: Overshoots and boundary correction.

Prépublication PMA-1158 :
( 28/06/2007 )
GUILLOUX, F., FAY, G. CARDOSO, J.-F.: Practical wavelet design on the sphere.

Prépublication PMA-1159 :
( 02/07/2007 )
PAGÈS, G.: Quadratic optimal functional quantization of stochastic processes and numerical applications.

Prépublication PMA-1160 :
( 03/07/2007 )
VON RENESSE, M.-K., YOR, M., ZAMBOTTI, L.: Quasi-invariance properties of a class of subordinators.

Prépublication PMA-1161 :
( 03/07/2007 )
DEMNI, N.: Radial Dunkl processes : Existence and uniqueness, hitting time, beta processes and random matrices.

Prépublication PMA-1162 :
( 04/07/2007 )
CHALEYAT-MAUREL, M., GENON-CATALOT, V.: Filtering the Wright-Fisher diffusion.

Prépublication PMA-1163 :
( 12/07/2007 )
BERTOIN, J.: Asymptotic regimes for the occupancy scheme of multiplicative cascades.

Prépublication PMA-1164 :
( 13/07/2007 )
SAGNA, A.: Universal L^s -rate-optimality of L^r-optimal quantizers by dilatation and contraction.

Prépublication PMA-1165 :
( 28/08/2007 )
F. COMETS, S. POPOV, M. VACHKOVSKAIA: The number of open paths in an oriented $\rho$-percolation model.

Prépublication PMA-1166 :
( 29/08/2007 )
I. NOURDIN, D. NUALART: Convergence in law for certain weighted quadratic variations of fractional Brownian motion.

Prépublication PMA-1167 :
( 29/08/2007 )
N. KRELL: Self-similar branching Markov chains.

Prépublication PMA-1168 :
( 30/08/2007 )
L. CHAUMONT, A.E. KYPRIANOU, J.C. PARDO: Some explicit identities associated with positive self-similar Markov processes.

Prépublication PMA-1169 :
( 07/09/2007 )
I. NOURDIN, S. TINDEL: Weak approximation of a fractional SDE.

Prépublication PMA-1170 :
( 21/09/2007 )
F. COMETS, S. POPOV: Shape and local growth for multidimensional branching random walks in random environment.

Prépublication PMA-1171 :
( 26/09/2007 )
I. NOURDIN, G. PECCATI: Non-central convergence of multiple integrals.

Prépublication PMA-1172 :
( 09/10/2007 )
B. BOUCHARD, S. MENOZZI: Strong approximations of BSDEs in a domain.

Prépublication PMA-1173 :
( 12/10/2007 )
F. COMETS, F. SIMENHAUS: Random walk delayed on percolation clusters.

Prépublication PMA-1174 :
( 25/10/2007 )
P. ALQUIER: LASSO and iterative feature selection: Oracle inequalities and numerical performances.

Prépublication PMA-1175 :
( 06/11/2007 )
I. NOURDIN, D. NUALART, C. TUDOR: Central and non-central limit theorems for weighted power variations of fractional Brownian motion.

Prépublication PMA-1176 :
( 06/11/2007 )
T. MEYER-BRANDIS, P. TANKOV: Multi-factor jump-diffusion models of electricity prices.

Prépublication PMA-1177 :
( 06/11/2007 )
I. NOURDIN, G. PECCATI: Weighted power variations of iterated Brownian motion.

Prépublication PMA-1178 :
( 12/11/2007 )
P. TANKOV, E. VOLTCHKOVA: Asymptotic analysis of hedging errors in models with jumps.

Prépublication PMA-1179 :
( 21/11/2007 )
N. DEMNI: Free martingale polynomials for stationary Jacobi processes.

Prépublication PMA-1180:
( 26/11/2007 )
C. TONINELLI, G. BIROLI: Spiral model: a cellular automaton with a discontinuous glass transition.

Prépublication PMA-1181:
( 26/11/2007 )
M. MÉZARD, C. TONINELLI: Group testing with random pools: optimal two-stage algorithms.

Prépublication PMA-1182:
( 27/11/2007 )
J. BERTOIN: The structure of the allelic partition of the total population for Galton-Watson processes with neutral mutations.

Prépublication PMA-1183:
( 27/11/2007 )
J. DEDECKER, F. MERLEVÈDE, M. PELIGRAD, S. UTEV: Moderate deviations for stationary sequences of bounded random variables.

Prépublication PMA-1184:
( 27/11/2007 )
H. PHAM, V. LY VATH, X.Y. ZHOU: Optimal switching over multiple regimes.

Prépublication PMA-1185:
( 06/12/2007 )
J. DEDECKER, F. MERLEVÈDE, E. RIO: Rates of convergence for minimal distances in the central limit theorem under projective criteria.

Prépublication PMA-1186:
( 10/12/2007 )
P. BALDI, G. KERKYACHARIAN, D. MARINUCCI, D. PICARD: Subsampling needlet coefficients on the sphere.

Prépublication PMA-1187:
( 10/12/2007 )
D. MARINUCCI, D. PIETROBON, A. BALBI, P. BALDI, P. CABELLA, G. KERKYACHARIAN, P. NATOLI, D. PICARD, N. VITTORIO: Spherical needlets for CMB data analysis.

Prépublication PMA-1188:
( 14/12/2007 )
G. PAGÈS, F. PANLOUP: Approximation of the distribution of a stationary Markov process with application to option pricing.

Prépublication PMA-1189:
( 14/12/2007 )
P. ALQUIER: PAC-Bayesian bounds for randomized empirical risk minimizers.

Prépublication PMA-1190:
( 14/12/2007 )
F. BENAYCH-GEORGES: Cycles of free words in several independent random permutations with restricted cycle lengths.

Prépublication PMA-1191:
( 14/12/2007 )
F. BENAYCH-GEORGES: Cycles of random permutations with restricted cycle lengths.

Prépublication PMA-1192:
( 14/12/2007 )
N. CANCRINI, F. MARTINELLI, C. ROBERTO, C. TONINELLI: Facilitated spin models : recent and new results.

Prépublication PMA-1193:
( 17/12/2007 )
F. COMETS, F. DELARUE, R. SCHOTT: Large deviations analysis for distributed algorithms in an ergodic Markovian environment.

Prépublication PMA-1194:
( 20/12/2007 )
I. NOURDIN, G. PECCATI: Stein's method on Wiener chaos.

Prépublication PMA-1195:
( 21/12/2007 )
F. DELARUE, F. LAGOUTIÈRE: Probabilistic analysis of the upwind scheme for transport.

 


2008


Prépublication PMA-1196:
( 07/01/2008 )
G. PAGÈS, A. SELLAMI: Convergence of multi-dimensional quantized $SDE$'s.

Prépublication PMA-1197:
( 08/01/2008 )
G. GIACOMIN, H. LACOIN, F.L. TONINELLI: Hierarchical pinning models, quadratic maps and quenched disorder.

Prépublication PMA-1198:
( 10/01/2008 )
B. DERRIDA, G. GIACOMIN, H. LACOIN, F.L. TONINELLI: Fractional moment bounds and disorder relevance for pinning models.

Prépublication PMA-1199:
( 22/01/2008 )
A. BENTATA: A note about conditional Ornstein-Uhlenbeck processes.

Prépublication PMA-1200:
( 29/01/2008 )
F. BENAYCH-GEORGES, I. NECHITA: A permutation model for free random variables and its classical analogue.

Prépublication PMA-1201:
( 11/02/2008 )
J. DUAN, A. MILLET: Large deviations for the Boussinesq equations under random influences.

Prépublication PMA-1202:
( 12/02/2008 )
T. BODINEAU, R. LEFEVERE: Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats.

Prépublication PMA-1203:
( 13/02/2008 )
J. SOHIER: Finite size scaling for homogeneous pinning models.

Prépublication PMA-1204:
( 18/02/2008 )
V. KONAKOV, S. MENOZZI, S. MOLCHANOV: Explicit parametrix and local limit theorems for some degenerate diffusion processes.

Prépublication PMA-1205:
( 18/02/2008 )
F. AUTIN, E. LE PENNEC, K. TRIBOULEY: Thresholding methods to estimate the copula density.

Prépublication PMA-1206:
( 25/02/2008 )
I. NOURDIN, A. RÉVEILLAC: Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4.

Prépublication PMA-1207:
( 26/02/2008 )
H. LUSCHGY, G. PAGÈS, B. WILBERTZ: Asymptotically optimal quantization schemes for Gaussian processes.

Prépublication PMA-1208:
( 05/03/2008 )
I. NOURDIN, G. PECCATI: Stein's method and exact Berry-Esséen asymptotics for functionals of Gaussian fields.

Prépublication PMA-1209:
( 05/03/2008 )
F. AUTIN, E. LE PENNEC, J.M. LOUBES, V. RIVOIRARD: Maxisets for model selection.

Prépublication PMA-1210:
( 10/03/2008 )
M. HOFFMANN, N. KRELL: Statistical analysis of self-similar conservative fragmentation chains.

Prépublication PMA-1211:
( 17/03/2008 )
T. BODINEAU, G. GIACOMIN, H. LACOIN, F.L. TONINELLI : Copolymers at selective interfaces : new bounds on the phase diagram.

Prépublication PMA-1212:
( 20/03/2008 )
A. DALALYAN, A.B. TSYBAKOV : Aggregation by exponential weighting, sharp oracle inequalities and sparsity.

Prépublication PMA-1213:
( 08/04/2008 )
V. BANSAYE : Limit theorems for subcritical Branching Process in Random Environment depending on the initial number of particles.

Prépublication PMA-1214:
( 08/04/2008 )
A. DALALYAN, N. YOSHIDA : Second-order asymptotic expansion for the covariance estimator of two asynchronously observed diffusion processes.

Prépublication PMA-1215:
( 10/04/2008 )
J. BERTOIN, V. SIDORAVICIUS, M.E. VARES : A system of grabbing particles related to Galton-Watson trees.

Prépublication PMA-1216:
( 14/04/2008 )
I. NOURDIN, G. PECCATI, A. RÉVEILLAC : Multivariate normal approximation using Stein's method and Malliavin calculus.

Prépublication PMA-1217:
( 17/04/2008 )
J.C. BRETON, I. NOURDIN : Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.

Prépublication PMA-1218:
( 17/04/2008 )
P. BIANE, P. BOUGEROL, N. O'CONNELL : Continuous crystal and Duistermaat-Heckman measure for Coxeter groups.

Prépublication PMA-1219:
( 17/04/2008 )
A.L. BRONSTEIN, G. PAGÈS, B. WILBERTZ : How to speed up the quantization tree algorithm with an application to swing options.

Prépublication PMA-1220:
( 14/05/2008 )
V. BANSAYE : Cell contamination and branching process in random environment with immigration.

Prépublication PMA-1221:
( 21/05/2008 )
S. DEDE : Moderate deviations for stationary sequences of Hilbert valued bounded random variables.

Prépublication PMA-1222:
( 30/05/2008 )
I. KHARROUBI, J. MA, H. PHAM, J. ZHANG : Backward SDEs with constrained jumps and Quasi-Variational Inequalities.

Prépublication PMA-1223:
( 02/06/2008 )
A. BENTATA, M. YOR : From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon.

Prépublication PMA-1224:
( 05/06/2008 )
G. PAGÈS, A. SAGNA : Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers.

Prépublication PMA-1225:
( 17/06/2008 )
I. NOURDIN : A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to ?.

Prépublication PMA-1226:
( 20/06/2008 )
N. ENRIQUEZ, C. SABOT, M. YOR : Renewal series and square-root boundaries for Bessel processes.

Prépublication PMA-1227:
( 24/06/2008 )
J. BERTOIN : Two solvable systems of coagulation equations with limited aggregations.

Prépublication PMA-1228:
( 25/06/2008 )
F. BENAYCH-GEORGES, T. CABANAL-DUVILLARD : A matrix interpolation between classical and free max operations: I. The univariate case.

Prépublication PMA-1229:
( 03/07/2008 )
A. CRETAROLA, F. GOZZI, H. PHAM, P. TANKOV : Optimal consumption policies in illiquid markets.

Prépublication PMA-1230:
( 03/07/2008 )
F. BENAYCH-GEORGES : On a surprising relation between rectangular and square free convolutions.

Prépublication PMA-1231:
( 07/07/2008 )
V. LEMAIRE, G. PAGÈS : Unconstrained recursive importance sampling.

Prépublication PMA-1232:
( 08/07/2008 )
A. BENTATA, M. YOR : From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon.

Prépublication PMA-1233:
( 11/07/2008 )
G. MORENO FLORES : Convergence of the law of the environment seen by the particle for directed polymers in random media in the $L^2$ region.

Prépublication PMA-1234:
( 11/07/2008 )
I. CHUESHOV, A. MILLET : Stochastic 2D hydrodynamical type systems: Well posedness and large deviations.

Prépublication PMA-1235:
( 15/07/2008 )
J. DELABROUILLE, J. -F. CARDOSO, M. LE JEUNE, M. BETOULE, G. FAY, F. GUILLOUX : A full sky, low foreground, high resolution CMB map from WMAP.

Prépublication PMA-1236:
( 15/07/2008 )
G. FAY, F. GUILLOUX : Consistency of a needlet spectral estimator on the sphere.

Prépublication PMA-1237:
( 15/07/2008 )
J. DELABROUILLE, J. -F. CARDOSO, M. LE JEUNE, M. BETOULE, G. FAY, F. GUILLOUX : CMB power spectrum estimation using wavelets.

Prépublication PMA-1238:
( 26/08/2008 )
I. NOURDIN, F. VIENS : Density estimates and concentration inequalities with Malliavin calculus.

Prépublication PMA-1239:
( 09/09/2008 )
F. BENAYCH-GEORGES : On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions.

Prépublication PMA-1240:
( 10/09/2008 )
K. MÉZIANI : Nonparametric goodness-of fit testing in quantum homodyne tomography with noisy data.

Prépublication PMA-1241:
( 11/09/2008 )
P. BALDI , G. KERKYACHARIAN , D. MARINUCCI, D. PICARD : Adaptive density estimation for directional data using needlets.

Prépublication PMA-1242:
( 12/09/2008 )
A.-L. BRONSTEIN, G. PAGÈS, J. PORTÈS : Multi-asset American options and parallel quantization.

Prépublication PMA-1243:
( 16/09/2008 )
T. GILBERT, R. LEFEVERE : Heat conductivity from molecular chaos hypothesis in locally confined billiard systems.

Prépublication PMA-1244:
( 17/09/2008 )
J. BERESTYCKI, N. BERESTYCKI, V. LIMIC : The $\Lambda$-coalescent speed of coming down from infinity.

Prépublication PMA-1245:
( 18/09/2008 )
G. KERKYACHARIAN, G. KYRIAZIS, E. LE PENNEC, P. PETRUSHEV, D. PICARD : Inversion of noisy Radon transform by SVD based needlet.

Prépublication PMA-1246:
( 18/09/2008 )
C. DOSSAL, E. LE PENNEC, S. MALLAT : Bandlet image estimation with model selection.

Prépublication PMA-1247:
( 14/10/2008 )
F. DELARUE : Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs.

Prépublication PMA-1248:
( 20/10/2008 )
V. KONAKOV, S. MENOZZI : Weak Error for stable driven SDEs: expansion of the densities.

Prépublication PMA-1249:
( 21/10/2008 )
I. NOURDIN, G. PECCATI, G. REINERT : Stein's method and stochastic analysis of Rademacher functionals.

Prépublication PMA-1250:
( 29/10/2008 )
N. CANCRINI, F. MARTINELLI, R.H. SCHONMANN, C. TONINELLI : Facilitated oriented spin models: some non equilibrium results.

Prépublication PMA-1251:
( 29/10/2008 )
V. BANSAYE, J. BERESTYCKI : Large deviations for branching processes in random environment.

Prépublication PMA-1252:
( 04/11/2008 )
M. HEBIRI: Regularization with the Smooth-Lasso procedure.

Prépublication PMA-1253:
( 04/11/2008 )
P. ALQUIER, M. HEBIRI: Generalization of l1 constraints for high dimensional regression problems.

Prépublication PMA-1254:
( 12/11/2008 )
F. COMETS, S. POPOV, G.M. SCHÜTZ, M. VACHKOVSKAIA : Quenched invariance principle for the Knudsen stochastic billiard in a random tube.

Prépublication PMA-1255:
( 19/11/2008 )
G. GIACOMIN, H. LACOIN, F.L. TONINELLI : Marginal relevance of disorder for pinning models.

Prépublication PMA-1255:
( 19/11/2008 )
G. GIACOMIN, H. LACOIN, F.L. TONINELLI : Marginal relevance of disorder for pinning models.

Prépublication PMA-1256:
( 19/11/2008 )
J. BERTOIN, V. SIDORAVICIUS : The structure of typical clusters in large sparse random configurations.

Prépublication PMA-1257:
( 27/11/2008 )
I. NOURDIN, G. PECCATI, G. REINERT : Second order Poincaré inequalities and CLTs on Wiener space.

Prépublication PMA-1258:
( 01/12/2008 )
T. LIM, M.-C. QUENEZ : Utility maximization in incomplete markets with default.

Prépublication PMA-1259:
( 03/12/2008 )
F. BENAYCH-GEORGES, T. LÉVY : A continuous semigroup of notions of independence between the classical and the free one.

Prépublication PMA-1260:
( 15/12/2008 )
F. COMETS, S. POPOV, G.M. SCHÜTZ, M. VACHKOVSKAIA : Transport diffusion coefficient for a Knudsen gas in a random tube.

Prépublication PMA-1261:
( 16/12/2008 )
S. DEDE : An empirical central limit theorem in L^1 for stationary sequences.

Prépublication PMA-1262:
( 17/12/2008 )
T.M. PHAM NGOC : Regression in random design and Bayesian warped wavelets estimators.

Prépublication PMA-1263:
( 18/12/2008 )
O. BARDOU, N. FRIKHA, G. PAGÈS : Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling.

Prépublication PMA-1264:
( 18/12/2008 )
L. BIRGÉ : Model selection for density estimation with L2-loss.

Prépublication PMA-1265:
( 19/12/2008 )
D. BAKER, M. YOR : A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion.

 


2009


Prépublication PMA-1266:
( 20/01/2009 )
C. BOUTILLIER, B. DE TILIÈRE : The critical Z-invariant Ising model via dimers: the periodic case.

Prépublication PMA-1267:
( 23/01/2009 )
E. JACOB : Excursions of the integral of the Browian motion.

Prépublication PMA-1268:
( 27/01/2009 )
H. LACOIN : Hierarchical pinning model with site disorder: Disorder is marginally relevant.

Prépublication PMA-1269:
( 28/01/2009 )
J.-C. BRETON, I. NOURDIN, G. PECCATI : Exact confidence intervals for the Hurst parameter of a fractional Brownian motion.

Prépublication PMA-1270:
( 16/02/2009 )
C. BOUTILLIER, B. DE TILIÈRE : The critical Z-invariant Ising model via dimers: locality property.

Prépublication PMA-1271:
( 17/02/2009 )
H. LUSCHGY, G. PAGÈS : Expansions for Gaussian processes and Parseval frames.

Prépublication PMA-1272:
( 17/02/2009 )
K. RASCHEL : Random walks in the quarter plane absorbed at the boundary : exact and asymptotic.

Prépublication PMA-1273:
( 18/02/2009 )
H. LACOIN : New bounds for the free energy of directed polymers in dimension 1+1 and 1+2.

Prépublication PMA-1274:
( 03/03/2009 )
A. AVILA, T. ROBLIN : Uniform exponential growth for some SL(2,R) matrix products.

Prépublication PMA-1275:
( 03/03/2009 )
C. BUTUCEA, K. MÉZIANI : Quadratic functional estimation in inverse problems.

Prépublication PMA-1276:
( 05/03/2009 )
Y. JIAO, H. PHAM : Optimal investment with counterparty risk: a default-density modeling approach.

Prépublication PMA-1277:
( 05/03/2009 )
Y. JIAO : Zero bias transformation and asymptotic expansions.

Prépublication PMA-1278:
( 01/04/2009 )
I. KURKOVA, K. RASCHEL : Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes.

Prépublication PMA-1279:
( 02/04/2009 )
R. ELIE, I. KHARROUBI : Constrained backward SDEs with jumps: Application to optimal switching.

Prépublication PMA-1280:
( 06/04/2009 )
J. BERTOIN : A limit theorem for trees of alleles in branching processes with rare neutral mutations.

Prépublication PMA-1281:
( 06/04/2009 )
M. CAPITAINE, C. DONATI-MARTIN, D. FÉRAL : Central limit theorems for eigenvalues of deformations of Wigner matrices.

Prépublication PMA-1282:
( 08/04/2009 )
I. NOURDIN, G. PECCATI, G. REINERT : Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos.

Prépublication PMA-1283:
( 10/04/2009 )
S. DARSES, I. NOURDIN, D. NUALART : Limit theorems for nonlinear functionals of Volterra processes via white noise analysis.

Prépublication PMA-1284:
( 10/04/2009 )
L. CARASSUS, M. RÁSONYI : Risk-averse asymptotics for reservation prices.

Prépublication PMA-1285:
( 14/04/2009 )
J. BERESTYCKI, N. BERESTYCKI : Kingman's coalescent and Brownian motion.

Prépublication PMA-1286:
( 29/04/2009 )
F. BENAYCH-GEORGES : Central Limit Theorems for the Brownian motion on large unitary groups.

Prépublication PMA-1287:
( 30/04/2009 )
T. ROBLIN : Comportement harmonique des densités conformes et frontière de Martin.

Prépublication PMA-1288:
( 11/05/2009 )
K. BERTIN, E. LE PENNEC, V. RIVOIRARD : Adaptive Dantzig density estimation.

Prépublication PMA-1289:
( 11/05/2009 )
N. EL KAROUI, M. JEANBLANC, Y. JIAO : What happens after a default: the conditional density approach.

Prépublication PMA-1290:
( 13/05/2009 )
H. BESSAIH, A. MILLET : Large deviation principle and inviscid shell models.

Prépublication PMA-1291:
( 26/05/2009 )
A. JOSEPH : A phase transition for the heights of a fragmentation tree.

Prépublication PMA-1292:
( 02/06/2009 )
E. GOBET, C. LABART : Solving BSDE with adaptive control variate.

Prépublication PMA-1293:
( 05/06/2009 )
H. LACOIN, G. MORENO FLORES : Directed polymers on hierarchical lattices with site disorder.

Prépublication PMA-1294:
( 08/06/2009 )
G. BLANCHARD, E. ROQUAIN : Adaptive FDR control under independence and dependence.

Prépublication PMA-1295:
( 10/06/2009 )
R. LEFEVERE, L. ZAMBOTTI : Hot scatterers and tracers for the transfer of heat in collisional dynamics.

Prépublication PMA-1296:
( 11/06/2009 )
R. NORMAND : A model for sexed coagulation.

Prépublication PMA-1297:
( 11/06/2009 )
E. ROQUAIN, M. VAN DE WIEL : Optimal weighting for false discovery rate control.

Prépublication PMA-1298:
( 15/06/2009 )
I. KHARROUBI, H. PHAM : Optimal portfolio liquidation with execution cost and risk.

Prépublication PMA-1299:
( 17/06/2009 )
P. ALQUIER, M. HEBIRI : Transductive versions of the LASSO and the Dantzig Selector.

Prépublication PMA-1300:
( 06/07/2009 )
G. CALLEGARO, A. SAGNA : An application to credit risk of a hybrid Monte Carlo-Optimal quantization method.

Prépublication PMA-1301:
( 07/07/2009 )
F. COMETS, N. YOSHIDA : Branching random walks in space-time random environment: Survival probability, global and local growth rates.

Prépublication PMA-1302:
( 15/07/2009 )
P. GASSIAT, H. PHAM, M. SIRBU : Optimal investment on finite horizon with random discrete order flow in illiquid markets.

Prépublication PMA-1303:
( 15/07/2009 )
I. CHUESHOV, A. MILLET : Stochastic 2D hydrodynamical systems: Support theorem.

Prépublication PMA-1304:
( 25/08/2009 )
I. NOURDIN, G. PECCATI : Universal Gaussian fluctuations of non-Hermitian matrix ensembles.

Prépublication PMA-1305:
( 27/08/2009 )
J. BERTOIN : Asymptotic regimes for the partition into colonies of a branching process with emigration.

Prépublication PMA-1306:
( 28/08/2009 )
G. KERKYACHARIAN, E. LE PENNEC, D. PICARD : Radon needlet thresholding.

Prépublication PMA-1307:
( 02/09/2009 )
G. KERKYACHARIAN, T.M. PHAM NGOC, D. PICARD : Localized deconvolution on the sphere.

Prépublication PMA-1308:
( 07/09/2009 )
G. GIACOMIN, H. LACOIN, F.L. TONINELLI : Disorder relevance at marginality and critical point shift.

Prépublication PMA-1309:
( 07/09/2009 )
F. CARAVENNA, G. GIACOMIN : The weak coupling limit of disordered copolymer models.

Prépublication PMA-1310:
( 07/09/2009 )
F. BENAYCH_GEORGES : Rectangular R-transform as the limit of rectangular spherical integrals.

Prépublication PMA-1311:
( 08/09/2009 )
R. CONT, R. DEGUEST, G. SCANDOLO : Robustness and sensitivity analysis of risk measurement procedures.

Prépublication PMA-1312:
( 08/09/2009 )
R. CONT, A. MINCA : Recovering portfolio default intensities implied by CDO quotes.

Prépublication PMA-1313:
( 14/09/2009 )
J. BUZZI, L. ZAMBOTTI : A probabilistic study of neural complexity.

Prépublication PMA-1314:
( 14/09/2009 )
J. BUZZI, L. ZAMBOTTI : Approximate maximizers of intricacy functionals.

Prépublication PMA-1315:
( 02/10/2009 )
N. FRIKHA, V. LEMAIRE : Joint Modelling of Gas and Electricity spot prices.

Prépublication PMA-1316:
( 07/10/2009 )
S. LARUELLE, C.-A. LEHALLE, G. PAGÈS : Optimal split of orders across liquidity pools: a stochastic algorithm approach.

Prépublication PMA-1317:
( 09/10/2009 )
F. LEDRAPPIER : Linear drift and entropy for regular covers.

Prépublication PMA-1318:
( 12/10/2009 )
F. BENAYCH-GEORGES, R.R. NADAKUDITI : The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices.

Prépublication PMA-1319:
( 14/10/2009 )
I. NOURDIN, G. PECCATI : Cumulants on the Wiener Space.

Prépublication PMA-1320:
( 26/10/2009 )
K. RASCHEL : Green functions and Martin compactification for killed random walks related to SU(3).

Prépublication PMA-1321:
( 26/10/2009 )
A. BENTATA, R. CONT : Mimicking the marginal distributions of a semimartingale.

Prépublication PMA-1322:
( 30/10/2009 )
G. PAGÈS, B. WILBERTZ : Dual Quantization for random walks with application to credit derivatives.

Prépublication PMA-1323:
( 18/11/2009 )
K. RASCHEL : Green functions for killed random walks in the Weyl chamber of Sp(4).

Prépublication PMA-1324:
( 26/11/2009 )
F. DELARUE, S. MENOZZI : Density estimates for a random noise propagating through a chain of differential equations.

Prépublication PMA-1325:
( 03/12/2009 )
J. BERTOIN, M. SAVOV : Some applications of duality for Lévy processes in a half-line.

Prépublication PMA-1326:
( 03/12/2009 )
I. KURKOVA, K. RASCHEL : Explicit expression for the generating function counting Gessel's walks.

Prépublication PMA-1327:
( 10/12/2009 )
J. BERESTYCKI, S.C. HARRIS, A.E. KYPRIANOU : Travelling waves and homogeneous fragmentation.

Prépublication PMA-1328:
( 10/12/2009 )
J. BERESTYCKI, E. BRUNET, J.W. HARRIS, S.C. HARRIS : The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential.

 


2010


Prépublication PMA-1329:
( 05/01/2010 )
H. PHAM : Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management.

Prépublication PMA-1330:
( 07/01/2010 )
J. BERESTYCKI, A.E. KYPRIANOU, A. MURILLO : The prolific backbone for supercritical superdiffusions.

Prépublication PMA-1331:
( 13/01/2010 )
V. LEMAIRE, S. MENOZZI : On some non asymptotic bounds for the Euler scheme.

Prépublication PMA-1332:
( 14/01/2010 )
A. DIOP : Convergence of some random functionals of discretized semimartingales.

Prépublication PMA-1333:
( 15/01/2010 )
J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG : The genealogy of branching Brownian motion with absorption.

Prépublication PMA-1334:
( 18/01/2010 )
K. PAKDAMAN, M. THIEULLEN, G. WAINRIB : Fluid limit theorems for stochastic hybrid systems with application to neuron models.

Prépublication PMA-1335:
( 18/01/2010 )
A. BENTATA, R. CONT : Forward equations for option prices in semimartingale models.

Prépublication PMA-1336:
( 21/01/2010 )
J. BERTOIN : An aging phenomenon for a fragmentation-coagulation process.

Prépublication PMA-1337:
( 11/02/2010 )
R. CONT, D.-A. FOURNIÉ : Functional Itô calculus and stochastic integral representation of martingales.

Prépublication PMA-1338:
( 23/02/2010 )
M. ROBERTS : Almost sure asymptotics for the random binary search tree.

Prépublication PMA-1339:
( 09/03/2010 )
K. RASCHEL : Counting walks in a quadrant : a unified approach via boundary value problems.

Prépublication PMA-1340:
( 18/03/2010 )
F. COMETS, M.V. MENSHIKOV, S. VOLKOV, A.R. WADE : Random walk with barycentric self-interaction.

Prépublication PMA-1341:
( 19/03/2010 )
S. CORLAY, G. PAGÈS : Functional quantization based stratified sampling methods.

Prépublication PMA-1342:
( 26/03/2010 )
S. FOURATI : Explicit solutions for the exit problem for a class of Lévy processes. Applications to the pricing of double barrier options.

Prépublication PMA-1343:
( 07/04/2010 )
D. BAKER, C. DONATI-MARTIN, M. YOR : A sequence of Albin type continuous martingales with Brownian marginals and scaling.

Prépublication PMA-1344:
( 08/04/2010 )
R. NORMAND, L. ZAMBOTTI : Uniqueness of post-gelation solutions of a class of coagulation equations.

Prépublication PMA-1345:
( 08/04/2010 )
R. CONT, D.-A. FOURNIE : Change of variable formulas for non-anticipative functionals on path space.

Prépublication PMA-1346:
( 12/04/2010 )
P. ALQUIER, K. LOUNICI : PAC-Bayesian bounds for sparse regression estimation with exponential weights.

Prépublication PMA-1347:
( 14/04/2010 )
E. ROQUAIN, F. VILLERS : Exact calculations for false discovery proportion with application to least favorable configurations.

Prépublication PMA-1348:
( 15/04/2010 )
G. PECCATI, C. ZHENG : Multi-dimensional Gaussian fluctuations on the Poisson space.

Prépublication PMA-1349:
( 16/04/2010 )
S. BOUNEBACHE : A random string with reflection in a convex domain.

Prépublication PMA-1350:
( 16/04/2010 )
N. ENRIQUEZ, C. SABOT, L. TOURNIER, O. ZINDY : Stable fluctuations for ballistic random walks in random environment on Z.

Prépublication PMA-1351:
( 04/05/2010 )
P. MAILLARD : The number of absorbed individuals in branching Brownian motion with a barrier.

Prépublication PMA-1352:
( 04/05/2010 )
E. JACOB : Langevin process reflected on a partially elastic boundary I.

Prépublication PMA-1353:
( 18/05/2010 )
I. NOURDIN, G. PECCATI, M. PODOLSKIJ : Quantitative Breuer-Major theorems.

Prépublication PMA-1354:
( 19/05/2010 )
J. BERTOIN, M. YOR : Retrieving information from subordination.

Prépublication PMA-1355:
( 10/06/2010 )
F. GUILBAUD, M. MNIF, H. PHAM : Numerical methods for an optimal order execution problem.

Prépublication PMA-1356:
( 21/06/2010 )
C. FOUCART : Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration.

Prépublication PMA-1357:
( 22/06/2010 )
I. NOURDIN, A. RÉVEILLAC, J. SWANSON : The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6.

Prépublication PMA-1358:
( 08/07/2010 )
L. CARASSUS, E. TEMAM : Pricing and hedging basis risk under No Good Deal Assumption.

Prépublication PMA-1359:
( 09/07/2010 )
C. DONATI-MARTIN, A. ROUAULT : Truncations of Haar unitary matrices, traces and bivariate Brownian bridge.

Prépublication PMA-1360:
( 09/07/2010 )
R. GARCIA-GARCIA, D. DOMINGUEZ, V. LECOMTE, A.B. KOLTON : Unifying approach for fluctuation theorems from joint probability distributions.

Prépublication PMA-1361:
( 13/07/2010 )
T. LIM, M.-C. QUENEZ : Portfolio optimization in a default model under full/partial information.

Prépublication PMA-1362:
( 21/07/2010 )
S. LARUELLE, G. PAGÈS : Stochastic approximation with averaging innovation.

Prépublication PMA-1363:
( 23/07/2010 )
F. CORDERO : On the scaling property in fluctuation theory for stable Lévy processes.

Prépublication PMA-1364:
( 23/07/2010 )
A. FAGGIONATO, F. MARTINELLI, C. ROBERTO, C. TONINELLI : Universality in one dimensional Hierarchical Coalescence Processes.

Prépublication PMA-1365:
( 26/07/2010 )
E. LUÇON : Quenched limits and fluctuations of the empirical measure for plane rotators in random media.

Prépublication PMA-1366:
( 26/07/2010 )
J. BERTOIN : Burning cars in parkings.

Prépublication PMA-1367:
( 27/07/2010 )
S. VAKEROUDIS : On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity.

Prépublication PMA-1368:
( 28/07/2010 )
R. LEFEVERE, M. MARIANI, L. ZAMBOTTI : Large deviations of the current in stochastic collisional dynamics.

Prépublication PMA-1369:
( 28/07/2010 )
R. LEFEVERE, M. MARIANI, L. ZAMBOTTI : Macroscopic fluctuations theory of aerogel dynamics.

Prépublication PMA-1370:
( 30/08/2010 )
M. RICHARD : Limit theorems for splitting trees with structured immigration and applications to biogeography.

Prépublication PMA-1371:
( 31/08/2010 )
L. CARASSUS, T. VARGIOLU : Super-replication price for asset prices having bounded increments in discrete time.

Prépublication PMA-1372:
( 31/08/2010 )
E. AGORITSAS, V. LECOMTE, T. GIAMARCHI : Temperature-induced crossovers in the static roughness of a one-dimensional interface.

Prépublication PMA-1373:
( 01/09/2010 )
G. PAGÈS, F. PANLOUP : Ergodic approximation of the distribution of a stationary diffusion : rate of convergence.

Prépublication PMA-1374:
( 01/09/2010 )
F. BENAYCH-GEORGES, A. GUIONNET, M. MAIDA : Large deviations of the extreme eigenvalues of random deformations of matrices.

Prépublication PMA-1375:
( 01/09/2010 )
F. BENAYCH-GEORGES, A. GUIONNET, M. MAIDA : Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices.

Prépublication PMA-1376:
( 03/09/2010 )
A. LAMBERT : Species abundance distributions in neutral models with immigration or mutation and general lifetimes.

Prépublication PMA-1377:
( 03/09/2010 )
F. COMETS, S. POPOV : Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards.

Prépublication PMA-1378:
( 03/09/2010 )
J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG : Survival of near-critical branching Brownian motion.

Prépublication PMA-1379:
( 07/09/2010 )
S. CORLAY : The Nyström method for functional quantization with an application to the fractional Brownian motion.

Prépublication PMA-1380:
( 08/09/2010 )
J. BERTOIN : On the maximal offspring in a critical branching process with infinite variance.

Prépublication PMA-1381:
( 09/09/2010 )
F. CHAPON, M. DEFOSSEUX : Quantum random walks and minors of Hermitian Brownian motion.

Prépublication PMA-1382:
( 10/09/2010 )
N. CHAMPAGNAT, A. LAMBERT : Splitting trees with neutral Poissonian mutations I: Small families.

Prépublication PMA-1383:
( 17/09/2010 )
N. CURIEN, A. JOSEPH : Partial match queries in two-dimensional quadtrees: a probabilistic approach.

Prépublication PMA-1384:
( 24/09/2010 )
R. LEFEVERE, M. MARIANI, L. ZAMBOTTI : Large deviations for renewal processes.

Prépublication PMA-1385:
( 27/09/2010 )
S. GRAF, H. LUSCHGY, G. PAGÈS : The local quantization behaviour of absolutely continuous probabilities.

Prépublication PMA-1386:
( 29/09/2010 )
F. LEDRAPPIER : Analyticity of the entropy for some random walks.

Prépublication PMA-1387:
( 01/10/2010 )
R. CONT, N. LANTOS, O. PIRONNEAU : A reduced basis for option pricing.

Prépublication PMA-1388:
( 21/10/2010 )
T. DUQUESNE : The Packing Measure of the Range of Super-Brownian Motion.

Prépublication PMA-1389:
( 21/10/2010 )
T. DUQUESNE : An Elementary Proof of Hawkes's Conjecture on Galton-Watson Trees.

Prépublication PMA-1390:
( 21/10/2010 )
T. DUQUESNE, J.-F. LE GALL : On the re-rooting invariance property of Levy trees.

Prépublication PMA-1391:
( 21/10/2010 )
T. DUQUESNE : Packing and Hausdorff measures of stable trees.

Prépublication PMA-1392:
( 22/10/2010 )
T. DUQUESNE : The exact packing measure of Levy trees.

Prépublication PMA-1393:
( 22/10/2010 )
G. PAGÈS, B. WILBERTZ : Intrinsic stationarity for vector quantization: Foundation of dual quantization.

Prépublication PMA-1394:
( 09/11/2010 )
S. MENOZZI : Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations.

Prépublication PMA-1395:
( 10/11/2010 )
F. COMTE, T. REBAFKA : Adaptive density estimation in the pile-up model involving measurement errors.

Prépublication PMA-1396:
( 10/11/2010 )
J. BERTOIN : Fires on trees.

Prépublication PMA-1397:
( 17/11/2010 )
M. CAPITAINE, C. DONATI-MARTIN, D. FÉRAL, M. FÉVRIER : Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices.

Prépublication PMA-1398:
( 19/11/2010 )
H. BESSAIH, A. MILLET : Inviscid Large deviation principle and the 2D Navier Stokes equations with a free boundary condition.

Prépublication PMA-1399:
( 13/12/2010 )
A. JOSEPH : The component sizes of a critical random graph with pre-described degree sequence.

Prépublication PMA-1400:
( 15/12/2010 )
D. BELTOFT, C. BOUTILLIER, N. ENRIQUEZ : Random Young diagrams in a rectangular box.

Prépublication PMA-1401:
( 15/12/2010 )
C. BOUTILLIER, B. DE TILIÈRE : Statistical mechanics on isoradial graphs.

Prépublication PMA-1402:
( 16/12/2010 )
G. PAGÈS, B. WILBERTZ : Sharp rate for the dual quantization problem.

Prépublication PMA-1403:
( 17/12/2010 )
O. BARDOU, N. FRIKHA, G. PAGÈS : CVaR hedging using quantization based stochastic approximation algorithm.

 


2011




Prépublication PMA-1404:
( 06/01/2011 )
A. FAGGIONATO, F. MARTINELLI, C. ROBERTO, C. TONINELLI : Aging through hierarchical coalescence in the East model.

Prépublication PMA-1405:
( 07/01/2011 )
R. CONT, A. DE LARRARD : Price Dynamics in a Markovian Limit Order Book Market.

Prépublication PMA-1406:
( 10/01/2011 )
M. BERNHART, H. PHAM, P. TANKOV, X. WARIN : Swing Options Valuation: a BSDE with Constrained Jumps Approach.

Prépublication PMA-1407:
( 11/01/2011 )
S. VAKEROUDIS, M. YOR, D. HOLCMAN : The mean first rotation time of a planar polymer.

Prépublication PMA-1408:
( 11/01/2011 )
J. BERESTYCKI, N. BERESTYCKI, V. LIMIC : Asymptotic sampling formulae and particle system representations for $\Lambda$-coalescents.

Prépublication PMA-1409:
( 14/01/2011 )
Z. BRZEZNIAK, A. MILLET : On the splitting method for some complex-valued quasilinear equations.

Prépublication PMA-1410:
( 18/01/2011 )
M. BERNHART, P. TANKOV, X. WARIN : A finite dimensional approximation for pricing moving average options.

Prépublication PMA-1411:
( 18/01/2011 )
A. LAMBERT, L. POPOVIC : The coalescent point process of branching trees and spine decompositions at the first survivor.

Prépublication PMA-1412:
( 18/01/2011 )
S. LARUELLE, G. PAGÈS : Randomized Urn Models revisited using Stochastic Approximation.

Prépublication PMA-1413:
( 18/01/2011 )
I. KHARROUBI, T. LIM : Progressive enlargement of filtrations and Backward SDEs with jumps.

Prépublication PMA-1414:
( 18/01/2011 )
G. PAGÈS, B. WILBERTZ : GPGPUs in computational finance: Massive parallel computing for American style options.

Prépublication PMA-1415:
( 18/01/2011 )
P. ALQUIER, G. BIAU : Sparse single-index model.

Prépublication PMA-1416:
( 21/01/2011 )
B. DE TILIÈRE : Critical Ising Model and Cycle Rooted Spanning Forests: an explicit correspondence.

Prépublication PMA-1417:
( 21/01/2011 )
J. BERTOIN : The area of a self-similar fragmentation.

Prépublication PMA-1418:
( 28/01/2011 )
S. CORLAY : Partial functional quantization and generalized bridges.

Prépublication PMA-1419:
( 07/02/2011 )
D. SIMON : Bethe Ansatz for the Weakly Asymmetric Simple Exclusion Process and phase transition in the current distribution.

Prépublication PMA-1420:
( 10/02/2011 )
P. MAILLARD : A characterisation of superposable random measures.

Prépublication PMA-1421:
( 17/02/2011 )
N. AKAKPO, C. LACOUR : Inhomogeneous and Anisotropic Conditional Density Estimation from Dependent Data.

Prépublication PMA-1422:
( 17/02/2011 )
N. AKAKPO : Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection.

Prépublication PMA-1423:
( 28/02/2011 )
Y. JIAO, I. KHARROUBI, H. PHAM : Optimal investment under multiple defaults risk: a BSDE-decomposition approach.

Prépublication PMA-1424:
( 01/03/2011 )
A. LAMBERT, F. SIMATOS, B. ZWART : Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues.

Prépublication PMA-1425:
( 03/03/2011 )
G. PAGÈS, B. WILBERTZ : Optimal Delaunay and Voronoi quantization schemes for pricing American style options.

Prépublication PMA-1426:
( 04/03/2011 )
C. FOUCART : Generalized Fleming-Viot processes with immigration via stochastic flows of partitions.

Prépublication PMA-1427:
( 04/03/2011 )
X. CHEN : Convergence rate of the limit theorem of a Galton-Watson tree with neutral mutations.

Prépublication PMA-1428:
( 08/03/2011 )
T. LIM, V. LY VATH, J.-M. SAHUT, S. SCOTTI : Bid-ask spread modelling, a perturbation approach.

Prépublication PMA-1429:
( 11/03/2011 )
F. BENAYCH-GEORGES, R.R. NADAKUDITI : The singular values and vectors of low rank perturbations of large rectangular random matrices.

Prépublication PMA-1430:
( 17/03/2011 )
E. JACOB : Langevin process reflected on a partially elastic boundary II.

Prépublication PMA-1431:
( 17/03/2011 )
I. KHARROUBI, T. LIM : A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case.

Prépublication PMA-1432:
( 18/03/2011 )
R. LEFEVERE, M. MARIANI, L. ZAMBOTTI : Large deviations for a random speed particle.

Prépublication PMA-1433:
( 25/03/2011 )
N. ENRIQUEZ, C. SABOT, L. TOURNIER, O. ZINDY : Annealed and quenched fluctuations for ballistic random walks in random environment on Z.

Prépublication PMA-1434:
( 25/03/2011 )
E. AIDEKON, Y. HU, O. ZINDY : The precise tail behavior of the total progeny of a killed branching random walk.

Prépublication PMA-1435:
( 29/03/2011 )
T. REBAFKA, C. LÉVY-LEDUC, M. CHARBIT : OMP-type Algorithm with Structured Sparsity Patterns for Multipath Radar Signals.

Prépublication PMA-1436:
( 29/03/2011 )
J. LEBOVITS, J. LÉVY-VEHEL : Stochastic Calculus with respect to multifractional Brownian motion.

Prépublication PMA-1437:
( 30/03/2011 )
S. BOHN : The slippage paradox.

Prépublication PMA-1438:
( 05/04/2011 )
S. FEDERICO, B. GOLDYS, F. GOZZI :
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks.

Prépublication PMA-1439:
( 13/04/2011 )
F. BENAYCH-GEORGES : Eigenvectors of Wigner matrices: universality of global fluctuations.

Prépublication PMA-1440:
( 13/04/2011 )
F. BENAYCH-GEORGES, N. ENRIQUEZ : Perturbations of diagonal matrices by band random matrices.

Prépublication PMA-1441:
( 22/04/2011 )
A. BULINSKI : On the Newman conjecture.

Prépublication PMA-1441:
( 22/04/2011 )
A. BULINSKI : On the Newman conjecture.

Prépublication PMA-1442:
( 27/04/2011 )
F. BENAYCH-GEORGES, F. CHAPON : Random right eigenvalues of Gaussian quaternionic matrices.

Prépublication PMA-1443:
( 27/04/2011 )
M. BARCZY, J. BERTOIN : Functional limit theorems for Lévy processes satisfying Cramér's condition.

Prépublication PMA-1444:
( 05/05/2011 )
E. AÏDÉKON, J. BERESTYCKI, E. BRUNET, Z. SHI: The branching Brownian motion seen from its tip.

Prépublication PMA-1445:
( 13/05/2011 )
S.E. BARNES, J.-P. ECKMANN, T. GIAMARCHI, V. LECOMTE: Noise and topology in driven systems - an application to interface dynamics.

Prépublication PMA-1446:
( 18/05/2011 )
E. PITARD, V. LECOMTE, F. VAN WIJLAND: Dynamic transition in an atomic glass former: a molecular dynamics evidence.

Prépublication PMA-1447:
( 27/05/2011 )
S. CORLAY: A fast nearest neighbor search algorithm based on vector quantization.

Prépublication PMA-1448:
( 30/05/2011 )
S. FEDERICO, E. TACCONI : HJB equations for the optimal control of differential equations with delay in the control variable.

Prépublication PMA-1449:
( 14/06/2011 )
M. RICHARD : Lévy process conditioned by its height process.

Prépublication PMA-1450:
( 27/06/2011 )
A. BULINSKI, O. BUTKOVSKY, A. SHASHKIN, P. YASKOV : Statistical methods of SNP data analysis with applications.

Prépublication PMA-1451:
( 28/06/2011 )
F. GUILBAUD, H. PHAM : Optimal high frequency trading with limit and market orders.

Prépublication PMA-1452:
( 29/06/2011 )
C. GIARDINA, J. KURCHAN, V. LECOMTE, J. TAILLEUR : Simulating rare events in dynamical processes.

Prépublication PMA-1453:
( 01/07/2011 )
E. ROQUAIN : Type I error rate control for testing many hypotheses: a survey with proofs.

Prépublication PMA-1454:
( 01/07/2011 )
P. NEUVIAL, E. ROQUAIN : On false discovery rate thresholding for classification under sparsity.

Prépublication PMA-1455:
( 04/07/2011 )
L. CARASSUS, M. RASONYI : On optimal investment for a behavioral investor in multiperiod incomplete market models.

Prépublication PMA-1456:
( 07/07/2011 )
E. BULINSKAYA: The hitting times with taboo for a random walk on an integer lattice.

Prépublication PMA-1457:
( 12/07/2011 )
F. COMETS, M. CRANSTON: Overlaps and pathwise localization in the Anderson polymer model.

Prépublication PMA-1458:
( 19/07/2011 )
S. VAKEROUDIS, M. YOR: A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in $\mathbb{R}^{n}$.

Prépublication PMA-1459:
( 19/07/2011 )
C.B. LABBÉ : From flows of Lambda Fleming-Viot processes to lookdown processes via flows of partitions.

Prépublication PMA-1460:
( 22/07/2011 )
P. GASSIAT, F. GOZZI, H. PHAM : Investment/consumption problem in illiquid markets with regimes switching.

Prépublication PMA-1461:
( 07/09/2011 )
N. CHAMPAGNAT, A. LAMBERT : Splitting trees with neutral Poissonian mutations II: Largest and oldest families.

Prépublication PMA-1462:
( 15/09/2011 )
G. BLANCHARD, T. DICKHAUS, E. ROQUAIN, F. VILLERS : On least favorable configurations for step-up-down tests.

Prépublication PMA-1463:
( 21/09/2011 )
S. GOUTTE, A. NGOUPEYOU : Pricing and hedging defaultable claim.

Prépublication PMA-1464:
( 28/09/2011 )
P. GASSIAT, I. KHARROUBI, H. PHAM : Time discretization and quantization methods for optimal multiple switching problem.

Prépublication PMA-1465:
( 30/09/2011 )
S. GOUTTE, A. NGOUPEYOU : Conditional Laplace formula in regime switching model: Application to defaultable bond.

Prépublication PMA-1466:
( 04/10/2011 )
F. LEDRAPPIER : Volume entropy rigidity of non-positively curved symmetric spaces.

Prépublication PMA-1467:
( 04/10/2011 )
I. KURKOVA, K. RASCHEL : On the functions counting walks with small steps in the quarter plane.

Prépublication PMA-1468:
( 07/10/2011 )
R. CONT, R. DEGUEST, X.D. HE : Loss-Based Risk Measures.

Prépublication PMA-1469:
( 14/10/2011 )
A. LAMBERT, P. TRAPMAN : Splitting trees stopped when the first clock rings and Vervaat's transformation.

Prépublication PMA-1470:
( 17/10/2011 )
F. LEDRAPPIER : Regularity of the entropy for random walks on hyperbolic groups.

Prépublication PMA-1471:
( 25/10/2011 )
S. BOUNEBACHE, L. ZAMBOTTI : A skew stochastic heat equation.

Prépublication PMA-1472:
( 27/10/2011 )
G. PECCATI, C. ZHENG : Universal Gaussian fluctuations on the discrete Poisson chaos.

Prépublication PMA-1473:
( 03/11/2011 )
G. BLANCHARD, S. DELATTRE, E. ROQUAIN : Testing over a continuum of null hypotheses.

Prépublication PMA-1474:
( 09/11/2011 )
V. BANSAYE, A. LAMBERT : Past, growth and persistence of source-sink metapopulations.

Prépublication PMA-1475:
( 16/11/2011 )
T. DUQUESNE, G. WANG : Exceptionally small balls in stable trees.

Prépublication PMA-1476:
( 23/11/2011 )
E. AGORITSAS, V. LECOMTE, T. GIAMARCHI : Disordered Elastic Systems and One-Dimensional Interfaces.

Prépublication PMA-1477:
( 25/11/2011 )
R. GARCIA-GARCIA, V. LECOMTE, A.B. KOLTON, D. DOMINGUEZ : Joint probability distributions and fluctuation theorems.

Prépublication PMA-1478:
( 30/11/2011 )
T. BODINEAU, V. LECOMTE, C. TONINELLI : Finite size scaling of the dynamical free-energy in a kinetically constrained model.

Prépublication PMA-1479:
( 30/11/2011 )
M. GRIGOROVA : Stochastic orderings with respect to a capacity and an application to a financial optimization problem.

Prépublication PMA-1480:
( 30/11/2011 )
M. GRIGOROVA : Stochastic dominance with respect to a capacity and risk measures.

Prépublication PMA-1481:
( 30/11/2011 )
S. LARUELLE, C.-A. LEHALLE, G. PAGÈS : Optimal posting distance of limit orders: a stochastic algorithm approach.

 


2012




Prépublication PMA-1482:
( 04/01/2012 )
S. VAKEROUDIS, M. YOR : Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion.

Prépublication PMA-1483:
( 04/01/2012 )
S. VAKEROUDIS, M. YOR : Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone.

Prépublication PMA-1484:
( 04/01/2012 )
A. BENSOUSSAN, H. JASSO-FUENTES, L. MERTZ, S. MENOZZI : Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps.

Prépublication PMA-1485:
( 25/01/2012 )
S. GOUTTE, B. ZOU: Continuous time regime switching model applied to foreign exchange rate.

Prépublication PMA-1486:
( 27/01/2012 )
R. CERF, M. THÉRET : Maximal stream and minimal cutset for first passage percolation through a domain of $\mathbb{R}^d$.

Prépublication PMA-1487:
( 31/01/2012 )
S. VAKEROUDIS : Bougerol's identity in law and extensions.

Prépublication PMA-1488:
( 08/02/2012 )
A. BENTATA, R. CONT : Short-time asymptotics for marginal distributions of semimartingales

Prépublication PMA-1489:
( 14/02/2012 )
S. GOUTTE, N. OUDJANE, F. RUSSO : On some expectation and derivative operators related to integral representations of random variables with respect to a PII process.

Prépublication PMA-1490:
( 16/02/2012 )
A. LAMBERT, F. SIMATOS : The weak convergence of regenerative processes using some excursion path decompositions.

Prépublication PMA-1491:
( 21/02/2012 )
R. CONT, A. DE LARRARD : Order book dynamics in liquid markets: limit theorems and diffusion approximations.

Prépublication PMA-1492:
( 23/02/2012 )
P. ALQUIER, O. WINTENBERGER : Fast rates in learning with dependent observations.

Prépublication PMA-1493:
( 23/02/2012 )
P. ALQUIER, X. LI : Prediction of quantiles by statistical learning and application to GDP forecasting.

Prépublication PMA-1494:
( 07/03/2012 )
S. FEDERICO, H. PHAM: Smooth-fit principle for a degenerate two-dimensional singular stochastic control problem arising in irreversible investment.

Prépublication PMA-1495:
( 12/03/2012 )
V. LECOMTE, J.-P. GARRAHAN, F. VAN WIJLAND: Inactive dynamical phase of a symmetric exclusion process on a ring.

Prépublication PMA-1496:
( 12/03/2012 )
F. COMETS, J. QUASTEL, A.F. RAMIREZ: Last passage percolation and traveling waves.

Prépublication PMA-1497:
( 13/03/2012 )
C. FOUCART, O. HÉNARD : Stable continuous-state branching processes with immigration and Beta-Fleming-Viot processes with immigration.

Prépublication PMA-1498 :
( 19/03/2012 )
E. CHEVALIER, V. LYVATH, S. SCOTTI : An optimal dividend and investment control problem under debt constraints.

Prépublication PMA-1499 :
( 19/03/2012 )
S. VAKEROUDIS, R.A. DONEY : Windings of planar stable processes.

Prépublication PMA-1500 :
( 21/03/2012 )
L.-P. ARGUIN, O. ZINDY : Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field.

Prépublication PMA-1501 :
( 21/03/2012 )
E. BULINSKAYA : Asymptotic behavior of local particles numbers in branching random walk.

Prépublication PMA-1502 :
( 22/03/2012 )
C. CINTI, S. MENOZZI, S. POLIDORO : Two-sided bounds for degenerate processes with densities supported in subsets of R^N.

Prépublication PMA-1503 :
( 27/03/2012 )
S. SCOTTI : Asset Pricing under uncertainty.

Prépublication PMA-1504 :
( 11/04/2012 )
E. LUÇON : Large time asymptotics for the fluctuation SPDE in the Kuramoto synchronization model.

Prépublication PMA-1505 :
( 03/05/2012 )
N. FRIKHA, S. MENOZZI : Concentration bounds for stochastic approximations.

Prépublication PMA-1506 :
( 03/05/2012 )
F. BENAYCH-GEORGES, T. CABANAL-DUVILLARD : Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors.

Prépublication PMA-1507 :
( 03/05/2012 )
S. CORLAY, J. LEBOVITS & J. LÉVY VÉHEL : Multifractional Stochastic volatility models.

Prépublication PMA-1508 :
( 03/05/2012 )
E. HERBIN, J. LEBOVITS & J. LÉVY VÉHEL : Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions.

Prépublication PMA-1509 :
( 04/05/2012 )
G. FARAUD, S. GOUTTE : Bessel bridges decomposition with varying dimension. Applications to finance.

Prépublication PMA-1510 :
( 04/05/2012 )
C. LABBÉ : Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property.

Prépublication PMA-1511 :
( 16/05/2012 )
R. CONT, L. WAGALATH : Fire sales forensics: Measuring endogenous risk.

Prépublication PMA-1512 :
( 16/05/2012 )
P. FODRA, M. LABADIE : High-frequency market-making with inventory constraints and directional bets.

Prépublication PMA-1513 :
( 16/05/2012 )
F. GUILBAUD, H. PHAM : Optimal high frequency trading in a pro-rata microstructure with predictive information.

Prépublication PMA-1514 :
( 15/06/2012 )
F. COMETS, N. YOSHIDA : Localization Transition for Polymers in Poissonian Medium.

Prépublication PMA-1515 :
( 15/06/2012 )
A. FAGGIONATO, F. MARTINELLI, C. ROBERTO, C. TONINELLI : The East model: recent results and new progresses.

Prépublication PMA-1516 :
( 15/06/2012 )
O. BLONDEL, N. CANCRINI, F. MARTINELLI, C. ROBERTO, C. TONINELLI : Fredrickson-Andersen one spin facilitated model out of equilibrium.

Prépublication PMA-1517 :
( 18/06/2012 )
F. MARTINELLI, C. TONINELLI : Kinetically constrained spin models on trees.

Prépublication PMA-1518 :
( 18/06/2012 )
J. BERESTYCKI, L. DOERING, L. MYTNIK, L. ZAMBOTTI : Hitting properties and non-uniqueness for SDE driven by stable processes.

Prépublication PMA-1519 :
( 18/06/2012 )
M. MARIANI, Y. SHEN, L. ZAMBOTTI : Large deviations for the empirical measure of Markov renewal processes.

Prépublication PMA-1520 :
( 18/06/2012 )
S. VAKEROUDIS, M. YOR : : A scaling proof for Walsh's Brownian motion extended arc-sine law.

Prépublication PMA-1521 :
( 19/06/2012 )
A. FAGGIONATO, C. ROBERTO, C. TONINELLI : Universality for one-dimensional hierarchical coalescence processes with double and triple merges.

Prépublication PMA-1522 :
( 19/06/2012 )
L. BERTHIER, G. BIROLI, D. COSLOVICH, W. KOB, C. TONINELLI : Finite size effects in the dynamics of glass-forming liquids.

Prépublication PMA-1523:
( 26/06/2012 )
A. LAMBERT, F. SIMATOS : Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case.

Prépublication PMA-1524:
( 26/06/2012 )
T. LÉVY : The master field on the plane.

Prépublication PMA-1525:
( 27/06/2012 )
L. DOERING, L. MYTNIK : Longtime Behavior for Mutually Catalytic Branching with Negative Correlations.

Prépublication PMA-1526:
( 27/06/2012 )
L. DOERING, L. MYTNIK : Mutually Catalytic Branching Processes on the Lattice and Voter Processes with Strength of Opinion.

Prépublication PMA-1527:
( 27/06/2012 )
L. DOERING, M. BARCZY : A Jump Type SDE Approach to Positive Self-Similar Markov Processes.

Prépublication PMA-1528:
( 27/06/2012 )
M. BARCZY, L. DOERING : On entire moments of self-similar Markov processes.

Prépublication PMA-1529:
( 27/06/2012 )
L. DOERING : A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes.

Prépublication PMA-1530:
( 24/07/2012 )
B. DE TILIÈRE : Principal minors Pfaffian half-tree theorem.

Prépublication PMA-1531:
( 06/09/2012 )
S. CHOUKROUN, S. GOUTTE, A. NGOUPEYOU : Mean variance hedging under defaults risk.

Prépublication PMA-1532:
( 06/09/2012 )
E. AGORITSAS, S. BUSTINGORRY, V. LECOMTE, G. SCHEHR, T. GIAMARCHI : Finite-temperature and finite-time scaling of the directed polymer free-energy with respect to its geometrical fluctuations.

Prépublication PMA-1533:
( 06/09/2012 )
E. AGORITSAS, V. LECOMTE, T. GIAMARCHI : Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation.

Prépublication PMA-1534:
( 13/09/2012 )
G. PAGÈS, H. LUSCHGY : Critical dimension for quadratic functional quantization.

Prépublication PMA-1535:
( 19/09/2012 )
S. VAKEROUDIS : On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a Stable process.

Prépublication PMA-1536:
( 20/09/2012 )
G. PAGÈS : Functional co-monotony of processes with an application to peacocks.

Prépublication PMA-1537:
( 28/09/2012 )
N. CHAMPAGNAT, A. LAMBERT, M. RICHARD : Birth and death processes with neutral mutations.

Prépublication PMA-1538:
( 03/10/2012 )
R. CONT, A. KUKANOV : Optimal order placement in limit order markets.

Prépublication PMA-1539:
( 09/10/2012 )
M. BARCZY, L. DOERING, Z. LI, G. PAP : On parameter estimation for critical affine processes.

Prépublication PMA-1540:
( 10/10/2012 )
S. DELATTRE, E. ROQUAIN : Asymptotics of empirical distribution function for Gaussian subordinated arrays with an application to multiple testing.

Prépublication PMA-1541:
( 07/11/2012 )
F. COMETS, M. FALCONNET, O. LOUKIANOV, D. LOUKIANOVA, C. MATIAS : Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment.

Prépublication PMA-1542:
( 07/11/2012 )
R. AÏD, L. CAMPI, N. LANGRENÉ, H. PHAM : A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation.

Prépublication PMA-1543:
( 12/11/2012 )
S. GOUTTE : Conditional Markov regime switching model applied to economic modelling.

Prépublication PMA-1544:
( 12/11/2012 )
V. GENON-CATALOT, C. LARÉDO : Equivalence for nonparametric drift estimation of a diffusion process and its Euler scheme.

Prépublication PMA-1545:
( 13/11/2012 )
D. BONTEMPS, S. BOUCHERON, E. GASSIAT : About adaptive coding on countable alphabets.

Prépublication PMA-1546:
( 13/11/2012 )
C. MALE : The limiting distributions of large heavy Wigner and arbitrary random matrices.

Prépublication PMA-1547:
( 13/11/2012 )
R. LEFEVERE : Macroscopic diffusion from a Hamilton-like dynamics.

Prépublication PMA-1548:
( 14/11/2012 )
S. BOUCHERON, M. THOMAS : Concentration inequalities for order statistics.

Prépublication PMA-1549:
( 21/11/2012 )
B. JOURDAIN, J. REYGNER : Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation

Prépublication PMA-1550:
( 22/11/2012 )
C. BOUTILLIER, B. DE TILIÈRE : Height representation of XOR-Ising loops via bipartite dimers.

Prépublication PMA-1551:
( 23/11/2012 )
G. PAGÈS, F. PANLOUP : A mixed-step algorithm for the approximation of the stationary regime of a diffusion.

Prépublication PMA-1552:
( 23/11/2012 )
R. GUY, C. LAREDO, E. VERGU : Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient.

Prépublication PMA-1553:
( 23/11/2012 )
F. COMETS, F. DELARUE, R. SCHOTT : Information Transmission under Random Emission Constraints.

Prépublication PMA-1554:
( 07/12/2012 )
I. KHARROUBI, H. PHAM : Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE.

Prépublication PMA-1555:
( 10/12/2012 )
J. JACOD, M. ROSENBAUM : Estimation of volatility functionals: the case of a square root n window.

Prépublication PMA-1556:
( 18/12/2012 )
N. CANCRINI, F. MARTINELLI, C. ROBERTO, C. TONINELLI : Mixing time of a kinetically constrained spin model on trees: power law scaling at criticality.

Prépublication PMA-1557:
( 18/12/2012 )
J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG : Critical branching Brownian motion with absorption: survival probability.

Prépublication PMA-1558:
( 18/12/2012 )
J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG : Critical branching Brownian motion with absorption: particle configurations.

Prépublication PMA-1559:
( 21/12/2012 )
G. PAGÈS : Convex order for path-dependent American options using the Euler scheme of martingale jump diffusion process.

 


2013




Prépublication PMA-1560:
( 08/01/2013 )
F. BENAYCH-GEORGES, A. GUIONNET, C. MALE : Central limit theorems for linear statistics of heavy tailed random matrices.

Prépublication PMA-1561:
( 10/01/2013 )
C. LABBÉ : Quasi-stationary distributions associated with explosive CSBPs.

Prépublication PMA-1562:
( 24/01/2013 )
A. LAMBERT, H. MORLON, R.S. ETIENNE : The reconstructed tree in the lineage-based model of protracted speciation.

Prépublication PMA-1563:
( 01/02/2013 )
N. FRIKHA, M. FATHI : Transport-entropy inequalities and deviation estimates for stochastic approximation schemes.

Prépublication PMA-1564:
( 04/02/2013 )
X. CHEN : Waiting times for particles in a branching Brownian motion to reach the rightmost position.

Prépublication PMA-1565:
( 08/02/2013 )
V. LEMAIRE, G. PAGÈS, F. PANLOUP : Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation.

Prépublication PMA-1566:
( 19/02/2013 )
J. SALEZ : Every totally real algebraic integer is a tree eigenvalue.

Prépublication PMA-1567:
( 18/03/2013 )
G. BIAU, A. FISCHER, B. GUEDJ, J. MALLEY : COBRA: A Nonlinear Aggregation Strategy.

Prépublication PMA-1568:
( 18/03/2013 )
A. LAMBERT, C. MA : The peripatric coalescent.

Prépublication PMA-1569:
( 14/05/2013 )
P. FODRA, H. PHAM : Semi Markov model for market microstructure.

Prépublication PMA-1570:
( 14/05/2013 )
E. AGORITSAS, V. LECOMTE, T. GIAMARCHI : Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation : Numerical study.

Prépublication PMA-1571:
( 17/05/2013 )
S. GOUTTE : Markov switching quadratic term structure models.

Prépublication PMA-1572:
( 29/05/2013 )
T. DUQUESNE, C. LABBÉ : On the Eve property for CSBP.

Prépublication PMA-1573:
( 31/05/2013 )
C. DELAPORTE : Lévy processes with marked jumps I : Limit theorems.

Prépublication PMA-1574:
( 31/05/2013 )
C. DELAPORTE : Lévy processes with marked jumps II : Application to a population model with mutations at birth.

Prépublication PMA-1575:
( 12/06/2013 )
G. BUNIN, Y. KAFRI, V. LECOMTE, D. PODOLSKY, A. POLKOVNIKOV : Transport-induced correlations in weakly interacting systems.

Prépublication PMA-1576:
( 13/06/2013 )
A. LAMBERT, M. STEEL : Predicting the loss of phylogenetic diversity under non-stationary diversification models.

Prépublication PMA-1577:
( 17/06/2013 )
A. LAMBERT, H.K. ALEXANDER, T. STADLER : Phylogenetic analysis accounting for age-dependent death and sampling with applications to epidemics.

Prépublication PMA-1578:
( 27/06/2013 )
F. COMETS, C. GALLESCO, S. POPOV, M. VACHKOVSKAIA : On large deviations for the cover time of two-dimensional torus.

Prépublication PMA-1579:
( 02/07/2013 )
O. BLONDEL : Tracer diffusion at low temperature in kinetically constrained models.

Prépublication PMA-1580:
( 03/07/2012 )
B. JOURDAIN, J. REYGNER : The small noise limit of order-based diffusion processes.

Prépublication PMA-1581:
( 11/07/2013 )
O. BLONDEL, C. TONINELLI : Is there a breakdown of the Stokes-Einstein relation in Kinetically Constrained Models at low temperature?

Prépublication PMA-1582:
( 03/09/2013 )
A. LAMBERT, T. STADLER : Macro-evolutionary models and coalescent point processes: The shape and probability of reconstructed phylogenies.

Prépublication PMA-1583:
( 04/09/2013 )
S. CHOUKROUN, A. COSSO, H. PHAM : Reflected BSDEs with nonpositive jumps, and controller-and-stopper games.

Prépublication PMA-1584:
( 09/09/2013 )
S. FOURATI : Alpha-stable densities are HCM for alpha \in ]0,1/4] and [1/3,1/2].

Prépublication PMA-1585:
( 24/09/2013 )
F. LEDRAPPIER, L. SHU : Differentiating the stochastic entropy for compact negatively curved spaces under conformal changes.

Prépublication PMA-1586:
( 24/09/2013 )
H. BESSAIH, Z. BRZEZNIAK, A. MILLET : Splitting up method for the 2D stochastic Navier-Stokes equations.

Prépublication PMA-1587:
( 02/10/2013 )
I. KURKOVA, K. RASCHEL : New steps in walks with small steps in the quarter plane.

Prépublication PMA-1588:
( 04/10/2013 )
R. ELIE, M. ROSENBAUM, M. YOR : On the expectation of normalized Brownian functionals up to first hitting times.

Prépublication PMA-1589:
( 07/10/2013 )
D.C. ANTONOPOULOU, G. KARALI, A. MILLET : Existence and regularity of solution for a Stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion.

Prépublication PMA-1590:
( 08/10/2013 )
N. FRIKHA : Multi-level stochastic approximation algorithms.

Prépublication PMA-1591:
( 11/10/2013 )
L.-P. ARGUIN, O. ZINDY : Poisson-Dirichlet Statistics for the extremes of the two-dimensional discrete Gaussian Free Field.

Prépublication PMA-1592:
( 29/10/2013 )
M. FUHRMAN, H. PHAM : Dual and backward SDE representation for optimal control of non-Markovian SDEs.

Prépublication PMA-1593:
( 29/10/2013 )
M. ROSENBAUM, M. YOR : On the law of a triplet associated with the pseudo-Brownian bridge.

Prépublication PMA-1594:
( 05/11/2013 )
X. DUHALDE, C. FOUCART, C. MA : On the hitting times of continuous-state branching processes with immigration.

Prépublication PMA-1595:
( 08/11/2013 )
M. ROSENBAUM, M. YOR : Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling.

Prépublication PMA-1596:
( 18/11/2013 )
S. DELATTRE, E. ROQUAIN : On k-FWE-based critical values for controlling the false discovery proportion under dependence.

Prépublication PMA-1597:
( 19/11/2013 )
I. KHARROUBI, N. LANGRENÉ, H. PHAM : Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps.

Prépublication PMA-1598:
( 19/11/2013 )
I. KHARROUBI, N. LANGRENÉ, H. PHAM : A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization.

Prépublication PMA-1599:
( 29/11/2013 )
S. LARUELLE, G. PAGÈS : Nonlinear Randomized Urn Models: a Stochastic Approximation Viewpoint.

Prépublication PMA-1600:
( 03/12/2013 )
V. DÉMERY, V. LECOMTE, A. ROSSO : Effect of disorder geometry on the critical force in disordered elastic systems.

Prépublication PMA-1601:
( 16/12/2013 )
F. COMETS, C. GALLESCO, S. POPOV, M. VACHKOVSKAIA : Constrained information transmission on Erdös-Rényi graphs.

Prépublication PMA-1602:
( 18/12/2013 )
V. ANANTHARAM, J. SALEZ : The densest subgraph problem in sparse random graphs.

Prépublication PMA-1603:
( 19/12/2013 )
V. LEMAIRE, G. PAGÈS : Multilevel Richardson-Romberg extrapolation.

Prépublication PMA-1604:
( 31/12/2013 )
G. PAGÈS, J. YU : Pointwise convergence of the Lloyd algorithm in higher dimension.

 


2014




Prépublication PMA-1605:
( 07/01/2014 )
B. JOURDAIN, J. REYGNER : Capital distribution and portfolio performance in the mean-field Atlas model.

Prépublication PMA-1606:
( 21/01/2014 )
B. DE TILIÈRE : Critical Ising model and spanning trees partition functions.

Prépublication PMA-1607:
( 28/01/2014 )
T. JAISSON, M. ROSENBAUM : Limit theorems for nearly unstable Hawkes processes: Version with technical appendix.

Prépublication PMA-1608:
( 29/01/2014 )
A. COSSO, F. RUSSO : A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs.

Prépublication PMA-1609:
( 26/02/2014 )
A. BOSTAN, I. KURKOVA, K. RASCHEL : A human proof of Gessel's lattice path conjecture.

Prépublication PMA-1610:
( 26/02/2014 )
L. HUANG, S. MENOZZI : Density Bounds for some Degenerate Stable Driven SDEs.

Prépublication PMA-1611:
( 27/02/2014 )
S. BOUCHERON, E. GASSIAT, M. OHANNESSIAN : About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes.

Prépublication PMA-1612:
( 03/04/2014 )
J. DEDECKER, A. FISCHER, B. MICHEL : Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one.

Prépublication PMA-1613:
( 28/04/2014 )
R. CERF, M. THÉRET : Weak shape theorem in first passage percolation with infinite passage times.

Prépublication PMA-1614:
( 28/04/2014 )
F. COMETS, M. FALCONNET, O. LOUKIANOV, D. LOUKIANOVA : Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support.

Prépublication PMA-1615:
( 29/04/2014 )
R. LEFEVERE : Fick's law in a random lattice Lorentz gas.

Prépublication PMA-1616:
( 30/04/2014 )
J. SALEZ : The interpolation method for random graphs with prescribed degrees.

Prépublication PMA-1617:
( 12/05/2014 )
T. NEMOTO, V. LECOMTE, S.-I. SASA, F. VAN WIJLAND : Finite size effects in a mean-field kinetically constrained model: dynamical glassiness and quantum criticality.

Prépublication PMA-1618:
( 15/05/2014 )
S. CHOUKROUN, A. COSSO : Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity.

Prépublication PMA-1619:
( 02/06/2014 )
A. BLUMENTHAL, B. FERNANDEZ : Population Dynamics of Globally Coupled Degrade-and-Fire Oscillators.

Prépublication PMA-1620:
( 03/06/2014 )
R. AID, S. FEDERICO, H. PHAM, B. VILLENEUVE : Explicit investment rules with time-to-build and uncertainty.

Prépublication PMA-1621:
( 12/06/2014 )
D. ALDOUS, D. LANOUE, J. SALEZ : The Compulsive Gambler Process.

Prépublication PMA-1622:
( 15/07/2014 )
A. SAGNA, G. PAGÈS : Recursive marginal quantization of an Euler scheme with applications to local volatility models.

Prépublication PMA-1623:
( 18/07/2014 )
J. CAI, M. FUKASAWA, M. ROSENBAUM, P. TANKOV : Optimal discretization of hedging strategies with directional views.

Prépublication PMA-1624:
( 21/07/2014 )
H. LUSCHGY, G. PAGÈS : Greedy vector quantization.

Prépublication PMA-1625:
( 23/07/2014 )
G. PAGÈS : Introduction to optimal vector quantization and its applications for numerics.

Prépublication PMA-1626:
( 24/07/2014 )
G. PAGÈS : Convex order for path-dependent derivatives: a dynamic programming approach.

Prépublication PMA-1627:
( 01/09/2014 )
G. ACHAZ, C. DELAPORTE, A. LAMBERT : Sample genealogy and mutational patterns for critical branching populations.

Prépublication PMA-1628:
( 02/09/2014 )
Ph. BOUGEROL : The Matsumoto and Yor process and infinite dimensional hyperbolic space.

Prépublication PMA-1629:
( 02/09/2014 )
H. PHAM : Long time asymptotics for optimal investment.

Prépublication PMA-1630:
( 02/09/2014 )
H. PHAM : Feynman-Kac representation of fully nonlinear PDEs and applications.

Prépublication PMA-1631:
( 10/09/2014 )
J. SALEZ : The Mezard-Parisi equation for matchings in pseudo-dimension d>1.

Prépublication PMA-1632:
( 16/09/2014 )
C. HOUDRE, Ü. ISLAK : A central limit theorem for the length of the longest common subsequence in random words.

Prépublication PMA-1633:
( 17/09/2014 )
N. FRIKHA, L. HUANG : A multi-step Richardson-Romberg extrapolation method for stochastic approximation.