Publications HAL
Publications HAL
Toutes les publications du Laboratoire Manceau de Mathématiques de l'Université du Mans (LMM) sont disponibles à la consultation et au téléchargement dans notre collection officielle sur HAL - Archives Ouvertes
Dernières publications
| Alexandre Brouste, Youssef Esstafa. One-step corrected projected stochastic gradient descent for statistical estimation. 2024 hal-04122876 | |
| Guillaume Broux-Quemerais, Sarah Kaakaï, Anis Matoussi, Wissal Sabbagh. Deep learning scheme for forward utilities using ergodic BSDEs. 2024 hal-04516019 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms. 2024 hal-03871246 | |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time. 2024 hal-04449583 | |
| Bertrand Antti Maury, Etienne Pinsard, Sylvain Faure, Fatima Al Reda. Faster is Slower effect for evacuation processes: a granular standpoint. Journal of Computational Physics, In press, VSI: In honor of Roland Glowinski hal-04490266 | |
| O. Chernoyarov, S. Dachian, C. Farinetto, Yu. Kutoyants. Localization of Two Radioactive Sources on the Plane. Statistical Inference for Stochastic Processes, 2024, 27 (1), pp.1-23 hal-03687265 | |
| Alexandre Brouste, Laurent Denis, Trâm Thi-Bao Ngô. Efficient estimation for stochastic differential equations driven by a stable Lévy process. 2023 hal-04348383 | |
| Laurent Denis, Xavier Fairise, Ze Zhong Shang. A Life-Cycle Model with health spending and endogenous life time. 2023 hal-04312929 | |
| Youssef Esstafa. Generalized least squares estimation of fractional autoregressive models. 2023 hal-04300303 | |
| Marie Badreau, Frédéric Proïa. Testing for the extent of instability in nearly unstable processes. 2023 hal-04254713 | |
| Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. One-step closed-form estimator for generalized linear model with categorical explanatory variables. Statistics and Computing, 2023, 33 (6), pp.138 hal-04251559 | |
| Marie Badreau, Frédéric Proïa. Consistency and asymptotic normality in a class of nearly unstable processes. Statistical Inference for Stochastic Processes, 2023, 26 (3), pp.619-641 hal-04233891 | |
| Jean-Pierre Dalmont, Rémi Mattéoli, Sylvain Maugeais, Soizic Terrien, Christophe Vergez. The bichromator as the quintessence of a saxophone and the question of harmonicity. Forum Acusticum, Sep 2023, Turin, Italy hal-04281773 | |
| Rémi Mattéoli, Jean-Pierre Dalmont, Sylvain Maugeais, Soizic Terrien, C Vergez. One pedal note can hide another. Forum Acusticum, Sep 2023, Turin, Italy hal-04281802 | |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Continuity problem for BSDE and IPDE with singular terminal condition. 2023 hal-04193355 | |
| Alexandre Popier, Ali Devin Sezer, Mervan Aksu. Optimal Liquidation with Conditions on Minimum Price. 2023 hal-04177334 | |
| Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. One-step closed-form estimator for generalized linear model with categorical explanatory variables. 54es Journées de Statistique 2023, Université Libre de Bruxelles, Jul 2023, Bruxelles (Belgique), Belgium. 7 p hal-04251593 | |
| Manal Jakani. Approximation of reflected SDEs in non-smooth time-dependent domains and application to fully nonlinear PDEs with Neumann boundary condition on time-dependent domains. 2023 hal-04118563 | |
| Youssef Esstafa, Célestin C Kokonendji, Thi-Bao-Trâm Ngô. New developments on (non-)normalized continuous associated-kernel density estimators. 2023 hal-04112846 | |
| Sylvain Maugeais. Non parametric harmonization of a tabla's membrane. 2023 hal-04102160 |
Année 2024 (6 )
| Alexandre Brouste, Youssef Esstafa. One-step corrected projected stochastic gradient descent for statistical estimation. 2024 hal-04122876 | |
| Guillaume Broux-Quemerais, Sarah Kaakaï, Anis Matoussi, Wissal Sabbagh. Deep learning scheme for forward utilities using ergodic BSDEs. 2024 hal-04516019 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms. 2024 hal-03871246 | |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time. 2024 hal-04449583 | |
| Bertrand Antti Maury, Etienne Pinsard, Sylvain Faure, Fatima Al Reda. Faster is Slower effect for evacuation processes: a granular standpoint. Journal of Computational Physics, In press, VSI: In honor of Roland Glowinski hal-04490266 | |
| O. Chernoyarov, S. Dachian, C. Farinetto, Yu. Kutoyants. Localization of Two Radioactive Sources on the Plane. Statistical Inference for Stochastic Processes, 2024, 27 (1), pp.1-23 hal-03687265 |
Année 2023 (23 )
| Alexandre Brouste, Laurent Denis, Trâm Thi-Bao Ngô. Efficient estimation for stochastic differential equations driven by a stable Lévy process. 2023 hal-04348383 | |
| Laurent Denis, Xavier Fairise, Ze Zhong Shang. A Life-Cycle Model with health spending and endogenous life time. 2023 hal-04312929 | |
| Youssef Esstafa. Generalized least squares estimation of fractional autoregressive models. 2023 hal-04300303 | |
| Marie Badreau, Frédéric Proïa. Testing for the extent of instability in nearly unstable processes. 2023 hal-04254713 | |
| Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. One-step closed-form estimator for generalized linear model with categorical explanatory variables. Statistics and Computing, 2023, 33 (6), pp.138 hal-04251559 | |
| Marie Badreau, Frédéric Proïa. Consistency and asymptotic normality in a class of nearly unstable processes. Statistical Inference for Stochastic Processes, 2023, 26 (3), pp.619-641 hal-04233891 | |
| Jean-Pierre Dalmont, Rémi Mattéoli, Sylvain Maugeais, Soizic Terrien, Christophe Vergez. The bichromator as the quintessence of a saxophone and the question of harmonicity. Forum Acusticum, Sep 2023, Turin, Italy hal-04281773 | |
| Rémi Mattéoli, Jean-Pierre Dalmont, Sylvain Maugeais, Soizic Terrien, C Vergez. One pedal note can hide another. Forum Acusticum, Sep 2023, Turin, Italy hal-04281802 | |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Continuity problem for BSDE and IPDE with singular terminal condition. 2023 hal-04193355 | |
| Alexandre Popier, Ali Devin Sezer, Mervan Aksu. Optimal Liquidation with Conditions on Minimum Price. 2023 hal-04177334 | |
| Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. One-step closed-form estimator for generalized linear model with categorical explanatory variables. 54es Journées de Statistique 2023, Université Libre de Bruxelles, Jul 2023, Bruxelles (Belgique), Belgium. 7 p hal-04251593 | |
| Manal Jakani. Approximation of reflected SDEs in non-smooth time-dependent domains and application to fully nonlinear PDEs with Neumann boundary condition on time-dependent domains. 2023 hal-04118563 | |
| Youssef Esstafa, Célestin C Kokonendji, Thi-Bao-Trâm Ngô. New developments on (non-)normalized continuous associated-kernel density estimators. 2023 hal-04112846 | |
| Sylvain Maugeais. Non parametric harmonization of a tabla's membrane. 2023 hal-04102160 | |
| Thomas Passa, Soizic Terrien, Sylvain Maugeais, Bruno Gazengel. Saxophone: influence des conditions initiales sur le régime de jeu. JJCAAS 2023 : Journées Jeunes Chercheurs en Audition, Acoustique musicale et Signal audio, Société Française d'Acoustique [SFA], Sciences et Technologies de la Musique et du Son [UMR 9912 - STMS], Apr 2023, Paris, France hal-04073783 | |
| Mohamed Mrad, Alexandre Popier. Composition of approximations of two SDEs with jumps with non-finite Lévy measures.. 2023 hal-04040355 | |
| Daphné Giorgi, Sarah Kaakai, Vincent Lemaire. Efficient simulation of individual-based population models: the R Package IBMPopSim. 2023 hal-04033144 | |
| Alain Bensoussan, Alexandre Brouste, F.B. Cartiaux, Véronique Le Corvec, Jorge Semiao, et al.. Stochastic maintenance for large numbers of bridges. 2023 hal-03918289 | |
| Sylvain Maugeais, Gilbert Joel. Brass player's mask parameters obtained by inverse method. Acta Acustica, In press hal-04102154 | |
| Samir Ben Hariz, Alexandre Brouste, Youssef Esstafa, Marius Soltane. Fast calibration of weak FARIMA models. ESAIM: Probability and Statistics, 2023, 27, pp.156-173 hal-03700112 | |
| L. Fauquembergue, V. Le Guen, Marie Badreau, Fabien Gilbert, A. Descatha. Sectors-Job retention/disability matrix on Reunion Island: From description and prediction by Machine Learning to prevention of job loss. Archives des Maladies Professionnelles et de L'Environnement, 2023, 84 (2) hal-04191052 | |
| Alexandre Brouste, Christian Farinetto. Fast and asymptotically efficient estimation in the Hawkes processes. Japanese Journal of Statistics and Data Science , In press hal-04020985 | |
| Deba Datta Mandal, Mourad Bentahar, A. El Mahi, Alexandre Brouste, Rachid El Guerjouma, et al.. Analysis of acoustic emission signals for the characterization of cracking of reinforced concrete T-beams. Academic Journal of Civil Engineering, 2023 hal-04305559 |
Année 2022 (18 )
| Manal Jakani. System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains. 2022 hal-03913755 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Higher order homogenization for random non-autonomous parabolic operators. 2022 hal-01419923 | |
| Achraf Tamtalini. Utility Maximization Problem with Uncertainty and Stochastic Algorithms for Systemic Risk Measures. Optimization and Control [math.OC]. Le Mans Université, 2022. English tel-04378581 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Utility Maximization Problem with Uncertainty and a Jump Setting. 2022 hal-03813812 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation. 2022 hal-03817818 | |
| O V Chernoyarov, S Dachian, Yu A Kutoyants. On Misspecification in Cusp-Type Change-Point Models. 2022 hal-03854556 | |
| Anis Matoussi, Mohamed Mnif, Chefia Ziri. Linear Quadratic Control Problems for Mean Field Stochastic Differential Equation with Jumps: Application in Exhaustible Resources Production. 2022 hal-03815082 | |
| Caroline Hillairet, Sarah Kaakai, Mohamed Mrad. Time-consistent pension policy with minimum guarantee and sustainability constraint. 2022 hal-03813755 | |
| Chefia Ziri. Stochastic control and applications : Mean field types and dynamic utilities. Probability [math.PR]. Le Mans Université; Université de Tunis El Manar, 2022. English tel-03869744 | |
| Rémi Mattéoli, Joël Gilbert, Soizic Terrien, Jean-Pierre Dalmont, Christophe Vergez, et al.. Diversity of ghost notes in tubas, euphoniums and saxhorns. Acta Acustica, 2022, 6 (32) hal-03719430 | |
| Alexandre Brouste, Christophe Dutang, Tom Rohmer. A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables. Communications in Statistics - Simulation and Computation, In press, pp.1-17 hal-03689206 | |
| Gérard Leloup. KEY POLYNOMIALS, SEPARATE AND IMMEDIATE VALUATIONS, AND SIMPLE EXTENSIONS OF VALUED FIELDS. 2022 hal-01876056 | |
| Oleg Chernoyarov, Serguei Dachian, Yury Kutoyants, Alexandra Salnikova. On an identification of a source of emission on the plane: A survey. PROCEEDINGS OF THE IV INTERNATIONAL CONFERENCE ON MODERNIZATION, INNOVATIONS, PROGRESS: Advanced Technologies in Material Science, Mechanical and Automation Engineering: MIP: Engineering-IV-2022, Apr 2022, Krasnoyarsk, Russia. pp.060023 hal-04539436 | |
| Manal Jakani. Systems of PDEs with Interconnected Bilateral Obstacles and nonlinear Neumann Boundary Conditions. 2022 hal-03603191 | |
| Brahim Boufoussi, Said Hamadène, Manal Jakani. Viscosity Solutions of system of PDEs with Interconnected Obstacles and nonlinear Neumann Boundary Conditions. 2022 hal-03120824 | |
| Anis Matoussi, Mohamed Mrad. Dynamic Utility and related nonlinear SPDE driven by Lévy Noise.. International Journal of Theoretical and Applied Finance, 2022 hal-03025475 | |
| O. Chernoyarov, S. Dachian, Yu. Kutoyants, A. Zyulkov. On Estimation Errors in Optical Communication and Location. Automation and Remote Control / Avtomatika i Telemekhanika, 2022, 82 (12), pp.2041-2075 hal-04384528 | |
| K. Sasikumar Raja, Milan Maksimovic, Eduard P. Kontar, Xavier Bonnin, Philippe Zarka, et al.. Spectral Analysis of Solar Radio Type III Bursts from 20 kHz to 410 MHz. The Astrophysical Journal, 2022, 924 (2), pp.58 hal-03536697 |
Année 2021 (20 )
| Rémi Mattéoli, Joël Gilbert, Christophe Vergez, Jean-Pierre Dalmont, Sylvain Maugeais, et al.. Minimal blowing pressure allowing periodic oscillations in a model of bass brass instruments. Acta Acustica, 2021, 5 (57) hal-03479662 | |
| Sarra Neffati. Systems of PDEs and reflected BSDEs with interconnected obstacles and related optimal switching problems. Analysis of PDEs [math.AP]. Le Mans Université; École nationale d'ingénieurs de Tunis (Tunisie), 2021. English tel-03537311 | |
| Gérard Leloup. MODEL THEORY OF DIVISIBLE ABELIAN CYCLICALLY ORDERED GROUPS AND MINIMAL C. O. G. 2021 hal-03254697 | |
| O. Chernoyarov, S. Dachian, C. Farinetto, Yu. Kutoyants. Estimation of the Position and Time of Emission of a Source. Statistical Inference for Stochastic Processes, 2021, 25 (1), pp.61-82 hal-04384581 | |
| Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. Mathematics of Operations Research, 2021, 46 (4), pp.1250-1281 hal-03663072 | |
| Alexandre Brouste. Testing the accuracy of WIM systems: Application to a B-WIM case. Measurement - Journal of the International Measurement Confederation (IMEKO), 2021, 185, pp.110068 hal-03687204 | |
| Ghislaine Gayraud, I. Votsi, V. Barbu, N. Limnios. Hypotheses testing and posterior concentration rates for semi-Markov processes. Statistical Inference for Stochastic Processes, 2021, 24 (3), pp.707-732 hal-03545271 | |
| A. Bensoussan, Alexandre Brouste, F.B. Cartiaux, C. Mathey, L. Mertz. Mathematical formulation of a dynamical system with dry friction subjected to external forces. Physica D: Nonlinear Phenomena, 2021, 421, pp.132859 hal-03687246 | |
| Pavel Chigansky, Dmytro Marushkevych, Marina Kleptsyna. Sharp asymptotics in a fractional Sturm-Liouville problem. Fractional Calculus and Applied Analysis, 2021, 24 (3), pp.715-738 hal-03658943 | |
| Alexandre Popier. Equations rétrogrades avec singularités et autres contributions au calcul stochastique. Analysis of PDEs [math.AP]. Le Mans Université, 2021 tel-03539989 | |
| Gérard Leloup. MV-ALGEBRAS AND PARTIALLY CYCLICALLY ORDERED GROUPS. 2021 hal-02016519 | |
| Samir Ben Hariz, Alexandre Brouste, Chunhao Cai, Marius Soltane. Fast and Asymptotically-efficient estimation in a Fractional autoregressive process. 2021 hal-03221391 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach. Stochastic Processes and their Applications, 2021 hal-03040517 | |
| Paulwin Graewe, Alexandre Popier. Asymptotic approach for backward stochastic differential equation with singular terminal condition. Stochastic Processes and their Applications, 2021, 133, pp.247-277 hal-03663070 | |
| Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. 2021 hal-01764399 | |
| Mahdi Ahmadi, Alexandre Popier, Ali Devin Sezer. Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration. Electronic Journal of Probability, 2021, 26 (none) hal-03663073 | |
| Frédéric Proïa, Marius Soltane. Comments on the presence of serial correlation in the random coefficients of an autoregressive process. Statistics and Probability Letters, 2021, 170, pp.108988 hal-02861556 | |
| Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou. OneStep : Le Cam's One-step Estimation Procedure. The R Journal, 2021, 13 (1), pp.366 hal-03452455 | |
| Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. ESAIM: Probability and Statistics, 2021, 25, pp.133-203 hal-03178603 | |
| Anis Matoussi, Dylan Possamaï, Chao Zhou. Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty". The Annals of Applied Probability, 2021, 31 (3), pp.1505-1522 hal-01546734 |
Année 2020 (23 )
| Anis Matoussi, Rym Salhi. Generalized BSDE with jumps and stochastic quadratic growth. 2020 hal-03091716 | |
| Marie Gaille, Marco Araneda, Clément Dubost, Clémence Guillermain, Sarah Kaakai, et al.. Ethical and social implications of approaching death prediction in humans - when the biology of ageing meets existential issues. BMC Medical Ethics, 2020, 21 (1) halshs-03085823 | |
| Marie Gaille, Marco Araneda, Clément Dubost, Clémence Guillermain, Sarah Kaakai, et al.. Conséquences éthiques et sociales de biomarqueurs prédictifs de la mort chez l’homme : La vieillesse et la mort, problématiques comportementales et sociétales. Médecine/Sciences, 2020, 36 (12), pp.1199-1206 hal-03049539 | |
| Dmytro Marushkevych, Alexandre Popier. Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting. Probability, Uncertainty and Quantitative Risk, 2020, 5 (1) hal-02540615 | |
| Marius Soltane. Statistique asymptotique de certaines séries chronologiques à mémoire. Statistiques [math.ST]. Le Mans Université, 2020. Français tel-03092320 | |
| Alexandre Popier, Sharoy Augustine Samuel, Ali Devin Sezer. Continuity problem for singular BSDE with random terminal time. 2020 hal-02995123 | |
| Tingshu Mu. Backward stochastic differential equations and applications : optimal switching, stochastic games, partial differential equations and mean-field. Classical Analysis and ODEs [math.CA]. Le Mans Université, 2020. English tel-03205892 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. ASYMPTOTIC DECOMPOSITION OF SOLUTIONS TO RANDOM PARABOLIC OPERATORS WITH OSCILLATING COEFFICIENTS. 2020 hal-02954085 | |
| O. Chernoyarov, S. Dachian, Yu. Kutoyants, A. Zyulkov. Pulse Signals Models in Optical Communication and Location. Proceedings of the XXVI International Scientific and Technical Conference "Radiolocation, Navigation, Communications" (RLNC 2020), vol. 1, Sep 2020, Voronezh, Russia. pp.237-242 hal-04386751 | |
| Pavel Chigansky, Marina Kleptsyna, Dmytro Marushkevych. On the eigenproblem for Gaussian bridges. Bernoulli, 2020, 26 (3) hal-03658946 | |
| Said Hamadène, Tingshu Mu. Systems of reflected BSDEs with interconnected bilateral obstacles: Existence, uniqueness and applications. Bulletin des Sciences Mathématiques, 2020, 161, pp.102854 - hal-03489351 | |
| Alexandre Brouste, Chunhao Cai, Marius Soltane, Longmin Wang. Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Statistical Inference for Stochastic Processes, 2020, 23 (2), pp.301-318 hal-03687258 | |
| Said Hamadène, Tingshu Mu. Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles. 2020 hal-02883241 | |
| Brahim El Asri, Said Hamadène, Khalid Oufdil. On the Stochastic Control-Stopping Problem. 2020 hal-02571866 | |
| Mahdi Ahmadi, Alexandre Popier, Ali Devin Sezer. Backward Stochastic Differential Equations with Non-Markovian Singular Terminal Conditions with General Driver and Filtration. 2020 hal-02379852 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. On the fundamental solution of heat and stochastic heat equations. 2020 hal-02158195 | |
| Paulwin Graewe, Alexandre Popier. Asymptotic approach for backward stochastic differential equation with singular terminal condition *. 2020 hal-02152177 | |
| Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. 2020 hal-02146381 | |
| Jean-Pierre Dalmont, Sylvain Maugeais. Piano strings with reduced inharmonicity. 2020 hal-02166229 | |
| Joel Gilbert, Sylvain Maugeais, Christophe Vergez. Minimal blowing pressure allowing periodic oscillations in a simplied reed musical instrument model: Bouasse-Benade prescription assessed through numerical continuation. Acta Acustica, In press hal-02994219 | |
| Alexandre Brouste, Marius Soltane, Irene Votsi. One-step estimation for the fractional Gaussian noise at high-frequency. ESAIM: Probability and Statistics, 2020, 24, pp.827-841 hal-03022878 | |
| Cristina Di Girolami, Francesco Russo. About classical solutions of the path-dependent heat equation. Random Operators and Stochastic Equations, 2020, 1, pp.35-62 hal-01762783 | |
| Alexandre Brouste, Christophe Dutang, Tom Rohmer. Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling. Computational Statistics, 2020 hal-01781504 |
Année 2019 (24 )
| D. Afterman, P. Chigansky, Marina Kleptsyna, D. Marushkevych. Linear filtering with fractional noises: large time and small noise asymptotics. 2019 hal-02378773 | |
| P. Chigansky, Marina Kleptsyna, D. Marushkevych. Mixed fractional Brownian motion: a spectral take. 2019 hal-02377525 | |
| Christian Farinetto, Jean-Jacques Crappier Pierre Gascou Carole Maunoury Franck Maunoury Gi Mateusen. The Akan Weighing System restored after 120 years of oblivion. A metrological study of 9301 geometric gold-weights. Colligo : Histoire(s) des collections, 2019 hal-02860698 | |
| Rym Salhi. Contributions to quadratic backward stochastic differential equations with jumps and applications. Classical Analysis and ODEs [math.CA]. Le Mans Université; Université de Tunis. Faculté des sciences de Tunis, 2019. English tel-02886647 | |
| Arij Manai. Some contributions to backward stochastic differential equations and applications. General Mathematics [math.GM]. Le Mans Université; Université de Tunis El-Manar. Faculté des Sciences de Tunis (Tunisie), 2019. English tel-03016927 | |
| Joël Gilbert, Sylvain Maugeais, Christophe Vergez. From the bifurcation diagrams to the ease of playing of reed musical instruments. A theoretical illustration of the Bouasse-Benade prescription?. International Symposium on Music Acoustics (ISMA 2019), Sep 2019, Detmold, Germany hal-02169517 | |
| Marie Gaille, Marco Araneda, Clément Dubost, Clémence Guillermain, Sarah Kaakai, et al.. Ethical and social implications of approaching death prediction in humans - when the biology of ageing meets existential issues. 2019 hal-02276878 | |
| Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypotheses Testing for Poisson Processes: Regular and Singular Cases. Proceedings of the 2019 International Scientific Conference on Robust Statistics and Financial Mathematics, Jul 2019, Tomsk, Russia. pp.11-19 hal-04386749 | |
| O. Chernoyarov, S. Dachian, Yu. Kutoyants. Poisson Source Localization on the Plane: Cusp Case. Annals of the Institute of Statistical Mathematics, 2019, 72 (5), pp.1137-1157 hal-04384373 | |
| Joel Gilbert, Sylvain Maugeais, Christophe Vergez. From the bifurcation diagrams to the ease of playing of reed musical instruments. Application to a reed-like instrument having two quasi-harmonic resonances. 7th International Conference on Nonlinear Vibrations, Localization and Energy Transfer, Jul 2019, Marseille, France hal-02310554 | |
| Anis Matoussi, Arij Manai, Rym Salhi. Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids. 2019 hal-02160898 | |
| V S Barbu, Ghislaine Gayraud, Nikolaos Limnios, I. Votsi. Hypotheses testing and posterior concentration rates for semi-Markov processes. 2019 hal-02153384 | |
| Alexandre Popier, Chao Zhou. Second-order BSDE under monotonicity condition and liquidation problem under uncertainty. The Annals of Applied Probability, 2019, 29 (3), pp.1685-1739 hal-02540614 | |
| Dmytro Marushkevych. Asymptotic study of covariance operator of fractional processes : analytic approach with applications. General Mathematics [math.GM]. Le Mans Université, 2019. English tel-02150298 | |
| Irene Votsi. Conditional failure occurrence rates for semi-Markov chains. Journal of Applied Statistics, 2019 hal-01761067 | |
| Ali Devin Sezer, Thomas Kruse, Alexandre Popier. Backward stochastic differential equations with non-Markovian singular terminal values. Stochastics and Dynamics, 2019, 19 (02), pp.1950006 hal-02540612 | |
| Dmytro Marushkevych, Alexandre Popier. Limit behaviour of the minimal solution of a BSDE in the non Markovian setting. 2019 hal-02059902 | |
| Irene Votsi, Alexandre Brouste. Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production. Journal of Applied Statistics, 2019, 46 (10), pp.1756-1773 hal-01590520 | |
| Said Hamadène, Tingshu Mu. Systems of reflected BSDEs with interconnected bilateral obstalces: Existence, Uniqueness and Applications. 2019 hal-01973450 | |
| Anis Matoussi, Dylan Possamaï, Wissal Sabbagh. Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs. Probability Theory and Related Fields, 2019, 174, pp.177-233 hal-01481372 | |
| Marco Fuhrman, Marie Amélie Morlais. Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs. Stochastic Processes and their Applications, In press hal-01992004 | |
| Yury Kutoyants. On Nonparametric Estimation for SDE with Delay. Annales de l'ISUP, 2019, 63 (2-3), pp.11-20 hal-02367609 | |
| Sarah Kaakai, Héloïse Labit-Hardy, Séverine Arnold (-Gaille ), Nicole El Karoui. How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach.. Frontiers in stochastic analysis---{BSDE}s, {SPDE}s and their applications, 289, Springer, Cham, pp.169--199, 2019 hal-01767543 | |
| Christian Farinetto, Yu. Kutoyants, A. Top. Poisson source localization on the plane: change-point case. Annals of the Institute of Statistical Mathematics, In press hal-02016524 |
Année 2018 (31 )
| Marius Soltane. ASYMPTOTIC EFFICIENCY IN THE AUTOREGRESSIVE PROCESS DRIVEN BY A STATIONARY GAUSSIAN NOISE. 2018 hal-01899971 | |
| Alexandre Brouste. Testing the accuracy of WIM systems: application to a B-WIM case. 2018 hal-01894264 | |
| Irene Votsi. Reliability indicators for hidden Markov renewal models. Reliability Engineering: Theory and Applications, 2018 hal-01761064 | |
| Alexandre Brouste, Masaaki Fukasawa. Local asymptotic normality property for fractional Gaussian noise under high-frequency observations. Annals of Statistics, 2018, 46 (5), pp.2045-2061 hal-02370019 | |
| Alexandre Brouste, Anis Matoussi, Tom Rohmer, Christophe Dutang, Vanessa Désert, et al.. Solvency tuned premium for a composite loss distribution. 2018 hal-01883508 | |
| Said Hamadène, Marie Amélie Morlais. Viscosity solutions for second order integro-differential equations without monotonicity conditions: The Probabilistic Approach. 2018 hal-01835069 | |
| Marie Amélie Morlais. An extended existence result for quadratic BSDEs with jumps with application to the utility maximization problem. 2018 hal-01835176 | |
| Marie Amélie Morlais. Utility Maximization in a jump market model. 2018 hal-01835198 | |
| Boualem Djehiche, Said Hamadène, Marie Amélie Morlais. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles. 2018 hal-01835105 | |
| Marie Amélie Morlais. Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule. 2018 hal-01835159 | |
| Boualem Djehiche, Said Hamadène, Marie Amélie Morlais, Xuzhe Zhao. On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles. 2018 hal-01835081 | |
| Serguei Dachian, Lin Yang. Estimation and Testing of a Small Change Location in the Intensity of a Poisson Process. Proceedings of the 2018 International Scientific Conference on Robust Statistics and Financial Mathematics, Jul 2018, Tomsk, Russia. pp.22-30 hal-04386748 | |
| Alexandre Brouste, Hiroki Masuda. Efficient estimation of stable Lévy process with symmetric jumps. Statistical Inference for Stochastic Processes, 2018, 21 (2), pp.289-307 hal-02370028 | |
| Papa Ousmane Cissé, Dominique Guegan, Abdou Kâ Diongue. On the parameters estimation of the Seasonal FISSAR Model. 2018 halshs-01832115 | |
| Christian Farinetto, Franck Maunoury, Stephane Ruckly, Jeremy Guenezan, Jean-Christophe Lucet, et al.. Cost-effectiveness analysis of chlorhexidine-alcohol versus povidone iodine-alcohol solution in the prevention of intravascular-catheter-related bloodstream infections in France. PLoS ONE, 2018, 13 (5) hal-01802878 | |
| Stefan Ankirchner, Alexander Fromm, Thomas Kruse, Alexandre Popier. Optimal position targeting via decoupling fields. 2018 hal-01500311 | |
| Anis Matoussi, Hao Xing. Convex duality for stochastic differential utility. 2018 hal-01740702 | |
| Anis Matoussi, Wissal Sabbagh. Numerical Computation for Backward Doubly SDEs with random terminal time. 2018 hal-01740713 | |
| Marina Kleptsyna, Pavel Chigansky. Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process. 2018 hal-01740657 | |
| Anis Matoussi, Clémence Alasseur, Imen Ben Taher. An Extended Mean Field Game for Storage in Smart Grids. 2018 hal-01740707 | |
| Anis Matoussi. Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs. 2018 hal-01740682 | |
| Marina Kleptsyna, P. Chigansky, D. Marushkevych. Exact spectral asymptotics of fractional processes. 2018 hal-01740661 | |
| Nicole El Karoui, Anis Matoussi, Armand Ngoupeyou. Quadratic Exponential Semimartingales and Application to BSDEs with jumps. 2018 hal-01740692 | |
| Anis Matoussi. Optimal stochastic control problem under model uncertainty with non-entropic penalty. 2018 hal-01740667 | |
| Marina Kleptsyna, P. Chigansky, D. Marushkevych. On the eigenproblem for Gaussian bridges. 2018 hal-01740665 | |
| Xavier Milhaud, Christophe Dutang. Lapse tables for lapse risk management in insurance: a competing risk approach. European Actuarial Journal, 2018, 8 (1), pp.97-126 hal-01985256 | |
| Patrick Beissner, Laurent Denis. DUALITY AND GENERAL EQUILIBRIUM THEORY UNDER KNIGHTIAN UNCERTAINTY *. SIAM Journal on Financial Mathematics, 2018 hal-01585973 | |
| S. Dachian, N. Kordzakhia, Yu. Kutoyants, A. Novikov. Estimation of Cusp Location of Stochastic Processes: a Survey. Statistical Inference for Stochastic Processes, 2018, 21 (2), pp.345-362 hal-04384336 | |
| Ali Devin Sezer, Thomas Kruse, Alexandre Popier, Ali Devin Sezer. Backward Stochastic Differential Equations with Nonmarkovian Singular Terminal Values. 2018 hal-01401230 | |
| Frédéric Proïa, Marius Soltane. A test of correlation in the random coefficients of an autoregressive process. Mathematical Methods of Statistics, 2018, 27 (2), pp.119-144 hal-01337540 | |
| Oleg Chernoyarov, Serguei Dachian, Yu. Kutoyants. On Parameter Estimation for Cusp-type Signals. Annals of the Institute of Statistical Mathematics, 2018, 70 (1), pp.39-62 hal-01741241 |
Année 2017 (16 )
| Alexandre Popier, Chao Zhou. Second order BSDE under monotonicity condition and liquidation problem under uncertainty *. 2017 hal-01670329 | |
| Said Hamadene, Xuzhe Zhao. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles of Non-Local Type. Journal of Dynamics and Differential Equations, 2017 hal-01759563 | |
| Alioune Top, O. Chernoyarov, A. Kutoyants. On multiple change-point estimation for Poisson process. Communications in Statistics - Theory and Methods, 2017, 47 (5), pp.1215 - 1233 hal-01760344 | |
| Fanny Larissa Noubiagain Chomchie. Contributions to second order reflected backward stochastic differentials equations. General Mathematics [math.GM]. Université du Maine, 2017. English tel-01794144 | |
| Anis Matoussi, Wissal Sabbagh, Tusheng Zhang. Backward doubly SDEs and semilinear stochastic PDEs in a convex domain. Stochastic Processes and their Applications, 2017, 127 (9), pp.2781 - 2815 hal-01740652 | |
| Marina Kleptsyna, Pavel Chigansky. Exact asymptotics in eigenproblems for fractional Brownian covariance operators. Stochastic Processes and their Applications, 2017 hal-01673459 | |
| Christophe Dutang. Some explanations about the IWLS algorithm to fit generalized linear models. 2017 hal-01577698 | |
| Alain Bensoussan, Alexandre Brouste. Marginal Weibull diffusion model for wind speed modeling and short-term forecasting. 2017 hal-01590587 | |
| Alexandre Popier. Integro-partial differential equations with singular terminal condition. Nonlinear Analysis: Hybrid Systems, 2017, 155, pp.72 - 96 hal-01639658 | |
| Marina Kleptsyna, Ana Prior, Paula Milheiro-Oliveira. On maximum likelihood estimation of the drift matrix of a degenerated O–U process. Statistical Inference for Stochastic Processes, 2017, 20 (1), pp.57 - 78 hal-01673458 | |
| Alexandre Popier, Anis Matoussi, L. Piozin. Stochastic partial differential equations with singular terminal condition. Stochastic Processes and their Applications, 2017, 127 (3), pp.831 - 876 hal-01639665 | |
| Alexandre Popier. Integro-partial differential equations with singular terminal condition. 2017 hal-01293775 | |
| Thomas Kruse, Alexandre Popier. L^p -solution for BSDEs with jumps in the case p < 2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration".. 2017 hal-01450966 | |
| Maroua Ben Abdeddaiem. On ADFgoodness-of-fit test with parametric hypotheses for ergodic diffusion process using a minimum distance estimator. Annales de l'ISUP, 2017, 61 (1-2), pp.33-68 hal-03605877 | |
| S. Maugeais, Joel Gilbert. Nonlinear Acoustic Propagation Applied to Brassiness Studies, a New Simulation Tool in the Time Domain. Acta Acustica united with Acustica, 2017, 103 (1), pp.67 - 79 hal-01877715 | |
| Christophe Dutang. Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators. Communications in Statistics - Theory and Methods, 2017, 46 (8), pp.3801-3828 hal-01163638 |
Année 2016 (22 )
| Samvel Gasparyan. Two problems of statistical estimation for stochastic processes. Statistics [math.ST]. Le Mans Université; Université d'État d'Erevan (Erevan, Arménie), 2016. English tel-01648364 | |
| Alioune Top, Ali Souleyman Dabye, Donald Tanguep. ON THE CRAMÉR-VON MISES TEST FOR POISSON PROCESSES WITH SCALE PARAMETER. Far East Journal of Theoretical Statistics, 2016 hal-01849106 | |
| A Popier. Limit behaviour of BSDE with jumps and with singular terminal condition. 2016 hal-01254986 | |
| Christian Farinetto. On hypothesis tests in misspecified change-point problems for a Poisson process. Communications in Statistics - Theory and Methods, 2016, 46 (20), pp.10103 - 10115 hal-01759542 | |
| Alexandre Popier, T. Kruse. Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting. Stochastic Processes and their Applications, 2016, 126 (9), pp.2554 - 2592 hal-01639645 | |
| Konstantinos Koutroumpas, Paolo Ballarini, Irene Votsi, Paul-Henry Cournède. Bayesian parameter estimation for the Wnt pathway: an infinite mixture models approach. Bioinformatics, 2016, 32 (17), pp.i781 - i789 hal-01817488 | |
| Omar Aklouche, Adrien Pelat, Sylvain Maugeais, François Gautier. Scattering of flexural waves by a pit of quadratic profile inserted in an infinite thin plate. Journal of Sound and Vibration, 2016, 375, pp.38-52 hal-02453174 | |
| Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix. Conditional fractional Gaussian fields with the package FieldSim. The R Journal, 2016, 8 (1), pp.38-47 hal-02271831 | |
| Marina Kleptsyna, Chunhao Cai, Pavel Chigansky. Mixed Gaussian processes: A filtering approach. Annals of Probability, 2016, 44 (4), pp.3032 - 3075 hal-01673456 | |
| Alexandre Brouste, Alain Bensoussan. Cox-Ingersoll-Ross model for wind speed modeling and forecasting. Wind Energy, 2016, 19 (7), pp.1355 - 1365 hal-01634645 | |
| Patrice Kiener, Christophe Dutang. The extractData() dataset analyzed with K2, K3, K4 distributions. 2016 medihal-01338886 | |
| Alioune Top. Estimation paramétriques et tests d'hypothèses pour des modèles avec plusieurs ruptures d'un processus de poisson. Statistiques [math.ST]. Université du Maine; Université de Saint-Louis (Sénégal), 2016. Français tel-01400781 | |
| Maroua Ben Abdeddaiem. On goodness-of-fit tests with parametric hypotheses for some stochastic processes. General Mathematics [math.GM]. Le Mans Université; Université de Sfax (Tunisie), 2016. English tel-01401392 | |
| Christian Farinetto. On hypothesis tests for disk-type intensities of spatial poisson processes. Communications in Statistics - Theory and Methods, 2016, 46 (9), pp.4353 - 4368 hal-01759535 | |
| Laurent Denis, Tuyet Mai Nguyen. Malliavin calculus for Markov chains using perturbations of time. Stochastics: An International Journal of Probability and Stochastic Processes, 2016, 88 (6), pp.813-840 hal-03687223 | |
| Christophe Dutang, Yuri Goegebeur, Armelle Guillou. Robust and bias-corrected estimation of the probability of extreme failure sets . Sankhya A, 2016, 78 (1), pp.52-86 hal-01616187 | |
| Alexandre Popier. Limit behaviour of BSDE with jumps and with singular terminal condition. ESAIM: Probability and Statistics, 2016, 20, pp.480 - 509 hal-01639653 | |
| Achref Bachouch, Emmanuel Gobet, Anis Matoussi. Empirical Regression Method for Backward Doubly Stochastic Differential Equations. SIAM/ASA Journal on Uncertainty Quantification, 2016, 4 (1), pp.358-379 hal-01152886 | |
| Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypothesis Testing for Poisson Processes. Singular Cases. Communications in Statistics - Theory and Methods, 2016, 45 (23), pp.6833-6859 hal-00967716 | |
| Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypothesis Testing for Poisson Processes. Regular Case. Communications in Statistics - Theory and Methods, 2016, 45 (23), pp.6816-6832 hal-00967712 | |
| Alexandre Brouste, Christophe Dutang. Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving. Bulletin Français d'Actuariat, 2016 hal-01616192 | |
| Sylvain Maugeais. Quelques calculs d’espaces \mathbb{R}^i f_* G sur des courbes. Journal de Théorie des Nombres de Bordeaux, 2016, 28 (2), pp.361 - 390 hal-01734902 |
Année 2015 (17 )
| T Kruse, A Popier. Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting. 2015 hal-01139364 | |
| Alexandre Popier, T. Kruse. BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. Stochastics: An International Journal of Probability and Stochastic Processes, 2015, pp.1 - 49 hal-01651607 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions. Stochastics and Dynamics, 2015, 15 (04), pp.1550023 hal-02370116 | |
| Anastasiia Motrunich. On parameter estimation for Markov sequences and applications in health economics. General Mathematics [math.GM]. Le Mans Université, 2015. English tel-01260316 | |
| Alexandre Brouste, Jie Tang, Kwok Leung Tsui. Some improvements of wind speed Markov chain modeling. Renewable Energy, 2015, 81, pp.52 - 56 hal-01634623 | |
| Serguei Dachian, Lin Yang. On a Poissonian Change-Point Model with Variable Jump Size. Statistical Inference for Stochastic Processes, 2015, 18 (2) hal-00967708 | |
| Lambert Piozin. Some results on backward equations and stochastic partial differential equations with singularities. Analysis of PDEs [math.AP]. Université du Maine, 2015. English tel-01223251 | |
| T Kruse, A Popier. BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. 2015 hal-01094836 | |
| A Matoussi, Lambert Piozin, A Popier. Stochastic partial differential equations with singular terminal condition. 2015 hal-01152687 | |
| Alexandre Popier, M. Kleptsyna, Andrey Piatnitski. Homogenization of random parabolic operators. Diffusion approximation. Stochastic Processes and their Applications, 2015, 125 (5), pp.1926 - 1944 hal-01636331 | |
| Anis Matoussi, Wissal Sabbagh, Chao Zhou. The obstacle problem for semilinear parabolic partial integro-differential equations. Stochastics and Dynamics, 2015, 15 (01) hal-01740723 | |
| I. Votsi, N. Limnios. Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains. Journal of Nonparametric Statistics, 2015, 27 (2), pp.149 - 166 hal-01635224 | |
| Ying Hu, Anis Matoussi, Tusheng Zhang. Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations. Stochastic Processes and their Applications, 2015, 125 (12), pp.4375-4404 hal-01058778 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator. Discrete & Continuous Dynamical Systems - A, 2015, 35 (11), pp.5185-5202 hal-03687270 | |
| François Bachoc, Achref Bachouch, Lionel Lenôtre. Hastings-Metropolis algorithm on Markov chains for small-probability estimation. ESAIM: Proceedings, 2015, 48, pp.33 hal-01058939 | |
| Marina Kleptsyna, Alain Le Breton, Bernard Ycart. Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes. Modern Stochastics: Theory and Applications, 2015, 2 (3), pp.267-286 hal-01116720 | |
| Anis Matoussi, Dylan Possamaï, Chao Zhou. Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model. Mathematical Finance, 2015, 25 (2), pp.258-287 hal-00919124 |
Avant 2015 (63 )
| Wissal Sabbagh. Some Contributions on Probabilistic Interpretation For Nonlinear Stochastic PDEs. General Mathematics [math.GM]. Université du Maine, 2014. English tel-01223477 | |
| Achref Bachouch. Numerical Computations for Backward Doubly Stochastic Differential Equations and Non-linear Stochastic PDEs. Probability [math.PR]. Université du Maine, 2014. English tel-01211320 | |
| Marina Kleptsyna, Yu. A. Kutoyants. On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes. Statistical Inference for Stochastic Processes, 2014, 17 (3), pp.295 - 319 hal-01673453 | |
| Achref Bachouch. Numerical Computations for Backward Doubly Stochastic Differential Equations and Nonlinear Stochastic PDEs. General Mathematics [math.GM]. Université du Maine, 2014. English tel-01299199 | |
| Xuzhe Zhao. Multi-modes switching problem, backward stochastic differential equations and partial differential equations. Analysis of PDEs [math.AP]. Université du Maine, 2014. English tel-01222162 | |
| Rui Mu. Nonzero-sum stochastic differential games and backward stochastic differential equations. General Mathematics [math.GM]. Université du Maine, 2014. English tel-01147660 | |
| Anis Matoussi, Lambert Piozin, Dylan Possamaï. Second-order BSDEs with general reflection and game options under uncertainty. Stochastic Processes and their Applications, 2014, 124 (7), pp.2281-2321 hal-01067269 | |
| O Aklouche, Adrien Pelat, Sylvain Maugeais, François Gautier. Model of flexural wave scattering from an acoustic black hole in an infinite thin plate. XIX th Symposium Vibrations Shocks and Noise, Jun 2014, Aix En Provence, France hal-01170095 | |
| Chunhao Cai. Statistical analysis of some models of fractional type process. Other [q-bio.OT]. Le Mans Université, 2014. English tel-01219987 | |
| Alexandre Brouste, C. Cai, M. Kleptsyna. Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Mathematical Methods of Statistics, 2014, 23 (2), pp.103 - 115 hal-01634621 | |
| Marina Kleptsyna, Alain Le Breton, Bernard Ycart. Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process. Statistics and Probability Letters, 2014, 87, pp.70-75 hal-00921152 | |
| I. Votsi, N. Limnios, G. Tsaklidis, E. Papadimitriou. Hidden Semi-Markov Modeling for the Estimation of Earthquake Occurrence Rates. Communications in Statistics - Theory and Methods, 2014, 43 (7), pp.1484 - 1502 hal-01635180 | |
| Alexandre Brouste, Alain Bensoussan, Pierre Bertrand. A generalized linear model approach to seasonal aspects of wind speed modeling. Journal of Applied Statistics, 2014, 41 (8), pp.1694 - 1707 hal-01634620 | |
| Bashar Dudin. Comments on the ELSV compactification of Hurwitz stacks. 2014 hal-00705862 | |
| Lin Yang. Hypotheses testing problems for inhomogeneous Poisson processes. General Mathematics [math.GM]. Université du Maine, 2014. English tel-00954892 | |
| Alain Bensoussan, Pierre Raphaël Bertrand, Alexandre Brouste, Nabiha Haouas, Mehdi Fhima, et al.. Confidence intervals for annual wind power production. ESAIM: Proceedings, 2014, 44, pp.150 - 158 hal-01634613 | |
| Christophe Dutang, Yuri Goegebeur, Armelle Guillou. Robust and bias-corrected estimation of the coefficient of tail dependence. Insurance: Mathematics and Economics, 2014, 57 (1) hal-01311680 | |
| Cristina Di Girolami, Francesco Russo. Generalized covariation for Banach space valued processes, Itô formula and applications. Osaka Journal of Mathematics, 2014, 51 (3) inria-00545660 | |
| Cristina Di Girolami, Giorgio Fabbri, Francesco Russo. The covariation for Banach space valued processes and applications. Metrika, 2014, 77 (1), pp.51-104 hal-00780430 | |
| Alexandre Brouste, Masaaki Fukasawa, Hideitsu Hino, Stefano M. Iacus, Kengo Kamatani, et al.. The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations. Journal of Statistical Software, 2014, 57 (4) hal-01634617 | |
| Gérard Leloup, Francois Lucas. c-regular cyclically ordered groups. 2013 hal-00919983 | |
| Anis Matoussi, Dylan Possamaï, Chao Zhou. Second order reflected backward stochastic differential equations. The Annals of Applied Probability, 2013, 23 (6), pp.2420-2457 hal-00919119 | |
| Alexandre Brouste, Chunhao Cai. CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS. Stochastics and Dynamics, 2013, 13 (03) hal-01634610 | |
| Alexandre Brouste, Stefano M. Iacus. Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package. Computational Statistics, 2013, 28 (4), pp.1529 - 1547 hal-01634606 | |
| I. Votsi, N. Limnios, G. Tsaklidis, E. Papadimitriou. Hidden Markov models revealing the stress field underlying the earthquake generation. Physica A: Statistical Mechanics and its Applications, 2013, 392 (13), pp.2868 - 2885 hal-01635223 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Homogenization of random parabolic operators. Diffusion approximation.. 2013 hal-00842809 | |
| Li Zhou. Statistical problems for SDEs and for backward SDEs. General Mathematics [math.GM]. Université du Maine, 2013. English tel-00808623 | |
| Stylianos Georgiadis, N. Limnios, I. Votsi. Reliability and probability of first occurred failure for discrete-time semi-Markov systems. Applied Reliability Engineering and Risk Analysis: Probabilistic Models and Statistical Inference, Wiley, 2013 hal-01635222 | |
| Nicolas Bouleau, Laurent Denis. Chaotic extensions and the lent particle method for Brownian motion. Electronic Journal of Probability, 2013, 18 (none) hal-03687252 | |
| Marie Amélie Morlais, Said Hamadène. Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem. Applied Mathematics and Optimization, 2013, 67 (2), pp.163-196 hal-01835115 | |
| François Bachoc, Achref Bachouch, Lionel Lenôtre. A variance reduction method for interacting particles system. CEMRACS 2013, 2013, Marseille, France hal-00907560 | |
| Alexandre Brouste, Marina Kleptsyna. Kalman type filter under stationary noises. Systems and Control Letters, 2012, 61 (12), pp.1229 - 1234 hal-01634605 | |
| Alexandre Brouste, Alain Bensoussan, Pierre Raphaël Bertrand. Forecasting the energy produced by a windmill on a yearly basis. Stochastic Environmental Research and Risk Assessment, 2012, 26 (8), pp.1109 - 1122 hal-01634598 | |
| Ali Kabui. Value at risk et expected shortfall pour des données faiblement dépendantes : estimations non-paramétriques et théorèmes de convergences. Mathématiques générales [math.GM]. Université du Maine, 2012. Français tel-00743159 | |
| Irene Votsi, Nikolaos Limnios, George Tsaklidis, Eleftheria Papadimitriou. Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models. Methodology and Computing in Applied Probability, 2012, 14 (3), pp.685 - 703 hal-01635178 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of the drift parameter in fractional diffusion systems. Statistical Inference for Stochastic Processes, 2012, 15 (2), pp.133 - 149 hal-01634601 | |
| Alexandre Popier, Said Hamadène. L p -SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. Stochastics and Dynamics, 2012, 12 (02) hal-01636326 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Fractional Diffusion with Partial Observations. Communications in Statistics - Theory and Methods, 2011, 40 (19-20), pp.3479 - 3491 hal-01634596 | |
| Marina L. Kleptsyna, Alain Le Breton, Michel Viot. Filtering with exponential criteria via linear observation channels. Global and Stochastic Analysis, 2011, 1 (1), pp.57-77 hal-00851599 | |
| Anis Gassem. Test d'ajustement d'un processus de diffusion ergodique à changement de régime. Mathématiques [math]. Université du Maine, 2010. Français tel-00543318 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of drift parameter in fractional diffusion system. 2010 hal-00486428 | |
| Alexandre Brouste, Marina Kleptsyna. Asymptotic properties of MLE for partially observed fractional diffusion system. Statistical Inference for Stochastic Processes, 2010, 13 (1), pp.1 - 13 hal-01634593 | |
| Alexandre Brouste. Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises. Journal of Statistical Planning and Inference, 2010, 140 (2), pp.551 - 558 hal-01634589 | |
| Boualem Djehiche, Said Hamadène, Marie Amélie Morlais. Optimal stopping of expected profit and cost yields in an investment under uncertainty. 2009 hal-00448458 | |
| Alexandre Popier, Stefan Ankirchner, Peter Imkeller. On measure solutions of backward stochastic differential equations. Stochastic Processes and their Applications, 2009, 119 (9), pp.2744 - 2772 hal-01636319 | |
| Serguei Dachian, Yury Kutoyants. Hypotheses Testing: Poisson Versus Stress-release. Journal of Statistical Planning and Inference, 2009, 139 (5), pp.1668-1684 hal-00110604 | |
| Alexandre Popier, Boualem Djehiche, Said Hamadène. A Finite Horizon Optimal Multiple Switching Problem. SIAM Journal on Control and Optimization, 2009, 48 (4), pp.2751 - 2770 hal-01636320 | |
| Thibault Candela, François Renard, Michel Bouchon, Alexandre Brouste, David Marsan, et al.. Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements. Pure and Applied Geophysics, 2009, 166 (10-11), pp.1817-1851 insu-00410954 | |
| A Rabhi. On the Goodness-of-fit Testing of Composite Hypothesis for Dynamical Systems with Small Noise. Annales de l'ISUP, 2009, LIII (2-3), pp.31-48 hal-03634256 | |
| Thibault Candela, François Renard, Michel Bouchon, Alexandre Brouste, David Marsan, et al.. Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements. 2008 hal-00326981 | |
| Stefan Ankirchner, Peter Imkeller, Alexandre Popier. On measure solutions of backward stochastic differential equations. 2008 hal-00373487 | |
| Alexandre Popier, Stefan Ankirchner, Peter Imkeller. Optimal Cross Hedging of Insurance Derivatives. Stochastic Analysis and Applications, 2008, 26 (4), pp.679 - 709 hal-01636317 | |
| Serguei Dachian, Yury Kutoyants. On the Goodness-of-Fit Tests for Some Continuous Time Processes. F.Vonta et al. Statistical Models and Methods for Biomedical and Technical Systems, Birkhäuser, Boston, pp.385-403, 2008 hal-00469703 | |
| Alexandre Popier. Backward stochastic differential equations with random stopping time and singular final condition. Annals of Probability, 2007, 35 (3), pp.1071 - 1117 hal-01636315 | |
| Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix. On Gaussian random fields simulations. [Research Report] TR07009, Interuniversity Attraction Pole, Statistics network. 2007 hal-00853908 | |
| Philippe Briand, Jean-Pierre Lepeltier, Jaime San Martin. One-dimensional backward stochastic differential equations whose coefficient is monotonic in y and non-Lipschitz in z. Bernoulli, 2007, 13 (1), pp.80-91 hal-00364645 | |
| Alexandre Popier. Backward stochastic differential equations with singular terminal condition. Stochastic Processes and their Applications, 2006, 116 (12), pp.2014 - 2056 hal-01636313 | |
| Bruno Deschamps, Gérard Leloup. La structure profinie du groupe des unités d'un anneau de séries entières à coefficients dans un anneau fini. Journal of Algebra, 2006, 295 (1), pp.81-93 hal-02141907 | |
| Serguei Dachian, Yury Kutoyants. Hypotheses Testing: Poisson Versus Self-exciting. Scandinavian Journal of Statistics, 2006, 33 (2), pp.391-408 hal-00469707 | |
| Serguei Dachian, Yury Kutoyants. On Cusp Estimation of Ergodic Diffusion Process. Journal of Statistical Planning and Inference, 2003, 117 (1), pp.153-166 hal-00469712 | |
| Fabien Campillo, Yuri Kutoyants, François Le Gland. Small noise asymptotics of the GLR test for off-line change detection in misspecified diffusion processes. Stochastics and Stochastics Reports, 2000, 70 (1--2), pp.109--129 hal-00652116 | |
| Serguei Dachian. Une Approche vers la Description et l'Identification d'une Classe de Champs Aléatoires. Probabilités [math.PR]. Université Pierre et Marie Curie - Paris VI, 1999. Français tel-00748012 | |
| Serguei Dachian. Nonparametric Estimation for Gibbs Random Fields Specified Through One-Point Systems. Statistical Inference for Stochastic Processes, 1998, 1 (3), pp.245-264 hal-00469716 |
Sélectionner un type de document :
| Alexandre Brouste, Youssef Esstafa. One-step corrected projected stochastic gradient descent for statistical estimation. 2024 hal-04122876 | |
| Guillaume Broux-Quemerais, Sarah Kaakaï, Anis Matoussi, Wissal Sabbagh. Deep learning scheme for forward utilities using ergodic BSDEs. 2024 hal-04516019 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms. 2024 hal-03871246 | |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time. 2024 hal-04449583 | |
| Alexandre Brouste, Laurent Denis, Trâm Thi-Bao Ngô. Efficient estimation for stochastic differential equations driven by a stable Lévy process. 2023 hal-04348383 | |
| Laurent Denis, Xavier Fairise, Ze Zhong Shang. A Life-Cycle Model with health spending and endogenous life time. 2023 hal-04312929 | |
| Youssef Esstafa. Generalized least squares estimation of fractional autoregressive models. 2023 hal-04300303 | |
| Marie Badreau, Frédéric Proïa. Testing for the extent of instability in nearly unstable processes. 2023 hal-04254713 | |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Continuity problem for BSDE and IPDE with singular terminal condition. 2023 hal-04193355 | |
| Alexandre Popier, Ali Devin Sezer, Mervan Aksu. Optimal Liquidation with Conditions on Minimum Price. 2023 hal-04177334 | |
| Manal Jakani. Approximation of reflected SDEs in non-smooth time-dependent domains and application to fully nonlinear PDEs with Neumann boundary condition on time-dependent domains. 2023 hal-04118563 | |
| Youssef Esstafa, Célestin C Kokonendji, Thi-Bao-Trâm Ngô. New developments on (non-)normalized continuous associated-kernel density estimators. 2023 hal-04112846 | |
| Sylvain Maugeais. Non parametric harmonization of a tabla's membrane. 2023 hal-04102160 | |
| Mohamed Mrad, Alexandre Popier. Composition of approximations of two SDEs with jumps with non-finite Lévy measures.. 2023 hal-04040355 | |
| Daphné Giorgi, Sarah Kaakai, Vincent Lemaire. Efficient simulation of individual-based population models: the R Package IBMPopSim. 2023 hal-04033144 | |
| Alain Bensoussan, Alexandre Brouste, F.B. Cartiaux, Véronique Le Corvec, Jorge Semiao, et al.. Stochastic maintenance for large numbers of bridges. 2023 hal-03918289 | |
| Manal Jakani. System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains. 2022 hal-03913755 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Higher order homogenization for random non-autonomous parabolic operators. 2022 hal-01419923 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Utility Maximization Problem with Uncertainty and a Jump Setting. 2022 hal-03813812 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation. 2022 hal-03817818 | |
| O V Chernoyarov, S Dachian, Yu A Kutoyants. On Misspecification in Cusp-Type Change-Point Models. 2022 hal-03854556 | |
| Anis Matoussi, Mohamed Mnif, Chefia Ziri. Linear Quadratic Control Problems for Mean Field Stochastic Differential Equation with Jumps: Application in Exhaustible Resources Production. 2022 hal-03815082 | |
| Caroline Hillairet, Sarah Kaakai, Mohamed Mrad. Time-consistent pension policy with minimum guarantee and sustainability constraint. 2022 hal-03813755 | |
| Gérard Leloup. KEY POLYNOMIALS, SEPARATE AND IMMEDIATE VALUATIONS, AND SIMPLE EXTENSIONS OF VALUED FIELDS. 2022 hal-01876056 | |
| Manal Jakani. Systems of PDEs with Interconnected Bilateral Obstacles and nonlinear Neumann Boundary Conditions. 2022 hal-03603191 | |
| Brahim Boufoussi, Said Hamadène, Manal Jakani. Viscosity Solutions of system of PDEs with Interconnected Obstacles and nonlinear Neumann Boundary Conditions. 2022 hal-03120824 | |
| Gérard Leloup. MODEL THEORY OF DIVISIBLE ABELIAN CYCLICALLY ORDERED GROUPS AND MINIMAL C. O. G. 2021 hal-03254697 | |
| Gérard Leloup. MV-ALGEBRAS AND PARTIALLY CYCLICALLY ORDERED GROUPS. 2021 hal-02016519 | |
| Samir Ben Hariz, Alexandre Brouste, Chunhao Cai, Marius Soltane. Fast and Asymptotically-efficient estimation in a Fractional autoregressive process. 2021 hal-03221391 | |
| Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. 2021 hal-01764399 | |
| Anis Matoussi, Rym Salhi. Generalized BSDE with jumps and stochastic quadratic growth. 2020 hal-03091716 | |
| Alexandre Popier, Sharoy Augustine Samuel, Ali Devin Sezer. Continuity problem for singular BSDE with random terminal time. 2020 hal-02995123 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. ASYMPTOTIC DECOMPOSITION OF SOLUTIONS TO RANDOM PARABOLIC OPERATORS WITH OSCILLATING COEFFICIENTS. 2020 hal-02954085 | |
| Said Hamadène, Tingshu Mu. Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles. 2020 hal-02883241 | |
| Brahim El Asri, Said Hamadène, Khalid Oufdil. On the Stochastic Control-Stopping Problem. 2020 hal-02571866 | |
| Mahdi Ahmadi, Alexandre Popier, Ali Devin Sezer. Backward Stochastic Differential Equations with Non-Markovian Singular Terminal Conditions with General Driver and Filtration. 2020 hal-02379852 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. On the fundamental solution of heat and stochastic heat equations. 2020 hal-02158195 | |
| Paulwin Graewe, Alexandre Popier. Asymptotic approach for backward stochastic differential equation with singular terminal condition *. 2020 hal-02152177 | |
| Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. 2020 hal-02146381 | |
| Jean-Pierre Dalmont, Sylvain Maugeais. Piano strings with reduced inharmonicity. 2020 hal-02166229 | |
| D. Afterman, P. Chigansky, Marina Kleptsyna, D. Marushkevych. Linear filtering with fractional noises: large time and small noise asymptotics. 2019 hal-02378773 | |
| P. Chigansky, Marina Kleptsyna, D. Marushkevych. Mixed fractional Brownian motion: a spectral take. 2019 hal-02377525 | |
| Marie Gaille, Marco Araneda, Clément Dubost, Clémence Guillermain, Sarah Kaakai, et al.. Ethical and social implications of approaching death prediction in humans - when the biology of ageing meets existential issues. 2019 hal-02276878 | |
| Anis Matoussi, Arij Manai, Rym Salhi. Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids. 2019 hal-02160898 | |
| V S Barbu, Ghislaine Gayraud, Nikolaos Limnios, I. Votsi. Hypotheses testing and posterior concentration rates for semi-Markov processes. 2019 hal-02153384 | |
| Dmytro Marushkevych, Alexandre Popier. Limit behaviour of the minimal solution of a BSDE in the non Markovian setting. 2019 hal-02059902 | |
| Said Hamadène, Tingshu Mu. Systems of reflected BSDEs with interconnected bilateral obstalces: Existence, Uniqueness and Applications. 2019 hal-01973450 | |
| Marius Soltane. ASYMPTOTIC EFFICIENCY IN THE AUTOREGRESSIVE PROCESS DRIVEN BY A STATIONARY GAUSSIAN NOISE. 2018 hal-01899971 | |
| Alexandre Brouste. Testing the accuracy of WIM systems: application to a B-WIM case. 2018 hal-01894264 | |
| Alexandre Brouste, Anis Matoussi, Tom Rohmer, Christophe Dutang, Vanessa Désert, et al.. Solvency tuned premium for a composite loss distribution. 2018 hal-01883508 | |
| Said Hamadène, Marie Amélie Morlais. Viscosity solutions for second order integro-differential equations without monotonicity conditions: The Probabilistic Approach. 2018 hal-01835069 | |
| Marie Amélie Morlais. An extended existence result for quadratic BSDEs with jumps with application to the utility maximization problem. 2018 hal-01835176 | |
| Marie Amélie Morlais. Utility Maximization in a jump market model. 2018 hal-01835198 | |
| Boualem Djehiche, Said Hamadène, Marie Amélie Morlais. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles. 2018 hal-01835105 | |
| Marie Amélie Morlais. Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule. 2018 hal-01835159 | |
| Boualem Djehiche, Said Hamadène, Marie Amélie Morlais, Xuzhe Zhao. On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles. 2018 hal-01835081 | |
| Stefan Ankirchner, Alexander Fromm, Thomas Kruse, Alexandre Popier. Optimal position targeting via decoupling fields. 2018 hal-01500311 | |
| Anis Matoussi, Hao Xing. Convex duality for stochastic differential utility. 2018 hal-01740702 | |
| Anis Matoussi, Wissal Sabbagh. Numerical Computation for Backward Doubly SDEs with random terminal time. 2018 hal-01740713 | |
| Marina Kleptsyna, Pavel Chigansky. Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process. 2018 hal-01740657 | |
| Anis Matoussi, Clémence Alasseur, Imen Ben Taher. An Extended Mean Field Game for Storage in Smart Grids. 2018 hal-01740707 | |
| Anis Matoussi. Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs. 2018 hal-01740682 | |
| Marina Kleptsyna, P. Chigansky, D. Marushkevych. Exact spectral asymptotics of fractional processes. 2018 hal-01740661 | |
| Nicole El Karoui, Anis Matoussi, Armand Ngoupeyou. Quadratic Exponential Semimartingales and Application to BSDEs with jumps. 2018 hal-01740692 | |
| Anis Matoussi. Optimal stochastic control problem under model uncertainty with non-entropic penalty. 2018 hal-01740667 | |
| Marina Kleptsyna, P. Chigansky, D. Marushkevych. On the eigenproblem for Gaussian bridges. 2018 hal-01740665 | |
| Ali Devin Sezer, Thomas Kruse, Alexandre Popier, Ali Devin Sezer. Backward Stochastic Differential Equations with Nonmarkovian Singular Terminal Values. 2018 hal-01401230 | |
| Alexandre Popier, Chao Zhou. Second order BSDE under monotonicity condition and liquidation problem under uncertainty *. 2017 hal-01670329 | |
| Christophe Dutang. Some explanations about the IWLS algorithm to fit generalized linear models. 2017 hal-01577698 | |
| Alain Bensoussan, Alexandre Brouste. Marginal Weibull diffusion model for wind speed modeling and short-term forecasting. 2017 hal-01590587 | |
| Alexandre Popier. Integro-partial differential equations with singular terminal condition. 2017 hal-01293775 | |
| Thomas Kruse, Alexandre Popier. L^p -solution for BSDEs with jumps in the case p < 2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration".. 2017 hal-01450966 | |
| A Popier. Limit behaviour of BSDE with jumps and with singular terminal condition. 2016 hal-01254986 | |
| T Kruse, A Popier. Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting. 2015 hal-01139364 | |
| T Kruse, A Popier. BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. 2015 hal-01094836 | |
| A Matoussi, Lambert Piozin, A Popier. Stochastic partial differential equations with singular terminal condition. 2015 hal-01152687 | |
| Bashar Dudin. Comments on the ELSV compactification of Hurwitz stacks. 2014 hal-00705862 | |
| Gérard Leloup, Francois Lucas. c-regular cyclically ordered groups. 2013 hal-00919983 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Homogenization of random parabolic operators. Diffusion approximation.. 2013 hal-00842809 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of drift parameter in fractional diffusion system. 2010 hal-00486428 | |
| Boualem Djehiche, Said Hamadène, Marie Amélie Morlais. Optimal stopping of expected profit and cost yields in an investment under uncertainty. 2009 hal-00448458 | |
| Thibault Candela, François Renard, Michel Bouchon, Alexandre Brouste, David Marsan, et al.. Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements. 2008 hal-00326981 | |
| Stefan Ankirchner, Peter Imkeller, Alexandre Popier. On measure solutions of backward stochastic differential equations. 2008 hal-00373487 |
| Bertrand Antti Maury, Etienne Pinsard, Sylvain Faure, Fatima Al Reda. Faster is Slower effect for evacuation processes: a granular standpoint. Journal of Computational Physics, In press, VSI: In honor of Roland Glowinski hal-04490266 | |
| O. Chernoyarov, S. Dachian, C. Farinetto, Yu. Kutoyants. Localization of Two Radioactive Sources on the Plane. Statistical Inference for Stochastic Processes, 2024, 27 (1), pp.1-23 hal-03687265 | |
| Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. One-step closed-form estimator for generalized linear model with categorical explanatory variables. Statistics and Computing, 2023, 33 (6), pp.138 hal-04251559 | |
| Marie Badreau, Frédéric Proïa. Consistency and asymptotic normality in a class of nearly unstable processes. Statistical Inference for Stochastic Processes, 2023, 26 (3), pp.619-641 hal-04233891 | |
| Sylvain Maugeais, Gilbert Joel. Brass player's mask parameters obtained by inverse method. Acta Acustica, In press hal-04102154 | |
| Samir Ben Hariz, Alexandre Brouste, Youssef Esstafa, Marius Soltane. Fast calibration of weak FARIMA models. ESAIM: Probability and Statistics, 2023, 27, pp.156-173 hal-03700112 | |
| L. Fauquembergue, V. Le Guen, Marie Badreau, Fabien Gilbert, A. Descatha. Sectors-Job retention/disability matrix on Reunion Island: From description and prediction by Machine Learning to prevention of job loss. Archives des Maladies Professionnelles et de L'Environnement, 2023, 84 (2) hal-04191052 | |
| Alexandre Brouste, Christian Farinetto. Fast and asymptotically efficient estimation in the Hawkes processes. Japanese Journal of Statistics and Data Science , In press hal-04020985 | |
| Deba Datta Mandal, Mourad Bentahar, A. El Mahi, Alexandre Brouste, Rachid El Guerjouma, et al.. Analysis of acoustic emission signals for the characterization of cracking of reinforced concrete T-beams. Academic Journal of Civil Engineering, 2023 hal-04305559 | |
| Rémi Mattéoli, Joël Gilbert, Soizic Terrien, Jean-Pierre Dalmont, Christophe Vergez, et al.. Diversity of ghost notes in tubas, euphoniums and saxhorns. Acta Acustica, 2022, 6 (32) hal-03719430 | |
| Alexandre Brouste, Christophe Dutang, Tom Rohmer. A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables. Communications in Statistics - Simulation and Computation, In press, pp.1-17 hal-03689206 | |
| Anis Matoussi, Mohamed Mrad. Dynamic Utility and related nonlinear SPDE driven by Lévy Noise.. International Journal of Theoretical and Applied Finance, 2022 hal-03025475 | |
| O. Chernoyarov, S. Dachian, Yu. Kutoyants, A. Zyulkov. On Estimation Errors in Optical Communication and Location. Automation and Remote Control / Avtomatika i Telemekhanika, 2022, 82 (12), pp.2041-2075 hal-04384528 | |
| K. Sasikumar Raja, Milan Maksimovic, Eduard P. Kontar, Xavier Bonnin, Philippe Zarka, et al.. Spectral Analysis of Solar Radio Type III Bursts from 20 kHz to 410 MHz. The Astrophysical Journal, 2022, 924 (2), pp.58 hal-03536697 | |
| Rémi Mattéoli, Joël Gilbert, Christophe Vergez, Jean-Pierre Dalmont, Sylvain Maugeais, et al.. Minimal blowing pressure allowing periodic oscillations in a model of bass brass instruments. Acta Acustica, 2021, 5 (57) hal-03479662 | |
| O. Chernoyarov, S. Dachian, C. Farinetto, Yu. Kutoyants. Estimation of the Position and Time of Emission of a Source. Statistical Inference for Stochastic Processes, 2021, 25 (1), pp.61-82 hal-04384581 | |
| Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. Mathematics of Operations Research, 2021, 46 (4), pp.1250-1281 hal-03663072 | |
| Alexandre Brouste. Testing the accuracy of WIM systems: Application to a B-WIM case. Measurement - Journal of the International Measurement Confederation (IMEKO), 2021, 185, pp.110068 hal-03687204 | |
| Ghislaine Gayraud, I. Votsi, V. Barbu, N. Limnios. Hypotheses testing and posterior concentration rates for semi-Markov processes. Statistical Inference for Stochastic Processes, 2021, 24 (3), pp.707-732 hal-03545271 | |
| A. Bensoussan, Alexandre Brouste, F.B. Cartiaux, C. Mathey, L. Mertz. Mathematical formulation of a dynamical system with dry friction subjected to external forces. Physica D: Nonlinear Phenomena, 2021, 421, pp.132859 hal-03687246 | |
| Pavel Chigansky, Dmytro Marushkevych, Marina Kleptsyna. Sharp asymptotics in a fractional Sturm-Liouville problem. Fractional Calculus and Applied Analysis, 2021, 24 (3), pp.715-738 hal-03658943 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach. Stochastic Processes and their Applications, 2021 hal-03040517 | |
| Paulwin Graewe, Alexandre Popier. Asymptotic approach for backward stochastic differential equation with singular terminal condition. Stochastic Processes and their Applications, 2021, 133, pp.247-277 hal-03663070 | |
| Mahdi Ahmadi, Alexandre Popier, Ali Devin Sezer. Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration. Electronic Journal of Probability, 2021, 26 (none) hal-03663073 | |
| Frédéric Proïa, Marius Soltane. Comments on the presence of serial correlation in the random coefficients of an autoregressive process. Statistics and Probability Letters, 2021, 170, pp.108988 hal-02861556 | |
| Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou. OneStep : Le Cam's One-step Estimation Procedure. The R Journal, 2021, 13 (1), pp.366 hal-03452455 | |
| Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. ESAIM: Probability and Statistics, 2021, 25, pp.133-203 hal-03178603 | |
| Anis Matoussi, Dylan Possamaï, Chao Zhou. Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty". The Annals of Applied Probability, 2021, 31 (3), pp.1505-1522 hal-01546734 | |
| Marie Gaille, Marco Araneda, Clément Dubost, Clémence Guillermain, Sarah Kaakai, et al.. Ethical and social implications of approaching death prediction in humans - when the biology of ageing meets existential issues. BMC Medical Ethics, 2020, 21 (1) halshs-03085823 | |
| Marie Gaille, Marco Araneda, Clément Dubost, Clémence Guillermain, Sarah Kaakai, et al.. Conséquences éthiques et sociales de biomarqueurs prédictifs de la mort chez l’homme : La vieillesse et la mort, problématiques comportementales et sociétales. Médecine/Sciences, 2020, 36 (12), pp.1199-1206 hal-03049539 | |
| Dmytro Marushkevych, Alexandre Popier. Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting. Probability, Uncertainty and Quantitative Risk, 2020, 5 (1) hal-02540615 | |
| Pavel Chigansky, Marina Kleptsyna, Dmytro Marushkevych. On the eigenproblem for Gaussian bridges. Bernoulli, 2020, 26 (3) hal-03658946 | |
| Said Hamadène, Tingshu Mu. Systems of reflected BSDEs with interconnected bilateral obstacles: Existence, uniqueness and applications. Bulletin des Sciences Mathématiques, 2020, 161, pp.102854 - hal-03489351 | |
| Alexandre Brouste, Chunhao Cai, Marius Soltane, Longmin Wang. Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Statistical Inference for Stochastic Processes, 2020, 23 (2), pp.301-318 hal-03687258 | |
| Joel Gilbert, Sylvain Maugeais, Christophe Vergez. Minimal blowing pressure allowing periodic oscillations in a simplied reed musical instrument model: Bouasse-Benade prescription assessed through numerical continuation. Acta Acustica, In press hal-02994219 | |
| Alexandre Brouste, Marius Soltane, Irene Votsi. One-step estimation for the fractional Gaussian noise at high-frequency. ESAIM: Probability and Statistics, 2020, 24, pp.827-841 hal-03022878 | |
| Cristina Di Girolami, Francesco Russo. About classical solutions of the path-dependent heat equation. Random Operators and Stochastic Equations, 2020, 1, pp.35-62 hal-01762783 | |
| Alexandre Brouste, Christophe Dutang, Tom Rohmer. Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling. Computational Statistics, 2020 hal-01781504 | |
| Christian Farinetto, Jean-Jacques Crappier Pierre Gascou Carole Maunoury Franck Maunoury Gi Mateusen. The Akan Weighing System restored after 120 years of oblivion. A metrological study of 9301 geometric gold-weights. Colligo : Histoire(s) des collections, 2019 hal-02860698 | |
| O. Chernoyarov, S. Dachian, Yu. Kutoyants. Poisson Source Localization on the Plane: Cusp Case. Annals of the Institute of Statistical Mathematics, 2019, 72 (5), pp.1137-1157 hal-04384373 | |
| Alexandre Popier, Chao Zhou. Second-order BSDE under monotonicity condition and liquidation problem under uncertainty. The Annals of Applied Probability, 2019, 29 (3), pp.1685-1739 hal-02540614 | |
| Irene Votsi. Conditional failure occurrence rates for semi-Markov chains. Journal of Applied Statistics, 2019 hal-01761067 | |
| Ali Devin Sezer, Thomas Kruse, Alexandre Popier. Backward stochastic differential equations with non-Markovian singular terminal values. Stochastics and Dynamics, 2019, 19 (02), pp.1950006 hal-02540612 | |
| Irene Votsi, Alexandre Brouste. Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production. Journal of Applied Statistics, 2019, 46 (10), pp.1756-1773 hal-01590520 | |
| Anis Matoussi, Dylan Possamaï, Wissal Sabbagh. Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs. Probability Theory and Related Fields, 2019, 174, pp.177-233 hal-01481372 | |
| Marco Fuhrman, Marie Amélie Morlais. Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs. Stochastic Processes and their Applications, In press hal-01992004 | |
| Yury Kutoyants. On Nonparametric Estimation for SDE with Delay. Annales de l'ISUP, 2019, 63 (2-3), pp.11-20 hal-02367609 | |
| Christian Farinetto, Yu. Kutoyants, A. Top. Poisson source localization on the plane: change-point case. Annals of the Institute of Statistical Mathematics, In press hal-02016524 | |
| Alexandre Brouste, Masaaki Fukasawa. Local asymptotic normality property for fractional Gaussian noise under high-frequency observations. Annals of Statistics, 2018, 46 (5), pp.2045-2061 hal-02370019 | |
| Alexandre Brouste, Hiroki Masuda. Efficient estimation of stable Lévy process with symmetric jumps. Statistical Inference for Stochastic Processes, 2018, 21 (2), pp.289-307 hal-02370028 | |
| Christian Farinetto, Franck Maunoury, Stephane Ruckly, Jeremy Guenezan, Jean-Christophe Lucet, et al.. Cost-effectiveness analysis of chlorhexidine-alcohol versus povidone iodine-alcohol solution in the prevention of intravascular-catheter-related bloodstream infections in France. PLoS ONE, 2018, 13 (5) hal-01802878 | |
| Xavier Milhaud, Christophe Dutang. Lapse tables for lapse risk management in insurance: a competing risk approach. European Actuarial Journal, 2018, 8 (1), pp.97-126 hal-01985256 | |
| Patrick Beissner, Laurent Denis. DUALITY AND GENERAL EQUILIBRIUM THEORY UNDER KNIGHTIAN UNCERTAINTY *. SIAM Journal on Financial Mathematics, 2018 hal-01585973 | |
| S. Dachian, N. Kordzakhia, Yu. Kutoyants, A. Novikov. Estimation of Cusp Location of Stochastic Processes: a Survey. Statistical Inference for Stochastic Processes, 2018, 21 (2), pp.345-362 hal-04384336 | |
| Frédéric Proïa, Marius Soltane. A test of correlation in the random coefficients of an autoregressive process. Mathematical Methods of Statistics, 2018, 27 (2), pp.119-144 hal-01337540 | |
| Oleg Chernoyarov, Serguei Dachian, Yu. Kutoyants. On Parameter Estimation for Cusp-type Signals. Annals of the Institute of Statistical Mathematics, 2018, 70 (1), pp.39-62 hal-01741241 | |
| Said Hamadene, Xuzhe Zhao. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles of Non-Local Type. Journal of Dynamics and Differential Equations, 2017 hal-01759563 | |
| Alioune Top, O. Chernoyarov, A. Kutoyants. On multiple change-point estimation for Poisson process. Communications in Statistics - Theory and Methods, 2017, 47 (5), pp.1215 - 1233 hal-01760344 | |
| Anis Matoussi, Wissal Sabbagh, Tusheng Zhang. Backward doubly SDEs and semilinear stochastic PDEs in a convex domain. Stochastic Processes and their Applications, 2017, 127 (9), pp.2781 - 2815 hal-01740652 | |
| Marina Kleptsyna, Pavel Chigansky. Exact asymptotics in eigenproblems for fractional Brownian covariance operators. Stochastic Processes and their Applications, 2017 hal-01673459 | |
| Alexandre Popier. Integro-partial differential equations with singular terminal condition. Nonlinear Analysis: Hybrid Systems, 2017, 155, pp.72 - 96 hal-01639658 | |
| Marina Kleptsyna, Ana Prior, Paula Milheiro-Oliveira. On maximum likelihood estimation of the drift matrix of a degenerated O–U process. Statistical Inference for Stochastic Processes, 2017, 20 (1), pp.57 - 78 hal-01673458 | |
| Alexandre Popier, Anis Matoussi, L. Piozin. Stochastic partial differential equations with singular terminal condition. Stochastic Processes and their Applications, 2017, 127 (3), pp.831 - 876 hal-01639665 | |
| Maroua Ben Abdeddaiem. On ADFgoodness-of-fit test with parametric hypotheses for ergodic diffusion process using a minimum distance estimator. Annales de l'ISUP, 2017, 61 (1-2), pp.33-68 hal-03605877 | |
| S. Maugeais, Joel Gilbert. Nonlinear Acoustic Propagation Applied to Brassiness Studies, a New Simulation Tool in the Time Domain. Acta Acustica united with Acustica, 2017, 103 (1), pp.67 - 79 hal-01877715 | |
| Christophe Dutang. Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators. Communications in Statistics - Theory and Methods, 2017, 46 (8), pp.3801-3828 hal-01163638 | |
| Alioune Top, Ali Souleyman Dabye, Donald Tanguep. ON THE CRAMÉR-VON MISES TEST FOR POISSON PROCESSES WITH SCALE PARAMETER. Far East Journal of Theoretical Statistics, 2016 hal-01849106 | |
| Christian Farinetto. On hypothesis tests in misspecified change-point problems for a Poisson process. Communications in Statistics - Theory and Methods, 2016, 46 (20), pp.10103 - 10115 hal-01759542 | |
| Alexandre Popier, T. Kruse. Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting. Stochastic Processes and their Applications, 2016, 126 (9), pp.2554 - 2592 hal-01639645 | |
| Konstantinos Koutroumpas, Paolo Ballarini, Irene Votsi, Paul-Henry Cournède. Bayesian parameter estimation for the Wnt pathway: an infinite mixture models approach. Bioinformatics, 2016, 32 (17), pp.i781 - i789 hal-01817488 | |
| Omar Aklouche, Adrien Pelat, Sylvain Maugeais, François Gautier. Scattering of flexural waves by a pit of quadratic profile inserted in an infinite thin plate. Journal of Sound and Vibration, 2016, 375, pp.38-52 hal-02453174 | |
| Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix. Conditional fractional Gaussian fields with the package FieldSim. The R Journal, 2016, 8 (1), pp.38-47 hal-02271831 | |
| Marina Kleptsyna, Chunhao Cai, Pavel Chigansky. Mixed Gaussian processes: A filtering approach. Annals of Probability, 2016, 44 (4), pp.3032 - 3075 hal-01673456 | |
| Alexandre Brouste, Alain Bensoussan. Cox-Ingersoll-Ross model for wind speed modeling and forecasting. Wind Energy, 2016, 19 (7), pp.1355 - 1365 hal-01634645 | |
| Christian Farinetto. On hypothesis tests for disk-type intensities of spatial poisson processes. Communications in Statistics - Theory and Methods, 2016, 46 (9), pp.4353 - 4368 hal-01759535 | |
| Laurent Denis, Tuyet Mai Nguyen. Malliavin calculus for Markov chains using perturbations of time. Stochastics: An International Journal of Probability and Stochastic Processes, 2016, 88 (6), pp.813-840 hal-03687223 | |
| Christophe Dutang, Yuri Goegebeur, Armelle Guillou. Robust and bias-corrected estimation of the probability of extreme failure sets . Sankhya A, 2016, 78 (1), pp.52-86 hal-01616187 | |
| Alexandre Popier. Limit behaviour of BSDE with jumps and with singular terminal condition. ESAIM: Probability and Statistics, 2016, 20, pp.480 - 509 hal-01639653 | |
| Achref Bachouch, Emmanuel Gobet, Anis Matoussi. Empirical Regression Method for Backward Doubly Stochastic Differential Equations. SIAM/ASA Journal on Uncertainty Quantification, 2016, 4 (1), pp.358-379 hal-01152886 | |
| Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypothesis Testing for Poisson Processes. Singular Cases. Communications in Statistics - Theory and Methods, 2016, 45 (23), pp.6833-6859 hal-00967716 | |
| Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypothesis Testing for Poisson Processes. Regular Case. Communications in Statistics - Theory and Methods, 2016, 45 (23), pp.6816-6832 hal-00967712 | |
| Alexandre Brouste, Christophe Dutang. Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving. Bulletin Français d'Actuariat, 2016 hal-01616192 | |
| Sylvain Maugeais. Quelques calculs d’espaces \mathbb{R}^i f_* G sur des courbes. Journal de Théorie des Nombres de Bordeaux, 2016, 28 (2), pp.361 - 390 hal-01734902 | |
| Alexandre Popier, T. Kruse. BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. Stochastics: An International Journal of Probability and Stochastic Processes, 2015, pp.1 - 49 hal-01651607 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions. Stochastics and Dynamics, 2015, 15 (04), pp.1550023 hal-02370116 | |
| Alexandre Brouste, Jie Tang, Kwok Leung Tsui. Some improvements of wind speed Markov chain modeling. Renewable Energy, 2015, 81, pp.52 - 56 hal-01634623 | |
| Serguei Dachian, Lin Yang. On a Poissonian Change-Point Model with Variable Jump Size. Statistical Inference for Stochastic Processes, 2015, 18 (2) hal-00967708 | |
| Alexandre Popier, M. Kleptsyna, Andrey Piatnitski. Homogenization of random parabolic operators. Diffusion approximation. Stochastic Processes and their Applications, 2015, 125 (5), pp.1926 - 1944 hal-01636331 | |
| Anis Matoussi, Wissal Sabbagh, Chao Zhou. The obstacle problem for semilinear parabolic partial integro-differential equations. Stochastics and Dynamics, 2015, 15 (01) hal-01740723 | |
| I. Votsi, N. Limnios. Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains. Journal of Nonparametric Statistics, 2015, 27 (2), pp.149 - 166 hal-01635224 | |
| Ying Hu, Anis Matoussi, Tusheng Zhang. Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations. Stochastic Processes and their Applications, 2015, 125 (12), pp.4375-4404 hal-01058778 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator. Discrete & Continuous Dynamical Systems - A, 2015, 35 (11), pp.5185-5202 hal-03687270 | |
| François Bachoc, Achref Bachouch, Lionel Lenôtre. Hastings-Metropolis algorithm on Markov chains for small-probability estimation. ESAIM: Proceedings, 2015, 48, pp.33 hal-01058939 | |
| Marina Kleptsyna, Alain Le Breton, Bernard Ycart. Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes. Modern Stochastics: Theory and Applications, 2015, 2 (3), pp.267-286 hal-01116720 | |
| Anis Matoussi, Dylan Possamaï, Chao Zhou. Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model. Mathematical Finance, 2015, 25 (2), pp.258-287 hal-00919124 | |
| Marina Kleptsyna, Yu. A. Kutoyants. On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes. Statistical Inference for Stochastic Processes, 2014, 17 (3), pp.295 - 319 hal-01673453 | |
| Anis Matoussi, Lambert Piozin, Dylan Possamaï. Second-order BSDEs with general reflection and game options under uncertainty. Stochastic Processes and their Applications, 2014, 124 (7), pp.2281-2321 hal-01067269 | |
| Alexandre Brouste, C. Cai, M. Kleptsyna. Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Mathematical Methods of Statistics, 2014, 23 (2), pp.103 - 115 hal-01634621 | |
| Marina Kleptsyna, Alain Le Breton, Bernard Ycart. Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process. Statistics and Probability Letters, 2014, 87, pp.70-75 hal-00921152 | |
| I. Votsi, N. Limnios, G. Tsaklidis, E. Papadimitriou. Hidden Semi-Markov Modeling for the Estimation of Earthquake Occurrence Rates. Communications in Statistics - Theory and Methods, 2014, 43 (7), pp.1484 - 1502 hal-01635180 | |
| Alexandre Brouste, Alain Bensoussan, Pierre Bertrand. A generalized linear model approach to seasonal aspects of wind speed modeling. Journal of Applied Statistics, 2014, 41 (8), pp.1694 - 1707 hal-01634620 | |
| Alain Bensoussan, Pierre Raphaël Bertrand, Alexandre Brouste, Nabiha Haouas, Mehdi Fhima, et al.. Confidence intervals for annual wind power production. ESAIM: Proceedings, 2014, 44, pp.150 - 158 hal-01634613 | |
| Christophe Dutang, Yuri Goegebeur, Armelle Guillou. Robust and bias-corrected estimation of the coefficient of tail dependence. Insurance: Mathematics and Economics, 2014, 57 (1) hal-01311680 | |
| Cristina Di Girolami, Francesco Russo. Generalized covariation for Banach space valued processes, Itô formula and applications. Osaka Journal of Mathematics, 2014, 51 (3) inria-00545660 | |
| Cristina Di Girolami, Giorgio Fabbri, Francesco Russo. The covariation for Banach space valued processes and applications. Metrika, 2014, 77 (1), pp.51-104 hal-00780430 | |
| Alexandre Brouste, Masaaki Fukasawa, Hideitsu Hino, Stefano M. Iacus, Kengo Kamatani, et al.. The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations. Journal of Statistical Software, 2014, 57 (4) hal-01634617 | |
| Anis Matoussi, Dylan Possamaï, Chao Zhou. Second order reflected backward stochastic differential equations. The Annals of Applied Probability, 2013, 23 (6), pp.2420-2457 hal-00919119 | |
| Alexandre Brouste, Chunhao Cai. CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS. Stochastics and Dynamics, 2013, 13 (03) hal-01634610 | |
| Alexandre Brouste, Stefano M. Iacus. Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package. Computational Statistics, 2013, 28 (4), pp.1529 - 1547 hal-01634606 | |
| I. Votsi, N. Limnios, G. Tsaklidis, E. Papadimitriou. Hidden Markov models revealing the stress field underlying the earthquake generation. Physica A: Statistical Mechanics and its Applications, 2013, 392 (13), pp.2868 - 2885 hal-01635223 | |
| Nicolas Bouleau, Laurent Denis. Chaotic extensions and the lent particle method for Brownian motion. Electronic Journal of Probability, 2013, 18 (none) hal-03687252 | |
| Marie Amélie Morlais, Said Hamadène. Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem. Applied Mathematics and Optimization, 2013, 67 (2), pp.163-196 hal-01835115 | |
| Alexandre Brouste, Marina Kleptsyna. Kalman type filter under stationary noises. Systems and Control Letters, 2012, 61 (12), pp.1229 - 1234 hal-01634605 | |
| Alexandre Brouste, Alain Bensoussan, Pierre Raphaël Bertrand. Forecasting the energy produced by a windmill on a yearly basis. Stochastic Environmental Research and Risk Assessment, 2012, 26 (8), pp.1109 - 1122 hal-01634598 | |
| Irene Votsi, Nikolaos Limnios, George Tsaklidis, Eleftheria Papadimitriou. Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models. Methodology and Computing in Applied Probability, 2012, 14 (3), pp.685 - 703 hal-01635178 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of the drift parameter in fractional diffusion systems. Statistical Inference for Stochastic Processes, 2012, 15 (2), pp.133 - 149 hal-01634601 | |
| Alexandre Popier, Said Hamadène. L p -SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. Stochastics and Dynamics, 2012, 12 (02) hal-01636326 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Fractional Diffusion with Partial Observations. Communications in Statistics - Theory and Methods, 2011, 40 (19-20), pp.3479 - 3491 hal-01634596 | |
| Marina L. Kleptsyna, Alain Le Breton, Michel Viot. Filtering with exponential criteria via linear observation channels. Global and Stochastic Analysis, 2011, 1 (1), pp.57-77 hal-00851599 | |
| Alexandre Brouste, Marina Kleptsyna. Asymptotic properties of MLE for partially observed fractional diffusion system. Statistical Inference for Stochastic Processes, 2010, 13 (1), pp.1 - 13 hal-01634593 | |
| Alexandre Brouste. Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises. Journal of Statistical Planning and Inference, 2010, 140 (2), pp.551 - 558 hal-01634589 | |
| Alexandre Popier, Stefan Ankirchner, Peter Imkeller. On measure solutions of backward stochastic differential equations. Stochastic Processes and their Applications, 2009, 119 (9), pp.2744 - 2772 hal-01636319 | |
| Serguei Dachian, Yury Kutoyants. Hypotheses Testing: Poisson Versus Stress-release. Journal of Statistical Planning and Inference, 2009, 139 (5), pp.1668-1684 hal-00110604 | |
| Alexandre Popier, Boualem Djehiche, Said Hamadène. A Finite Horizon Optimal Multiple Switching Problem. SIAM Journal on Control and Optimization, 2009, 48 (4), pp.2751 - 2770 hal-01636320 | |
| Thibault Candela, François Renard, Michel Bouchon, Alexandre Brouste, David Marsan, et al.. Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements. Pure and Applied Geophysics, 2009, 166 (10-11), pp.1817-1851 insu-00410954 | |
| A Rabhi. On the Goodness-of-fit Testing of Composite Hypothesis for Dynamical Systems with Small Noise. Annales de l'ISUP, 2009, LIII (2-3), pp.31-48 hal-03634256 | |
| Alexandre Popier, Stefan Ankirchner, Peter Imkeller. Optimal Cross Hedging of Insurance Derivatives. Stochastic Analysis and Applications, 2008, 26 (4), pp.679 - 709 hal-01636317 | |
| Alexandre Popier. Backward stochastic differential equations with random stopping time and singular final condition. Annals of Probability, 2007, 35 (3), pp.1071 - 1117 hal-01636315 | |
| Philippe Briand, Jean-Pierre Lepeltier, Jaime San Martin. One-dimensional backward stochastic differential equations whose coefficient is monotonic in y and non-Lipschitz in z. Bernoulli, 2007, 13 (1), pp.80-91 hal-00364645 | |
| Alexandre Popier. Backward stochastic differential equations with singular terminal condition. Stochastic Processes and their Applications, 2006, 116 (12), pp.2014 - 2056 hal-01636313 | |
| Bruno Deschamps, Gérard Leloup. La structure profinie du groupe des unités d'un anneau de séries entières à coefficients dans un anneau fini. Journal of Algebra, 2006, 295 (1), pp.81-93 hal-02141907 | |
| Serguei Dachian, Yury Kutoyants. Hypotheses Testing: Poisson Versus Self-exciting. Scandinavian Journal of Statistics, 2006, 33 (2), pp.391-408 hal-00469707 | |
| Serguei Dachian, Yury Kutoyants. On Cusp Estimation of Ergodic Diffusion Process. Journal of Statistical Planning and Inference, 2003, 117 (1), pp.153-166 hal-00469712 | |
| Fabien Campillo, Yuri Kutoyants, François Le Gland. Small noise asymptotics of the GLR test for off-line change detection in misspecified diffusion processes. Stochastics and Stochastics Reports, 2000, 70 (1--2), pp.109--129 hal-00652116 | |
| Serguei Dachian. Nonparametric Estimation for Gibbs Random Fields Specified Through One-Point Systems. Statistical Inference for Stochastic Processes, 1998, 1 (3), pp.245-264 hal-00469716 |
| Jean-Pierre Dalmont, Rémi Mattéoli, Sylvain Maugeais, Soizic Terrien, Christophe Vergez. The bichromator as the quintessence of a saxophone and the question of harmonicity. Forum Acusticum, Sep 2023, Turin, Italy hal-04281773 | |
| Rémi Mattéoli, Jean-Pierre Dalmont, Sylvain Maugeais, Soizic Terrien, C Vergez. One pedal note can hide another. Forum Acusticum, Sep 2023, Turin, Italy hal-04281802 | |
| Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. One-step closed-form estimator for generalized linear model with categorical explanatory variables. 54es Journées de Statistique 2023, Université Libre de Bruxelles, Jul 2023, Bruxelles (Belgique), Belgium. 7 p hal-04251593 | |
| Thomas Passa, Soizic Terrien, Sylvain Maugeais, Bruno Gazengel. Saxophone: influence des conditions initiales sur le régime de jeu. JJCAAS 2023 : Journées Jeunes Chercheurs en Audition, Acoustique musicale et Signal audio, Société Française d'Acoustique [SFA], Sciences et Technologies de la Musique et du Son [UMR 9912 - STMS], Apr 2023, Paris, France hal-04073783 | |
| Oleg Chernoyarov, Serguei Dachian, Yury Kutoyants, Alexandra Salnikova. On an identification of a source of emission on the plane: A survey. PROCEEDINGS OF THE IV INTERNATIONAL CONFERENCE ON MODERNIZATION, INNOVATIONS, PROGRESS: Advanced Technologies in Material Science, Mechanical and Automation Engineering: MIP: Engineering-IV-2022, Apr 2022, Krasnoyarsk, Russia. pp.060023 hal-04539436 | |
| O. Chernoyarov, S. Dachian, Yu. Kutoyants, A. Zyulkov. Pulse Signals Models in Optical Communication and Location. Proceedings of the XXVI International Scientific and Technical Conference "Radiolocation, Navigation, Communications" (RLNC 2020), vol. 1, Sep 2020, Voronezh, Russia. pp.237-242 hal-04386751 | |
| Joël Gilbert, Sylvain Maugeais, Christophe Vergez. From the bifurcation diagrams to the ease of playing of reed musical instruments. A theoretical illustration of the Bouasse-Benade prescription?. International Symposium on Music Acoustics (ISMA 2019), Sep 2019, Detmold, Germany hal-02169517 | |
| Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypotheses Testing for Poisson Processes: Regular and Singular Cases. Proceedings of the 2019 International Scientific Conference on Robust Statistics and Financial Mathematics, Jul 2019, Tomsk, Russia. pp.11-19 hal-04386749 | |
| Joel Gilbert, Sylvain Maugeais, Christophe Vergez. From the bifurcation diagrams to the ease of playing of reed musical instruments. Application to a reed-like instrument having two quasi-harmonic resonances. 7th International Conference on Nonlinear Vibrations, Localization and Energy Transfer, Jul 2019, Marseille, France hal-02310554 | |
| Serguei Dachian, Lin Yang. Estimation and Testing of a Small Change Location in the Intensity of a Poisson Process. Proceedings of the 2018 International Scientific Conference on Robust Statistics and Financial Mathematics, Jul 2018, Tomsk, Russia. pp.22-30 hal-04386748 | |
| O Aklouche, Adrien Pelat, Sylvain Maugeais, François Gautier. Model of flexural wave scattering from an acoustic black hole in an infinite thin plate. XIX th Symposium Vibrations Shocks and Noise, Jun 2014, Aix En Provence, France hal-01170095 | |
| François Bachoc, Achref Bachouch, Lionel Lenôtre. A variance reduction method for interacting particles system. CEMRACS 2013, 2013, Marseille, France hal-00907560 |
| Achraf Tamtalini. Utility Maximization Problem with Uncertainty and Stochastic Algorithms for Systemic Risk Measures. Optimization and Control [math.OC]. Le Mans Université, 2022. English tel-04378581 | |
| Chefia Ziri. Stochastic control and applications : Mean field types and dynamic utilities. Probability [math.PR]. Le Mans Université; Université de Tunis El Manar, 2022. English tel-03869744 | |
| Sarra Neffati. Systems of PDEs and reflected BSDEs with interconnected obstacles and related optimal switching problems. Analysis of PDEs [math.AP]. Le Mans Université; École nationale d'ingénieurs de Tunis (Tunisie), 2021. English tel-03537311 | |
| Marius Soltane. Statistique asymptotique de certaines séries chronologiques à mémoire. Statistiques [math.ST]. Le Mans Université, 2020. Français tel-03092320 | |
| Tingshu Mu. Backward stochastic differential equations and applications : optimal switching, stochastic games, partial differential equations and mean-field. Classical Analysis and ODEs [math.CA]. Le Mans Université, 2020. English tel-03205892 | |
| Rym Salhi. Contributions to quadratic backward stochastic differential equations with jumps and applications. Classical Analysis and ODEs [math.CA]. Le Mans Université; Université de Tunis. Faculté des sciences de Tunis, 2019. English tel-02886647 | |
| Arij Manai. Some contributions to backward stochastic differential equations and applications. General Mathematics [math.GM]. Le Mans Université; Université de Tunis El-Manar. Faculté des Sciences de Tunis (Tunisie), 2019. English tel-03016927 | |
| Dmytro Marushkevych. Asymptotic study of covariance operator of fractional processes : analytic approach with applications. General Mathematics [math.GM]. Le Mans Université, 2019. English tel-02150298 | |
| Fanny Larissa Noubiagain Chomchie. Contributions to second order reflected backward stochastic differentials equations. General Mathematics [math.GM]. Université du Maine, 2017. English tel-01794144 | |
| Samvel Gasparyan. Two problems of statistical estimation for stochastic processes. Statistics [math.ST]. Le Mans Université; Université d'État d'Erevan (Erevan, Arménie), 2016. English tel-01648364 | |
| Alioune Top. Estimation paramétriques et tests d'hypothèses pour des modèles avec plusieurs ruptures d'un processus de poisson. Statistiques [math.ST]. Université du Maine; Université de Saint-Louis (Sénégal), 2016. Français tel-01400781 | |
| Maroua Ben Abdeddaiem. On goodness-of-fit tests with parametric hypotheses for some stochastic processes. General Mathematics [math.GM]. Le Mans Université; Université de Sfax (Tunisie), 2016. English tel-01401392 | |
| Anastasiia Motrunich. On parameter estimation for Markov sequences and applications in health economics. General Mathematics [math.GM]. Le Mans Université, 2015. English tel-01260316 | |
| Lambert Piozin. Some results on backward equations and stochastic partial differential equations with singularities. Analysis of PDEs [math.AP]. Université du Maine, 2015. English tel-01223251 | |
| Wissal Sabbagh. Some Contributions on Probabilistic Interpretation For Nonlinear Stochastic PDEs. General Mathematics [math.GM]. Université du Maine, 2014. English tel-01223477 | |
| Achref Bachouch. Numerical Computations for Backward Doubly Stochastic Differential Equations and Non-linear Stochastic PDEs. Probability [math.PR]. Université du Maine, 2014. English tel-01211320 | |
| Achref Bachouch. Numerical Computations for Backward Doubly Stochastic Differential Equations and Nonlinear Stochastic PDEs. General Mathematics [math.GM]. Université du Maine, 2014. English tel-01299199 | |
| Xuzhe Zhao. Multi-modes switching problem, backward stochastic differential equations and partial differential equations. Analysis of PDEs [math.AP]. Université du Maine, 2014. English tel-01222162 | |
| Rui Mu. Nonzero-sum stochastic differential games and backward stochastic differential equations. General Mathematics [math.GM]. Université du Maine, 2014. English tel-01147660 | |
| Chunhao Cai. Statistical analysis of some models of fractional type process. Other [q-bio.OT]. Le Mans Université, 2014. English tel-01219987 | |
| Lin Yang. Hypotheses testing problems for inhomogeneous Poisson processes. General Mathematics [math.GM]. Université du Maine, 2014. English tel-00954892 | |
| Li Zhou. Statistical problems for SDEs and for backward SDEs. General Mathematics [math.GM]. Université du Maine, 2013. English tel-00808623 | |
| Ali Kabui. Value at risk et expected shortfall pour des données faiblement dépendantes : estimations non-paramétriques et théorèmes de convergences. Mathématiques générales [math.GM]. Université du Maine, 2012. Français tel-00743159 | |
| Anis Gassem. Test d'ajustement d'un processus de diffusion ergodique à changement de régime. Mathématiques [math]. Université du Maine, 2010. Français tel-00543318 | |
| Serguei Dachian. Une Approche vers la Description et l'Identification d'une Classe de Champs Aléatoires. Probabilités [math.PR]. Université Pierre et Marie Curie - Paris VI, 1999. Français tel-00748012 |
| Alexandre Popier. Equations rétrogrades avec singularités et autres contributions au calcul stochastique. Analysis of PDEs [math.AP]. Le Mans Université, 2021 tel-03539989 |
| Sarah Kaakai, Héloïse Labit-Hardy, Séverine Arnold (-Gaille ), Nicole El Karoui. How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach.. Frontiers in stochastic analysis---{BSDE}s, {SPDE}s and their applications, 289, Springer, Cham, pp.169--199, 2019 hal-01767543 | |
| Irene Votsi. Reliability indicators for hidden Markov renewal models. Reliability Engineering: Theory and Applications, 2018 hal-01761064 | |
| Stylianos Georgiadis, N. Limnios, I. Votsi. Reliability and probability of first occurred failure for discrete-time semi-Markov systems. Applied Reliability Engineering and Risk Analysis: Probabilistic Models and Statistical Inference, Wiley, 2013 hal-01635222 | |
| Serguei Dachian, Yury Kutoyants. On the Goodness-of-Fit Tests for Some Continuous Time Processes. F.Vonta et al. Statistical Models and Methods for Biomedical and Technical Systems, Birkhäuser, Boston, pp.385-403, 2008 hal-00469703 |
| Papa Ousmane Cissé, Dominique Guegan, Abdou Kâ Diongue. On the parameters estimation of the Seasonal FISSAR Model. 2018 halshs-01832115 |
| Patrice Kiener, Christophe Dutang. The extractData() dataset analyzed with K2, K3, K4 distributions. 2016 medihal-01338886 |
| Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix. On Gaussian random fields simulations. [Research Report] TR07009, Interuniversity Attraction Pole, Statistics network. 2007 hal-00853908 |
Sélectionner un auteur :
| Guillaume Broux-Quemerais, Sarah Kaakaï, Anis Matoussi, Wissal Sabbagh. Deep learning scheme for forward utilities using ergodic BSDEs. 2024 hal-04516019 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms. 2024 hal-03871246 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Utility Maximization Problem with Uncertainty and a Jump Setting. 2022 hal-03813812 | |
| Sarah Kaakai, Anis Matoussi, Achraf Tamtalini. Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation. 2022 hal-03817818 | |
| Anis Matoussi, Mohamed Mnif, Chefia Ziri. Linear Quadratic Control Problems for Mean Field Stochastic Differential Equation with Jumps: Application in Exhaustible Resources Production. 2022 hal-03815082 | |
| Anis Matoussi, Mohamed Mrad. Dynamic Utility and related nonlinear SPDE driven by Lévy Noise.. International Journal of Theoretical and Applied Finance, 2022 hal-03025475 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach. Stochastic Processes and their Applications, 2021 hal-03040517 | |
| Anis Matoussi, Dylan Possamaï, Chao Zhou. Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty". The Annals of Applied Probability, 2021, 31 (3), pp.1505-1522 hal-01546734 | |
| Anis Matoussi, Rym Salhi. Generalized BSDE with jumps and stochastic quadratic growth. 2020 hal-03091716 | |
| Anis Matoussi, Arij Manai, Rym Salhi. Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids. 2019 hal-02160898 | |
| Anis Matoussi, Dylan Possamaï, Wissal Sabbagh. Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs. Probability Theory and Related Fields, 2019, 174, pp.177-233 hal-01481372 | |
| Alexandre Brouste, Anis Matoussi, Tom Rohmer, Christophe Dutang, Vanessa Désert, et al.. Solvency tuned premium for a composite loss distribution. 2018 hal-01883508 | |
| Anis Matoussi, Hao Xing. Convex duality for stochastic differential utility. 2018 hal-01740702 | |
| Anis Matoussi, Wissal Sabbagh. Numerical Computation for Backward Doubly SDEs with random terminal time. 2018 hal-01740713 | |
| Anis Matoussi, Clémence Alasseur, Imen Ben Taher. An Extended Mean Field Game for Storage in Smart Grids. 2018 hal-01740707 | |
| Anis Matoussi. Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs. 2018 hal-01740682 | |
| Nicole El Karoui, Anis Matoussi, Armand Ngoupeyou. Quadratic Exponential Semimartingales and Application to BSDEs with jumps. 2018 hal-01740692 | |
| Anis Matoussi. Optimal stochastic control problem under model uncertainty with non-entropic penalty. 2018 hal-01740667 | |
| Anis Matoussi, Wissal Sabbagh, Tusheng Zhang. Backward doubly SDEs and semilinear stochastic PDEs in a convex domain. Stochastic Processes and their Applications, 2017, 127 (9), pp.2781 - 2815 hal-01740652 | |
| Alexandre Popier, Anis Matoussi, L. Piozin. Stochastic partial differential equations with singular terminal condition. Stochastic Processes and their Applications, 2017, 127 (3), pp.831 - 876 hal-01639665 | |
| Achref Bachouch, Emmanuel Gobet, Anis Matoussi. Empirical Regression Method for Backward Doubly Stochastic Differential Equations. SIAM/ASA Journal on Uncertainty Quantification, 2016, 4 (1), pp.358-379 hal-01152886 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions. Stochastics and Dynamics, 2015, 15 (04), pp.1550023 hal-02370116 | |
| A Matoussi, Lambert Piozin, A Popier. Stochastic partial differential equations with singular terminal condition. 2015 hal-01152687 | |
| Anis Matoussi, Wissal Sabbagh, Chao Zhou. The obstacle problem for semilinear parabolic partial integro-differential equations. Stochastics and Dynamics, 2015, 15 (01) hal-01740723 | |
| Ying Hu, Anis Matoussi, Tusheng Zhang. Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations. Stochastic Processes and their Applications, 2015, 125 (12), pp.4375-4404 hal-01058778 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator. Discrete & Continuous Dynamical Systems - A, 2015, 35 (11), pp.5185-5202 hal-03687270 | |
| Anis Matoussi, Dylan Possamaï, Chao Zhou. Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model. Mathematical Finance, 2015, 25 (2), pp.258-287 hal-00919124 | |
| Anis Matoussi, Lambert Piozin, Dylan Possamaï. Second-order BSDEs with general reflection and game options under uncertainty. Stochastic Processes and their Applications, 2014, 124 (7), pp.2281-2321 hal-01067269 | |
| Anis Matoussi, Dylan Possamaï, Chao Zhou. Second order reflected backward stochastic differential equations. The Annals of Applied Probability, 2013, 23 (6), pp.2420-2457 hal-00919119 |
| O. Chernoyarov, S. Dachian, C. Farinetto, Yu. Kutoyants. Localization of Two Radioactive Sources on the Plane. Statistical Inference for Stochastic Processes, 2024, 27 (1), pp.1-23 hal-03687265 | |
| Alexandre Brouste, Christian Farinetto. Fast and asymptotically efficient estimation in the Hawkes processes. Japanese Journal of Statistics and Data Science , In press hal-04020985 | |
| O. Chernoyarov, S. Dachian, C. Farinetto, Yu. Kutoyants. Estimation of the Position and Time of Emission of a Source. Statistical Inference for Stochastic Processes, 2021, 25 (1), pp.61-82 hal-04384581 | |
| Christian Farinetto, Jean-Jacques Crappier Pierre Gascou Carole Maunoury Franck Maunoury Gi Mateusen. The Akan Weighing System restored after 120 years of oblivion. A metrological study of 9301 geometric gold-weights. Colligo : Histoire(s) des collections, 2019 hal-02860698 | |
| Christian Farinetto, Yu. Kutoyants, A. Top. Poisson source localization on the plane: change-point case. Annals of the Institute of Statistical Mathematics, In press hal-02016524 | |
| Christian Farinetto, Franck Maunoury, Stephane Ruckly, Jeremy Guenezan, Jean-Christophe Lucet, et al.. Cost-effectiveness analysis of chlorhexidine-alcohol versus povidone iodine-alcohol solution in the prevention of intravascular-catheter-related bloodstream infections in France. PLoS ONE, 2018, 13 (5) hal-01802878 | |
| Christian Farinetto. On hypothesis tests in misspecified change-point problems for a Poisson process. Communications in Statistics - Theory and Methods, 2016, 46 (20), pp.10103 - 10115 hal-01759542 | |
| Christian Farinetto. On hypothesis tests for disk-type intensities of spatial poisson processes. Communications in Statistics - Theory and Methods, 2016, 46 (9), pp.4353 - 4368 hal-01759535 |
| Ghislaine Gayraud, I. Votsi, V. Barbu, N. Limnios. Hypotheses testing and posterior concentration rates for semi-Markov processes. Statistical Inference for Stochastic Processes, 2021, 24 (3), pp.707-732 hal-03545271 | |
| Alexandre Brouste, Marius Soltane, Irene Votsi. One-step estimation for the fractional Gaussian noise at high-frequency. ESAIM: Probability and Statistics, 2020, 24, pp.827-841 hal-03022878 | |
| V S Barbu, Ghislaine Gayraud, Nikolaos Limnios, I. Votsi. Hypotheses testing and posterior concentration rates for semi-Markov processes. 2019 hal-02153384 | |
| Irene Votsi. Conditional failure occurrence rates for semi-Markov chains. Journal of Applied Statistics, 2019 hal-01761067 | |
| Irene Votsi, Alexandre Brouste. Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production. Journal of Applied Statistics, 2019, 46 (10), pp.1756-1773 hal-01590520 | |
| Irene Votsi. Reliability indicators for hidden Markov renewal models. Reliability Engineering: Theory and Applications, 2018 hal-01761064 | |
| Konstantinos Koutroumpas, Paolo Ballarini, Irene Votsi, Paul-Henry Cournède. Bayesian parameter estimation for the Wnt pathway: an infinite mixture models approach. Bioinformatics, 2016, 32 (17), pp.i781 - i789 hal-01817488 | |
| I. Votsi, N. Limnios. Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains. Journal of Nonparametric Statistics, 2015, 27 (2), pp.149 - 166 hal-01635224 | |
| I. Votsi, N. Limnios, G. Tsaklidis, E. Papadimitriou. Hidden Semi-Markov Modeling for the Estimation of Earthquake Occurrence Rates. Communications in Statistics - Theory and Methods, 2014, 43 (7), pp.1484 - 1502 hal-01635180 | |
| I. Votsi, N. Limnios, G. Tsaklidis, E. Papadimitriou. Hidden Markov models revealing the stress field underlying the earthquake generation. Physica A: Statistical Mechanics and its Applications, 2013, 392 (13), pp.2868 - 2885 hal-01635223 | |
| Stylianos Georgiadis, N. Limnios, I. Votsi. Reliability and probability of first occurred failure for discrete-time semi-Markov systems. Applied Reliability Engineering and Risk Analysis: Probabilistic Models and Statistical Inference, Wiley, 2013 hal-01635222 | |
| Irene Votsi, Nikolaos Limnios, George Tsaklidis, Eleftheria Papadimitriou. Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models. Methodology and Computing in Applied Probability, 2012, 14 (3), pp.685 - 703 hal-01635178 |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time. 2024 hal-04449583 | |
| Alexandre Brouste, Laurent Denis, Trâm Thi-Bao Ngô. Efficient estimation for stochastic differential equations driven by a stable Lévy process. 2023 hal-04348383 | |
| Laurent Denis, Xavier Fairise, Ze Zhong Shang. A Life-Cycle Model with health spending and endogenous life time. 2023 hal-04312929 | |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Continuity problem for BSDE and IPDE with singular terminal condition. 2023 hal-04193355 | |
| K. Sasikumar Raja, Milan Maksimovic, Eduard P. Kontar, Xavier Bonnin, Philippe Zarka, et al.. Spectral Analysis of Solar Radio Type III Bursts from 20 kHz to 410 MHz. The Astrophysical Journal, 2022, 924 (2), pp.58 hal-03536697 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach. Stochastic Processes and their Applications, 2021 hal-03040517 | |
| Patrick Beissner, Laurent Denis. DUALITY AND GENERAL EQUILIBRIUM THEORY UNDER KNIGHTIAN UNCERTAINTY *. SIAM Journal on Financial Mathematics, 2018 hal-01585973 | |
| Laurent Denis, Tuyet Mai Nguyen. Malliavin calculus for Markov chains using perturbations of time. Stochastics: An International Journal of Probability and Stochastic Processes, 2016, 88 (6), pp.813-840 hal-03687223 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions. Stochastics and Dynamics, 2015, 15 (04), pp.1550023 hal-02370116 | |
| Laurent Denis, Anis Matoussi, Jing Zhang. The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator. Discrete & Continuous Dynamical Systems - A, 2015, 35 (11), pp.5185-5202 hal-03687270 | |
| Nicolas Bouleau, Laurent Denis. Chaotic extensions and the lent particle method for Brownian motion. Electronic Journal of Probability, 2013, 18 (none) hal-03687252 |
| Alain Bensoussan, Alexandre Brouste, F.B. Cartiaux, Véronique Le Corvec, Jorge Semiao, et al.. Stochastic maintenance for large numbers of bridges. 2023 hal-03918289 | |
| Marco Fuhrman, Marie Amélie Morlais. Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs. Stochastic Processes and their Applications, In press hal-01992004 | |
| Said Hamadène, Marie Amélie Morlais. Viscosity solutions for second order integro-differential equations without monotonicity conditions: The Probabilistic Approach. 2018 hal-01835069 | |
| Marie Amélie Morlais. An extended existence result for quadratic BSDEs with jumps with application to the utility maximization problem. 2018 hal-01835176 | |
| Marie Amélie Morlais. Utility Maximization in a jump market model. 2018 hal-01835198 | |
| Boualem Djehiche, Said Hamadène, Marie Amélie Morlais. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles. 2018 hal-01835105 | |
| Marie Amélie Morlais. Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule. 2018 hal-01835159 | |
| Boualem Djehiche, Said Hamadène, Marie Amélie Morlais, Xuzhe Zhao. On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles. 2018 hal-01835081 | |
| Marie Amélie Morlais, Said Hamadène. Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem. Applied Mathematics and Optimization, 2013, 67 (2), pp.163-196 hal-01835115 | |
| Boualem Djehiche, Said Hamadène, Marie Amélie Morlais. Optimal stopping of expected profit and cost yields in an investment under uncertainty. 2009 hal-00448458 |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Higher order homogenization for random non-autonomous parabolic operators. 2022 hal-01419923 | |
| Pavel Chigansky, Dmytro Marushkevych, Marina Kleptsyna. Sharp asymptotics in a fractional Sturm-Liouville problem. Fractional Calculus and Applied Analysis, 2021, 24 (3), pp.715-738 hal-03658943 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. ASYMPTOTIC DECOMPOSITION OF SOLUTIONS TO RANDOM PARABOLIC OPERATORS WITH OSCILLATING COEFFICIENTS. 2020 hal-02954085 | |
| Pavel Chigansky, Marina Kleptsyna, Dmytro Marushkevych. On the eigenproblem for Gaussian bridges. Bernoulli, 2020, 26 (3) hal-03658946 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. On the fundamental solution of heat and stochastic heat equations. 2020 hal-02158195 | |
| D. Afterman, P. Chigansky, Marina Kleptsyna, D. Marushkevych. Linear filtering with fractional noises: large time and small noise asymptotics. 2019 hal-02378773 | |
| P. Chigansky, Marina Kleptsyna, D. Marushkevych. Mixed fractional Brownian motion: a spectral take. 2019 hal-02377525 | |
| Marina Kleptsyna, Pavel Chigansky. Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process. 2018 hal-01740657 | |
| Marina Kleptsyna, P. Chigansky, D. Marushkevych. Exact spectral asymptotics of fractional processes. 2018 hal-01740661 | |
| Marina Kleptsyna, P. Chigansky, D. Marushkevych. On the eigenproblem for Gaussian bridges. 2018 hal-01740665 | |
| Marina Kleptsyna, Pavel Chigansky. Exact asymptotics in eigenproblems for fractional Brownian covariance operators. Stochastic Processes and their Applications, 2017 hal-01673459 | |
| Marina Kleptsyna, Ana Prior, Paula Milheiro-Oliveira. On maximum likelihood estimation of the drift matrix of a degenerated O–U process. Statistical Inference for Stochastic Processes, 2017, 20 (1), pp.57 - 78 hal-01673458 | |
| Marina Kleptsyna, Chunhao Cai, Pavel Chigansky. Mixed Gaussian processes: A filtering approach. Annals of Probability, 2016, 44 (4), pp.3032 - 3075 hal-01673456 | |
| Alexandre Popier, M. Kleptsyna, Andrey Piatnitski. Homogenization of random parabolic operators. Diffusion approximation. Stochastic Processes and their Applications, 2015, 125 (5), pp.1926 - 1944 hal-01636331 | |
| Marina Kleptsyna, Alain Le Breton, Bernard Ycart. Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes. Modern Stochastics: Theory and Applications, 2015, 2 (3), pp.267-286 hal-01116720 | |
| Marina Kleptsyna, Yu. A. Kutoyants. On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes. Statistical Inference for Stochastic Processes, 2014, 17 (3), pp.295 - 319 hal-01673453 | |
| Alexandre Brouste, C. Cai, M. Kleptsyna. Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Mathematical Methods of Statistics, 2014, 23 (2), pp.103 - 115 hal-01634621 | |
| Marina Kleptsyna, Alain Le Breton, Bernard Ycart. Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process. Statistics and Probability Letters, 2014, 87, pp.70-75 hal-00921152 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Homogenization of random parabolic operators. Diffusion approximation.. 2013 hal-00842809 | |
| Alexandre Brouste, Marina Kleptsyna. Kalman type filter under stationary noises. Systems and Control Letters, 2012, 61 (12), pp.1229 - 1234 hal-01634605 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of the drift parameter in fractional diffusion systems. Statistical Inference for Stochastic Processes, 2012, 15 (2), pp.133 - 149 hal-01634601 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Fractional Diffusion with Partial Observations. Communications in Statistics - Theory and Methods, 2011, 40 (19-20), pp.3479 - 3491 hal-01634596 | |
| Marina L. Kleptsyna, Alain Le Breton, Michel Viot. Filtering with exponential criteria via linear observation channels. Global and Stochastic Analysis, 2011, 1 (1), pp.57-77 hal-00851599 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of drift parameter in fractional diffusion system. 2010 hal-00486428 | |
| Alexandre Brouste, Marina Kleptsyna. Asymptotic properties of MLE for partially observed fractional diffusion system. Statistical Inference for Stochastic Processes, 2010, 13 (1), pp.1 - 13 hal-01634593 |
| Samir Ben Hariz, Alexandre Brouste, Chunhao Cai, Marius Soltane. Fast and Asymptotically-efficient estimation in a Fractional autoregressive process. 2021 hal-03221391 |
| Jean-Pierre Dalmont, Rémi Mattéoli, Sylvain Maugeais, Soizic Terrien, Christophe Vergez. The bichromator as the quintessence of a saxophone and the question of harmonicity. Forum Acusticum, Sep 2023, Turin, Italy hal-04281773 | |
| Rémi Mattéoli, Jean-Pierre Dalmont, Sylvain Maugeais, Soizic Terrien, C Vergez. One pedal note can hide another. Forum Acusticum, Sep 2023, Turin, Italy hal-04281802 | |
| Sylvain Maugeais. Non parametric harmonization of a tabla's membrane. 2023 hal-04102160 | |
| Thomas Passa, Soizic Terrien, Sylvain Maugeais, Bruno Gazengel. Saxophone: influence des conditions initiales sur le régime de jeu. JJCAAS 2023 : Journées Jeunes Chercheurs en Audition, Acoustique musicale et Signal audio, Société Française d'Acoustique [SFA], Sciences et Technologies de la Musique et du Son [UMR 9912 - STMS], Apr 2023, Paris, France hal-04073783 | |
| Sylvain Maugeais, Gilbert Joel. Brass player's mask parameters obtained by inverse method. Acta Acustica, In press hal-04102154 | |
| Rémi Mattéoli, Joël Gilbert, Soizic Terrien, Jean-Pierre Dalmont, Christophe Vergez, et al.. Diversity of ghost notes in tubas, euphoniums and saxhorns. Acta Acustica, 2022, 6 (32) hal-03719430 | |
| Rémi Mattéoli, Joël Gilbert, Christophe Vergez, Jean-Pierre Dalmont, Sylvain Maugeais, et al.. Minimal blowing pressure allowing periodic oscillations in a model of bass brass instruments. Acta Acustica, 2021, 5 (57) hal-03479662 | |
| Jean-Pierre Dalmont, Sylvain Maugeais. Piano strings with reduced inharmonicity. 2020 hal-02166229 | |
| Joel Gilbert, Sylvain Maugeais, Christophe Vergez. Minimal blowing pressure allowing periodic oscillations in a simplied reed musical instrument model: Bouasse-Benade prescription assessed through numerical continuation. Acta Acustica, In press hal-02994219 | |
| Joël Gilbert, Sylvain Maugeais, Christophe Vergez. From the bifurcation diagrams to the ease of playing of reed musical instruments. A theoretical illustration of the Bouasse-Benade prescription?. International Symposium on Music Acoustics (ISMA 2019), Sep 2019, Detmold, Germany hal-02169517 | |
| Joel Gilbert, Sylvain Maugeais, Christophe Vergez. From the bifurcation diagrams to the ease of playing of reed musical instruments. Application to a reed-like instrument having two quasi-harmonic resonances. 7th International Conference on Nonlinear Vibrations, Localization and Energy Transfer, Jul 2019, Marseille, France hal-02310554 | |
| S. Maugeais, Joel Gilbert. Nonlinear Acoustic Propagation Applied to Brassiness Studies, a New Simulation Tool in the Time Domain. Acta Acustica united with Acustica, 2017, 103 (1), pp.67 - 79 hal-01877715 | |
| Omar Aklouche, Adrien Pelat, Sylvain Maugeais, François Gautier. Scattering of flexural waves by a pit of quadratic profile inserted in an infinite thin plate. Journal of Sound and Vibration, 2016, 375, pp.38-52 hal-02453174 | |
| Sylvain Maugeais. Quelques calculs d’espaces \mathbb{R}^i f_* G sur des courbes. Journal de Théorie des Nombres de Bordeaux, 2016, 28 (2), pp.361 - 390 hal-01734902 | |
| O Aklouche, Adrien Pelat, Sylvain Maugeais, François Gautier. Model of flexural wave scattering from an acoustic black hole in an infinite thin plate. XIX th Symposium Vibrations Shocks and Noise, Jun 2014, Aix En Provence, France hal-01170095 |
| Guillaume Broux-Quemerais, Sarah Kaakaï, Anis Matoussi, Wissal Sabbagh. Deep learning scheme for forward utilities using ergodic BSDEs. 2024 hal-04516019 | |
| Anis Matoussi, Dylan Possamaï, Wissal Sabbagh. Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs. Probability Theory and Related Fields, 2019, 174, pp.177-233 hal-01481372 | |
| Anis Matoussi, Wissal Sabbagh. Numerical Computation for Backward Doubly SDEs with random terminal time. 2018 hal-01740713 | |
| Anis Matoussi, Wissal Sabbagh, Tusheng Zhang. Backward doubly SDEs and semilinear stochastic PDEs in a convex domain. Stochastic Processes and their Applications, 2017, 127 (9), pp.2781 - 2815 hal-01740652 | |
| Anis Matoussi, Wissal Sabbagh, Chao Zhou. The obstacle problem for semilinear parabolic partial integro-differential equations. Stochastics and Dynamics, 2015, 15 (01) hal-01740723 | |
| Wissal Sabbagh. Some Contributions on Probabilistic Interpretation For Nonlinear Stochastic PDEs. General Mathematics [math.GM]. Université du Maine, 2014. English tel-01223477 |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time. 2024 hal-04449583 | |
| Dorian Cacitti-Holland, Laurent Denis, Alexandre Popier. Continuity problem for BSDE and IPDE with singular terminal condition. 2023 hal-04193355 | |
| Alexandre Popier, Ali Devin Sezer, Mervan Aksu. Optimal Liquidation with Conditions on Minimum Price. 2023 hal-04177334 | |
| Mohamed Mrad, Alexandre Popier. Composition of approximations of two SDEs with jumps with non-finite Lévy measures.. 2023 hal-04040355 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Higher order homogenization for random non-autonomous parabolic operators. 2022 hal-01419923 | |
| Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. Mathematics of Operations Research, 2021, 46 (4), pp.1250-1281 hal-03663072 | |
| Alexandre Popier. Equations rétrogrades avec singularités et autres contributions au calcul stochastique. Analysis of PDEs [math.AP]. Le Mans Université, 2021 tel-03539989 | |
| Paulwin Graewe, Alexandre Popier. Asymptotic approach for backward stochastic differential equation with singular terminal condition. Stochastic Processes and their Applications, 2021, 133, pp.247-277 hal-03663070 | |
| Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. 2021 hal-01764399 | |
| Mahdi Ahmadi, Alexandre Popier, Ali Devin Sezer. Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration. Electronic Journal of Probability, 2021, 26 (none) hal-03663073 | |
| Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. ESAIM: Probability and Statistics, 2021, 25, pp.133-203 hal-03178603 | |
| Dmytro Marushkevych, Alexandre Popier. Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting. Probability, Uncertainty and Quantitative Risk, 2020, 5 (1) hal-02540615 | |
| Alexandre Popier, Sharoy Augustine Samuel, Ali Devin Sezer. Continuity problem for singular BSDE with random terminal time. 2020 hal-02995123 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. ASYMPTOTIC DECOMPOSITION OF SOLUTIONS TO RANDOM PARABOLIC OPERATORS WITH OSCILLATING COEFFICIENTS. 2020 hal-02954085 | |
| Mahdi Ahmadi, Alexandre Popier, Ali Devin Sezer. Backward Stochastic Differential Equations with Non-Markovian Singular Terminal Conditions with General Driver and Filtration. 2020 hal-02379852 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. On the fundamental solution of heat and stochastic heat equations. 2020 hal-02158195 | |
| Paulwin Graewe, Alexandre Popier. Asymptotic approach for backward stochastic differential equation with singular terminal condition *. 2020 hal-02152177 | |
| Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. 2020 hal-02146381 | |
| Alexandre Popier, Chao Zhou. Second-order BSDE under monotonicity condition and liquidation problem under uncertainty. The Annals of Applied Probability, 2019, 29 (3), pp.1685-1739 hal-02540614 | |
| Ali Devin Sezer, Thomas Kruse, Alexandre Popier. Backward stochastic differential equations with non-Markovian singular terminal values. Stochastics and Dynamics, 2019, 19 (02), pp.1950006 hal-02540612 | |
| Dmytro Marushkevych, Alexandre Popier. Limit behaviour of the minimal solution of a BSDE in the non Markovian setting. 2019 hal-02059902 | |
| Stefan Ankirchner, Alexander Fromm, Thomas Kruse, Alexandre Popier. Optimal position targeting via decoupling fields. 2018 hal-01500311 | |
| Ali Devin Sezer, Thomas Kruse, Alexandre Popier, Ali Devin Sezer. Backward Stochastic Differential Equations with Nonmarkovian Singular Terminal Values. 2018 hal-01401230 | |
| Alexandre Popier, Chao Zhou. Second order BSDE under monotonicity condition and liquidation problem under uncertainty *. 2017 hal-01670329 | |
| Alexandre Popier. Integro-partial differential equations with singular terminal condition. Nonlinear Analysis: Hybrid Systems, 2017, 155, pp.72 - 96 hal-01639658 | |
| Alexandre Popier, Anis Matoussi, L. Piozin. Stochastic partial differential equations with singular terminal condition. Stochastic Processes and their Applications, 2017, 127 (3), pp.831 - 876 hal-01639665 | |
| Alexandre Popier. Integro-partial differential equations with singular terminal condition. 2017 hal-01293775 | |
| Thomas Kruse, Alexandre Popier. L^p -solution for BSDEs with jumps in the case p < 2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration".. 2017 hal-01450966 | |
| A Popier. Limit behaviour of BSDE with jumps and with singular terminal condition. 2016 hal-01254986 | |
| Alexandre Popier, T. Kruse. Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting. Stochastic Processes and their Applications, 2016, 126 (9), pp.2554 - 2592 hal-01639645 | |
| Alexandre Popier. Limit behaviour of BSDE with jumps and with singular terminal condition. ESAIM: Probability and Statistics, 2016, 20, pp.480 - 509 hal-01639653 | |
| T Kruse, A Popier. Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting. 2015 hal-01139364 | |
| Alexandre Popier, T. Kruse. BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. Stochastics: An International Journal of Probability and Stochastic Processes, 2015, pp.1 - 49 hal-01651607 | |
| T Kruse, A Popier. BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. 2015 hal-01094836 | |
| A Matoussi, Lambert Piozin, A Popier. Stochastic partial differential equations with singular terminal condition. 2015 hal-01152687 | |
| Alexandre Popier, M. Kleptsyna, Andrey Piatnitski. Homogenization of random parabolic operators. Diffusion approximation. Stochastic Processes and their Applications, 2015, 125 (5), pp.1926 - 1944 hal-01636331 | |
| Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Homogenization of random parabolic operators. Diffusion approximation.. 2013 hal-00842809 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of the drift parameter in fractional diffusion systems. Statistical Inference for Stochastic Processes, 2012, 15 (2), pp.133 - 149 hal-01634601 | |
| Alexandre Popier, Said Hamadène. L p -SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. Stochastics and Dynamics, 2012, 12 (02) hal-01636326 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Fractional Diffusion with Partial Observations. Communications in Statistics - Theory and Methods, 2011, 40 (19-20), pp.3479 - 3491 hal-01634596 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of drift parameter in fractional diffusion system. 2010 hal-00486428 | |
| Alexandre Popier, Stefan Ankirchner, Peter Imkeller. On measure solutions of backward stochastic differential equations. Stochastic Processes and their Applications, 2009, 119 (9), pp.2744 - 2772 hal-01636319 | |
| Alexandre Popier, Boualem Djehiche, Said Hamadène. A Finite Horizon Optimal Multiple Switching Problem. SIAM Journal on Control and Optimization, 2009, 48 (4), pp.2751 - 2770 hal-01636320 | |
| Stefan Ankirchner, Peter Imkeller, Alexandre Popier. On measure solutions of backward stochastic differential equations. 2008 hal-00373487 | |
| Alexandre Popier, Stefan Ankirchner, Peter Imkeller. Optimal Cross Hedging of Insurance Derivatives. Stochastic Analysis and Applications, 2008, 26 (4), pp.679 - 709 hal-01636317 | |
| Alexandre Popier. Backward stochastic differential equations with random stopping time and singular final condition. Annals of Probability, 2007, 35 (3), pp.1071 - 1117 hal-01636315 | |
| Alexandre Popier. Backward stochastic differential equations with singular terminal condition. Stochastic Processes and their Applications, 2006, 116 (12), pp.2014 - 2056 hal-01636313 |
| Gérard Leloup. KEY POLYNOMIALS, SEPARATE AND IMMEDIATE VALUATIONS, AND SIMPLE EXTENSIONS OF VALUED FIELDS. 2022 hal-01876056 | |
| Gérard Leloup. MODEL THEORY OF DIVISIBLE ABELIAN CYCLICALLY ORDERED GROUPS AND MINIMAL C. O. G. 2021 hal-03254697 | |
| Gérard Leloup. MV-ALGEBRAS AND PARTIALLY CYCLICALLY ORDERED GROUPS. 2021 hal-02016519 | |
| Gérard Leloup, Francois Lucas. c-regular cyclically ordered groups. 2013 hal-00919983 | |
| Bruno Deschamps, Gérard Leloup. La structure profinie du groupe des unités d'un anneau de séries entières à coefficients dans un anneau fini. Journal of Algebra, 2006, 295 (1), pp.81-93 hal-02141907 |
| Alexandre Brouste, Youssef Esstafa. One-step corrected projected stochastic gradient descent for statistical estimation. 2024 hal-04122876 | |
| Alexandre Brouste, Laurent Denis, Trâm Thi-Bao Ngô. Efficient estimation for stochastic differential equations driven by a stable Lévy process. 2023 hal-04348383 | |
| Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. One-step closed-form estimator for generalized linear model with categorical explanatory variables. Statistics and Computing, 2023, 33 (6), pp.138 hal-04251559 | |
| Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. One-step closed-form estimator for generalized linear model with categorical explanatory variables. 54es Journées de Statistique 2023, Université Libre de Bruxelles, Jul 2023, Bruxelles (Belgique), Belgium. 7 p hal-04251593 | |
| Alain Bensoussan, Alexandre Brouste, F.B. Cartiaux, Véronique Le Corvec, Jorge Semiao, et al.. Stochastic maintenance for large numbers of bridges. 2023 hal-03918289 | |
| Samir Ben Hariz, Alexandre Brouste, Youssef Esstafa, Marius Soltane. Fast calibration of weak FARIMA models. ESAIM: Probability and Statistics, 2023, 27, pp.156-173 hal-03700112 | |
| Alexandre Brouste, Christian Farinetto. Fast and asymptotically efficient estimation in the Hawkes processes. Japanese Journal of Statistics and Data Science , In press hal-04020985 | |
| Deba Datta Mandal, Mourad Bentahar, A. El Mahi, Alexandre Brouste, Rachid El Guerjouma, et al.. Analysis of acoustic emission signals for the characterization of cracking of reinforced concrete T-beams. Academic Journal of Civil Engineering, 2023 hal-04305559 | |
| Alexandre Brouste, Christophe Dutang, Tom Rohmer. A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables. Communications in Statistics - Simulation and Computation, In press, pp.1-17 hal-03689206 | |
| Alexandre Brouste. Testing the accuracy of WIM systems: Application to a B-WIM case. Measurement - Journal of the International Measurement Confederation (IMEKO), 2021, 185, pp.110068 hal-03687204 | |
| A. Bensoussan, Alexandre Brouste, F.B. Cartiaux, C. Mathey, L. Mertz. Mathematical formulation of a dynamical system with dry friction subjected to external forces. Physica D: Nonlinear Phenomena, 2021, 421, pp.132859 hal-03687246 | |
| Samir Ben Hariz, Alexandre Brouste, Chunhao Cai, Marius Soltane. Fast and Asymptotically-efficient estimation in a Fractional autoregressive process. 2021 hal-03221391 | |
| Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou. OneStep : Le Cam's One-step Estimation Procedure. The R Journal, 2021, 13 (1), pp.366 hal-03452455 | |
| Alexandre Brouste, Chunhao Cai, Marius Soltane, Longmin Wang. Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Statistical Inference for Stochastic Processes, 2020, 23 (2), pp.301-318 hal-03687258 | |
| Alexandre Brouste, Marius Soltane, Irene Votsi. One-step estimation for the fractional Gaussian noise at high-frequency. ESAIM: Probability and Statistics, 2020, 24, pp.827-841 hal-03022878 | |
| Alexandre Brouste, Christophe Dutang, Tom Rohmer. Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling. Computational Statistics, 2020 hal-01781504 | |
| Irene Votsi, Alexandre Brouste. Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production. Journal of Applied Statistics, 2019, 46 (10), pp.1756-1773 hal-01590520 | |
| Alexandre Brouste. Testing the accuracy of WIM systems: application to a B-WIM case. 2018 hal-01894264 | |
| Alexandre Brouste, Masaaki Fukasawa. Local asymptotic normality property for fractional Gaussian noise under high-frequency observations. Annals of Statistics, 2018, 46 (5), pp.2045-2061 hal-02370019 | |
| Alexandre Brouste, Anis Matoussi, Tom Rohmer, Christophe Dutang, Vanessa Désert, et al.. Solvency tuned premium for a composite loss distribution. 2018 hal-01883508 | |
| Alexandre Brouste, Hiroki Masuda. Efficient estimation of stable Lévy process with symmetric jumps. Statistical Inference for Stochastic Processes, 2018, 21 (2), pp.289-307 hal-02370028 | |
| Alain Bensoussan, Alexandre Brouste. Marginal Weibull diffusion model for wind speed modeling and short-term forecasting. 2017 hal-01590587 | |
| Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix. Conditional fractional Gaussian fields with the package FieldSim. The R Journal, 2016, 8 (1), pp.38-47 hal-02271831 | |
| Alexandre Brouste, Alain Bensoussan. Cox-Ingersoll-Ross model for wind speed modeling and forecasting. Wind Energy, 2016, 19 (7), pp.1355 - 1365 hal-01634645 | |
| Alexandre Brouste, Christophe Dutang. Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving. Bulletin Français d'Actuariat, 2016 hal-01616192 | |
| Alexandre Brouste, Jie Tang, Kwok Leung Tsui. Some improvements of wind speed Markov chain modeling. Renewable Energy, 2015, 81, pp.52 - 56 hal-01634623 | |
| Alexandre Brouste, C. Cai, M. Kleptsyna. Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Mathematical Methods of Statistics, 2014, 23 (2), pp.103 - 115 hal-01634621 | |
| Alexandre Brouste, Alain Bensoussan, Pierre Bertrand. A generalized linear model approach to seasonal aspects of wind speed modeling. Journal of Applied Statistics, 2014, 41 (8), pp.1694 - 1707 hal-01634620 | |
| Alain Bensoussan, Pierre Raphaël Bertrand, Alexandre Brouste, Nabiha Haouas, Mehdi Fhima, et al.. Confidence intervals for annual wind power production. ESAIM: Proceedings, 2014, 44, pp.150 - 158 hal-01634613 | |
| Alexandre Brouste, Masaaki Fukasawa, Hideitsu Hino, Stefano M. Iacus, Kengo Kamatani, et al.. The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations. Journal of Statistical Software, 2014, 57 (4) hal-01634617 | |
| Alexandre Brouste, Chunhao Cai. CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS. Stochastics and Dynamics, 2013, 13 (03) hal-01634610 | |
| Alexandre Brouste, Stefano M. Iacus. Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package. Computational Statistics, 2013, 28 (4), pp.1529 - 1547 hal-01634606 | |
| Alexandre Brouste, Marina Kleptsyna. Kalman type filter under stationary noises. Systems and Control Letters, 2012, 61 (12), pp.1229 - 1234 hal-01634605 | |
| Alexandre Brouste, Alain Bensoussan, Pierre Raphaël Bertrand. Forecasting the energy produced by a windmill on a yearly basis. Stochastic Environmental Research and Risk Assessment, 2012, 26 (8), pp.1109 - 1122 hal-01634598 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of the drift parameter in fractional diffusion systems. Statistical Inference for Stochastic Processes, 2012, 15 (2), pp.133 - 149 hal-01634601 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Fractional Diffusion with Partial Observations. Communications in Statistics - Theory and Methods, 2011, 40 (19-20), pp.3479 - 3491 hal-01634596 | |
| Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Design for estimation of drift parameter in fractional diffusion system. 2010 hal-00486428 | |
| Alexandre Brouste, Marina Kleptsyna. Asymptotic properties of MLE for partially observed fractional diffusion system. Statistical Inference for Stochastic Processes, 2010, 13 (1), pp.1 - 13 hal-01634593 | |
| Alexandre Brouste. Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises. Journal of Statistical Planning and Inference, 2010, 140 (2), pp.551 - 558 hal-01634589 | |
| Thibault Candela, François Renard, Michel Bouchon, Alexandre Brouste, David Marsan, et al.. Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements. Pure and Applied Geophysics, 2009, 166 (10-11), pp.1817-1851 insu-00410954 | |
| Thibault Candela, François Renard, Michel Bouchon, Alexandre Brouste, David Marsan, et al.. Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements. 2008 hal-00326981 | |
| Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix. On Gaussian random fields simulations. [Research Report] TR07009, Interuniversity Attraction Pole, Statistics network. 2007 hal-00853908 |
| Said Hamadene, Xuzhe Zhao. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles of Non-Local Type. Journal of Dynamics and Differential Equations, 2017 hal-01759563 |
| Alexandre Brouste, Youssef Esstafa. One-step corrected projected stochastic gradient descent for statistical estimation. 2024 hal-04122876 | |
| Youssef Esstafa. Generalized least squares estimation of fractional autoregressive models. 2023 hal-04300303 | |
| Youssef Esstafa, Célestin C Kokonendji, Thi-Bao-Trâm Ngô. New developments on (non-)normalized continuous associated-kernel density estimators. 2023 hal-04112846 | |
| Samir Ben Hariz, Alexandre Brouste, Youssef Esstafa, Marius Soltane. Fast calibration of weak FARIMA models. ESAIM: Probability and Statistics, 2023, 27, pp.156-173 hal-03700112 |
| O. Chernoyarov, S. Dachian, C. Farinetto, Yu. Kutoyants. Localization of Two Radioactive Sources on the Plane. Statistical Inference for Stochastic Processes, 2024, 27 (1), pp.1-23 hal-03687265 | |
| O V Chernoyarov, S Dachian, Yu A Kutoyants. On Misspecification in Cusp-Type Change-Point Models. 2022 hal-03854556 | |
| Oleg Chernoyarov, Serguei Dachian, Yury Kutoyants, Alexandra Salnikova. On an identification of a source of emission on the plane: A survey. PROCEEDINGS OF THE IV INTERNATIONAL CONFERENCE ON MODERNIZATION, INNOVATIONS, PROGRESS: Advanced Technologies in Material Science, Mechanical and Automation Engineering: MIP: Engineering-IV-2022, Apr 2022, Krasnoyarsk, Russia. pp.060023 hal-04539436 | |
| O. Chernoyarov, S. Dachian, Yu. Kutoyants, A. Zyulkov. On Estimation Errors in Optical Communication and Location. Automation and Remote Control / Avtomatika i Telemekhanika, 2022, 82 (12), pp.2041-2075 hal-04384528 | |
| O. Chernoyarov, S. Dachian, C. Farinetto, Yu. Kutoyants. Estimation of the Position and Time of Emission of a Source. Statistical Inference for Stochastic Processes, 2021, 25 (1), pp.61-82 hal-04384581 | |
| O. Chernoyarov, S. Dachian, Yu. Kutoyants, A. Zyulkov. Pulse Signals Models in Optical Communication and Location. Proceedings of the XXVI International Scientific and Technical Conference "Radiolocation, Navigation, Communications" (RLNC 2020), vol. 1, Sep 2020, Voronezh, Russia. pp.237-242 hal-04386751 | |
| Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypotheses Testing for Poisson Processes: Regular and Singular Cases. Proceedings of the 2019 International Scientific Conference on Robust Statistics and Financial Mathematics, Jul 2019, Tomsk, Russia. pp.11-19 hal-04386749 | |
| O. Chernoyarov, S. Dachian, Yu. Kutoyants. Poisson Source Localization on the Plane: Cusp Case. Annals of the Institute of Statistical Mathematics, 2019, 72 (5), pp.1137-1157 hal-04384373 | |
| Yury Kutoyants. On Nonparametric Estimation for SDE with Delay. Annales de l'ISUP, 2019, 63 (2-3), pp.11-20 hal-02367609 | |
| Christian Farinetto, Yu. Kutoyants, A. Top. Poisson source localization on the plane: change-point case. Annals of the Institute of Statistical Mathematics, In press hal-02016524 | |
| S. Dachian, N. Kordzakhia, Yu. Kutoyants, A. Novikov. Estimation of Cusp Location of Stochastic Processes: a Survey. Statistical Inference for Stochastic Processes, 2018, 21 (2), pp.345-362 hal-04384336 | |
| Oleg Chernoyarov, Serguei Dachian, Yu. Kutoyants. On Parameter Estimation for Cusp-type Signals. Annals of the Institute of Statistical Mathematics, 2018, 70 (1), pp.39-62 hal-01741241 | |
| Alioune Top, O. Chernoyarov, A. Kutoyants. On multiple change-point estimation for Poisson process. Communications in Statistics - Theory and Methods, 2017, 47 (5), pp.1215 - 1233 hal-01760344 | |
| Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypothesis Testing for Poisson Processes. Singular Cases. Communications in Statistics - Theory and Methods, 2016, 45 (23), pp.6833-6859 hal-00967716 | |
| Serguei Dachian, Yury Kutoyants, Lin Yang. On Hypothesis Testing for Poisson Processes. Regular Case. Communications in Statistics - Theory and Methods, 2016, 45 (23), pp.6816-6832 hal-00967712 | |
| Marina Kleptsyna, Yu. A. Kutoyants. On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes. Statistical Inference for Stochastic Processes, 2014, 17 (3), pp.295 - 319 hal-01673453 | |
| Serguei Dachian, Yury Kutoyants. Hypotheses Testing: Poisson Versus Stress-release. Journal of Statistical Planning and Inference, 2009, 139 (5), pp.1668-1684 hal-00110604 | |
| Serguei Dachian, Yury Kutoyants. On the Goodness-of-Fit Tests for Some Continuous Time Processes. F.Vonta et al. Statistical Models and Methods for Biomedical and Technical Systems, Birkhäuser, Boston, pp.385-403, 2008 hal-00469703 | |
| Serguei Dachian, Yury Kutoyants. Hypotheses Testing: Poisson Versus Self-exciting. Scandinavian Journal of Statistics, 2006, 33 (2), pp.391-408 hal-00469707 | |
| Serguei Dachian, Yury Kutoyants. On Cusp Estimation of Ergodic Diffusion Process. Journal of Statistical Planning and Inference, 2003, 117 (1), pp.153-166 hal-00469712 | |
| Fabien Campillo, Yuri Kutoyants, François Le Gland. Small noise asymptotics of the GLR test for off-line change detection in misspecified diffusion processes. Stochastics and Stochastics Reports, 2000, 70 (1--2), pp.109--129 hal-00652116 |
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