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Dernières publications
Alexandre Brouste, Christophe Dutang, Tom Rohmer. A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables. Communications in Statistics - Simulation and Computation, Taylor & Francis, In press, pp.1-17 hal-03689206
O Chernoyarov, S Dachian, C Farinetto, yu Kutoyants. Localization of two radioactive sources on the plane. 2022 hal-03687265
Alexandre Brouste, Christophe Dutang, Tom Rohmer. A closed-form alternative estimator for GLM with categorical explanatory variables. Communications in Statistics - Simulation and Computation, Taylor & Francis, 2022, pp.1-17 hal-03692809
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
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, American Astronomical Society, 2022, 924 (2), pp.58 hal-03536697
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
Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. Mathematics of Operations Research, INFORMS, 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), Elsevier, 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, Elsevier, 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, De Gruyter, 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, Elsevier, 2021 hal-03040517
Paulwin Graewe, Alexandre Popier. Asymptotic approach for backward stochastic differential equation with singular terminal condition. Stochastic Processes and their Applications, Elsevier, 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
Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou. OneStep : Le Cam's One-step Estimation Procedure. The R Journal, R Foundation for Statistical Computing, 2021, 13 (1), pp.366 hal-03452455
Alexandre Brouste, Christophe Dutang, Tom Rohmer. A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables. Communications in Statistics - Simulation and Computation, Taylor & Francis, In press, pp.1-17 hal-03689206
O Chernoyarov, S Dachian, C Farinetto, yu Kutoyants. Localization of two radioactive sources on the plane. 2022 hal-03687265
Alexandre Brouste, Christophe Dutang, Tom Rohmer. A closed-form alternative estimator for GLM with categorical explanatory variables. Communications in Statistics - Simulation and Computation, Taylor & Francis, 2022, pp.1-17 hal-03692809
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
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, American Astronomical Society, 2022, 924 (2), pp.58 hal-03536697
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
Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. Mathematics of Operations Research, INFORMS, 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), Elsevier, 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, Elsevier, 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, De Gruyter, 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, Elsevier, 2021 hal-03040517
Paulwin Graewe, Alexandre Popier. Asymptotic approach for backward stochastic differential equation with singular terminal condition. Stochastic Processes and their Applications, Elsevier, 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
Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou. OneStep : Le Cam's One-step Estimation Procedure. The R Journal, R Foundation for Statistical Computing, 2021, 13 (1), pp.366 hal-03452455
Frédéric Proïa, Marius Soltane. Comments on the presence of serial correlation in the random coefficients of an autoregressive process. Statistics and Probability Letters, Elsevier, 2021, 170, pp.108988 hal-02861556
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, Institute of Mathematical Statistics (IMS), 2021, 26 (none) hal-03663073
Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. ESAIM: Probability and Statistics, EDP Sciences, 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". Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2021, 31 (3), pp.1505-1522 hal-01546734
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, EDP Sciences, In press hal-03479662
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, BioMed Central, 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, EDP 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, Springer, 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
Pavel Chigansky, Marina Kleptsyna, Dmytro Marushkevych. On the eigenproblem for Gaussian bridges. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 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, Elsevier, 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, Springer Verlag, 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
Cristina Di Girolami, Francesco Russo. About classical solutions of the path-dependent heat equation. 2020 hal-01762783
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, Les Ulis, France : Les Editions de Physique, 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, EDP Sciences, 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, Springer Verlag, 2020 hal-01781504
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, indépendante, 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
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, N. 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. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 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, Taylor & Francis (Routledge), 2019 hal-01761067
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.. 2019 hal-01767543
Ali Devin Sezer, Thomas Kruse, Alexandre Popier. Backward stochastic differential equations with non-Markovian singular terminal values. Stochastics and Dynamics, World Scientific Publishing, 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, Taylor & Francis (Routledge), 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
Christian Farinetto, yu. Kutoyants, A. Top. Poisson source localization on the plane: change-point case. Annals of the Institute of Statistical Mathematics, Springer Verlag, In press hal-02016524
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, Elsevier, In press hal-01992004
Anis Matoussi, Dylan Possamaï, Wissal Sabbagh. Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs. Probability Theory and Related Fields, Springer Verlag, 2019, 174, pp.177-233 hal-01481372
yury Kutoyants. On Nonparametric Estimation for SDE with Delay. Annales de l'ISUP, Publications de l’Institut de Statistique de l’Université de Paris, 2019, 63 (2-3), pp.11-20 hal-02367609
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, Institute of Mathematical 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
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
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. Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule. 2018 hal-01835159
Boualem Djehiche, Said Hamadène, Marie Amélie Morlais. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles. 2018 hal-01835105
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
Alexandre Brouste, Hiroki Masuda. Efficient estimation of stable Lévy process with symmetric jumps. Statistical Inference for Stochastic Processes, Springer Verlag, 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, Public Library of Science, 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. 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
Anis Matoussi, Clémence Alasseur, Imen Ben Taher. An Extended Mean Field Game for Storage in Smart Grids. 2018 hal-01740707
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
Oleg Chernoyarov, Serguei Dachian, yury Kutoyants. On Parameter Estimation for Cusp-type Signals. 2018 hal-01741241
Marina Kleptsyna, Pavel Chigansky. Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process. 2018 hal-01740657
Anis Matoussi, Wissal Sabbagh. Numerical Computation for Backward Doubly SDEs with random terminal time. 2018 hal-01740713
Xavier Milhaud, Christophe Dutang. Lapse tables for lapse risk management in insurance: a competing risk approach. European Actuarial Journal, Springer, 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, Society for Industrial and Applied Mathematics 2018 hal-01585973
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, Allerton Press, Springer (link), 2018, 27 (2), pp.119-144 hal-01337540
Alexandre Popier, Chao Zhou. Second order BSDE under monotonicity condition and liquidation problem under uncertainty *. 2017 hal-01670329
Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Diffusion approximation for random parabolic operators with oscillating coefficients. 2017 hal-01419923
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, Springer Verlag, 2017 hal-01759563
Alioune Top, O. Chernoyarov, A. Kutoyants. On multiple change-point estimation for Poisson process. Communications in Statistics - Theory and Methods, Taylor & Francis, 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
Marina Kleptsyna, Pavel Chigansky. Exact asymptotics in eigenproblems for fractional Brownian covariance operators. Stochastic Processes and their Applications, Elsevier, 2017 hal-01673459
Anis Matoussi, Wissal Sabbagh, Tusheng Zhang. Backward doubly SDEs and semilinear stochastic PDEs in a convex domain. Stochastic Processes and their Applications, Elsevier, 2017, 127 (9), pp.2781 - 2815 hal-01740652
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, Elsevier, 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, Springer Verlag, 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, Elsevier, 2017, 127 (3), pp.831 - 876 hal-01639665
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
Alexandre Popier. Integro-partial differential equations with singular terminal condition. 2017 hal-01293775
Christophe Dutang. Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators. Communications in Statistics - Theory and Methods, Taylor & Francis, 2017, 46 (8), pp.3801-3828 hal-01163638
S. Maugeais, Joel Gilbert. Nonlinear Acoustic Propagation Applied to Brassiness Studies, a New Simulation Tool in the Time Domain. Acta Acustica united with Acustica, Hirzel Verlag, 2017, 103 (1), pp.67 - 79 hal-01877715
Maroua Ben Abdeddaiem. On ADFgoodness-of-fit test with parametric hypotheses for ergodic diffusion process using a minimum distance estimator. Annales de l'ISUP, Publications de l’Institut de Statistique de l’Université de Paris, 2017, 61 (1-2), pp.33-68 hal-03605877
Samvel Gasparyan. Two problems of statistical estimation for stochastic processes. Statistics [math.ST]. Université du Maine; Université d'Etat d'Erevan, 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, Taylor & Francis, 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, Elsevier, 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, Oxford University Press (OUP), 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, Elsevier, 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, R Foundation for Statistical Computing, 2016, 8 (1), pp.38-47 hal-02271831
Marina Kleptsyna, Chunhao Cai, Pavel Chigansky. Mixed Gaussian processes: A filtering approach. Annals of Probability, Institute of Mathematical Statistics, 2016, 44 (4), pp.3032 - 3075 hal-01673456
Alexandre Brouste, Alain Bensoussan. Cox-Ingersoll-Ross model for wind speed modeling and forecasting. Wind Energy, Wiley, 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]. Université du Maine; 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, Taylor & Francis, 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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 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, Springer Verlag, 2016, 78 (1), pp.52-86 hal-01616187
Alexandre Brouste, Christophe Dutang. Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving. Bulletin Français d'Actuariat, Institut des Actuaires, 2016 hal-01616192
Sylvain Maugeais. Quelques calculs d’espaces \mathbb{R}^i f_* G sur des courbes. Journal de Théorie des Nombres de Bordeaux, Société Arithmétique de Bordeaux, 2016, 28 (2), pp.361 - 390 hal-01734902
Alexandre Popier. Limit behaviour of BSDE with jumps and with singular terminal condition. ESAIM: Probability and Statistics, EDP Sciences, 2016, 20, pp.480 - 509 hal-01639653
Serguei Dachian, yury Kutoyants, Lin yang. On Hypothesis Testing for Poisson Processes. Regular Case. Communications in Statistics - Theory and Methods, Taylor & Francis, 2016, 45 (23), pp.6816-6832 hal-00967712
Serguei Dachian, yury Kutoyants, Lin yang. On Hypothesis Testing for Poisson Processes. Singular Cases. Communications in Statistics - Theory and Methods, Taylor & Francis, 2016, 45 (23), pp.6833-6859 hal-00967716
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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 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, World Scientific Publishing, 2015, 15 (04), pp.1550023 hal-02370116
Anastasiia Motrunich. On parameter estimation for Markov sequences and applications in health economics. General Mathematics [math.GM]. Université du Maine, 2015. English tel-01260316
Alexandre Brouste, Jie Tang, Kwok Leung Tsui. Some improvements of wind speed Markov chain modeling. Renewable Energy, Elsevier, 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, Springer Verlag, 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
Achref Bachouch, Emmanuel Gobet, Anis Matoussi. Empirical Regression Method for Backward Doubly Stochastic Differential Equations. 2015 hal-01152886
Alexandre Popier, M. Kleptsyna, Andrey Piatnitski. Homogenization of random parabolic operators. Diffusion approximation. Stochastic Processes and their Applications, Elsevier, 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, World Scientific Publishing, 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, American Statistical Association, 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, Elsevier, 2015, 125 (12), pp.4375-4404 hal-01058778
Anis Matoussi, Dylan Possamaï, Chao Zhou. Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model. Mathematical Finance, Wiley, 2015, 25 (2), pp.258-287 hal-00919124
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, EDP Sciences, 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, VTEX, 2015, 2 (3), pp.267-286 hal-01116720
Wissal Sabbagh. Some Contributions on Probabilistic Interpretation For Nonlinear Stochastic PDEs. General Mathematics [math.GM]. Université du Maine, 2014. English tel-01223477
Marina Kleptsyna, yu. A. Kutoyants. On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes. Statistical Inference for Stochastic Processes, Springer Verlag, 2014, 17 (3), pp.295 - 319 hal-01673453
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
Anis Matoussi, Lambert Piozin, Dylan Possamaï. Second-order BSDEs with general reflection and game options under uncertainty. Stochastic Processes and their Applications, Elsevier, 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]. Université du Maine, 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, Allerton Press, Springer (link), 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, Elsevier, 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, Taylor & Francis, 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, Taylor & Francis (Routledge), 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, EDP Sciences, 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, University of California, Los Angeles, 2014, 57 (4) hal-01634617
Cristina Di Girolami, Giorgio Fabbri, Francesco Russo. The covariation for Banach space valued processes and applications. Metrika, Springer Verlag, 2014, 77 (1), pp.51-104 hal-00780430
Christophe Dutang, yuri Goegebeur, Armelle Guillou. Robust and bias-corrected estimation of the coefficient of tail dependence. Insurance: Mathematics and Economics, Elsevier, 2014, 57 (1) hal-01311680
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. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2013, 23 (6), pp.2420-2457 hal-00919119
Alexandre Brouste, Chunhao Cai. CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS. Stochastics and Dynamics, World Scientific Publishing, 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, Springer Verlag, 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, Elsevier, 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
Cristina Di Girolami, Francesco Russo. Generalized covariation for Banach space valued processes, Itô formula and applications. 2013 inria-00545660
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
François Bachoc, Achref Bachouch, Lionel Lenôtre. A variance reduction method for interacting particles system. CEMRACS 2013, 2013, Marseille, France hal-00907560
Nicolas Bouleau, Laurent Denis. Chaotic extensions and the lent particle method for Brownian motion. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 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, Springer Verlag (Germany), 2013, 67 (2), pp.163-196 hal-01835115
Alexandre Brouste, Alain Bensoussan, Pierre Raphaël Bertrand. Forecasting the energy produced by a windmill on a yearly basis. Stochastic Environmental Research and Risk Assessment, Springer Verlag (Germany), 2012, 26 (8), pp.1109 - 1122 hal-01634598
Alexandre Brouste, Marina Kleptsyna. Kalman type filter under stationary noises. Systems and Control Letters, Elsevier, 2012, 61 (12), pp.1229 - 1234 hal-01634605
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, Springer Verlag, 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, Springer Verlag, 2012, 15 (2), pp.133 - 149 hal-01634601
Alexandre Popier, Said Hamadène. L p -SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. Stochastics and Dynamics, World Scientific Publishing, 2012, 12 (02) hal-01636326
Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Fractional Diffusion with Partial Observations. Communications in Statistics - Theory and Methods, Taylor & Francis, 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, MUK Publications, 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, Springer Verlag, 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, Elsevier, 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, Elsevier, 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, Society for Industrial and Applied Mathematics, 2009, 48 (4), pp.2751 - 2770 hal-01636320
Serguei Dachian, yury Kutoyants. Hypotheses Testing: Poisson Versus Stress-release. Journal of Statistical Planning and Inference, Elsevier, 2009, 139 (5), pp.1668-1684 hal-00110604
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, Springer Verlag, 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, Publications de l’Institut de Statistique de l’Université de Paris, 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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 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, Institute of Mathematical Statistics, 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, Bernoulli Society for Mathematical Statistics and Probability, 2007, 13 (1), pp.80-91 hal-00364645
Alexandre Popier. Backward stochastic differential equations with singular terminal condition. Stochastic Processes and their Applications, Elsevier, 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, Elsevier, 2006, 295 (1), pp.81-93 hal-02141907
Serguei Dachian, yury Kutoyants. Hypotheses Testing: Poisson Versus Self-exciting. Scandinavian Journal of Statistics, Wiley, 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, Elsevier, 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, Informa UK (Taylor & Francis), 2000, 70 (1--2), pp.109--129 hal-00652116
Alexandre Brouste, Christophe Dutang, Tom Rohmer. A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables. Communications in Statistics - Simulation and Computation, Taylor & Francis, In press, pp.1-17 hal-03689206
Alexandre Brouste, Christophe Dutang, Tom Rohmer. A closed-form alternative estimator for GLM with categorical explanatory variables. Communications in Statistics - Simulation and Computation, Taylor & Francis, 2022, pp.1-17 hal-03692809
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, American Astronomical Society, 2022, 924 (2), pp.58 hal-03536697
Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. Mathematics of Operations Research, INFORMS, 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), Elsevier, 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, Elsevier, 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, De Gruyter, 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, Elsevier, 2021 hal-03040517
Paulwin Graewe, Alexandre Popier. Asymptotic approach for backward stochastic differential equation with singular terminal condition. Stochastic Processes and their Applications, Elsevier, 2021, 133, pp.247-277 hal-03663070
Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou. OneStep : Le Cam's One-step Estimation Procedure. The R Journal, R Foundation for Statistical Computing, 2021, 13 (1), pp.366 hal-03452455
Frédéric Proïa, Marius Soltane. Comments on the presence of serial correlation in the random coefficients of an autoregressive process. Statistics and Probability Letters, Elsevier, 2021, 170, pp.108988 hal-02861556
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, Institute of Mathematical Statistics (IMS), 2021, 26 (none) hal-03663073
Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. ESAIM: Probability and Statistics, EDP Sciences, 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". Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2021, 31 (3), pp.1505-1522 hal-01546734
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, EDP Sciences, In press hal-03479662
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, BioMed Central, 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, EDP 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, Springer, 2020, 5 (1) hal-02540615
Pavel Chigansky, Marina Kleptsyna, Dmytro Marushkevych. On the eigenproblem for Gaussian bridges. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 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, Elsevier, 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, Springer Verlag, 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, Les Ulis, France : Les Editions de Physique, 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, EDP Sciences, 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, Springer Verlag, 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, indépendante, 2019 hal-02860698
Alexandre Popier, Chao Zhou. Second-order BSDE under monotonicity condition and liquidation problem under uncertainty. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2019, 29 (3), pp.1685-1739 hal-02540614
Irene Votsi. Conditional failure occurrence rates for semi-Markov chains. Journal of Applied Statistics, Taylor & Francis (Routledge), 2019 hal-01761067
Ali Devin Sezer, Thomas Kruse, Alexandre Popier. Backward stochastic differential equations with non-Markovian singular terminal values. Stochastics and Dynamics, World Scientific Publishing, 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, Taylor & Francis (Routledge), 2019, 46 (10), pp.1756-1773 hal-01590520
Christian Farinetto, yu. Kutoyants, A. Top. Poisson source localization on the plane: change-point case. Annals of the Institute of Statistical Mathematics, Springer Verlag, In press hal-02016524
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, Elsevier, In press hal-01992004
Anis Matoussi, Dylan Possamaï, Wissal Sabbagh. Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs. Probability Theory and Related Fields, Springer Verlag, 2019, 174, pp.177-233 hal-01481372
yury Kutoyants. On Nonparametric Estimation for SDE with Delay. Annales de l'ISUP, Publications de l’Institut de Statistique de l’Université de Paris, 2019, 63 (2-3), pp.11-20 hal-02367609
Alexandre Brouste, Masaaki Fukasawa. Local asymptotic normality property for fractional Gaussian noise under high-frequency observations. Annals of Statistics, Institute of Mathematical 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, Springer Verlag, 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, Public Library of Science, 2018, 13 (5) hal-01802878
Xavier Milhaud, Christophe Dutang. Lapse tables for lapse risk management in insurance: a competing risk approach. European Actuarial Journal, Springer, 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, Society for Industrial and Applied Mathematics 2018 hal-01585973
Frédéric Proïa, Marius Soltane. A test of correlation in the random coefficients of an autoregressive process. Mathematical Methods of Statistics, Allerton Press, Springer (link), 2018, 27 (2), pp.119-144 hal-01337540
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, Springer Verlag, 2017 hal-01759563
Alioune Top, O. Chernoyarov, A. Kutoyants. On multiple change-point estimation for Poisson process. Communications in Statistics - Theory and Methods, Taylor & Francis, 2017, 47 (5), pp.1215 - 1233 hal-01760344
Marina Kleptsyna, Pavel Chigansky. Exact asymptotics in eigenproblems for fractional Brownian covariance operators. Stochastic Processes and their Applications, Elsevier, 2017 hal-01673459
Anis Matoussi, Wissal Sabbagh, Tusheng Zhang. Backward doubly SDEs and semilinear stochastic PDEs in a convex domain. Stochastic Processes and their Applications, Elsevier, 2017, 127 (9), pp.2781 - 2815 hal-01740652
Alexandre Popier. Integro-partial differential equations with singular terminal condition. Nonlinear Analysis: Hybrid Systems, Elsevier, 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, Springer Verlag, 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, Elsevier, 2017, 127 (3), pp.831 - 876 hal-01639665
Christophe Dutang. Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators. Communications in Statistics - Theory and Methods, Taylor & Francis, 2017, 46 (8), pp.3801-3828 hal-01163638
S. Maugeais, Joel Gilbert. Nonlinear Acoustic Propagation Applied to Brassiness Studies, a New Simulation Tool in the Time Domain. Acta Acustica united with Acustica, Hirzel Verlag, 2017, 103 (1), pp.67 - 79 hal-01877715
Maroua Ben Abdeddaiem. On ADFgoodness-of-fit test with parametric hypotheses for ergodic diffusion process using a minimum distance estimator. Annales de l'ISUP, Publications de l’Institut de Statistique de l’Université de Paris, 2017, 61 (1-2), pp.33-68 hal-03605877
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, Taylor & Francis, 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, Elsevier, 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, Oxford University Press (OUP), 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, Elsevier, 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, R Foundation for Statistical Computing, 2016, 8 (1), pp.38-47 hal-02271831
Marina Kleptsyna, Chunhao Cai, Pavel Chigansky. Mixed Gaussian processes: A filtering approach. Annals of Probability, Institute of Mathematical Statistics, 2016, 44 (4), pp.3032 - 3075 hal-01673456
Alexandre Brouste, Alain Bensoussan. Cox-Ingersoll-Ross model for wind speed modeling and forecasting. Wind Energy, Wiley, 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, Taylor & Francis, 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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 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, Springer Verlag, 2016, 78 (1), pp.52-86 hal-01616187
Alexandre Brouste, Christophe Dutang. Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving. Bulletin Français d'Actuariat, Institut des Actuaires, 2016 hal-01616192
Sylvain Maugeais. Quelques calculs d’espaces \mathbb{R}^i f_* G sur des courbes. Journal de Théorie des Nombres de Bordeaux, Société Arithmétique de Bordeaux, 2016, 28 (2), pp.361 - 390 hal-01734902
Alexandre Popier. Limit behaviour of BSDE with jumps and with singular terminal condition. ESAIM: Probability and Statistics, EDP Sciences, 2016, 20, pp.480 - 509 hal-01639653
Serguei Dachian, yury Kutoyants, Lin yang. On Hypothesis Testing for Poisson Processes. Regular Case. Communications in Statistics - Theory and Methods, Taylor & Francis, 2016, 45 (23), pp.6816-6832 hal-00967712
Serguei Dachian, yury Kutoyants, Lin yang. On Hypothesis Testing for Poisson Processes. Singular Cases. Communications in Statistics - Theory and Methods, Taylor & Francis, 2016, 45 (23), pp.6833-6859 hal-00967716
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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 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, World Scientific Publishing, 2015, 15 (04), pp.1550023 hal-02370116
Alexandre Brouste, Jie Tang, Kwok Leung Tsui. Some improvements of wind speed Markov chain modeling. Renewable Energy, Elsevier, 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, Springer Verlag, 2015, 18 (2) hal-00967708
Alexandre Popier, M. Kleptsyna, Andrey Piatnitski. Homogenization of random parabolic operators. Diffusion approximation. Stochastic Processes and their Applications, Elsevier, 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, World Scientific Publishing, 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, American Statistical Association, 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, Elsevier, 2015, 125 (12), pp.4375-4404 hal-01058778
Anis Matoussi, Dylan Possamaï, Chao Zhou. Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model. Mathematical Finance, Wiley, 2015, 25 (2), pp.258-287 hal-00919124
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, EDP Sciences, 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, VTEX, 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, Springer Verlag, 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, Elsevier, 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, Allerton Press, Springer (link), 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, Elsevier, 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, Taylor & Francis, 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, Taylor & Francis (Routledge), 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, EDP Sciences, 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, University of California, Los Angeles, 2014, 57 (4) hal-01634617
Cristina Di Girolami, Giorgio Fabbri, Francesco Russo. The covariation for Banach space valued processes and applications. Metrika, Springer Verlag, 2014, 77 (1), pp.51-104 hal-00780430
Christophe Dutang, yuri Goegebeur, Armelle Guillou. Robust and bias-corrected estimation of the coefficient of tail dependence. Insurance: Mathematics and Economics, Elsevier, 2014, 57 (1) hal-01311680
Anis Matoussi, Dylan Possamaï, Chao Zhou. Second order reflected backward stochastic differential equations. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2013, 23 (6), pp.2420-2457 hal-00919119
Alexandre Brouste, Chunhao Cai. CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS. Stochastics and Dynamics, World Scientific Publishing, 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, Springer Verlag, 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, Elsevier, 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, Institute of Mathematical Statistics (IMS), 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, Springer Verlag (Germany), 2013, 67 (2), pp.163-196 hal-01835115
Alexandre Brouste, Alain Bensoussan, Pierre Raphaël Bertrand. Forecasting the energy produced by a windmill on a yearly basis. Stochastic Environmental Research and Risk Assessment, Springer Verlag (Germany), 2012, 26 (8), pp.1109 - 1122 hal-01634598
Alexandre Brouste, Marina Kleptsyna. Kalman type filter under stationary noises. Systems and Control Letters, Elsevier, 2012, 61 (12), pp.1229 - 1234 hal-01634605
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, Springer Verlag, 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, Springer Verlag, 2012, 15 (2), pp.133 - 149 hal-01634601
Alexandre Popier, Said Hamadène. L p -SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. Stochastics and Dynamics, World Scientific Publishing, 2012, 12 (02) hal-01636326
Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Fractional Diffusion with Partial Observations. Communications in Statistics - Theory and Methods, Taylor & Francis, 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, MUK Publications, 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, Springer Verlag, 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, Elsevier, 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, Elsevier, 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, Society for Industrial and Applied Mathematics, 2009, 48 (4), pp.2751 - 2770 hal-01636320
Serguei Dachian, yury Kutoyants. Hypotheses Testing: Poisson Versus Stress-release. Journal of Statistical Planning and Inference, Elsevier, 2009, 139 (5), pp.1668-1684 hal-00110604
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, Springer Verlag, 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, Publications de l’Institut de Statistique de l’Université de Paris, 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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 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, Institute of Mathematical Statistics, 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, Bernoulli Society for Mathematical Statistics and Probability, 2007, 13 (1), pp.80-91 hal-00364645
Alexandre Popier. Backward stochastic differential equations with singular terminal condition. Stochastic Processes and their Applications, Elsevier, 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, Elsevier, 2006, 295 (1), pp.81-93 hal-02141907
Serguei Dachian, yury Kutoyants. Hypotheses Testing: Poisson Versus Self-exciting. Scandinavian Journal of Statistics, Wiley, 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, Elsevier, 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, Informa UK (Taylor & Francis), 2000, 70 (1--2), pp.109--129 hal-00652116
O Chernoyarov, S Dachian, C Farinetto, yu Kutoyants. Localization of two radioactive sources on the plane. 2022 hal-03687265
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
Cristina Di Girolami, Francesco Russo. About classical solutions of the path-dependent heat equation. 2020 hal-01762783
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, N. Limnios, I. Votsi. Hypotheses testing and posterior concentration rates for semi-Markov processes. 2019 hal-02153384
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.. 2019 hal-01767543
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
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
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. Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule. 2018 hal-01835159
Boualem Djehiche, Said Hamadène, Marie Amélie Morlais. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles. 2018 hal-01835105
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. 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
Anis Matoussi, Clémence Alasseur, Imen Ben Taher. An Extended Mean Field Game for Storage in Smart Grids. 2018 hal-01740707
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
Oleg Chernoyarov, Serguei Dachian, yury Kutoyants. On Parameter Estimation for Cusp-type Signals. 2018 hal-01741241
Marina Kleptsyna, Pavel Chigansky. Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process. 2018 hal-01740657
Anis Matoussi, Wissal Sabbagh. Numerical Computation for Backward Doubly SDEs with random terminal time. 2018 hal-01740713
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
Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Diffusion approximation for random parabolic operators with oscillating coefficients. 2017 hal-01419923
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
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
Alexandre Popier. Integro-partial differential equations with singular terminal condition. 2017 hal-01293775
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
Achref Bachouch, Emmanuel Gobet, Anis Matoussi. Empirical Regression Method for Backward Doubly Stochastic Differential Equations. 2015 hal-01152886
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
Cristina Di Girolami, Francesco Russo. Generalized covariation for Banach space valued processes, Itô formula and applications. 2013 inria-00545660
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
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]. Université du Maine; Université d'Etat d'Erevan, 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]. Université du Maine; 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]. Université du Maine, 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]. Université du Maine, 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
Alexandre Popier. Equations rétrogrades avec singularités et autres contributions au calcul stochastique. Analysis of PDEs [math.AP]. Le Mans Université, 2021 tel-03539989
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
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
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
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, Springer Verlag, 2017 hal-01759563
Pavel Chigansky, Dmytro Marushkevych, Marina Kleptsyna. Sharp asymptotics in a fractional Sturm-Liouville problem. Fractional Calculus and Applied Analysis, De Gruyter, 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, Bernoulli Society for Mathematical Statistics and Probability, 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, 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. Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process. 2018 hal-01740657
Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Diffusion approximation for random parabolic operators with oscillating coefficients. 2017 hal-01419923
Marina Kleptsyna, Pavel Chigansky. Exact asymptotics in eigenproblems for fractional Brownian covariance operators. Stochastic Processes and their Applications, Elsevier, 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, Springer Verlag, 2017, 20 (1), pp.57 - 78 hal-01673458
Marina Kleptsyna, Chunhao Cai, Pavel Chigansky. Mixed Gaussian processes: A filtering approach. Annals of Probability, Institute of Mathematical Statistics, 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, Elsevier, 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, VTEX, 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, Springer Verlag, 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, Allerton Press, Springer (link), 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, Elsevier, 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, Elsevier, 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, Springer Verlag, 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, Taylor & Francis, 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, MUK Publications, 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, Springer Verlag, 2010, 13 (1), pp.1 - 13 hal-01634593
Laurent Denis, Anis Matoussi, Jing Zhang. Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach. Stochastic Processes and their Applications, Elsevier, 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". Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 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, Springer Verlag, 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. Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs. 2018 hal-01740682
Anis Matoussi, Clémence Alasseur, Imen Ben Taher. An Extended Mean Field Game for Storage in Smart Grids. 2018 hal-01740707
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. 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, Elsevier, 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, Elsevier, 2017, 127 (3), pp.831 - 876 hal-01639665
Laurent Denis, Anis Matoussi, Jing Zhang. The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions. Stochastics and Dynamics, World Scientific Publishing, 2015, 15 (04), pp.1550023 hal-02370116
A Matoussi, Lambert Piozin, A Popier. Stochastic partial differential equations with singular terminal condition. 2015 hal-01152687
Achref Bachouch, Emmanuel Gobet, Anis Matoussi. Empirical Regression Method for Backward Doubly Stochastic Differential Equations. 2015 hal-01152886
Anis Matoussi, Wissal Sabbagh, Chao Zhou. The obstacle problem for semilinear parabolic partial integro-differential equations. Stochastics and Dynamics, World Scientific Publishing, 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, Elsevier, 2015, 125 (12), pp.4375-4404 hal-01058778
Anis Matoussi, Dylan Possamaï, Chao Zhou. Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model. Mathematical Finance, Wiley, 2015, 25 (2), pp.258-287 hal-00919124
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, Lambert Piozin, Dylan Possamaï. Second-order BSDEs with general reflection and game options under uncertainty. Stochastic Processes and their Applications, Elsevier, 2014, 124 (7), pp.2281-2321 hal-01067269
Anis Matoussi, Dylan Possamaï, Chao Zhou. Second order reflected backward stochastic differential equations. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2013, 23 (6), pp.2420-2457 hal-00919119
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, Elsevier, 2006, 295 (1), pp.81-93 hal-02141907
Samir Ben Hariz, Alexandre Brouste, Chunhao Cai, Marius Soltane. Fast and Asymptotically-efficient estimation in a Fractional autoregressive process. 2021 hal-03221391
O Chernoyarov, S Dachian, C Farinetto, yu Kutoyants. Localization of two radioactive sources on the plane. 2022 hal-03687265
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, indépendante, 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, Springer Verlag, 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, Public Library of Science, 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, Taylor & Francis, 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, Taylor & Francis, 2016, 46 (9), pp.4353 - 4368 hal-01759535
Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier. A Mean Field Game of Optimal Portfolio Liquidation. Mathematics of Operations Research, INFORMS, 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, Elsevier, 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, Institute of Mathematical Statistics (IMS), 2021, 26 (none) hal-03663073
Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. ESAIM: Probability and Statistics, EDP Sciences, 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, Springer, 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. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 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, World Scientific Publishing, 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
Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. Diffusion approximation for random parabolic operators with oscillating coefficients. 2017 hal-01419923
Alexandre Popier. Integro-partial differential equations with singular terminal condition. Nonlinear Analysis: Hybrid Systems, Elsevier, 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, Elsevier, 2017, 127 (3), pp.831 - 876 hal-01639665
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
Alexandre Popier. Integro-partial differential equations with singular terminal condition. 2017 hal-01293775
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, Elsevier, 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, EDP Sciences, 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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 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, Elsevier, 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, Springer Verlag, 2012, 15 (2), pp.133 - 149 hal-01634601
Alexandre Popier, Said Hamadène. L p -SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. Stochastics and Dynamics, World Scientific Publishing, 2012, 12 (02) hal-01636326
Alexandre Brouste, Marina Kleptsyna, Alexandre Popier. Fractional Diffusion with Partial Observations. Communications in Statistics - Theory and Methods, Taylor & Francis, 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, Elsevier, 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, Society for Industrial and Applied Mathematics, 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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 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, Institute of Mathematical Statistics, 2007, 35 (3), pp.1071 - 1117 hal-01636315
Alexandre Popier. Backward stochastic differential equations with singular terminal condition. Stochastic Processes and their Applications, Elsevier, 2006, 116 (12), pp.2014 - 2056 hal-01636313
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, EDP Sciences, In press 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, Les Ulis, France : Les Editions de Physique, 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, Hirzel Verlag, 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, Elsevier, 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, Société Arithmétique 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
Alexandre Brouste, Christophe Dutang, Tom Rohmer. A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables. Communications in Statistics - Simulation and Computation, Taylor & Francis, In press, pp.1-17 hal-03689206
Alexandre Brouste, Christophe Dutang, Tom Rohmer. A closed-form alternative estimator for GLM with categorical explanatory variables. Communications in Statistics - Simulation and Computation, Taylor & Francis, 2022, pp.1-17 hal-03692809
Alexandre Brouste. Testing the accuracy of WIM systems: Application to a B-WIM case. Measurement - Journal of the International Measurement Confederation (IMEKO), Elsevier, 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, Elsevier, 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, R Foundation for Statistical Computing, 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, Springer Verlag, 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, EDP Sciences, 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, Springer Verlag, 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, Taylor & Francis (Routledge), 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, Institute of Mathematical 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, Springer Verlag, 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, R Foundation for Statistical Computing, 2016, 8 (1), pp.38-47 hal-02271831
Alexandre Brouste, Alain Bensoussan. Cox-Ingersoll-Ross model for wind speed modeling and forecasting. Wind Energy, Wiley, 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, Institut des Actuaires, 2016 hal-01616192
Alexandre Brouste, Jie Tang, Kwok Leung Tsui. Some improvements of wind speed Markov chain modeling. Renewable Energy, Elsevier, 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, Allerton Press, Springer (link), 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, Taylor & Francis (Routledge), 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, EDP Sciences, 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, University of California, Los Angeles, 2014, 57 (4) hal-01634617
Alexandre Brouste, Chunhao Cai. CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS. Stochastics and Dynamics, World Scientific Publishing, 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, Springer Verlag, 2013, 28 (4), pp.1529 - 1547 hal-01634606
Alexandre Brouste, Alain Bensoussan, Pierre Raphaël Bertrand. Forecasting the energy produced by a windmill on a yearly basis. Stochastic Environmental Research and Risk Assessment, Springer Verlag (Germany), 2012, 26 (8), pp.1109 - 1122 hal-01634598
Alexandre Brouste, Marina Kleptsyna. Kalman type filter under stationary noises. Systems and Control Letters, Elsevier, 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, Springer Verlag, 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, Taylor & Francis, 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, Springer Verlag, 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, Elsevier, 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, Springer Verlag, 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
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, Elsevier, In press hal-01992004
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
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. Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule. 2018 hal-01835159
Boualem Djehiche, Said Hamadène, Marie Amélie Morlais. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles. 2018 hal-01835105
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, Springer Verlag (Germany), 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
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, American Astronomical Society, 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, Elsevier, 2021 hal-03040517
Patrick Beissner, Laurent Denis. DUALITY AND GENERAL EQUILIBRIUM THEORY UNDER KNIGHTIAN UNCERTAINTY *. SIAM Journal on Financial Mathematics, Society for Industrial and Applied 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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 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, World Scientific Publishing, 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, Institute of Mathematical Statistics (IMS), 2013, 18 (none) hal-03687252
Alexandre Brouste, Marius Soltane, Irene Votsi. One-step estimation for the fractional Gaussian noise at high-frequency. ESAIM: Probability and Statistics, EDP Sciences, 2020, 24, pp.827-841 hal-03022878
V S Barbu, Ghislaine Gayraud, N. 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, Taylor & Francis (Routledge), 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, Taylor & Francis (Routledge), 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, Oxford University Press (OUP), 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, American Statistical Association, 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, Taylor & Francis, 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, Elsevier, 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, Springer Verlag, 2012, 14 (3), pp.685 - 703 hal-01635178
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, BioMed Central, 2020, 21 (1) halshs-03085823
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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
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.. 2019 hal-01767543
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
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
O Chernoyarov, S Dachian, C Farinetto, yu Kutoyants. Localization of two radioactive sources on the plane. 2022 hal-03687265
Christian Farinetto, yu. Kutoyants, A. Top. Poisson source localization on the plane: change-point case. Annals of the Institute of Statistical Mathematics, Springer Verlag, In press hal-02016524
yury Kutoyants. On Nonparametric Estimation for SDE with Delay. Annales de l'ISUP, Publications de l’Institut de Statistique de l’Université de Paris, 2019, 63 (2-3), pp.11-20 hal-02367609
Oleg Chernoyarov, Serguei Dachian, yury Kutoyants. On Parameter Estimation for Cusp-type Signals. 2018 hal-01741241
Alioune Top, O. Chernoyarov, A. Kutoyants. On multiple change-point estimation for Poisson process. Communications in Statistics - Theory and Methods, Taylor & Francis, 2017, 47 (5), pp.1215 - 1233 hal-01760344
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Serguei Dachian, yury Kutoyants, Lin yang. On Hypothesis Testing for Poisson Processes. Singular Cases. Communications in Statistics - Theory and Methods, Taylor & Francis, 2016, 45 (23), pp.6833-6859 hal-00967716
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Serguei Dachian, yury Kutoyants. Hypotheses Testing: Poisson Versus Stress-release. Journal of Statistical Planning and Inference, Elsevier, 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, Wiley, 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, Elsevier, 2003, 117 (1), pp.153-166 hal-00469712
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