Recently added

Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view

Bouchard, Bruno; Wai Chau, Ki; Manai, Arij; Sid-Ali, Ahmed (2019) Article accepté pour publication ou publié

Response to a small external force and fluctuations of a passive particle in a one-dimensional diffusive environment

Huveneers, François (2018) Article accepté pour publication ou publié

Quaternions in Collective Dynamics

Degond, Pierre; Frouvelle, Amic; Merino-Aceituno, Sara; Trescases, Ariane (2018) Article accepté pour publication ou publié

Recueil de modèles aléatoires

Chafai, Djalil; Malrieu, Florent (2016) Ouvrage

Smoothing causal functions

Bernard, Patrick; Suhr, Stefan (2018) Article accepté pour publication ou publié

Relative Periodic Solutions of the N-Vortex Problem Via the Variational Method

Wang, Qun (2018) Article accepté pour publication ou publié

Mathematical and numerical study of a dusty Knudsen gas mixture

Charles, Frédérique; Salvarani, Francesco (2018) Document de travail / Working paper

Existence and uniqueness analysis of a non-isothermal cross-diffusion system of Maxwell–Stefan type

Hutridurga, Harsha; Salvarani, Francesco (2018) Article accepté pour publication ou publié

Effective operator for Robin eigenvalues in domains with corners

Khalile, Magda; Ourmières-Bonafos, Thomas; Pankrashkin, Konstantin (2018) Document de travail / Working paper

Dirac operators on hypersurfaces as large mass limits

Moroianu, Andrei; Ourmières-Bonafos, Thomas; Pankrashkin, Konstantin (2018) Document de travail / Working paper

A sharp upper bound on the spectral gap for convex graphene quantum dots

Lotoreichik, Vladimir; Ourmières-Bonafos, Thomas (2018) Document de travail / Working paper

Observing and shaping the market: the dilemma of central banks

Baeriswyl, Romain; Cornand, Camille; Ziliotto, Bruno (2018) Document de travail / Working paper

Constant payoff in zero-sum stochastic games

Oliu-Barton, Miquel; Ziliotto, Bruno (2018) Document de travail / Working paper

Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample

Ziliotto, Bruno (2018) Document de travail / Working paper

Hidden Stochastic Games and Limit Equilibrium Payoffs

Renault, Jérôme; Ziliotto, Bruno (2018) Document de travail / Working paper

Tauberian theorems for general iterations of operators: Applications to zero-sum stochastic games

Ziliotto, Bruno (2018) Article accepté pour publication ou publié

Positive measure of KAM tori for finitely differentiable Hamiltonians

Bounemoura, Abed (2018) Document de travail / Working paper

Rank optimality for the Burer-Monteiro factorization

Waldspurger, Irène; Waters, Alden (2018) Document de travail / Working paper

Zero-sum Stochastic Games: Limit Optimal Trajectories

Sorin, Sylvain; Vigeral, Guillaume (2018) Document de travail / Working paper

Numerical construction of Wannier functions through homotopy

Gontier, David; Levitt, Antoine; Siraj-Dine, Sami (2019) Article accepté pour publication ou publié

CEREMADE : Publications: Recent submissions

Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view ﻿

Response to a small external force and fluctuations of a passive particle in a one-dimensional diffusive environment ﻿

Quaternions in Collective Dynamics ﻿

Recueil de modèles aléatoires ﻿

Smoothing causal functions ﻿

Relative Periodic Solutions of the N-Vortex Problem Via the Variational Method ﻿

Mathematical and numerical study of a dusty Knudsen gas mixture ﻿

Existence and uniqueness analysis of a non-isothermal cross-diffusion system of Maxwell–Stefan type ﻿

Effective operator for Robin eigenvalues in domains with corners ﻿

Dirac operators on hypersurfaces as large mass limits ﻿

A sharp upper bound on the spectral gap for convex graphene quantum dots ﻿

Observing and shaping the market: the dilemma of central banks ﻿

Constant payoff in zero-sum stochastic games ﻿

Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample ﻿

Hidden Stochastic Games and Limit Equilibrium Payoffs ﻿

Tauberian theorems for general iterations of operators: Applications to zero-sum stochastic games ﻿

Positive measure of KAM tori for finitely differentiable Hamiltonians ﻿

Rank optimality for the Burer-Monteiro factorization ﻿

Zero-sum Stochastic Games: Limit Optimal Trajectories ﻿

Numerical construction of Wannier functions through homotopy ﻿