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Parametric families on large binary spaces.
(2011-02) Document de travail / Working paper
Optimal stopping of a mean reverting diffusion: minimizing the relative distance to the maximum.
(2011-02) Document de travail / Working paper
First moments of the truncated and absolute Student's variates.
(2011) Document de travail / Working paper
Anisotropic asymptotic behaviour for second order differential operators in non-divergential form.
(2011) Document de travail / Working paper
Discussions on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods"
(2011) Document de travail / Working paper
Weak martingale representation for continuous Markov processes and application to quadratic growth BSDEs.
(2011) Document de travail / Working paper
A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case.
(2011) Document de travail / Working paper
Blow-up criterion, ill-posedness and existence of strong solution for Korteweg system with infinite energy.
(2011) Document de travail / Working paper
New entropy for Korteweg's system, existence of global weak solution and Prodi-Serrin theorem.
(2011) Document de travail / Working paper
Deterministic monotone dynamics and dominated strategies.
(2011) Document de travail / Working paper