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Parametric families on large binary spaces.

Schäfer, Christian (2011-02) Document de travail / Working paper

Optimal stopping of a mean reverting diffusion: minimizing the relative distance to the maximum.

Espinosa, Gilles-Edouard; Elie, Romuald (2011-02) Document de travail / Working paper

First moments of the truncated and absolute Student's variates.

Robert, Christian P. (2011) Document de travail / Working paper

Anisotropic asymptotic behaviour for second order differential operators in non-divergential form.

Tahraoui, Rabah (2011) Document de travail / Working paper

Discussions on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods"

Barthelme, Simon; Beffy, Magali; Chopin, Nicolas; Doucet, Arnaud; Jacob, Pierre E.; Johansen, Adam M.; Marin, Jean-Michel; Robert, Christian P. (2011) Document de travail / Working paper

Weak martingale representation for continuous Markov processes and application to quadratic growth BSDEs.

Réveillac, Anthony (2011) Document de travail / Working paper

A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case.

Kharroubi, Idris; Lim, Thomas (2011) Document de travail / Working paper

Blow-up criterion, ill-posedness and existence of strong solution for Korteweg system with infinite energy.

Haspot, Boris (2011) Document de travail / Working paper

New entropy for Korteweg's system, existence of global weak solution and Prodi-Serrin theorem.