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Functional quantization for pricing derivatives

Gilles Pagès , Jacques Printems
Preprints, Working Papers, ... hal-00003092v1
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Options Américaines et frontières libres

Etienne Chevalier
Mathématiques [math]. Université de Marne la Vallée, 2004. Français. ⟨NNT : ⟩
Theses tel-00008823v1
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Fourier transform approach to nonperiodic boundary value problems in porous conductive media

Quy‐dong To , Guy Bonnet , Trung Nguyen-Thoi
International Journal for Numerical Methods in Engineering, In press, 122 (18), pp.4864-4885. ⟨10.1002/nme.6749⟩
Journal articles hal-03263301v1

Optimal dual quantizers of 1D log-concave distributions: uniqueness and Lloyd like algorithm

Benjamin Jourdain , Gilles Pagès
Journal of Approximation Theory, 2021, 267 (105581)
Journal articles hal-02975674v1
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Considering hazard estimation uncertain in urban resilience strategies

Bruno Barroca , Pietro Bernadara , Stéphane Girard , Gildas Mazo
Natural Hazards and Earth System Sciences, 2015, 15 (1), pp.25-34. ⟨10.5194/nhess-15-25-2015⟩
Journal articles hal-01100539v1

Non-gaussian vectors modeling by compressed principal component analysis

Marc Mignolet , Christian Soize
The 14th World Congress of Computational Mechanics (WCCM 2020) and ECCOMAS Congress 2020, Jan 2021, Paris, France
Conference papers hal-03137930v1
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Linear Weingarten membranes with funicular boundaries

Xavier Tellier , Cyril Douthe , Laurent Hauswirth , Olivier Baverel
Structural Concrete, 2020, ⟨10.1002/suco.202000030⟩
Journal articles hal-02988774v1
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A novel source-filter stochastic model for voice production

Edson Cataldo , L. Monteiro , Christian Soize
Journal of Voice, 2023, 37 (1), pp.1-8. ⟨10.1016/j.jvoice.2020.11.015⟩
Journal articles hal-03179837v1
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Global well-posedness for the derivative nonlinear Schr\"odinger equation

Hajer Bahouri , Galina Perelman
Inventiones Mathematicae, 2022
Journal articles hal-03035862v1
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On the stability of certain minimal surfaces under the vanishing mean curvature flow in Minkowski space

Alaa Marachli
Mathematical Physics [math-ph]. Université Paris-Est, 2019. English. ⟨NNT : 2019PESC0034⟩
Theses tel-03121368v1
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Entropy-based convergence analysis for (A)MCMC algorithms in high dimension

Didier Chauveau , Pierre Vandekerkhove
Preprints, Working Papers, ... hal-02774953v1

Standard stochastic coalescence with sum kernels

Nicolas Fournier
Electronic Communications in Probability, 2006, 11 (none), ⟨10.1214/ECP.v11-1206⟩
Journal articles hal-03180942v1
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The Stochastic Critical Node Problem over Trees

Pierre Hosteins , Rosario Scatamacchia
Networks, 2020, 30p
Journal articles hal-02565234v2
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Experimental identification of a stochastic computational dynamical model using modal data measured for a family of built-up structures

Anas Batou , Christian Soize , S. Audebert
IMAC Conference & Exposition on Structural Dynamics (IMAC 2015), Feb 2015, Orlando, Florida, United States. pp.1-8
Conference papers hal-01158275v1
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Constructive links between some morphological hierarchies on edge-weighted graphs

Jean Cousty , Laurent Najman , Benjamin Perret
International Symposium on Mathematical Morphology, May 2013, Uppsala, Sweden. pp.85-96
Conference papers hal-00798622v2
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Propriétés de convergence dans les structures d'erreur

Dominique Malicet , Guillaume Poly
Preprints, Working Papers, ... hal-00608007v1
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On the long time behavior of stochastic vortices systems

Joaquin Fontbona , Benjamin Jourdain
Markov Processes And Related Fields, 2014, 20 (4), pp.675-704
Journal articles hal-00850183v2
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On the genericity of Whitehead minimality

Frédérique Bassino , Cyril Nicaud , Pascal Weil
Journal of Group Theory, 2016, 19 (1), pp.137-159
Journal articles hal-00919489v2
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Generation of accelerograms compatible with response spectrum using the information theory

Anas Batou , Christian Soize
APVC 2013, 15th Asia Pacific Vibration Conference, Jun 2013, Jeju Island, South Korea. pp.1-5
Conference papers hal-00806398v1
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Generalized Dyck tilings (Extended Abstract)

Matthieu Josuat-Vergès , Jang Soo Kim
26th International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2014), 2014, Chicago, United States. pp.181-192, ⟨10.46298/dmtcs.2391⟩
Conference papers hal-01058407v2
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Trajectoires d'emploi identifiées à l'aide de cartes auto-organisées classifiantes. Etude réalisée avec le Panel Study of Income Dynamics, 1993-2003

Etienne Côme , Marie Cottrell , Patrice Gaubert
Modèles et apprentissages en Sciences Humaines et Sociales, Jun 2010, Lille, France. pp.XX-XX
Conference papers hal-00450708v1
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Minimax hypothesis testing for curve registration

Olivier Collier
Electronic Journal of Statistics , 2012, 6, pp.1129-1154
Journal articles hal-00619808v2

Hyperbolic wavelet transform: an efficient tool for multifractal analysis of anisotropic fields

Patrice Abry , Marianne Clausel , Stéphane Jaffard , Stéphane G. Roux , Béatrice Vedel
Revista Matemática Iberoamericana, 2015, 31 (1), pp.313-348. ⟨10.4171/rmi/836⟩
Journal articles hal-00851399v1

Stochastic model for matrix-valued random fields with constrained eigenvalues: application to stochastic elasticity and permeability tensors

Johann Guilleminot , Christian Soize
Eleventh U. S. National Congress on Computational Mechanics (USNCCM XI 2011), Jul 2011, Minneapolis, Minnesota, United States. pp.1
Conference papers hal-00701591v1

Advanced methodologies for the identification of stochastic models in computational mechanics. Case of uncertainty quantification for dynamical systems and case of mesoscale elasticity random fields for heterogeneous microstructures

Christian Soize
(Keynote Lecture) 1st International Symposium on Uncertainty Quantification and Stochastic Modeling (Uncertainties 2012), Feb 2012, Maresias, SP, Brazil
Conference papers hal-00701601v1
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Dynamical properties of the negative beta transformation

Lingmin Liao , Wolfgang Steiner
Ergodic Theory and Dynamical Systems, 2012, 32 (5), pp.1673-1690. ⟨10.1017/S0143385711000514⟩
Journal articles hal-00555127v3

SHM trends and opportunities for the civil engineering sector

Frédéric Bourquin , Bruno Godart
EWSHM - 7th European Workshop on Structural Health Monitoring, IFFSTTAR, Inria, Université de Nantes, Jul 2014, Nantes, France
Conference papers hal-01010072v1

Stochastic multiscale modeling of random interphases in nanoreinforced polymers

Thinh-Tien Le , Johann Guilleminot , Christian Soize
UNCECOMP 2015, 1st ECCOMAS Thematic International Conference on Uncertainty Quantification in Computational Sciences and Engineering, May 2015, The Island of Crete, Greece
Conference papers hal-01158283v1

System identification under different ambient excitations.

Michael Döhler , Dionysius Siroringo , Laurent Mevel
3rd APWSHM (ASIA PACIFIC Workshop on Structural Health Monitoring), Nov 2010, Tokyo, Japan
Conference papers inria-00531340v1

Damage Detection in Wind Turbine Blade Panels Using Three Different SHM Techniques.

Marcin Luczak , Bart Peeters , Michael Döhler , Laurent Mevel , Wieslaw Ostachowicz , et al.
28th International Modal Analysis Conference, SEM, Feb 2010, JacksonVille, United States
Conference papers inria-00531345v1