Publications

2020

• No‐arbitrage implies power‐law market impact and rough volatility
  
  • Jusselin Paul
  • Rosenbaum Mathieu
  Mathematical Finance, Wiley, 2020, 30 (4), pp.1309-1336. (10.1111/mafi.12254)
  DOI : 10.1111/mafi.12254
• Consistent transport properties in multicomponent two-temperature magnetized plasmas: Application to the Sun chromosphere
  
  • Wargnier Quentin
  • Alvarez-Laguna Alejandro
  • Scoggins James B
  • Mansour Nagi N
  • Massot Marc
  • Magin Thierry E.
  Astronomy and Astrophysics - A&A, EDP Sciences, 2020, 635, pp.A87. (10.1051/0004-6361/201834686)
  DOI : 10.1051/0004-6361/201834686
• Space adaptive methods with error control based on adaptive multiresolution for the simulation of low-Mach reactive flows
  
  • N'Guessan Marc-Arthur
  , 2020.
• On quasi-reversibility solutions to the Cauchy problem for the Laplace equation: regularity and error estimates
  
  • Bourgeois Laurent
  • Chesnel Lucas
  ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2020. (10.1051/m2an/2019073)
  DOI : 10.1051/m2an/2019073
• Stability of piecewise deterministic Markovian metapopulation processes on networks
  
  • Montagnon Pierre
  Stochastic Processes and their Applications, Elsevier, 2020, 130 (3), pp.1515-1544. (10.1016/j.spa.2019.05.012)
  DOI : 10.1016/j.spa.2019.05.012
• Regulation of Renewable Resource Exploitation
  
  • Kharroubi Idris
  • Lim Thomas
  • Mastrolia Thibaut
  SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2020, 58 (1), pp.551-579. (10.1137/19M1265740)
  DOI : 10.1137/19M1265740
• Scaling Limit of Sub-ballistic 1D Random Walk among Biased Conductances: a Story of Wells and Walls
  
  • Berger Quentin
  • Salvi Michele
  Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2020, 25, pp.p. 1-43. (10.1214/20-EJP427)
  DOI : 10.1214/20-EJP427
• Optimization of a Sequential Decision Making Problem for a Rare Disease Diagnostic Application
  
  • Besson Rémi
  • Le Pennec Erwan
  • Spaggiari Emmanuel
  • Neuraz Antoine
  • Stirnemann Julien
  • Allassonnière Stéphanie
  , 2020, pp.475-482. (10.5220/0008938804750482)
  DOI : 10.5220/0008938804750482
• A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
  
  • Havet Antoine
  • Lerasle Matthieu
  • Moulines Éric
  • Vernet Elodie
  Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2020.
• STRATEGIC ADVANTAGES IN MEAN FIELD GAMES WITH A MAJOR PLAYER
  
  • Bertucci Charles
  • Lasry Jean-Michel
  • Lions Pierre Louis
  , 2020.
• Plasma-sheath transition in multi-fluid models with inertial terms under low pressure conditions: Comparison with the classical and kinetic theory
  
  • Alvarez-Laguna Alejandro
  • Magin Thierry E.
  • Massot Marc
  • Bourdon Anne
  • Chabert Pascal
  Plasma Sources Science and Technology, IOP Publishing, 2020. (10.1088/1361-6595/ab6242)
  DOI : 10.1088/1361-6595/ab6242
• Crouzeix-Raviart approximation of the total variation on simplicial meshes
  
  • Chambolle Antonin
  • Pock Thomas
  Journal of Mathematical Imaging and Vision, Springer Verlag, 2020, 62 (6-7), pp.872--899. (10.1007/s10851-019-00939-3)
  DOI : 10.1007/s10851-019-00939-3
• Phase Field Approach to Optimal Packing Problems and Related Cheeger Clusters
  
  • Bogosel Beniamin
  • Bucur Dorin
  • Fragalà Ilaria
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2020, 81 (1), pp.63-87. (10.1007/s00245-018-9476-y)
  DOI : 10.1007/s00245-018-9476-y
• Parking 3-sphere swimmer: II. The long-arm asymptotic regime
  
  • Alouges François
  • Di Fratta Giovanni
  European Physical Journal E: Soft matter and biological physics, EDP Sciences: EPJ, 2020, 43 (2). (10.1140/epje/i2020-11932-5)
  DOI : 10.1140/epje/i2020-11932-5
• Factorization Method for Imaging a Local Perturbation in Inhomogeneous Periodic Layers from Far Field Measurements
  
  • Haddar Houssem
  • Konschin Alexander
  Inverse Problems and Imaging, AIMS American Institute of Mathematical Sciences, 2020, 14 (1), pp.133-152. (10.3934/ipi.2019067)
  DOI : 10.3934/ipi.2019067
• Tropical spectrahedra
  
  • Allamigeon Xavier
  • Gaubert Stéphane
  • Skomra Mateusz
  Discrete and Computational Geometry, Springer Verlag, 2020, 63, pp.507–548. (10.1007/s00454-020-00176-1)
  DOI : 10.1007/s00454-020-00176-1
• Recursive computation of invariant distributions of Feller processes
  
  • Pagès Gilles
  • Rey Clément
  Stochastic Processes and their Applications, Elsevier, 2020, 130, pp.328 - 365. (10.1016/j.spa.2019.03.008)
  DOI : 10.1016/j.spa.2019.03.008
• A variational formulation for computing shape derivatives of geometric constraints along rays
  
  • Feppon Florian
  • Allaire Grégoire
  • Dapogny Charles
  ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2020, 54 (1), pp.181-228. (10.1051/m2an/2019056)
  DOI : 10.1051/m2an/2019056
• Learning Multimodal Digital Models of Disease Progression from Longitudinal Data : Methods & Algorithms for the Description, Prediction and Simulation of Alzheimer’s Disease Progression
  
  • Koval Igor
  , 2020.
• Quantile-based robust optimization of a supersonic nozzle for Organic Rankine Cycle turbines
  
  • Razaaly Nassim
  • Gori Giulio
  • Persico Giacomo
  • Congedo Pietro Marco
  , 2020.
• Modulation of homogeneous and isotropic turbulence by sub-Kolmogorov particles: Impact of particle field heterogeneity
  
  • Letournel Roxane
  • Laurent Frédérique
  • Massot Marc
  • Vié Aymeric
  International Journal of Multiphase Flow, Elsevier, 2020, 125, pp.103233. (10.1016/j.ijmultiphaseflow.2020.103233)
  DOI : 10.1016/j.ijmultiphaseflow.2020.103233
• Modèles Génératifs Profonds : l'échantillonnage en haute dimension revisité
  
  • Moulines Eric
  , 2020.
• Comparative study of harmonic and Rayleigh-Ritz procedures with applications to deflated conjugate gradients
  
  • Venkovic Nicolas
  • Mycek Paul
  • Giraud Luc
  • Le Maitre Olivier
  , 2020.
• Quantitative modeling links in vivo microstructural and macrofunctional organization of human and macaque insular cortex, and predicts cognitive control abilities
  
  • Menon Vinod
  • Gallardo Guillermo
  • Pinsk Mark
  • Nguyen Van-Dang
  • Li Jing-Rebecca
  • Cai Weidong
  • Wassermann Demian
  , 2020. (10.1101/662601)
  DOI : 10.1101/662601
• Adaptive Bayesian SLOPE—High-dimensional Model Selection with Missing Values
  
  • Jiang Wei
  • Bogdan Malgorzata
  • Josse Julie
  • Miasojedow Blazej
  • Rockova Veronika
  , 2020.