Publications

2023

• Equilibrium in Functional Stochastic Games with Mean-Field Interaction
  
  • Abi Jaber Eduardo
  • Neuman Eyal
  • Voss Moritz
  , 2023.
• Multistep interface coupling for high-order adaptive black-box multiphysics simulations
  
  • François L.
  • Massot M.
  , 2023. (10.23967/c.coupled.2023.027)
  DOI : 10.23967/c.coupled.2023.027
• An expansion formula for Hawkes processes and application to cyber-insurance derivatives *
  
  • Hillairet Caroline
  • Réveillac Anthony
  • Rosenbaum Mathieu
  Stochastic Processes and their Applications, Elsevier, 2023, 160, pp.89-119. (10.1016/j.spa.2023.02.012)
  DOI : 10.1016/j.spa.2023.02.012
• Numerical analysis of lattice Boltzmann schemes : from fundamental issues to efficient and accurate adaptive methods
  
  • Bellotti Thomas
  , 2023.
• Hi! PARIS: IA et Sciences des données pour la société
  
  • Richard Gael
  • Nicolas Vieille
  • Eric Moulines
  Télécom : revue de l'Association Amicale des ingénieurs de l'Ecole Nationale Supérieure des télécommunications, 2023 (#209).
• Mean estimation for Randomized Quasi Monte Carlo method
  
  • Gobet Emmanuel
  • Lerasle Matthieu
  • Métivier David
  , 2023.
• On the estimation of extreme quantiles with neural networks
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  , 2023.
• Tutorial "Quantitative issues in Centralised and Decentralised Finance
  
  • Gobet Emmanuel
  • Melachrinos Anastasia
  , 2023.
• The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles
  
  • Abi Jaber Eduardo
  • Illand Camille
  • Li Shaun Xiaoyuan
  Risk, Infopro Digital, 2023, Cutting edge section.
• On the stability of the invariant probability measures of McKean-Vlasov equations
  
  • Cormier Quentin
  , 2023.
• Optimal ecological transition path of a credit portfolio distribution, based on Multidate Monge-Kantorovich formulation
  
  • Gobet Emmanuel
  • Lage Clara
  Annals of Operations Research, Springer Verlag, 2023. (10.1007/s10479-023-05385-4)
  DOI : 10.1007/s10479-023-05385-4
• Tropical linear regression and mean payoff games: or, how to measure the distance to equilibria
  
  • Akian Marianne
  • Gaubert Stéphane
  • Qi Yang
  • Saadi Omar
  SIAM Journal on Discrete Mathematics, Society for Industrial and Applied Mathematics, 2023, 37 (2), pp.632-674. (10.1137/21M1428297)
  DOI : 10.1137/21M1428297
• Local volatility under rough volatility
  
  • Bourgey Florian
  • de Marco Stefano
  • Friz Peter
  • Pigato Paolo
  Mathematical Finance, Wiley, 2023, 33 (4), pp.1119-1145. (10.1111/mafi.12392)
  DOI : 10.1111/mafi.12392
• Generative modeling of extremes with neural networks
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  , 2023.
• On the concave one-dimensional random assignment problem and Young integration theory
  
  • Goldman Michael
  • Trevisan Dario
  , 2023.
• Numerical and Theoretical Study of Patterns in a Chemotaxis Model
  
  • Payan Maxime
  • Breden Maxime
  , 2023.
• Multi-fidelity surrogate modeling for time-series outputs
  
  • Kerleguer Baptiste
  SIAM/ASA Journal on Uncertainty Quantification, ASA, American Statistical Association, 2023, 11 (2), pp.514-539. (10.1137/20M1386694)
  DOI : 10.1137/20M1386694
• A limiting model for a low Reynolds number swimmer with N passive elastic arms
  
  • Alouges François
  • Lefebvre-Lepot Aline
  • Levillain Jessie
  Mathematics in Engineering, AIMS, 2023, 5 (5), pp.1-20. (10.3934/mine.2023087)
  DOI : 10.3934/mine.2023087
• Maxwell's equations with hypersingularities at a negative index material conical tip
  
  • Bonnet-Ben Anne-Sophie
  • Chesnel Lucas
  • Rihani Mahran
  , 2023.
• Approximate Lipschitz stability for phaseless inverse scattering with background information
  
  • Sivkin Vladimir
  Journal of Inverse and Ill-posed Problems, De Gruyter, 2023, 31 (3), pp.441-454. (10.1515/jiip-2023-0001)
  DOI : 10.1515/jiip-2023-0001
• Well-posedness of wave scattering in perturbed elastic waveguides and plates: application to an inverse problem of shape defect detection
  
  • Bonnetier Eric
  • Niclas Angèle
  • Seppecher L.
  Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Royal Society, The, 2023, 479 (2273), pp.20220646. (10.1098/rspa.2022.0646)
  DOI : 10.1098/rspa.2022.0646
• Unifying mirror descent and dual averaging
  
  • Juditsky Anatoli
  • Kwon Joon
  • Moulines Éric
  Mathematical Programming, Springer Verlag, 2023, 199, pp.793–830. (10.1007/s10107-022-01850-3)
  DOI : 10.1007/s10107-022-01850-3
• Hamilton–Jacobi equations for controlled gradient flows: The comparison principle
  
  • Conforti Giovanni
  • Kraaij R.C.
  • Tonon D.
  Journal of Functional Analysis, Elsevier, 2023, 284 (9), pp.109853. (10.1016/j.jfa.2023.109853)
  DOI : 10.1016/j.jfa.2023.109853
• Global linear convergence of Evolution Strategies with recombination on scaling-invariant functions
  
  • Touré Cheikh
  • Auger Anne
  • Hansen Nikolaus
  Journal of Global Optimization, Springer Verlag, 2023, 86 (1), pp.163-203. (10.1007/s10898-022-01249-6)
  DOI : 10.1007/s10898-022-01249-6
• Validated integration of semilinear parabolic PDEs
  
  • Bouwe van den Berg Jan
  • Breden Maxime
  • Sheombarsing Ray
  , 2023.