Publications

2024

• Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas
  
  • Gobet Emmanuel
  • Richou Adrien
  • Szpruch Lukasz
  , 2024.
• Multicomponent thermodynamics with instabilities and diffuse interfaces fluids
  
  • Giovangigli Vincent
  • Le Calvez Yoann
  • Ribert Guillaume
  AIMS Mathematics, AIMS Press, 2024, 9, pp.25979 - 26034. (10.3934/math.20241270)
  DOI : 10.3934/math.20241270
• An inverse problem: recovering the fragmentation kernel from the short-time behaviour of the fragmentation equation
  
  • Doumic Marie
  • Escobedo Miguel
  • Tournus Magali
  Annales Henri Lebesgue, UFR de Mathématiques - IRMAR, 2024, 7, pp.621-671. (10.5802/ahl.207)
  DOI : 10.5802/ahl.207
• An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio
  
  • Bourgey Florian
  • Gobet Emmanuel
  • Jiao Ying
  , 2024.
• Reconciling rough volatility with jumps
  
  • Abi Jaber Eduardo
  • de Carvalho Nathan
  SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics, 2024, 15 (3), pp.785-823.
• On Lipschitz solutions of mean field games master equations
  
  • Bertucci Charles
  • Lasry Jean-Michel
  • Lions Pierre-Louis
  Journal of Functional Analysis, Elsevier, 2024, 287 (5), pp.110486. (10.1016/j.jfa.2024.110486)
  DOI : 10.1016/j.jfa.2024.110486
• Optimal business model adaptation plan for a company under a transition scenario
  
  • Ndiaye Elisa
  • Bezat Antoine
  • Gobet Emmanuel
  • Guivarch Céline
  • Jiao Ying
  , 2024.
• Transparent scatterers and transmission eigenvalues
  
  • Grinevich Petr
  • Novikov Roman
  , 2024.
• On the simulation of extreme events with neural networks
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  , 2024.
• Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
  
  • Foucart Clément
  • Rivero Víctor
  • Winter Anita
  , 2024.
• Supplementary Material to ``A hypothesis test for the domain of attraction of a random variable
  
  • Olivero Héctor
  • Talay Denis
  , 2024.
• Escape Rate Games
  
  • Akian Marianne
  • Gaubert Stéphane
  • Marchesini Loïc
  , 2024.
• On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model
  
  • Tomašević Milica
  • Woessner Guillaume
  Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2024, 42 (4), pp.767-796. (10.1080/07362994.2024.2381768)
  DOI : 10.1080/07362994.2024.2381768
• Kernel density estimation for a stochastic process with values in a Riemannian manifold
  
  • Abdillahi Isman Mohamed
  • Nefzi Wiem
  • Mbaye Papa
  • Khardani Salah
  • Yao Anne-Françoise
  Journal of Nonparametric Statistics, American Statistical Association, 2024, pp.1-20. (10.1080/10485252.2024.2382442)
  DOI : 10.1080/10485252.2024.2382442
• PEPit: computer-assisted worst-case analyses of first-order optimization methods in Python
  
  • Goujaud Baptiste
  • Moucer Céline
  • Glineur François
  • Hendrickx Julien
  • Taylor Adrien
  • Dieuleveut Aymeric
  Mathematical Programming Computation, Springer, 2024, 16 (3), pp.337-367. (10.1007/s12532-024-00259-7)
  DOI : 10.1007/s12532-024-00259-7
• When Data Driven Reduced Order Modeling Meets Full Waveform Inversion
  
  • Borcea Liliana
  • Garnier Josselin
  • Mamonov Alexander
  • Zimmerling Jörn
  SIAM Review, Society for Industrial and Applied Mathematics, 2024, 66 (3), pp.501-532. (10.1137/23M1552826)
  DOI : 10.1137/23M1552826
• A holographic uniqueness theorem for the two-dimensional Helmholtz equation
  
  • Nair Arjun
  • Novikov Roman
  , 2024.
• Long-time behaviour of a multidimensional age-dependent branching process with a singular jump kernel
  
  • Olayé Jules
  • Tomasevic Milica
  , 2024.
• Statistical limits of correlation detection in trees
  
  • Ganassali Luca
  • Massoulié Laurent
  • Semerjian Guilhem
  The Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2024, 34 (4), pp.3701-3734. (10.1214/23-AAP2048)
  DOI : 10.1214/23-AAP2048
• An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio
  
  • Bourgey Florian
  • Gobet Emmanuel
  • Jiao Ying
  , 2024.
• Mean-field limit of particle systems with absorption
  
  • Guo Gaoyue
  • Tomasevic Milica
  , 2024.
• Understanding the worst-kept secret of high-frequency trading
  
  • Pulido Sergio
  • Rosenbaum Mathieu
  • Sfendourakis Emmanouil
  , 2023.
• Convex compact surfaces with no bound on their synthetic Ricci curvature
  
  • Vernicos Constantin
  Bulletin de la société mathématique de France, Société Mathématique de France, 2024, 152 (2), pp.185-198. (10.24033/bsmf.2888)
  DOI : 10.24033/bsmf.2888
• Nonlinear system identification with control-based continuation of bifurcation curves
  
  • Mélot Adrien
  • Denimal Goy Enora
  • Renson Ludovic
  , 2024, pp.1-2.
• Eigenvalue Methods for Sparse Tropical Polynomial Systems
  
  • Akian Marianne
  • Béreau Antoine
  • Gaubert Stéphane
  , 2024.