Publications

2005

• Mathematics and finance
  
  • Gobet Emmanuel
  • Pagès Gilles
  • Yor Marc
  , 2008, pp.63-76. (10.1007/978-3-540-75265-3_7)
  DOI : 10.1007/978-3-540-75265-3_7
• Moderate deviations for particle filtering
  
  • Douc Randal
  • Guillin A.
  • Najim J.
  The Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2005, 15 (1B), pp.587-614. (10.1214/105051604000000657)
  DOI : 10.1214/105051604000000657
• Le paradoxe de Bertrand
  
  • Colonna Jean-François
  , 2005.
• Le paradoxe de Bertrand généralisé
  
  • Colonna Jean-François
  , 2005.
• Le paradoxe de Bertrand
  
  • Colonna Jean-François
  , 2005.
• The convex back-scattering support
  
  • Haddar Houssem
  • Kusiak Steven
  • Sylvester John
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2005, 66 (2), pp.591--615. (10.1137/040616231)
  DOI : 10.1137/040616231
• Comparison of Resampling Schemes for Particle Filtering
  
  • Douc Randal
  • Cappé Olivier
  • Moulines Eric
  , 2005, pp.64-69.
• A common formalism for the Integral formulations of the forward EEG problem
  
  • Kybic J.
  • Clerc M.
  • Abboud T.
  • Faugeras O.
  • Keriven R.
  • Papadopoulo T.
  IEEE Transactions on Medical Imaging, Institute of Electrical and Electronics Engineers, 2005, 24 (1), pp.12-28. (10.1109/tmi.2004.837363)
  DOI : 10.1109/tmi.2004.837363
• Dynamic asset pricing theory with uncertain time-horizon.
  
  • Blanchet-Scalliet Christophette
  • El Karoui Nicole
  • Martellini Lionel
  Journal of Economic Dynamics and Control, Elsevier, 2005, 29 (10), pp.1737-1764.
• A MUSIC algorithm for locating small inclusions buried in a half space from the scattering amplitude at a fixed frequency.
  
  • Ammari Habib
  • Iakovleva Ekaterina
  • Lesselier Dominique
  Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, Society for Industrial and Applied Mathematics, 2005, 3 (3), pp.597-628. (10.1137/040610854)
  DOI : 10.1137/040610854
• Functional central limit theorems for a large network in which customers join the shortest of several queues
  
  • Graham Carl
  Probability Theory and Related Fields, Springer Verlag, 2005, 131 (1), pp.97-120. (10.1007/s00440-004-0372-9)
  DOI : 10.1007/s00440-004-0372-9
• TIME-DELAY REGULARIZATION OF ANISOTROPIC DIFFUSION AND IMAGE PROCESSING
  
  • Belahmidi Abdelmounim
  • Chambolle Antonin
  ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2005, Vol.39, No.2., pp.pp. 231-251. (10.1051/m2an:2005010)
  DOI : 10.1051/m2an:2005010
• Conformal mappings and inverse boundary value problems
  
  • Haddar Houssem
  • Kress Rainer
  Inverse Problems, IOP Publishing, 2005, 21 (3), pp.935--953. (10.1088/0266-5611/21/3/009)
  DOI : 10.1088/0266-5611/21/3/009
• Recovering Volatility from Option Prices by Evolutionary Optimization
  
  • Hamida Sana Ben
  • Cont Rama
  The Journal of Computational Finance, Incisive Media, 2005. (10.2139/ssrn.546882)
  DOI : 10.2139/ssrn.546882
• Convergence of discontinuous value functions of singularly perturbed control systems with terminal or infimum cost
  
  • Watbled Frédérique
  • Serea Oana
  Differential Equations and Applications, Element, 2005, pp.233--249.
• Inférence dans les HMM hiérarchiques et factorisés: changement de représentation vers le formalisme des réseaux bayésien
  
  • Gelly Sylvain
  • Bredeche Nicolas
  • Sebag Michèle
  , 2005, pp.pp.35-44.
• Blow-up for the stochastic nonlinear Schrödinger equation with multiplicative noise
  
  • de Bouard Anne
  • Debussche Arnaud
  Annals of Probability, Institute of Mathematical Statistics, 2005, 33 (3), pp.1078-1110. (10.1214/009117904000000964)
  DOI : 10.1214/009117904000000964
• New constructions of domain decomposition methods for systems of PDEs
  
  • Dolean Victorita
  • Nataf Frédéric
  • Rapin Gerd
  C.R. Acad. Sci. Paris, 2005, Ser. I 340, pp.693-696.
• On the use of the reciprocity-gap functional in inverse scattering from planar cracks
  
  • Ben Abda Amel
  • Delbary Fabrice
  • Haddar Houssem
  Mathematical Models and Methods in Applied Sciences, World Scientific Publishing, 2005, 15 (10), pp.1553-1574. (10.1142/S0218202505000819)
  DOI : 10.1142/S0218202505000819
• An application of the reciprocity gap functional to inverse scattering theory
  
  • Colton David
  • Haddar Houssem
  Inverse Problems, IOP Publishing, 2005, 21 (1), pp.383--398. (10.1088/0266-5611/21/1/023)
  DOI : 10.1088/0266-5611/21/1/023
• A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
  
  • Cont Rama
  • Voltchkova Ekaterina
  SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2005, 43 (4), pp.1596-1626. (10.1137/S0036142903436186)
  DOI : 10.1137/S0036142903436186
• Image decomposition into a bounded variation component and an oscillating component
  
  • Aujol Jean-François
  • Aubert Gilles
  • Blanc-Féraud Laure
  • Chambolle Antonin
  Journal of Mathematical Imaging and Vision, Springer Verlag, 2005, 22 (1), pp.pages 71-88.
• 3D piezoelectric surface green's function
  
  • Laude Vincent
  • Jerez-Hanckes Carlos F.
  • Ballandras Sylvain
  , 2005, pp.687-690.
• Generalized Impedance Impedance Boundary Conditions For Scattering by Strongly Absorbing Obstacles: The Scalar Case
  
  • Haddar Houssem
  • Joly Patrick
  • Nguyen Hoai-Minh
  Mathematical Models and Methods in Applied Sciences, World Scientific Publishing, 2005, 15 (08), pp.1273-1300. (10.1142/S021820250500073X)
  DOI : 10.1142/S021820250500073X