Publications

2006

• A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
  
  • Delarue François
  • Menozzi Stéphane
  The Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2006, 16, pp.140-184.
• Analysis of two linear sampling methods applied to electromagnetic imaging of buried objects
  
  • Cakoni Fioralba
  • Fares M'Barek
  • Haddar Houssem
  Inverse Problems, IOP Publishing, 2006, 22 (3), pp.845--867. (10.1088/0266-5611/22/3/007)
  DOI : 10.1088/0266-5611/22/3/007
• Model uncertainty and its impact on the pricing of derivative instruments
  
  • Cont Rama
  Mathematical Finance, Wiley, 2006, 16 (3), pp.519 - 547. (10.1111/j.1467-9965.2006.00281.x)
  DOI : 10.1111/j.1467-9965.2006.00281.x
• Deviation bounds for additive functionals of Markov processes
  
  • Cattiaux Patrick
  • Guillin Arnaud
  , 2006.
• A New Domain Decomposition Method for the Compressible Euler Equations
  
  • Dolean Victorita
  • Nataf Frédéric
  ESAIM: Mathematical Modelling and Numerical Analysis, Société de Mathématiques Appliquées et Industrielles (SMAI) / EDP, 2006, 40 (4), pp.689-703.
• Subgeometric ergodicity of Markov chains
  
  • Douc Randal
  • Moulines Eric
  • Soulier Philippe
  , 2006, pp.55--64.
• High Order Generalized Impedance Boundary Conditions in Electromagnetic Scattering Problems
  
  • Duruflé Marc
  • Haddar Houssem
  • Joly Patrick
  Comptes Rendus. Physique, Académie des sciences (Paris), 2006, 7, pp.533-542.
• A new linear sampling method for the electromagnetic imagining of buried objects
  
  • Cakoni Fioralba
  • Haddar Houssem
  , 2006, pp.19--30. (10.1142/9789812773197_0003)
  DOI : 10.1142/9789812773197_0003
• Policy Gradient in Continuous Time
  
  • Munos Rémi
  Journal of Machine Learning Research, Microtome Publishing, 2006, 7, pp.771-791.
• The dressed mobile atoms and ions
  
  • Amour Laurent
  • Grébert Benoît
  • Guillot Jean-Claude
  Journal de Mathématiques Pures et Appliquées, Elsevier, 2006, 86, pp.177-200.
• Weak and Strong Order of Convergence of a Semidiscrete Scheme for the Stochastic Nonlinear Schrodinger Equation
  
  • de Bouard Anne
  • Debussche Arnaud
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2006, 54 (3), pp.369-399. (10.1007/s00245-006-0875-0)
  DOI : 10.1007/s00245-006-0875-0