Publications
Les thèses soutenues au CMAP sont disponibles en suivant ce lien:
Découvrez les thèses du CMAP
Sont listées ci-dessous, par année, les publications figurant dans l'archive ouverte HAL.
2025
-
Stochastic Dynamics of Incoherent Branched Flow
- Garnier Josselin
- Picozzi Antonio
- Torres Theo
DOI : 10.48550/arXiv.2502.07028 -
A Γ-convergence result for 2D type-I superconductors
- Cosenza Alessandro
- Goldman Michael
- Zilio Alessandro
-
Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian
- Abi Jaber Eduardo
- Attal Elie
-
Watermark anything with localized messages
- Sander Tom
- Fernandez Pierre
- Durmus Alain
- Furon Teddy
- Douze Matthijs
-
Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
- Cazacu Nicoleta
-
Boundary regularity for nonlocal elliptic equations over Reifenberg flat domains
- Prade Adriano
-
Some mathematical models for flagellar activation mechanisms
- Alouges François
- Anello Irene
- Desimone Antonio
- Lefebvre-Lepot Aline
- Levillain Jessie
-
Towards History-aware Sensitivity Analysis For Time Series
- Yachouti Mouad
- Perrin Guillaume
- Garnier Josselin
-
Volatility models in practice: Rough, Path-dependent or Markovian?
- Abi Jaber Eduardo
- Li Shaun Xiaoyuan
-
Improved Polynomial Bounds and Acceleration of GMRES by Solving a min-max Problem on Rectangles, and by Deflating
- Spillane Nicole
- Szyld Daniel B
-
GEOMETRIC OPTIMIZATION OF A LITHIUM-ION BATTERY WITH THE DOYLE-FULLER-NEWMAN MODEL
- Joly Richard
- Allaire Grégoire
- de Loubens Romain
-
Uncertainty quantification in Bayesian inverse problems with neutron and gamma time correlation measurements
- Lartaud Paul
- Humbert Philippe
- Garnier Josselin
DOI : 10.1016/j.anucene.2024.111123 -
Estimation of extreme risk measures with neural networks
- Allouche Michaël
- Gobet Emmanuel
- Girard Stéphane
-
From Glosten-Milgrom to the whole limit order book and applications to financial regulation
- Huang Weibing
- Pulido Sergio
- Rosenbaum Mathieu
- Saliba Pamela
- Sfendourakis Emmanouil
DOI : 10.48550/arXiv.1902.10743 -
Scaffold with Stochastic Gradients: New Analysis with Linear Speed-Up
- Mangold Paul
- Durmus Alain
- Dieuleveut Aymeric
- Moulines Eric
-
Logarithmic Sobolev inequalities for non-equilibrium steady states
- Monmarché Pierre
- Wang Songbo
DOI : 10.1007/s11118-025-10211-6 -
From Hyper Roughness to Jumps as H → -1/2
- Abi Jaber Eduardo
- Attal Elie
- Rosenbaum Mathieu
-
A Spectral Dominance Approach to Large Random Matrices
- Bertucci Charles
- Debbah Mérouane
- Lasry Jean-Michel
- Lions Pierre-Louis
DOI : 10.48550/arXiv.2105.08983 -
A class of short-term models for the oil industry addressing speculative storage
- Achdou Yves
- Bertucci Charles
- Lasry Jean-Michel
- Lions Pierre Louis
- Rostand Antoine
- Scheinkman Jose
DOI : 10.48550/arXiv.2003.11790 -
On non-uniqueness of phase retrieval in multidimensions
- Novikov Roman
- Xu Tianli
-
Martingale property and moment explosions in signature volatility models
- Abi Jaber Eduardo
- Gassiat Paul
- Sotnikov Dimitri
-
General reproducing properties in RKHS with application to derivative and integral operators
- El-Boukkouri Fatima-Zahrae
- Garnier Josselin
- Roustant Olivier
-
Maximal Entropy Random Walks in Z: Random and non-random environments
- Thibaut Duboux
- Gerin Lucas
- Offret Yoann
-
Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
- Abi Jaber Eduardo
- Li Shaun Xiaoyuan
-
Inf-sup stable non-conforming finite elements on tetrahedra with second and third order accuracy
- Balazi Loïc
- Allaire Grégoire
- Jolivet Pierre
- Omnes Pascal