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
-
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
-
Maximal Entropy Random Walks in Z: Random and non-random environments
- Thibaut Duboux
- Gerin Lucas
- Offret Yoann
-
General reproducing properties in RKHS with application to derivative and integral operators
- El-Boukkouri Fatima-Zahrae
- Garnier Josselin
- Roustant Olivier
-
Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
- Abi Jaber Eduardo
- Li Shaun Xiaoyuan
-
Quantifying the impact of climate risks on credit risk
- Ndiaye Elisa
-
Inf-sup stable non-conforming finite elements on tetrahedra with second and third order accuracy
- Balazi Loïc
- Allaire Grégoire
- Jolivet Pierre
- Omnes Pascal
-
A two spaces extension of Cauchy-Lipschitz theorem
- Bertucci Charles
- Lions Pierre-Louis
DOI : 10.1016/j.jde.2024.12.031 -
Meta-modelling paths of simple climate models using Neural Networks and Dirichlet polynomials: An application to DICE
- Gobet Emmanuel
- Liu Yushan
- Vermandel Gauthier
-
Learning signals defined on graphs with optimal transport and Gaussian process regression
- Carpintero Perez Raphaël
- da Veiga Sébastien
- Garnier Josselin
- Staber Brian
-
Fredholm Approach to Nonlinear Propagator Models
- Abi Jaber Eduardo
- Bondi Alessandro
- de Carvalho Nathan
- Neuman Eyal
- Tuschmann Sturmius
-
The Volterra Stein-Stein model with stochastic interest rates
- Abi Jaber Eduardo
- Hainaut Donatien
- Motte Edouard
-
Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
- de Crescenzo Anna
- de Feo Filippo
- Pham Huyên
-
Complex discontinuities of the square root of Fredholm determinants in the Volterra Stein-Stein model
- Abi Jaber Eduardo
- Guellil Maxime
-
Stability of non-conservative cross diffusion model and approximation by stochastic particle systems
- Bansaye Vincent
- Bertolino Alexandre
- Moussa Ayman
-
On the strong law of large numbers and Llog L condition for supercritical general branching processes
- Bansaye Vincent
- Berah Tresnia
- Cloez Bertrand
-
Sufficient dimension reduction for regression with spatially correlated errors: application to prediction
- Forzani Liliana
- Arancibia Rodrigo García
- Gieco Antonella
- Llop Pamela
- Yao Anne-Françoise
DOI : 10.48550/arXiv.2502.02781 -
Ancestral lineages and sampling in populations with density-dependent interactions
- Kubasch Madeleine
-
Applications of new boundary conditions for the Boltzmann equation derived from a kinetic model of gas-surface interaction
- Kosuge Shingo
- Aoki Kazuo
- Giovangigli Vincent
- Golse François
-
Wave dispersion and bifurcation analyses of eikonal gradient-enhanced isotropic damage models
- Ribeiro Nogueira Breno
- Rastiello Giuseppe
- Giry Cédric
- Gatuingt Fabrice
DOI : 10.1016/j.euromechsol.2025.105643