2005

2005

    [295] 
    Feller property and infinitesimal generator of the exploration process.
    R. ABRAHAM, J-F DELMAS.
    13 pages, décembre 2005
    [294] 
    Pricing Parisian Options.
    C. LABART, J. LELONG.
    45 pages, décembre 2005
    [293] 
    Diffusion Monte Carlo method: Numerical analysis in a simple case.
    M. EL MAKRINI, B. JOURDAIN, T. LELIEVRE.
    20 pages, décembre 2005
    [292] 
    DGTD methods using modal basis functions and symplectic local time-stepping : application to wave propagation problems.
    S. PIPERNO.
    34 pages, novembre 2005, Sophia Antipolis
    [291] 
    Fragmentation associated to lévy processes using snake.
    R. ABRAHAM, J-F. DELMAS.
    43 pages, novembre 2005
    [290] 
    Discontinuous galerkin methods for friedrichs' systems. Part II. Second-Order elliptic PDE'S.
    A. ERN, J.L. GUERMOND.
    25 pages, novembre 2005
    [289] 
    A priori and a posteriori analysis of nonconforming finite elements with face penalty for advection-diffusion equations.
    L. EL ALAOUI, A. ERN, E. BURMAN.
    18 pages, novembre 2005
    [288] 
    Mummy, why do you keep on growing ?.
    M. DE LARA.
    25 pages, octobre 2005
    [287] 
    Optimal sequential decisions and variations of the value of information.
    L. GILOTTE, M. DE LARA.
    20 pages, octobre 2005
    [286] 
    On three binary relations between agents and classification of information structures in withsenhausen's intrinsic model for discrete stochastic control.
    M. DE LARA.
    18 pages, octobre 2005
    [285] 
    A central limit theorem for Robbins Monro algorithms with projections.
    J. LELONG.
    15 pages, septembre 2005
    [284] 
    Dirichlet forms in simulation.
    N. BOULEAU.
    10 pages, septembre 2005, Paris
    [283] 
    An interacting particle system approach for molecular dynamics.
    M. ROUSSET, G. STOLTZ.
    21 pages, août 2005
    [282] 
    S. PIPERNO.
    Symplectic local time-stepping in non-dissipative DGTD methods applied to wave propagation problems.
    34 pages, juillet 2005, Sophia-Antipolis
    [281] 
    A. ERN, J-L. GUERMOND, G. CAPLAIN.
    An intrinsic criterion for the bijectivity of hilbert operators related to friedrichs' systems.
    21 pages, juillet 2005
    [280] 
    Risk aversion and optimal strategies in a one-armed bandit problem : an application to road choice.
    J-P. CHANCELIER, M. DE LARA, A. DE PALMA.
    30 pages, avril 2005
    [279] 
    On the discretization schemes for the CIR (and Bessel squared) processes.
    A. ALFONSI.
    31 pages, mai 2005
    [278] 
    Nonconforming finite element methods with subgrid viscosity applied to advection-diffusion-reaction equations.
    L. EL ALAOUI, A. ERN.
    19 pages, avril 2005
    [277] 
    Euler scheme and tempered distributions.
    J. GUYON.
    22 pages, mars 2005
    [276] 
    Discontinuous Galerkin methods for friedrichs' symmetric systems. I. general theory.
    A. ERN, J.L. GUERMOND.
    32 pages, mars 2005
    [275] 
    Continuous interior penalty hp-finite element.
    E. BURMAN, A. ERN.
    20 pages, mars 2005
    [274] 
    Differential calculus for dirichlet forms : the measure-valued gradient preserved by image.
    N. BOULEAU.
    12 pages, mars 2005, Paris
    [273] 
    Dislocation dynamics with a mean curvature term : short time existence and uniqueness.
    N. FORCADEL.
    30 pages, mars 2005