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2005
Feller property and infinitesimal generator of the exploration process.
R. ABRAHAM, J-F DELMAS.
13 pages, décembre 2005
Pricing Parisian Options.
C. LABART, J. LELONG.
45 pages, décembre 2005
Diffusion Monte Carlo method: Numerical analysis in a simple case.
M. EL MAKRINI, B. JOURDAIN, T. LELIEVRE.
20 pages, décembre 2005
DGTD methods using modal basis functions and symplectic local time-stepping : application to wave propagation problems.
S. PIPERNO.
34 pages, novembre 2005, Sophia Antipolis
Fragmentation associated to lévy processes using snake.
R. ABRAHAM, J-F. DELMAS.
43 pages, novembre 2005
Discontinuous galerkin methods for friedrichs' systems. Part II. Second-Order elliptic PDE'S.
A. ERN, J.L. GUERMOND.
25 pages, novembre 2005
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
Mummy, why do you keep on growing ?.
M. DE LARA.
25 pages, octobre 2005
Optimal sequential decisions and variations of the value of information.
L. GILOTTE, M. DE LARA.
20 pages, octobre 2005
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
A central limit theorem for Robbins Monro algorithms with projections.
J. LELONG.
15 pages, septembre 2005
Dirichlet forms in simulation.
N. BOULEAU.
10 pages, septembre 2005, Paris
An interacting particle system approach for molecular dynamics.
M. ROUSSET, G. STOLTZ.
21 pages, août 2005
S. PIPERNO.
Symplectic local time-stepping in non-dissipative DGTD methods applied to wave propagation problems.
34 pages, juillet 2005, Sophia-Antipolis
A. ERN, J-L. GUERMOND, G. CAPLAIN.
An intrinsic criterion for the bijectivity of hilbert operators related to friedrichs' systems.
21 pages, juillet 2005
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
On the discretization schemes for the CIR (and Bessel squared) processes.
A. ALFONSI.
31 pages, mai 2005
Nonconforming finite element methods with subgrid viscosity applied to advection-diffusion-reaction equations.
L. EL ALAOUI, A. ERN.
19 pages, avril 2005
Euler scheme and tempered distributions.
J. GUYON.
22 pages, mars 2005
Discontinuous Galerkin methods for friedrichs' symmetric systems. I. general theory.
A. ERN, J.L. GUERMOND.
32 pages, mars 2005
Continuous interior penalty hp-finite element.
E. BURMAN, A. ERN.
20 pages, mars 2005
Differential calculus for dirichlet forms : the measure-valued gradient preserved by image.
N. BOULEAU.
12 pages, mars 2005, Paris
Dislocation dynamics with a mean curvature term : short time existence and uniqueness.
N. FORCADEL.
30 pages, mars 2005
Feller property and infinitesimal generator of the exploration process.
R. ABRAHAM, J-F DELMAS.
13 pages, décembre 2005
R. ABRAHAM, J-F DELMAS.
13 pages, décembre 2005
Pricing Parisian Options.
C. LABART, J. LELONG.
45 pages, décembre 2005
C. LABART, J. LELONG.
45 pages, décembre 2005
Diffusion Monte Carlo method: Numerical analysis in a simple case.
M. EL MAKRINI, B. JOURDAIN, T. LELIEVRE.
20 pages, décembre 2005
M. EL MAKRINI, B. JOURDAIN, T. LELIEVRE.
20 pages, décembre 2005
DGTD methods using modal basis functions and symplectic local time-stepping : application to wave propagation problems.
S. PIPERNO.
34 pages, novembre 2005, Sophia Antipolis
S. PIPERNO.
34 pages, novembre 2005, Sophia Antipolis
Fragmentation associated to lévy processes using snake.
R. ABRAHAM, J-F. DELMAS.
43 pages, novembre 2005
R. ABRAHAM, J-F. DELMAS.
43 pages, novembre 2005
Discontinuous galerkin methods for friedrichs' systems. Part II. Second-Order elliptic PDE'S.
A. ERN, J.L. GUERMOND.
25 pages, novembre 2005
A. ERN, J.L. GUERMOND.
25 pages, novembre 2005
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
L. EL ALAOUI, A. ERN, E. BURMAN.
18 pages, novembre 2005
Mummy, why do you keep on growing ?.
M. DE LARA.
25 pages, octobre 2005
M. DE LARA.
25 pages, octobre 2005
Optimal sequential decisions and variations of the value of information.
L. GILOTTE, M. DE LARA.
20 pages, octobre 2005
L. GILOTTE, M. DE LARA.
20 pages, octobre 2005
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
M. DE LARA.
18 pages, octobre 2005
A central limit theorem for Robbins Monro algorithms with projections.
J. LELONG.
15 pages, septembre 2005
J. LELONG.
15 pages, septembre 2005
Dirichlet forms in simulation.
N. BOULEAU.
10 pages, septembre 2005, Paris
N. BOULEAU.
10 pages, septembre 2005, Paris
An interacting particle system approach for molecular dynamics.
M. ROUSSET, G. STOLTZ.
21 pages, août 2005
M. ROUSSET, G. STOLTZ.
21 pages, août 2005
S. PIPERNO.
Symplectic local time-stepping in non-dissipative DGTD methods applied to wave propagation problems.
34 pages, juillet 2005, Sophia-Antipolis
Symplectic local time-stepping in non-dissipative DGTD methods applied to wave propagation problems.
34 pages, juillet 2005, Sophia-Antipolis
A. ERN, J-L. GUERMOND, G. CAPLAIN.
An intrinsic criterion for the bijectivity of hilbert operators related to friedrichs' systems.
21 pages, juillet 2005
An intrinsic criterion for the bijectivity of hilbert operators related to friedrichs' systems.
21 pages, juillet 2005
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
J-P. CHANCELIER, M. DE LARA, A. DE PALMA.
30 pages, avril 2005
On the discretization schemes for the CIR (and Bessel squared) processes.
A. ALFONSI.
31 pages, mai 2005
A. ALFONSI.
31 pages, mai 2005
Nonconforming finite element methods with subgrid viscosity applied to advection-diffusion-reaction equations.
L. EL ALAOUI, A. ERN.
19 pages, avril 2005
L. EL ALAOUI, A. ERN.
19 pages, avril 2005
Euler scheme and tempered distributions.
J. GUYON.
22 pages, mars 2005
J. GUYON.
22 pages, mars 2005
Discontinuous Galerkin methods for friedrichs' symmetric systems. I. general theory.
A. ERN, J.L. GUERMOND.
32 pages, mars 2005
A. ERN, J.L. GUERMOND.
32 pages, mars 2005
Continuous interior penalty hp-finite element.
E. BURMAN, A. ERN.
20 pages, mars 2005
E. BURMAN, A. ERN.
20 pages, mars 2005
Differential calculus for dirichlet forms : the measure-valued gradient preserved by image.
N. BOULEAU.
12 pages, mars 2005, Paris
N. BOULEAU.
12 pages, mars 2005, Paris
Dislocation dynamics with a mean curvature term : short time existence and uniqueness.
N. FORCADEL.
30 pages, mars 2005
N. FORCADEL.
30 pages, mars 2005