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An error estimate for a new scheme for mean curvature motion.
N. FORCADEL.
24 pages,  Décembre 2006
[333] 
General Duality for Perpetual American Options.
A. ALFONSI, B. JOURDAIN.
22 pages,  Décembre 2006
[332] 
A Discontinuous Galerkin method with weighted averages for advection-diffusion equations with locally vanishing and anisotropic diffusivity.
A. ERN, A. STEPHANSEN, P. ZUNINO.
21 pages,  Décembre 2006
[331] 
Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm?.
J.-F. DELMAS, B. JOURDAIN.
16 pages,  Novembre 2006
[330] 
Discontinuous Galerkin methods for anisotropic semi-definite diffusion with advection.
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28 pages,  Novembre 2006
[329] 
Height process for super-critical continuous state branching process.
J.-F. DELMAS.
15 pages,  Novembre 2006
[328] 
Pricing double barrier Parisian Options using Laplace transforms.
C. LABART, J. LELONG.
22 pages,  Novembre 2006
[327] 
A numerical study for the homogenization of one-dimensional models describing the motion of dislocations.
A. GHORBEL, P. HOCH, R. MONNEAU.
21 pages,  Octobre 2006
[326] 
Stochastic flows approach to Dupire's formula.
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13 pages,  Octobre 2006
[325] 
Convergence of a Generalized Fast Marching Method for a non-convex eikonal equation.
E. CARLINI, M. FALCONE, N. FORCADEL, R. MONNEAU.
40 pages,  Octobre 2006
[324] 
Existence and uniqueness of a solution of a non-conservative Burgers type system describing the dynamics of dislocations densities.
A. EL HAJJ.
26 pages,  Octobre 2006
[323] 
Epi-convergence of stochastic optimization problems involving both random variables and measurability constraints approximations.
J.-P. CHANCELIER.
16 pages,  Octobre 2006
[322] 
Risk aversion in one-armed bandit problems.
J.-P. CHANCELIER, M. DE LARA, A. DE PALMA.
9 pages,  Octobre 2006
[321] 
Interchange of minimization and integration with measurability constraints.
C. STRUGAREK.
9 pages,  Septembre 2006
[320] 
Discontinuous Galerkin methods for Friedrichs' systems. Part III. Multi-field theories with partial coercivity.
A. ERN, J.-L. GUERMOND.
28 pages,  Septembre 2006
[319] 
An extension to the Wiener space of the arbitrary functions principle.
N. BOULEAU.
6 pages,  Septembre 2006
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Changing the branching mechanism of a continuous state branching process using immigration.
R. ABRAHAM, J.-F. DELMAS.
14 pages,  Septembre 2006
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On the coarsest topology preserving continuity.
N. BOULEAU.
16 pages,  Septembre 2006
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On some errors related to the graduation of measuring instruments.
N. BOULEAU.
25 pages,  Septembre 2006
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A kinetic formulation of moving fronts and application to dislocations dynamics.
R. MONNEAU.
29 pages,  Septembre 2006
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Probabilistic approximation of a nonlinear parabolic equation occuring in rheology, .
M. BEN ALAYA, B. JOURDAIN.
23 pages,  Juin 2006
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A convergent scheme for a non-local coupled system modelling dislocations densities dynamics, .
A. EL HAJJ, N. FORCADEL.
25 pages,  Mai 2006
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Central limit theorems for truncating and averaging stochastic algorithms: a functional approach, .
J. LELONG.
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Méthodes de type Galerkin discontinu pour la résolution numérique des équations de Maxwell en régime fréquentiel, .
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96 pages, Mai 2006, Sophia Antipolis. (rapport INRIA 5904)
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Etude de stabilité d'un schéma volumes finis pour les équations de l'élasto-dynamique en maillages non structurés, .
M. BEN JEMAA, S. PIPERNO, N. GLINSKY-OLIVIER.
27 pages, février 2006, Sophia Antipolis. (rapport INRIA 5817)
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Sampling boltzmann-gibbs distributions restricted on a manifold with diffusions : application to free energy calculations, .
G. CICCOTTI, T. LELIEVRE, E. VANDEN-EIJNDEN.
47 pages,  avril 2006
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When and how an error yields a Dirichlet form, .
N. BOULEAU.
48 pages,  mars 2006
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A call-put duality for perpetual american options, .
A. ALFONSI, B. JOURDAIN.
30 pages, avril 2006
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Computation of free energy differences through nonequilibrium stochastic dynamics : the reaction coordinate case, .
T. LELIEVRE, M. ROUSSET, G. STOLTZ.
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Asymptotics for the small fragments of the fragmentation at nodes, .
R. ABRAHAM, J. F. DELMAS.
17 pages,  mars 2006
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Well-posedness and numerical analysis of a one-dimension non-local transport equation modelling dislocations dynamics, .
A. GHORBEL, R. MONNEAU.
31 pages,  mars 2006
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Convergence of a non-local eikonal equation to anisotropic mean curvature motion. Application to dislocations dynamics, .
F. DA LIO, N. FORCADEL, R. MONNEAU.
49 pages,  février 2006
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Homogenization of first order equations with u/epsilon-periodic Hamiltonians. Part I : local equations, .
C. IMBERT, R. MONNEAU.
30 pages,  février 2006
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Limit theorems for bifurcating Markov Chains. Application to the detection of cellular aging, .
J. GUYON.
30 pages,  février 2006
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Fragmentation at height associated to Lévy processes, .
J.F. DELMAS.
16 pages,  janvier 2006
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Monotonic properties for the viable control of discrete time systems, .
M. DE LARA, L. DOYEN, T. GUILBAUD, M-J. ROCHET.
14 pages,  janvier 2006
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A continuous finite element method with face penalty to approximate Friederichs' systems, .
E. BURMAN, A. ERN.
23 pages,  janvier 2006
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Finite element evaluation of diffusion and dispersion tensors in periodic porous media with advection, .
P. TARDF D'HAMONVILLE, A. ERN, L. DORMIEUX.
22 pages,  janvier 2006
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Mathematics for molecular simulation: accomplishments and challenges, .
C. LE BRIS.
16 pages,  janvier 2006