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Rapports de Recherche du Cermics
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      Année 2005

[2005-295]  R. ABRAHAM, J-F DELMAS
Feller property and infinitesimal generator of the exploration process, 13 pages,  décembre 2005, Champs-sur-Marne

[2005-294]  C. LABART, J. LELONG
Pricing Parisian Options, 45 pages,  décembre 2005, Champs-sur-Marne

[2005-293]  M. EL MAKRINI, B. JOURDAIN, T. LELIEVRE
Diffusion Monte Carlo method: Numerical analysis in a simple case, 20 pages,  décembre 2005, Champs-sur-Marne

[2005-292]  S. PIPERNO
DGTD methods using modal basis functions and symplectic local time-stepping : application to wave propagation problems, 34 pages,  novembre 2005, Sophia Antipolis
[Paru également en rapport INRIA n° 5749]

[2005-291]  R. ABRAHAM, J-F. DELMAS
Fragmentation associated to lévy processes using snake, 43 pages,  novembre 2005, Champs-sur-Marne

[2005-290]  A. ERN, J.L. GUERMOND
Discontinuous galerkin methods for friedrichs' systems. Part II. Second-Order elliptic PDE'S, 25 pages,  novembre 2005, Champs-sur-Marne

[2005-289]  L. EL ALAOUI, A. ERN, E. BURMAN
A priori and a posteriori analysis of nonconforming finite elements with face penalty for advection-diffusion equations
18 pages,  novembre 2005, Champs-sur-Marne

[2005-288] M. DE LARA
  Mummy, why do you keep on growing ? 25 pages,  octobre 2005, Champs-sur-Marne

[2005-287] L. GILOTTE, M. DE LARA
  Optimal sequential decisions and variations of the value of information 20 pages,  octobre 2005, Champs-sur-Marne

[2005-286] M. DE LARA
  On three binary relations between agents and classification of  information structures in withsenhausen's intrinsic model for discrete stochastic control
 18 pages,  octobre 2005, Champs-sur-Marne

[2005-285] J. LELONG
A central limit theorem for Robbins Monro algorithms with projections, 15 pages,  septembre 2005, Champs-sur-Marne

[2005-284] N. BOULEAU
Dirichlet forms in simulation, 10 pages,  septembre 2005, Paris

[2005-283] M. ROUSSET, G. STOLTZ
An interacting particle system approach for molecular dynamics, 21 pages,  août 2005, Champs-sur-Marne


[2005-282] S. PIPERNO
Symplectic local time-stepping in non-dissipative DGTD methods applied to wave propagation problems , 34 pages,  juillet 2005, Sophia-Antipolis

[2005-281] A. ERN, J-L. GUERMOND, G. CAPLAIN
An intrinsic criterion for the bijectivity of hilbert operators related to friedrichs' systems , 21 pages,  juillet 2005, Champs-sur-Marne


[2005-280] J-P. CHANCELIER, M. DE LARA, A. DE PALMA
Risk aversion and optimal strategies in a one-armed bandit problem : an application to road choice, 30 pages,  avril 2005, Champs-sur-Marne

[2005-279] A. ALFONSI
  On the discretization schemes for the CIR (and Bessel squared) processes, 31 pages,  mai 2005, Champs-sur-Marne

[2005-278] L. EL ALAOUI, A. ERN
Nonconforming finite element methods with subgrid viscosity applied to advection-diffusion-reaction equations, 19 pages,  avril 2005, Champs-sur-Marne

[2005-277] J. GUYON
Euler scheme and tempered distributions, 22 pages,  mars 2005, Champs-sur-Marne

[2005-276] A. ERN, J.L. GUERMOND
Discontinuous Galerkin methods for friedrichs' symmetric systems. I. general theory, 32 pages,  mars 2005, Champs-sur-Marne

[2005-275] E. BURMAN, A. ERN
Continuous interior penalty hp-finite element, 20 pages, mars 2005, Champs-sur-Marne

[2005-274] N. BOULEAU
Differential calculus for dirichlet forms : the measure-valued gradient preserved by image, 12 pages, mars 2005, Paris

[2005-273] N. FORCADEL
Dislocation dynamics with a mean curvature term : short time existence and uniqueness, 30 pages, mars 2005, Champs-sur-Marne
 
 
 
 
 
 
 
© ENPC 2004 / Mis à jour Avril 2004