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A. BENSOUSSAN
- Local Solutions for Stochastic Navier Stokes equations (with J. FREHSE), dedicated to Roger Temam for his 60th birthday, in Mathematical Modelling and Numerical Analysis (M2AN), Vol. 34, No. 2, 2000, pp. 241-273.
- Stochastic hybrid Control, dedicated to Professor Bellman (with J.L. Ménaldi) in Special Bellman issue of the Journal of Mathematical Analysis and Applications, eds. W.F. Ames, G. Leitmann, 249, 261-288 (2000).
- Conditions for no breakdown and Bellman equations of risk-sensitive control (with H. Nagai) . J. Applied Mathematics and Optimization, 42, pp. 91-101 (2000). Stochastic Games for N players, (with J. FREHSE) {dedicated to Professor D. Luenberger, in JOTA, 105, 03, 2000.
- Stochastic games with risk sensitive pay offs for N-Players (with Jens Frehse), Le Matematiche, Universita di Catania, Vol. LV, suppl.2, 2000.
- Regularity theory for systems of partial differential equations with Neumann boundary conditions (with J. FREHSE), dedicated to Professor Jacques-Louis Lions, Chinese Annals of Mathematics, 23(B):2(2002), pp. 165-180.
- Homogenization of Nonlinear Partial Differential Equations, dedicated to Prof . G. C. Papanicolaou
J. BUSCA
Mathématiques financières
- M. Avellaneda, D. Boyer-Olson, J. Busca and P. Friz. Reconstruction of volatility : Pricing index options using the steepest-descent approximation. C. R. Math. Acad. Sci. Paris 336, No. 3 (2003), p. 263--266.
- M. Avellaneda, D. Boyer-Olson, J. Busca and P. Friz. Application of large deviation methods to the pricing of index options in finance. Risk (Oct. 2002), p. 87--91.
- H. Berestycki, J. Busca and I. Florent. An inverse parabolic problem arising in finance. C. R. Acad. Sci. Paris Sér. I Math. 331 No. 12 (2000), p. 965--969.
- H. Berestycki, J. Busca and I. Florent. Asymptotics and calibration of local volatility models. Quantitative Finance 2 No. 1 (2002), p. 61--69.
Equations aux dérivées partielles non-linéaires
- A. Aftalion and J. Busca. Symétrie radiale pour des problèmes elliptiques sur-déterminés posés dans des domaines extérieurs. C. R. Acad. Sci. Paris Série I, T. 324, No. 6 (1997), p. 633--638.
- A. Aftalion and J. Busca. Radial symmetry of overdetermined boundary value problems in exterior domains. Arch. Rat. Mech. Anal. 143, No. 2 (1998) p. 195-206.
- A. Aftalion, J. Busca and W. Reichel. Approximate radial symmetry for overdetermined boundary value problems. Adv. Diff. Int. Eq. 4, No. 6 (1999), p. 907--932.
- G. Barles and J. Busca. Existence and Comparison Results for fully nonlinear degenerate elliptic equations without zeroth-order terms. Comm. Part. Diff. Eq. 26, No. 11 et 12 (2001), p. 2323--2337.
- J. Busca. Symmetry and nonexistence results for Emden-Fowler equations in cones. Diff. Int. Eq. 14, No. 8, (2001), p. 897--912.
- J. Busca. Existence results for Bellman equations and Maximum Principles in unbounded domains. Comm. Part. Diff. Eq. 24, No. 11and12 (1999), p. 2023--2042.
- J. Busca and P. Felmer. Qualitative properties of some bounded positive solutions to scalar field equations. Calc. Var. and PDE. 13 No. 2 (2001), p. 191--211.
- J. Busca, M.A. Jendoubi and P. Polacik. Convergence to equilibrium for semilinear problems in the whole space. Comm. Part. Diff. Eq. 27, No. 9 and 10 (2002), p. 1793--1814.
- J. Busca and A. Quaas. Symmetry results for elliptic systems with nonlipschitz nonlinearities. Nonlinear Analysis, T.M.A. 50, No. 3 (2002), p. 299--312.
- J. Busca and R. Manasevich. A Liouville-type Theorem for Lane-Emden systems. Indiana Univ. Math. J. 51 (2002), p. 37--51.
- J. Busca and B. Sirakov. Symmetry and nonexistence results for semilinear elliptic systems in the whole space. J. Diff. Eq. 163, No. 1 (2000), p. 41--56.
- J. Busca and B. Sirakov. Harnack type estimates for linear elliptic systems and applications. A paraître dans Ann. Inst. Henri Poincaré.
F. CATTE
- Bilateral Fixed points and Algebric properties of viability kernels and capture bassins of sets (Set-valued analysys :10 :379-416, 2002, Kluwer Academic publishers)
I. CATTO
- I.Catto, C. Le Bris et P.-L. Lions, On the thermodynamic limit for Hartree-Fock type models, Ann. I.H.P.-Analyse Non Linéaire, 18(6), pp. 687-760 (2001)
- I. Catto, C. Le Bris et P.-L. Lions, On some periodic Hartree-type models for crystals, Ann. I.H.P.-Analyse Non Linéaire, 19(2), pp.143-190 (2002)
- I. Catto et Ch. Hainzl, Self-energy of one electron in non-relativistic QED, Journal of Functional Analysis, à paraître.
P. CAZES
- Cazes P. (2002) Analyse factorielle d'un tableau de lois de probabilité, R.S.A., Vol L No. 3, pp.5-24.
A. CHAMBOLLE
- J.-F. Aujol, G. Aubert, L. Blanc-Féraud et A. Chambolle : Image decomposition into a bounded variation and an oscillating component, à para{ître dans J. Math. Imaging Vision.
- A. Chambolle : An algorithm for total variation minimization and applications, J. Math. Imaging Vision, to appear.
- A. Chambolle and C. J. Larsen : C-infinity regularity of the free boundary for a two-dimensional optimal compliance problem, Calc. Var. Partial Differential Equations, à para{ître.
- A. Chambolle : A density result in two-dimensional linearized elasticity, and applications. Arch. Ration. Mech. Anal. 167 (2003), no. 3, 211--233.
- B. Bourdin et A. Chambolle : Design-dependent loads in topology optimization. ESAIM Control Optim. Calc. Var. 9 (2003), 19--48 (electronic).
- A. Chambolle et F. Santosa : Control of the wave equation by time-dependent coefficient. A tribute to J. L. Lions. ESAIM Control Optim. Calc. Var. 8 (2002), 375--392 (electronic).
- E. Bonnetier et A. Chambolle : Computing the equilibrium configuration of epitaxially strained crystalline films. SIAM J. Appl. Math. 62 (2002), no. 4, 1093--1121 (electronic).
- A. Chambolle et B. J. Lucier : Interpreting translation-invariant wavelet shrinkage as a new image smoothing scale space. IEEE Trans. Image Process. 10 (2001), no. 7, 993--1000.
- A. Chambolle : Convex representation for lower semicontinuous envelopes of functionals in L1. J. Convex Anal. 8 (2001), no. 1, 149--170.
- B. Bourdin et A. Chambolle : Implementation of an adaptive finite-element approximation of the Mumford-Shah functional. Numer. Math. 85 (2000), no. 4, 609--646.
- A. Chambolle and G. Dal Maso : Discrete approximation of the Mumford-Shah functional in dimension two. M2AN Math. Model. Numer. Anal. 33 (1999), no. 4, 651--672.
- A. Chambolle : Finite-differences discretizations of the Mumford-Shah functional. M2AN Math. Model. Numer. Anal. 33 (1999), no. 2, 261--288.
L. COHEN
- Pellerin D, Berdeaux A, Cohen L, Giudicelli JF, Witchitz S., and Veyrat C. Comparison of two myocardial velocity gradient assessment methods during dobutamine infusion using doppler myocardial imaging. Journal of the American Society of Echocardiography, 12:22--31, 1999.
- Veyrat C, Pellerin D, Cohen L, Larrazet F, Extramiana F, and Witchitz S. Spectral, one-or two-dimensional tissue velocity doppler imaging: which to choose? Cardiology, 9(1):9--18, 2000.
- T. Deschamps and L.D. Cohen. Fast extraction of minimal paths in {3D images and application to virtual endoscopy. {MEDIA, Medical Image Analysis, an international journal of Computer Vision, Visualisation and Image Guided Intervention in Medicine, 5(4):281--299, December 2001. Video in the web version of the journal.
- Zakaria Ben Sbeh, Laurent D. Cohen, Gérard Mimoun, and Gabriel Coscas. A new approach of geodesic reconstruction for drusen segmentation in eye fundus images. IEEE Transactions on Medical Imaging, December 2001.
- M. Lefebure and L. D. Cohen. Image registration, optical flow and local rigidity. Journal of Mathematical Imaging and Vision, 14(2), March 2001. CEREMADE TR 0102, Jan 2001.
- L. D. Cohen. Multiple contour finding and perceptual grouping using minimal paths. Journal of Mathematical Imaging and Vision, 14(3), 2001. CEREMADE TR 0101, Jan 2001.
- Frederic Richard and Laurent D. Cohen. A new image registration technique with free boundary constraints: application to mammographs. {International Journal on Computer Vision and Image Understanding, Special Issue of on Nonrigid Image Registration, Volume 89, Issues 2-3, Pages 166-196 February - March 2003.
- Pablo Arbelaez and Laurent D. Cohen Energy Partitions and Image Segmentation. to appear in Journal of Mathematical Imaging and Vision, 2003.
R.A. DANA
- “On different notions of Arbitrage and Existence of Equilibrium “, en collaboration avec C. Le Van et F. Magnien, Journal of Economic theory 87, 1999.
- “Uniqueness and local uniqueness of Equilibrium in C.A.P.M.”, Journal of Mathematical Economics, 32, 1999.
- “Arbitrage and Existence of Equilibrium in Asset Markets, a Duality Approach”, en collaboration avec C. Le Van, Journal of Mathematical Economics 34, 396-413, 2000.
- “Optimal Risk-Sharing Rules and Equilibria with Non-Additive Expected Utility” en collaboration avec Alain Chateauneuf et J.M. Tallon, Journal of Mathematical Economics, 34, 2000.
- “Risk aversion and uniqueness of equilibrium. An application to financial markets” Review of Economic Design 6, 155-173, 2001, écrit en l'honneur de R. Radner, édité par Ischiishi.T. et Marshak T.
- “On Equilibria When Agents Have Multiple Priors” dans Annals of Operation Research, 114, 105-112, 2002, numéro spécial sur l'Equilibre stochastique”.
- Efficient Insurance Contracts Under epsilon-contaminated Utilities” en collaboration avec G. Carlier, N. Shahidi. Geneva Papers, 28 59-71, 2003.
- “Pareto efficient Insurance Contracts when the insurer's cost function is discontinuous” Economic Theory,2003.
- “ Ambiguity, Heterogeneity, Equilibrium Welfare and Prices “, version de “Pricing Rules when agents have multiple common priors” Cahiers du ceremade 9806. A paraitre dans Economic Theory.
- “Core of convex distortions of a probability on a non atomic space” en collaboration avec G. Carlier. Cahier du Ceremade 0128. A paraitre dans Journal of Economic Theory.
- “Stochastic Dominance, Risk, Dispersion and Equilibrium Asset Pricing”, version revisée du cahier du Ceremade 0043. A paraitre dans Journal of Mathematical Economics.
F. DIBOS
- Global Total Variation minimization, F. Dibos, G. Koepfler, dans SIAM Journal of Numerical Analysis, 37-2, p 646-664, 2000.
- Du groupe projectif au groupe des recalages: une nouvelle modélisation, F. Dibos CRAS, 2001, Tome 332, série I, numéro 9.
- Displacement following of hidden objects in a video sequence, F. Dibos O. Sanchez, (accepté), à paraître dans International Journal of Computer Vision.
- The use of size functions for comparison of shapes through differential invariants, F. Dibos, Patrizio Frosini et Denis Pasquignon, (accepté) , à paraître dans Journal of Mathematical Imaging and Vision.
E. DIDAY
- L. Billard, E. Diday (2003) “From the statistics of data to the statistic of knowledge: Symbolic Data Analysis”. JASA . Journal of the American Statistical Association. Juin, Vol. 98, N° 462.
- Ciampi, E. Diday, J. Lebbe, E. Perinel, R. Vignes (2000) “Growing a tree classifier with imprecise data” . Pattern Recognition letters 21, pp 787-803.
- E. Diday (2000) “Analyse des données symboliques: théorie et outil pour la fouille de connaissances” TSI (Technique et Science Informatiques). Vol 19, n°1-2-3 , Janvier 2000.
- E. Diday, F. Esposito (2003) “ An introduction to Symbolic Data Analysis and the Sodas Software” IDA. International Journal on Intelligent Data Analysis”. Volume 7, issue 6. (Decembre ).
- E. Diday , M. Vrac (2003) “Mixture Decomposition of Distributions by Copulas In the Symbolic Data Analysis Framework”. Journal of Discrete Applied Mathematics . Accepté.
- E. Diday, O. Rodriguez, P. Brito (2000) “Algoritmos para la classification pyramidal simbolica”. Revista de Matemática: Teoría y Aplicaciones , Vol. 7, N. 1-2, 2001, pp. 23-42.
- E. Diday , R. Emilion (2003) “Maximal and stochastic Galois Lattices” . Journal of Discrete Applied Mathematics, Vol. 127, pp. 271-284.
- E. Diday (2002) “An introduction to Symbolic Data Analysis and the Sodas software”. Journal of Symbolic Data Analysis. Vol. 1, n° 1. International Electronic Journal. www.jsda.unina2.it/JSDA.htm.
- M. Vrac, E. Diday (2003) “Généralisation des méthodes de décomposition de mélanges par copules”. Revue de Statistique Appliquée, accepté .
J. DOLBEAULT
- L1 and L• intermediate asymptotics for scalar conservation laws. Avec Miguel ESCOBEDO, Ceremade No. 0301, Hyke No. 2003-001, 20 pages, Asymptotic Analysis.
- “Bubble-tower” radial solutions in the slightly supercritical Brezis-Nirenberg problem. Avec Manuel DEL PINO et Monica MUSSO, Ceremade No. 0214, 24 pages, J. Diff. Eq., 193 no. 2 (20 September 2003), 280--306.
- On a Liouville type theorem for isotropic homogeneous fully nonlinear elliptic equations in dimension two, avec Régis MONNEAU, Ceremade No. 0222, Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, 18 pages.
- Relative entropies for kinetic equations in bounded domains, avec Naoufel BEN ABDALLAH, Ceremade No. 0133, Arch. Rational Mech. Anal., 38 pages.
- The optimal Euclidean Lp-Sobolev logarithmic inequality, avec Manuel DEL PINO, Ceremade no. 0120, Journal of Functional Analysis, 25 pages.
- Best constants for Gagliardo-Nirenberg inequalities and application to nonlinear diffusions, avec Manuel DEL PINO, Ceremade No. 0119, Journal de Mathématiques Pures et Appliquéees, 25 pages.
- On Singular Limits of Mean-Field Equations, avec Peter MARKOWICH et Andreas UNTERREITER, Ceremade No. 0033, Arch. Rational Mech. Anal. 158 No. 4 (2001), 319-351.
- On the eigenvalues of operators with gaps. Application to Dirac operators, avec Maria J. ESTEBAN & Eric SERE, Ceremade No. 9921 / Mathematical Physics preprint Archive (mp-arc) No. 99-199, J. Funct. Anal. 174 no. 1 (2000), 208--226.
- A minimization method for the one-particle Dirac equation, avec Maria J. ESTEBAN, Eric SERE & Michel VANBREUGEL, Physical Review Letters 85 no. 19 (06 November 2000), 4020--4023.
- A phase plane analysis of the “Multi-bubbling” phenomenon in some slightly supercritical equations, avec Manuel DEL PINO & Monica MUSSO, Monatshefte für Mathematik
- Asymptotic behaviour for the Vlasov-Poisson System in the stellar dynamic case, avec Oscar SÁNCHEZ and Juan SOLER, Ceremade No. 0315, Hyke no. 2003-015, 20 pages, Arch. Rat. Mech. Anal.
- The flashing ratchet: long time behavior and dynamical systems interpretation, avec David KINDERLEHRER & Michal KOWALCZYK, Ceremade No. 0244, Hyke No. 2002-015, 19 pages.
- Nonlinear diffusions, hypercontractivity and the optimal Lp-Euclidean logarithmic Sobolev inequality, avec Manuel DEL PINO & Ivan GENTIL, Ceremade No. 0239, Hyke No. 2002-013, 18 pages, J. Math. Anal. Appl.
- Entropy methods for kinetic models of traffic flow, avec Reinhard ILLNER, Ceremade No. 0230, Hyke No. 2002-006, Communication in Mathematical Sciences, 12 pages.
- On the long time behavior of the quantum Fokker-Planck equation, avec Jose A. CARRILLO, Peter MARKOWICH & Christof SPARBER, Monatshefte für Mathematik, preprint Ceremade No. 0212, 20 pages.
item A variational method for relativistic computations in atomic and molecular physics, avec Maria J. ESTEBAN & Eric SERE, Ceremade No. 0205, International Journal of Quantum Chemistry 93 (2003), 149--155.
- Nonlinear stability in Lp for a confined system of charged particles, avec Maria J. CÁCERES & José A. CARRILLO, Ceremade No. 0131, SIAM J. on Applied Math., 18 pages.
- Nonlinear diffusions and optimal constants in Sobolev type inequalities: asymptotic behaviour of equations involving the p-Laplacian [Diffusions nonlinéaires et constantes optimales dans des inégalités de type Sobolev: comportement asymptotique d'équations faisant intervenir le p-Laplacien], avec Manuel DEL PINO, Ceremade No. 0126, Comptes Rendus Mathématique, Acad. Sci. Paris, Volume 334, Issue 5 (2002), pages 365-370.
- Asymptotic behaviour of nonlinear diffusions, avec Manuel DEL PINO, Mathematical Research Letters (MRL), Ceremade No. 0127, 8 pages.
- Convexity estimates for nonlinear elliptic equations and application to free boundary problems, avec Régis MONNEAU, Ceremade No. 0118, Annales de l'Institut Henri Poincaré - Analyse Non Linéaire, 28 pages.
- Nodal Solutions for a Sublinear Elliptic Equation, avec Mikhaël BALABANE & Hichem OUNAIES, Ceremade No. 0107, Nonlinear Analysis: Theory, Methods & Applications, 18 pages.
- Radial Singular Solutions of a Critical Problem in a Ball, avec Maria ESTEBAN & Mythily RAMASWAMY, Ceremade No. 0041, 20 pages, J. Diff. & Integral Equations.
- Estimations de convexité pour des équations elliptiques non-linéaires et application à des problèmes de frontière libre [Convexity estimates for nonlinear elliptic equations and application to free boundary problems], avec Régis MONNEAU, Ceremade No. 0032, C.R. Acad. Sci. Paris Sér. I 331 (2000), 771-776.
- Intermediate asymptotics in L1 for general nonlinear diffusion equations, avec Piotr BILER & Maria J. ESTEBAN, Ceremade No. 0031, Appl. Math. Letters 15 No. 1 (2002), 101-107.
- Stationary solutions, intermediate asymptotics and large time behaviour of type II Streater's models, avec Piotr BILER, Maria J. ESTEBAN & Grzegorz KARCH, Ceremade No. 0024, Adv. Diff. Eq. 6 No. 4 (2001), 461--481.
- Convexity Properties of the Free Boundary and Gradient Estimates for Quasi-linear Elliptic Equations, avec Régis MONNEAU, Ceremade No. 9947, 31 pages.
- Time-dependent rescalings and Lyapunov functionals for the Vlasov-Poisson and Euler-Poisson systems, and for related models of kinetic equations, fluid dynamics and quantum physics, avec Gerhard REIN, Ceremade no. 9945, Mathematical Models and Methods in Applied Sciences (M3AS) 11 No. 3 (2001), 407-432.
- On Maxwellian Equilibria of Insulated Semiconductors, avec Luis CAFFARELLI, Peter MARKOWICH & Christian SCHMEISER, Ceremade no. 9939, Interfaces Free Bound. 2 (2000) No. 3, 331--339.
- On Asymmetric Quasiperiodic Solutions of Hartree-Fock Systems, avec Reinhard ILLNER & Horst LANGE, Ceremade No. 9938, 12 pages, J. Differ. Equations 178, No.2 (2002), 314-324.
- Large time asymptotics of nonlinear drift-diffusion systems with Poisson coupling, avec Piotr BILER & Peter MARKOWICH, Ceremade No. 9932, Transport Theory and Statistical Physics 30 No. 7 (2001), 521--536.
- Symétrie pour des équations semi-linéaires elliptiques (Symmetry of the solutions of semilinear elliptic equations), avec Patricio FELMER, Ceremade No. 9927, 6 pages, C. R. Acad. Sci. Paris Sér. I Math. 329 No. 8 (1999), 677--682.
- Entropies relatives pour le système de Vlasov-Poisson dans des domaines bornés (Relative entropies for the Vlasov-Poisson system in bounded domains), avec Naoufel BEN ABDALLAH, Ceremade No. 9923, C. R. Acad. Sci., Paris, Sér. I, Math. 330 No. 10 (2000), 867-872.
- Classification of the solutions of semilinear elliptic problems in a ball, avec Rafael D. BENGURIA & Maria J. ESTEBAN, Ceremade No. 9919, J. Differential Equations 167 No. 2 (2000), 438--466.
- Long time behavior of solutions to Nernst-Planck and Debye-Hückel drift-diffusion systems, avec Piotr BILER, Ann. Henri Poincaré 1 No. 3 (2000), 461--472.
- Symmetry and monotonicity properties for positive solutions of semi-linear elliptic pde's, avec Patricio FELMER, Ceremade No. 9904, Comm. Partial Differential Equations 25 No. 5-6 (2000), 1153--1169.
- Time-dependent rescalings and Lyapunov functionals for some kinetic and fluid models, Transport Theory Statist. Phys. 29 No. 3-5 (2000), 537--549.
- Variational characterization for eigenvalues of Dirac operators, avec Maria J. ESTEBAN & Eric SERE, Calc. Var. Partial Differential Equations 10 No. 4 (2000), 321--347.
R. EMILION
- R. Emilion et E. Diday. Maximal and Stochastic Galois Lattices. Discrete Applied math. J. (2003).
- R. Emilion. Classification et Mélanges de processus. C.R.A. Sc. Paris I. (2003).
M.J. ESTEBAN
- M.J. Esteban, J. Giacomoni. Existence of global branches of positive solutions for semilinear elliptic degenerate problems (avec). J. Math. Pures Appl. 79(7) (2000), p. 715-740.
- M.J. Esteban, E. Séré. Solutions of the Dirac-Fock equations for atoms and molecules. Comm. Math. Phys. 203(1999), p. 499-530.
- B. Desjardins, M.J. Esteban. Existence of weak solutions for a model of fluid-rigid structure interaction. Arch. Rat. Mech. Anal. 146 (1999), p. 59-71.
- M.J. Esteban, E. Séré. An overview on linear and nonlinear Dirac equations. A paraître dans J. Discrete and Continuous Dynamical Systems.
- J. Dolbeault, M.J. Esteban, E. Séré. Variational characterization for eigenvalues of Dirac operators . Cal. Var. 10 (2000), p. 321-347.
- B. Desjardins, M.J. Esteban. On weak solutions of fluid-rigid structure interaction: compressible and incompressible models . Comm. P.D.E. 25 (7-8) (2000), p. 1399-1413.
- J. Dolbeault, M.J. Esteban, E. Séré. On the eigenvalues of operators with gaps. Application to Dirac operators . J. Funct. Anal. 174 (2000), p. 208-226.
- R. Benguria , J. Dolbeault, M.J. Esteban. Classification of the solutions of semilinear elliptic problems in a ball. J. Diff. Eq. 167 (2000), p. 438-466.
- B. Desjardins, M.J. Esteban, C. Grandmont, P. le Tallec. Weak solutions for a fluid-elastic structure interaction model. Revista MatemÁtica U.C.M. 14(2) (2001), p. 523-538.
- M.J. Esteban, E. Séré. Nonrelativistic limit of the Dirac-Fock equations. Ann. H. Poincaré 2 (2001), p. 941-961.
- J. Dolbeault, M.J. Esteban, E. Séré, M. Vanbreugel. Minimization methods for the one-particle Dirac. Phys. Rev. Letters 85 (19)(2000), p. 4020-4023
- P. Biler, J. Dolbeault , M.J. Esteban, G. Karch. Stationary solutions, intermediate asymptotics and large time behaviour of type II Streater's models. Advances in Diff. Eq. 6 (4) (2001).
- P. Biler , J. Dolbeault, M.J. Esteban. Intermediate asymptotics in L1 for general nonlinear diffusion equations. Appl. Math. Lett. 15 (2002), p. 101-107
- J. Dolbeault, M.J. Esteban, M. Ramaswamy. Radial Singular Solutions of a Critical Problem in a Ball. Diff. Int. Eqs 15 (12) (2002), p. 1459-1474.
- M.J. Esteban, E. Séré. A max-min principle for the ground state of the Dirac-Fock functional. Contemp. mathem. 307 (2002), p. 135-139.
- J. Dolbeault, M.J. Esteban, E. Séré. A variational method for relativistic computations in atomic and molecular physics. A paraî tre dans Int. J. Quantum. Chemistry. Cahier du CEREMADE .
- Adimurthi, M.J. Esteban. An improved Hardy-Sobolev inequality in W1,p and its application to the Schrödinger operator. A paraître dans NODEA.
B. GOLDFARB
- Goldfarb B., Pardoux C. (2001) Etude de données multidimensionnelles évolutives et comparaison de codages par l’Analyse Factorielle Multiple. Revue de Statistique Appliquée, 49 (1), p. 97-117.
C. GRANDMONT
- Céline Grandmont, Existence for a three--dimensional steady state fluid--structure interaction problem, J. Math. Fluid Mech. 4 (2002), no. 1, 76--94
- Philippe Geuzaine, Céline Grandmont et Charbel Farhat, Design and analysis of ALE schemes with provable second--order time--accuracy for inviscid and viscous flow simulations, accepté pour publication dans J. Comput. Phys.
- Charbel Farhat, Philippe Geuzaine, Céline Grandmont, The discrete geometric conservation law and the nonlinear stability of ALE schemes for the solution of flow problems on moving grids. J. Comput. Phys. 174 (2001), no. 2, 669--694.
- Benoit Desjardins, Maria J. Esteban, Céline Grandmont et Patrick Le Tallec, Weak Solutions for a Fluid-Elastic Structure Interaction Model, Rev. Mat. Complut. 14 (2001), no. 2, 523--538.
- Céline Grandmont, Yvon Maday et Valérie Guimet, Numerical analysis of some decoupling techniques for the approximation of the unsteady fluid--structure intercation, Math. Models Methods Appl. Sci. 11 (2001), no. 8, 1349--1377.
- Céline Grandmont et Yvon Maday, Existence for an unsteady fluid--structure interaction problem. M2AN Math. Model. Numer. Anal. 34 (2000), no. 3, 609--636.
- Céline Grandmont et Yvon Maday, Fluid--structure interaction: a theoretical point of view, Rev. Europèenne élém. Finis, (2000), Vol 9, no.6--7, 633--653.
- Céline Grandmont, Yvon Maday et Paul Métier, Existence of a solution for a unsteady elasticity problem in large displacement and small perturbation. C. R. Math. Acad. Sci. Paris 334 (2002), no. 6, 521--526.
A. GUILLIN
- H. Djellout, A. Guillin and L. Wu. “Large and moderate deviations for quadratic empirical processes”. Statistical Inference for Stochastic Processes, Vol. 2(3), pp.195-225, 1999.
- H. Djellout and A. Guillin. “Principe de déviations modérées pour le processus empirique fonctionnel d'une chaine de Markov”. Comptes Rendus de l'Académie des Sciences, t. 330, Série 1, p. 377-380, 2000.
- A. Guillin. “Uniform moderate deviations of functional empirical processes of Markov Chains”. Probability and Mathematical Statistics, Vol. 20(2), pp.237-260, 2000.
- A. Guillin . “Moderate deviations of inhomogeneous functionals of Markov processes and application to Averaging”. Stochastic Processes and Their Applications, Vol. 92(2), pp.287-313, 2001.
- A. Guillin. “Deviations moderees pour le principe de moyennisation d'une EDS avec petite diffusion”. Comptes Rendus de l'Académie des Sciences, t. 338, Série 1, pp.751-754, 2001.
- H. Djellout and A. Guillin. “Moderate deviations of Markov Chains with atom”. Stochastic Processes and Their Applications, Vol. 95(2), pp.203-217, 2001.
- H. Djellout and A. Guillin. “Large deviations and moderate deviations for moving average processes”. Annales de la Faculte des Sciences de Toulouse, Mathematiques, Vol. X(1), pp.23-31, 2001.
- A. Guillin. “Averaging principle of SDE with small diffusion: Moderate Deviations”. Annals of Probability, Vol. 31(1), pp.413-443, 2003.
- X.Chen and A. Guillin. “The functional moderate deviations for Harris recurrent Markov chains and applications”. A paraitre aux Annales de l'Institut Henri Poincare (Prob. Stat.).
- O. Cappe, A. Guillin, J.M. Marin and C.P. Robert . “Population Monte Carlo”. A paraître dans Journal of Computational and Graphical Statistics.
E. JOUINI
- A discrete stochastic model for investment with an application to the transaction costs case, Journal of Mathematical Economics, 33(1), 2000, 57-80.
- Optimal investment with taxes : an optimal control problem with endogeneous delay, (avec P.-F. Koehl et N. Touzi) Nonlinear Analysis, 37 (1999), 31-56.
- Viability and equilibrium in securities markets with frictions (avec H. Kallal), Mathematical Finance, 9(3), (July 1999), 275-292.
- Price functionals with bid-ask spreads : an axiomatic approach, Journal of Mathematical Economics, 34, 2000, 547-558.
- Optimal investment with taxes : existence and some properties of the solution (avec P.-F. Koehl et N. Touzi), Journal of Mathematical Economics, 33 (2000), 373-388.
- Arbitrage and investment opportunities (avec C. Napp), Finance and Stochastics, 5 (2001) 3, 305-325.
- Arbitrage and control problems in finance. Introduction. Journal of Mathematical Economics, 35, 2001,167-183.
- Generalized Lipschitz-functions, Nonlinear Analysis, theory, methods and applications, 41 (2000), 371-382.
- Efficient trading strategies in the presence of market frictions (avec H. Kallal), Review of Financial Studies, 2001, (14), 343-369.
- Arbitrage and equilibrium with fixed trading costs (avec H. Kallal et C. Napp), Journal of Mathematical Economics, 35, 2001, 197-221.
- Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach (avec A. Bizid), International Journal of Theoretical and Applied Finance, 4(2), 2001, 211-244.
- Convergence of the arbitrage and equilibrium prices in a family of financial models, à paraître, Finance and Stochastics.
- Convergence of utility functions and convergence of optimal portfolios, avec Clotilde Napp, à paraître, Finance and Stochastics.
- Vector-valued measures of risk, avec Moncef Meddeb et Nizar Touzi, à paraître, Finance and Stochastics.
- Comonotonic Processes, avec Clotilde Napp, à paraître, Insurance : Ma- thematics and Economics.
- A class of models satisfying a dynamic version of the CAPM, to appear, Economics Letters.
- Production planning and inventories optimization with a general storage cost function, avec Marie Chazal et Rabah Tahraoui, à paraître dans Nonlinear Analysis, theory, methods and applications.
P.-L. LIONS
- Existence of maximal and minimal solutions of Dirichlet problems for fully nonlinear equations. En collaboration avec M.G. Crandall, M. Kocen et A. Swiech.
- On a free boundary barotropic model. En collaboration avec N. Masmoudi. Ann. I.H.P., Anal. Non Lin., 16 (1999), p. 373-410.
- Equilibrium statistical theory for nearly parallel vortex filaments. En collaboration avec A. Majda. Comm. Pure Appl. Math., LIII (2000), p. 76-142.
- Applications of Malliavin calculus to Monte-Carlo methods in Finance. II. En collaboration avec E. Fournié, J. Lebuchoux et J.-M. Lasry. Finance and Stochastics, 5 (2001), p. 201-236.
- Bornes sur la densité pour les équations de Navier-Stokes compressibles isentropiques avec conditions aux limites de Dirichlet. C.R. Acad. Sci. Paris, 328 (1999), p. 659-662.
- Contr{ôle stochastique avec informations partielles et applications à la Finance. En collaboration avec J.-M. Lasry. C.R. Acad. Sci. Paris, 328 (1999), p. 1003-1010.
- Une approche locale de la limite incompressible. En collaboration avec N. Masmoudi. C.R. Acad. Sci. Paris, 329 (1999), p. 387-392.
- A characterization of the existence of solutions for Hamilton-Jacobi equations in ergodic control problems with applications. En collaboration avec M. Arisawa et H. Ishii. Appl. Math. Optim., 42 (2000), p. 35-50.
- A PDE approach state-constraint problems in Hilbert spaces. En collaboration avec M. Arisawa et H. Ishii.
- { Existence results for Dirichlet problems for uniformly elliptic fully nonlinear equations. En collaboration avec M. Crandall, M. Kocan et A. Swiech. Electronic J. Diff. Eqs., (1999).
- Global solutions for some Oldroyd models of non Newtonian flows. En collaboration avec N. Masmoudi. Chin. Ann. Math., 21 (2000), p. 131-146.
- On Mathematical Finance. Bull. UMI, (8)3-B (2000), p. 553-572.
- From the Boltzmann equations to the equations of incompressible Fluid Mechanics. I. En collaboration avec N. Masmoudi. Arch. Rat. Mech. Anal., 158 (2001), p. 173-193.
- Uniqueness of viscosity solutions of fully nonlinear stochastic PDE. En collaboration avec P.E. Souganidis. C.R. Acad. Sci. Paris, 331 (2000), p. 783-790.
- On the thermodynamic limit for Hartree-Fock type models. En collaboration avec I. Catto et C. Le Bris. Ann. I.H.P. Anal. Non Lin., 18 (2001), p. 687-760.
- On some periodic Hartree-type models for crystals. En collaboration avec I. Catto et C. Le Bris. Ann. I.H.P. Anal. Non Lin., 19 (2002), p. 143-190.
- Fully nonlinear stochastic PDE with semilinear stochastic dependence. En collaboration avec P.E. Souganidis. C.R. Acad. Sci. Paris, 331 (2000), p. 617-624.
- Uniqueness of weak solutions of the Navier-Stokes equations in LN. En collaboration avec N. Masmoudi.
- From Boltzmann equations to the equations of incompressible Fluid Mechanics. II. En collaboration avec N. Masmoudi. Comm. P.D.E., 26 (2001), p. 2211-2226.
- Une classe nouvelle de probl{èmes singuliers de contr{ôle stochastique. En collaboration avec J.-M. Lasry. C.R. Acad Sci Paris, 331 (2000), p.879-885.
- Une méthode particulaire déterministe pour des équations diffusives nonlinéaires. En collaboration avec S. Mas-Gallic. C.R. Acad. Sci. Paris, 332 (2001), p. 369-371.
- Convergence de modèles moléculaires vers des modèles de mécanique des milieux continus. En collaboration avec X. Blanc et C. Le Bris. C.R. Acad Sci. Paris, 332 (2001), p. 949-956.
- A definition of the ground state energy for systems composed of infinitely many particles. En collaboration avec X. Blanc et C. Le Bris. Comm. P.D.E.
- From molecular models to continuum mechanics. En collaboration avec X. Blanc et C. Le Bris. Arch. Rat. Mech. Anal.,164 (2002), p. 341-381.
- Caractérisation des fonctions de R3 à potentiel de Newton borné. En collaboration avec X. Blanc et C. Le Bris. C.R. Acad. Sci. Paris, 334 (2002), p. 15-21.
- Renormalized solutions of some transport equations with partially W1,p velocities and applications. En collaboration avec C. Le Bris.
- Correctors for the homogenization of Hamilton-Jacobi equations in the stationary ergodic setting. En collaboration avec P.E. Souganidis.
- Ergodicity of diffusion processes. En collaboration avec M. Musiela.
- Large investor trading impacts on volatility. En collaboration avec J.-M. Lasry.
- Towards a self-consistent theory of volatility. En collaboration avec J.-M. Lasry.
- Correlations and bounds for stochastic volatility models. En collaboration avec M. Musiela.
- Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values. En collaboration avec J.-M. Lasry.
J.-M. MARIN
- Cappé O., Guillin A., Marin J.M. et Robert C.P. (2003) Population Monte Carlo, à paraître dans la revue Journal of Graphical and Comptutational Statistics
- Marin J.M. et Dhorne T. (2003) Optimal quadratic unbiased estimation for models with linear Toeplitz covariance structure, Statistics, 37, 2, 85-99
- Marin J.M. et Robert C.P. (2002) Discussion on a paper of S.L. Lauritzen and T.S. Richardson: Chain graph models and their causal interpretation, Journal of the Royal Statistical Society Series B, 64, 3
- Marin J.M. et Dhorne T. (2002) Linear Toeplitz covariance structure models with optimal estimators of variance components, Linear Algebra and Its Applications, 354, 1-3, 195-212
C. NAPP
- Pricing issues with investment flows. Applications to market models with frictions, Journal of Mathematical Economics, 35 (2001), 383-408
- Arbitrage and investment opportunities, avec E. Jouini, Stochastics and Finance, 5 (2001) 3, 305-325
- Arbitrage and viability in securities markets with fixed trading costs, avec H. Kallal et E.Jouini, Journal of Mathematical Economics, 35 (2001), 197-221
- The Dalang Morton Willinger Theorem under cone constraints, à paraître, Journal of Mathematical Economics 39 (2003) 1/2, 111-126
- Convergence of optimal strategies and convergence of utility functions, avec E. Jouini, à paraître, Finance and Stochastics (2003)
- A class of models satisfying a dynamical version of the CAPM, avec E. Jouini, à paraître, Economics Letters (2003)
- Comonotonic Processes, avec E. Jouini, à paraître, Insurance : Mathematics and Economics (2003).
S. OLLA
- On the viscosity and fluctuation-dissipation in exclusion processes. avec C.Landim and S.R.S.Varadhan, Journal of Statistical Physics. (2003).
- Diffusive Behaviour, of the Equilibrium fluctuations in the asymmetric exclusion processes. avec C.Landim and S.R.S.Varadhan. Advanced Studies in Pure Mathematics, 2003.
- Equilibrium Fluctuations for Interacting Ornstein--Uhlenbeck particles, avec C. Tremoulet, Commun. Math. Phys. vol. 233, 463-491, 2003.
- A note on the central limit theorem for two-fold stochastic random walks in a random envoronment, avec T. Komorowski, Bull. Pol. Acad. Sci., vol 51 (2) 2003.
- On the Sector Condition and Homogenization of Diffusions with a Gaussian Drift, avec T. Komorowski. J. Funct. Anal., vol. 197, no.1, 179-211, 2003.
- Invariant measures for passive tracer dynamics in Ornstein-Uhlenbeck flows, avec Tomasz Komorowski (février 2002). Accepté pour la publication sur Stochastic Processes and Applications.
- On the Superdiffusive Behavior of Passive Tracer with a Gaussian Drift. avec T. Komorowski. J. Stat. Phys., vol. 108, Nos. 3/4, 647-668, 2002.
- Finite-Dimensional Approximation of the Self-Diffusion coefficient for the Exclusion Process. avec C.Landim and S.R.S.Varadhan. Annals of Prob. vol. 30, No. 2, 1-26 (2002).
- Symmetric Simple Exclusion: Regularity of the Self-Diffusion coefficient. avec C.Landim and S.R.S.Varadhan. Comm.Math.Phys., vol. 224, 302-321 (2001).
- Fluctuation for Weakly Massive (— j) Interface Model and Applications to the Interface on a Wall. avec T.Funaki. Stochastic Processes and Applications, Vol. 94, 1-27, (2001).
- {Diffusive Behavior of Interacting Particle Systems, Monte Carlo Me- thods and Applications. Vol. 7, No. 3-4, pp. 329-338, (2001).
- On Homogenization of Time Dependent Random Flows. avec T. Komorowski. Probability Theory and Related Fields, vol. 121, 98-116, (2001).
- Equilibrium Fluctuation of Asymmetric Simple Exclusion processes in Dimension d&Mac179;3 avec C.C. Chang and C. Landim, Probability Theory and Related Fields, Vol. 119, 381-409, (2001).
- Equilibrium Fluctuation for a Ginzburg-Landau Interface Model, avec G.B. Giacomin and H. Spohn, Annals of Probability, Vol. 29, No. 3, 1138-1172 (2001).
C. PARDOUX
- Pardoux C. (2001) Analyse exploratoire d’une suite de tableaux de données indicés par le temps. La Revue de Modulad, INRIA, Rocquencourt, 27, p. 67-102.
- Goldfarb B., Pardoux C. (2001) Etude de données multidimensionnelles évolutives et comparaison de codages par l'Analyse Factorielle Multiple. Revue de Statistique Appliquée, 49 (1), p. 97-117.
J. RENAULT
- 2-player repeated games with lack of information on one side and state independent signalling, paru dans Mathematics of Operations Research, November 2000, volume 25, number 4, pp. 552-572.
- 3-player repeated games with lack of information on one side, paru dans International Journal of Game Theory, 2001, vol.30, pp. 221-246.
- Learning sets in state dependent signalling game forms: a characterization, paru dans Mathematics of Operations Research, November 2001, volume 26, number 4, pp. 832-851.
- Learning the state of nature in repeated games with incomplete information and signals (en collaboration avec T.Tomala), accepté dans Games and Economic Behavior.
- Local properties of large collections of sets (S. Gravier, F. Maffray et N. Trotignon, laboratoire Leibnitz, INPG, Grenoble), accepté dans European Journal of Combinatorics.
C. ROBERT
- La revanche de l'échantillonnage préférentiel (avec A. Guillin et J.M. Marin) (2003) Revue Statist. Appliquée (à paraitre).
- Population Monte Carlo. (avec O. Cappé, A. Guillin et J.M. Marin) J. Comput. Graph. Stat. (à paraitre)
- Moralizing perfect sampling. (avec J. Hobert) Annals of Applied Probability (à paraitre)
- Computational Advances for and from Bayesian Analysis(avec C. Andrieu et A. Doucet) (2003) Statistical Science (à paraitre).
- Reversible jump MCMC, birth-and-death MCMC and more general continuous time samplers (avec O. Cappé et T. Rydén) (2003) J. Royal Statist. Soc. 65(3), 679-700.
- Perfect simulation of positive Gaussian distributions (avec A. Philippe) (2003) Statistics and Computing 13(2), 179-186.
- Estimating mixtures of regressions (avec M. Hurn et A. Justel) (2003) J. Computational and Graphical Statistics 12(1), 1-25.
- Model choice in qualitative regression models (avec J. Dupuis) J. Statistical Planning and Inference 111, 77--94 (2003).
- On the convergence of Monte Carlo maximum likelihood simulations for latent variable models (avec R. Douc, E.Moulines et O. Cappé) Scandinavian J. Statistics 29(4), 615--636 (2002).
- Perfect slice sampling for mixtures of distributions (avec G. Casella, K. Mengersen et D.M. Titterington) J. Royal Statistical Society 64(4), 777-790 (2002).
- Marginal Maximum a Posteriori Estimation using Markov Chain Monte Carlo (avec A. Doucet et S. Godsill) Statistics and Computing 12, 77--84 (2002).
- Explaining the perfect sampler (avec G. Casella et M. Lavine) The American Statistician 55(4), 299--305 (2001).
- Analyse bayésienne du modèle logit : algorithmes par tranches ou Metropolis--Hastings (avec A. Altaleb) Revue de Statistique Appliquée 49, 53--70 (2001).
- Riemann sums for MCMC estimation and convergence monitoring (avec A. Philippe) Statistics and Computing 11, 103--115 (2001).
- MCMC: Ten years and still running! (avec O. Cappé) J. American Statistical Association 95(4), 1282--1286 (2000).
- Estimation of a non-centrality parameter under Stein type like losses (avec D. Fourdrinier et A. Philippe) J. Statistical Planning and Inference 87(1), 43--54 (2000).
- Computational and inferential difficulties with mixtures posterior distribution (avec G. Celeux et M. Hurn) J. American Statistical Society 95(3), 957--979 (2000).
- Jump Markov chain Monte Carlo algorithms for Bayesian inference in hidden Markov models (avec T. Rydén et D.M. Titterington) J. Royal Statistical Society Series B 62(1), 57--75 (2000).
- Two techniques of integration by parts and some applications. In Applied statistical science, III, 175--191. Nova Sci. Publ., Commack, New York (2000).
- Invited discussion of “Statistical Models for Monte Carlo Integration” by A. Kong, P. McCullagh, D. Nicolae, Z. Tan, and X.L. Meng. J. Royal Statist. Soc. 65 (3) (2003).
- Invited discussion of “Efficient construction of reversible jump MCMC proposals” by S. Brooks, P. Giudici and G.O. Roberts J. Royal Statist. Soc. 65(1) 39--42(2003).
- Review of Finite Mixtures Models by G. McLachlan and D. Peers. J. American Statistical Association (à paraitre) (2003).
- Discussion of “Bayesian measures of complexity and fit” by D.J. Spiegelhalter, N.G. Best, B.P. Carlin and A. van der Linde (avec D.M. Titterington). J. Royal Statist. Soc. 64(4), 621--622 (2002).
- Discussion of “Bayesian measures of complexity and fit” by D.J. Spiegelhalter, N.G. Best, B.P. Carlin and A. van der Linde (avec M. De Iorio). J. Royal Statist. Soc. 64(4), 629--630 (2002).
- Discussion of “Chain graph models and their causal interpretation” by S.L. Lauritzen and T.S. Richardson (avec J.M. Marin). J. Royal Statist. Soc. 64(3) 435 (2002) .
- Review of Markov Chain Monte Carlo Methods by D. Gamerman. Sankhya A (à paraitre) (2002).
E. SERE
- K. Cieliebak, E. Séré, Pseudo-holomorphic curves and the Shadowing Lemma, Duke Math. J. 99, No. 1 (1999), 41-73.
- M.J. Esteban, E. Séré, Solutions of the Dirac-Fock equations for atoms and molecules, Comm. Math. Phys. 203 (1999), 499-530.
- J. Dolbeault, M.J. Esteban, E. Séré, Variational characterization for eigenvalues of Dirac operators, Calc. Var. 10 (2000), 321-347.
- J. Dolbeault, M.J. Esteban, E. Séré, On the eigenvalues of operators with gaps, application to Dirac operators, Journ. Funct. Anal. 174 (2000), 208-226.
- J. Dolbeault, M.J. Esteban, E. Séré, M. Vanbreugel, Minimization methods for the one-particle Dirac equation, Phys. Rev. Let. 85, No. 19 (2000), 4020-4023.
- M.J. Esteban, E. Séré, Nonrelativistic limit of the Dirac-Fock equations, A.H.P. 2 (2001), 941--961.
- M.J. Esteban, E. Séré, A max-min principle for the Dirac-Fock functional, Contemp. Math. 307 (2002), 135--141.
- B. Buffoni, E. Séré, J.F. Toland, Surface water waves as saddle points of the energy, Calc. Var. Partial Differential Equations 17 (2003), no. 2, 199--220.
- J. Dolbeault, M.J. Esteban, E. Séré, A variational method for relativistic computations in atomic and molecular physics, à paraitre dans Int. J. Quantum Chemistry.
R. TAHRAOUI
- Maximum principle and applications : Anal. I. H. Poincaré AN 19,6 (2002) 815-870.
- Extended Hardy-Littlewood inequalities and applications to the calculus of variations : Advances in Differential Equations vol 5 (7-9) july- september 2000 pp.1091-1138 (avec P. Cardaliaguet).
- Inegalité de Hardy-Littlewood generalisée et applications au calcul des variations. Cras. Acad Sci Paris t 329 série I p 479-484, 1999 (avec P. Cardaliaguet).
- Sur l'equivalence de la 1-rang convexité et de la polyconvexité des ensembles isotropiques de matrices (2,2). Partie I et Partie II Non linear analysis 50 (2002) pp. 1179-1199 et 1201-1239.
- On the strict concavity of the Harmonic radius in dimension N>2 (avec P. Cardaliaguet). Accepté dans Jour. Math. Pures et Appl. (2003).
- Some remarks on Bernoulli interieur free boundary problem in convex domains (avec P. Cardaliaguet). Paru dans Electonic Journ. Diff. Equat. 2002.
T. TOMALA
- Nash equilibria of repeated games with observable payoff vectors, Games and Economic Behavior (1999), vol. 28, 310-324 .
- Learning the state of nature in repeated game with incomplete information and signals, (en collaboration avec J. Renault, Ceremade). A paraître dans Games and Economic Behavior (article sous presse).
N. TOUZI
A partir de septembre 2002, date de mon affiliation au CEREMADE
- B. Bouchard et N. Touzi, Discrete-time approximation and simulation of Backward stochastic differential equations, à paraître dans Stochastic Processes and their Applications.
- B. Bouchard, N. Touzi et A. Zeghal, Dual formulation of the utility maximization problem: the non-smooth case, à paraître dans Annals of Applied Probability.
- B. Bouchard, I. Ekeland et N. Touzi, On the Malliavin approach to Monte Carlo approximation of conditional expectations, à paraître dans Finance and Stochastics.
- E. Jouini, M. Meddeb and N. Touzi, Vector-valued measure of risk, à paraître dans Finance and Stochastics.
- H.M. Soner et N. Touzi, Level set characterization of stochastic target problems, Communications in PDE's 27, 2031-2053 (2002).
- H.M. Soner et N. Touzi, Stochastic representation of mean curvature type geometric flows, Annals of Probability 31 (2003).
- H.M. Soner et N. Touzi, Dynamic programming for stochastic target problems and geometric flows, Journal of the European Mathematical Society 8, 201-236 (2002).