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Bibliography

Major publications by the team in recent years
  • 1L. Beznea, M. Deaconu, O. Lupascu.

    Branching processes for the fragmentation equation, in: Stochastic Processes and their Applications, 2015, vol. 125, pp. 1861-1885. [ DOI : 10.1016/j.spa.2014.11.016 ]

    https://hal.inria.fr/hal-00948876
  • 2M. Bossy, J.-F. Jabir.

    Lagrangian stochastic models with specular boundary condition, in: Journal of Functional Analysis, March 2015, vol. 268, no 6, pp. 1309–1381.

    https://hal.inria.fr/hal-00875040
  • 3M. Bossy, N. Maïzi, O. Pourtallier.

    Game theory analysis for carbon auction market through electricity market coupling, in: Commodities, Energy and Environmental Finance, M. Ludkovski, R. Sircar, R. Aid (editors), Fields Institute Communications, Springer, 2015, vol. 74, pp. 335-370. [ DOI : 10.1007/978-1-4939-2733-3_13 ]

    https://hal-mines-paristech.archives-ouvertes.fr/hal-01162832
  • 4N. Champagnat, S. Méléard.

    Polymorphic evolution sequence and evolutionary branching, in: Probab. Theory Related Fields, 2011, vol. 151, no 1-2, pp. 45–94.

    http://dx.doi.org/10.1007/s00440-010-0292-9
  • 5N. Champagnat, D. Villemonais.

    Exponential convergence to quasi-stationary distribution and Q-process, in: Probability Theory and Related Fields, 2016, vol. 164, no 1, pp. 243-283, 46 pages. [ DOI : 10.1007/s00440-014-0611-7 ]

    https://hal.archives-ouvertes.fr/hal-00973509
  • 6B. Cloez, C. Fritsch.

    Gaussian approximations for chemostat models in finite and infinite dimensions, in: Journal of Mathematical Biology, October 2017, vol. 75, no 4, pp. 805-843.

    https://hal.archives-ouvertes.fr/hal-01371591
  • 7L. Coutin, A. Lejay.

    Perturbed linear rough differential equations, in: Annales mathématiques Blaise Pascal, April 2014, vol. 21, no 1, pp. 103-150.

    https://hal.inria.fr/hal-00722900
  • 8M. Deaconu, S. Herrmann.

    Hitting time for Bessel processes—walk on moving spheres algorithm (WoMS), in: Ann. Appl. Probab., 2013, vol. 23, no 6, pp. 2259–2289.

    http://dx.doi.org/10.1214/12-AAP900
  • 9F. Delarue, J. Inglis, S. Rubenthaler, E. Tanré.

    Global solvability of a networked integrate-and-fire model of McKean-Vlasov type, in: Annals of Applied Probability, January 2015, vol. 25, no 4, pp. 2096–2133, Version 4: shortened version.

    https://hal.inria.fr/hal-00747565
  • 10J. Inglis, D. Talay.

    Mean-field limit of a stochastic particle system smoothly interacting through threshold hitting-times and applications to neural networks with dendritic component, in: SIAM Journal on Mathematical Analysis, 2015, vol. 47, no 15, pp. 3884–3916. [ DOI : 10.1137/140989042 ]

    https://hal.inria.fr/hal-01069398
  • 11A. Lejay.

    The snapping out Brownian motion, in: Annals of Applied Probability, September 2015.

    https://hal.inria.fr/hal-00781447
Publications of the year

Articles in International Peer-Reviewed Journals

  • 12H. Alrachid, M. Bossy, C. Ricci, Ł. Szpruch.

    New particle representations for ergodic McKean-Vlasov SDEs, in: ESAIM: Proceedings and Surveys, 2019, vol. 65, pp. 68-83, https://arxiv.org/abs/1901.05507. [ DOI : 10.1051/proc/201965068 ]

    https://hal.inria.fr/hal-02059785
  • 13M. Andrade-Restrepo, N. Champagnat, R. Ferrière.

    Spatial eco-evolutionary dynamics along environmental gradients: multi-stability and cluster dynamics, in: Ecology Letters, May 2019, vol. 22, no 5, pp. 767-777.

    https://hal.inria.fr/hal-01732325
  • 14M. L. Bahlali, C. Henry, B. Carissimo.

    On the Well-Mixed Condition and Consistency Issues in Hybrid Eulerian/Lagrangian Stochastic Models of Dispersion, in: Boundary-Layer Meteorology, October 2019. [ DOI : 10.1007/s10546-019-00486-9 ]

    https://hal.inria.fr/hal-02374779
  • 15J. Bion-Nadal, D. Talay.

    On a Wasserstein-type distance between solutions to stochastic differential equations, in: Annals of Applied Probability, 2019, vol. 29, no 3, pp. 1609-1639.

    https://hal.inria.fr/hal-01943863
  • 16M. Bossy, J. Fontbona, H. Olivero Quinteros.

    Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels, in: Journal of Mathematical Biology, February 2019. [ DOI : 10.1007/s00285-019-01326-7 ]

    https://hal.inria.fr/hal-01678710
  • 17A. Brault, A. Lejay.

    The non-linear sewing lemma I : weak formulation, in: Electronic Journal of Probability, May 2019, vol. 24, no 59, pp. 1-24, https://arxiv.org/abs/1810.11987, forthcoming. [ DOI : 10.1214/19-EJP313 ]

    https://hal.inria.fr/hal-01716945
  • 18N. Champagnat, J. Claisse.

    On the link between infinite horizon control and quasi-stationary distributions, in: Stochastic Processes and their Applications, 2019, vol. 129, no 3, pp. 771-798, https://arxiv.org/abs/1607.08046. [ DOI : 10.1016/j.spa.2018.03.018 ]

    https://hal.inria.fr/hal-01349663
  • 19N. Champagnat, B. Henry.

    A probabilistic approach to Dirac concentration in nonlocal models of adaptation with several resources, in: Annals of Applied Probability, 2019, vol. 29, no 4, pp. 2175-2216, https://arxiv.org/abs/1711.10732. [ DOI : 10.1214/18-AAP1446 ]

    https://hal.archives-ouvertes.fr/hal-01651468
  • 20N. Champagnat, D. Villemonais.

    Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution, in: ALEA : Latin American Journal of Probability and Mathematical Statistics, 2019, https://arxiv.org/abs/1810.06849, forthcoming.

    https://hal.archives-ouvertes.fr/hal-01895618
  • 21Q. Cormier, E. Tanré, R. Veltz.

    Long time behavior of a mean-field model of interacting neurons, in: Stochastic Processes and their Applications, 2019, https://arxiv.org/abs/1810.08562. [ DOI : 10.1016/j.spa.2019.07.010 ]

    https://hal.inria.fr/hal-01903857
  • 22C. Coron, S. Méléard, D. Villemonais.

    Impact of demography on extinction/fixation events, in: Journal of Mathematical Biology, February 2019, vol. 78, no 3, pp. 549-577. [ DOI : 10.1007/s00285-018-1283-1 ]

    https://hal.archives-ouvertes.fr/hal-01514977
  • 23N. Fournier, E. Tanré, R. Veltz.

    On a toy network of neurons interacting through their dendrites, in: Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2019, https://arxiv.org/abs/1802.04118, forthcoming.

    https://hal.inria.fr/hal-01707663
  • 24P. Grazieschi, M. Leocata, C. Mascart, J. Chevallier, F. Delarue, E. Tanré.

    Network of interacting neurons with random synaptic weights, in: ESAIM: Proceedings and Surveys, February 2019, vol. 65, pp. 445-475. [ DOI : 10.1051/proc/201965445 ]

    https://hal.inria.fr/hal-01928990
  • 25P. Guiraud, E. Tanré.

    Stability of synchronization under stochastic perturbations in leaky integrate and fire neural networks of finite size, in: Discrete and Continuous Dynamical Systems - Series B, September 2019, vol. 24, no 9, pp. 5183–5201, https://arxiv.org/abs/1609.07103. [ DOI : 10.3934/dcdsb.2019056 ]

    https://hal.inria.fr/hal-01370609
  • 26A. Lejay, L. Lenôtre, G. Pichot.

    An exponential timestepping algorithm for diffusion with discontinuous coefficients, in: Journal of Computational Physics, November 2019, vol. 396, pp. 888-904. [ DOI : 10.1016/j.jcp.2019.07.013 ]

    https://hal.inria.fr/hal-01806465
  • 27A. Lejay, L. Lenôtre, G. Pichot.

    Analytic expressions of the solutions of advection-diffusion problems in 1D with discontinuous coefficients, in: SIAM Journal on Applied Mathematics, September 2019, vol. 79, no 5, pp. 1823-1849. [ DOI : 10.1137/18M1164500 ]

    https://hal.inria.fr/hal-01644270
  • 28A. Lejay, E. Mordecki, S. Torres.

    Two consistent estimators for the Skew Brownian motion, in: ESAIM: Probability and Statistics, August 2019, vol. 23. [ DOI : 10.1051/ps/2018018 ]

    https://hal.inria.fr/hal-01492853
  • 29A. Lejay, P. Pigato.

    A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data, in: International Journal of Theoretical and Applied Finance, 2019, https://arxiv.org/abs/1712.08329, forthcoming. [ DOI : 10.1142/S0219024919500171 ]

    https://hal.inria.fr/hal-01669082
  • 30A. Lejay, P. Pigato.

    Maximum likelihood drift estimation for a threshold diffusion, in: Scandinavian Journal of Statistics, October 2019, 29 p, https://arxiv.org/abs/1803.05408. [ DOI : 10.1002/sjos.12417 ]

    https://hal.inria.fr/hal-01731566
  • 31A. Song, O. Faugeras, R. Veltz.

    A neural field model for color perception unifying assimilation and contrast, in: PLoS Computational Biology, 2019, vol. 15, no 6, 37 pages, 17 figures, 3 ancillary files. [ DOI : 10.1371/journal.pcbi.1007050 ]

    https://hal.inria.fr/hal-01909354
  • 32M. Tomasevic, D. Talay.

    A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case, in: Bernoulli, 2020, https://arxiv.org/abs/1712.10254, forthcoming.

    https://hal.inria.fr/hal-01673332
  • 33S. Toupance, D. Villemonais, D. Germain, A. Gégout-Petit, E. Albuisson, A. Benetos.

    The individual’s signature of telomere length distribution, in: Scientific Reports, January 2019, vol. 9, no 1, 8 p. [ DOI : 10.1038/s41598-018-36756-8 ]

    https://hal.inria.fr/hal-01925000
  • 34D. Villemonais.

    Lower bound for the coarse Ricci curvature of continuous-time pure jump processes, in: Journal of Theoretical Probability, May 2019, https://arxiv.org/abs/1705.06642. [ DOI : 10.1007/s10959-019-00918-9 ]

    https://hal.archives-ouvertes.fr/hal-01652879

International Conferences with Proceedings

  • 35L. Campana, M. Bossy, J. P. Minier.

    A Lagrangian stochastic model for rod orientation in turbulent flows, in: ICMF 2019 - 10th International Conference Multiphase Flow, Rio de Janeiro, Brazil, May 2019.

    https://hal.inria.fr/hal-02369274

Conferences without Proceedings

  • 36V. Sessa, E. Assoumou, M. Bossy.

    Modeling the climate dependency of the run-of-river based hydro power generation using machine learning techniques: an application to French, Portuguese and Spanish cases, in: EMS Annual Meeting, Copenhagen, Denmark, September 2019, vol. 16.

    https://hal.inria.fr/hal-02302376
  • 37M. Thuilliez, V. Sessa, M. Bossy, E. Assoumou, S. Simoes.

    Stochastic Model for the Uncertainties in the Long-Term Prediction of Run-of-River Hydropower Generation, in: PGMO Days 2019 - Programme Gaspard Monge, Paris, France, December 2019.

    https://hal-mines-paristech.archives-ouvertes.fr/hal-02390355

Scientific Books (or Scientific Book chapters)

  • 38M. Bossy, J.-F. Jabir.

    On the wellposedness of some McKean models with moderated or singular diffusion coefficient, in: Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, S. N. Cohen, I. Gyöngy, G. dos Reis, D. Siska, Ł. Szpruch (editors), 2019, https://arxiv.org/abs/1809.01742.

    https://hal.inria.fr/hal-02283803

Books or Proceedings Editing

  • 39C. Donati-Martin, A. Lejay, A. Rouault (editors)

    Séminaire de Probabilités L, Séminaire de Probabilités / Lecture Notes in Mathematics - 2252, Springer, Cham, November 2019, vol. 50, 562 p. [ DOI : 10.1007/978-3-030-28535-7 ]

    https://hal.inria.fr/hal-02375632

Internal Reports

  • 40J. Bec, M. Bossy, C. Henry, L. Campana, S. Allende.

    Projet POPART : Modélisation du transport et du dépôt de particules non-sphériques par des écoulements turbulents - Livrable n°3, UCA, Inria, CNRS, October 2019.

    https://hal.inria.fr/hal-02375912
  • 41A. Lejay.

    Asymmetric Spectral clustering, Inria Nancy - Grand Est, November 2019.

    https://hal.inria.fr/hal-02372570

Scientific Popularization

  • 42C. Mokrani, M. Bossy, M. Di Iorio, A. Rousseau.

    Numerical Modelling of Hydrokinetic Turbines Immersed in Complex Topography using Non-Rotative Actuator Discs, in: Three Years Promoting the Development of Marine Renewable Energy in Chile 2015 - 2018, MERIC-Marine Energy and Innovation Center, 2019.

    https://hal.inria.fr/hal-01966351

Other Publications