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, n^o 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, n^o 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, n^o 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, n^o 4, pp. 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, n^o 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, n^o 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, n^o 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, n^o 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

Doctoral Dissertations and Habilitation Theses

• 12M. Tomasevic.
  On a probabilistic interpretation of the Keller-Segel parabolic-parabolic equations, Universite Cote d'Azur, November 2018.
  https://hal.inria.fr/tel-01932777

Articles in International Peer-Reviewed Journals

• 13J. Bion-Nadal, D. Talay.
  On a Wasserstein-type distance between solutions to stochastic differential equations, in: Annals of Applied Probability, 2018.
  https://hal.inria.fr/hal-01943863
• 14M. Bossy, J.-F. Jabir.
  Particle approximation for Lagrangian Stochastic Models with specular boundary condition, in: Electronic Communications in Probability, 2018, https://arxiv.org/abs/1504.07296.
  https://hal.inria.fr/hal-01147441
• 15M. Bossy, H. Olivero Quinteros.
  Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs, in: Bernoulli, 2018, vol. 24, n^o 3, pp. 1995-2042, https://arxiv.org/abs/1508.04581. [ DOI : 10.3150/16-BEJ918 ]
  https://hal.archives-ouvertes.fr/hal-01185353
• 16N. Champagnat, J. Claisse.
  On the link between infinite horizon control and quasi-stationary distributions, in: Stochastic Processes and their Applications, 2018, https://arxiv.org/abs/1607.08046.
  https://hal.inria.fr/hal-01349663
• 17N. Champagnat, B. Henry.
  A probabilistic approach to Dirac concentration in nonlocal models of adaptation with several resources, in: The Annals of Applied Probability : an official journal of the institute of mathematical statistics, 2018, https://arxiv.org/abs/1711.10732.
  https://hal.archives-ouvertes.fr/hal-01651468
• 18N. Champagnat, P.-E. Jabin.
  Strong solutions to stochastic differential equations with rough coefficients, in: Annals of Probability, 2018, vol. 46, n^o 3, pp. 1498-1541. [ DOI : 10.1214/17-AOP1208 ]
  https://hal.inria.fr/hal-00799242
• 19N. Champagnat, D. Villemonais.
  Uniform convergence of conditional distributions for absorbed one-dimensional diffusions, in: Advances in Applied Probability, 2018, vol. 50, n^o 1, pp. 178-203, https://arxiv.org/abs/1506.02385. [ DOI : 10.1017/apr.2018.9 ]
  https://hal.inria.fr/hal-01166960
• 20N. Champagnat, D. Villemonais.
  Uniform convergence of penalized time-inhomogeneous Markov processes, in: ESAIM: Probability and Statistics, 2018, vol. 22, pp. 129-162, https://arxiv.org/abs/1603.07477.
  https://hal.inria.fr/hal-01290222
• 21C. Coron, S. Méléard, D. Villemonais.
  Impact of demography on extinction/fixation events, in: Journal of Mathematical Biology, August 2018. [ DOI : 10.1007/s00285-018-1283-1 ]
  https://hal.archives-ouvertes.fr/hal-01514977
• 22L. Coutin, A. Lejay.
  Sensitivity of rough differential equations: an approach through the Omega lemma, in: Journal of Differential Equations, March 2018, vol. 264, n^o 6, pp. 3899-3917, https://arxiv.org/abs/1712.04705. [ DOI : 10.1016/j.jde.2017.11.031 ]
  https://hal.inria.fr/hal-00875670
• 23M. Deaconu, S. Herrmann.
  Initial-boundary value problem for the heat equation - A stochastic algorithm, in: Annals of Applied Probability, 2018, vol. 28, n^o 3, pp. 1943-1976, https://arxiv.org/abs/1610.03963. [ DOI : 10.1214/17-AAP1348 ]
  https://hal.archives-ouvertes.fr/hal-01380365
• 24P. Del Moral, D. Villemonais.
  Exponential mixing properties for time inhomogeneous diffusion processes with killing, in: Bernoulli, January 2018, vol. 24, n^o 2, pp. 1010-1032, https://arxiv.org/abs/1412.2627.
  https://hal.archives-ouvertes.fr/hal-01083297
• 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, 2019, https://arxiv.org/abs/1609.07103.
  https://hal.inria.fr/hal-01370609
• 26J.-F. Jabir, D. Talay, M. Tomasevic.
  Mean–field limit of a particle approximation of the one-dimensional parabolic–parabolic Keller-Segel model without smoothing, in: Electronic Communications in Probability, October 2018, vol. 23, n^o 84, 14 p, https://arxiv.org/abs/1712.07490.
  https://hal.inria.fr/hal-01668926
• 27A. Lejay.
  A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers, in: Mathematics and Computers in Simulation, 2018, vol. 143C, pp. 65-77. [ DOI : 10.1016/j.matcom.2017.05.008 ]
  https://hal.inria.fr/hal-01216471
• 28A. Lejay.
  Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion, in: Statistical Inference for Stochastic Processes, 2018, vol. 21, n^o 3, pp. 539-551. [ DOI : 10.1007/s11203-017-9161-9 ]
  https://hal.inria.fr/hal-01319319
• 29A. Lejay, E. Mordecki, S. Torres.
  Two consistent estimators for the Skew Brownian motion, in: ESAIM: Probability and Statistics, 2018.
  https://hal.inria.fr/hal-01492853
• 30A. Lejay, P. Pigato.
  Statistical estimation of the Oscillating Brownian Motion, in: Bernoulli, 2018, vol. 24, n^o 4B, pp. 3568-3602, https://arxiv.org/abs/1701.02129. [ DOI : 10.3150/17-BEJ969 ]
  https://hal.archives-ouvertes.fr/hal-01430794
• 31A. Richard, P. Orio, E. Tanré.
  An integrate-and-fire model to generate spike trains with long-range dependence, in: Journal of Computational Neuroscience, 2018, n^o 1-16, https://arxiv.org/abs/1702.03762. [ DOI : 10.1007/s10827-018-0680-1 ]
  https://hal.inria.fr/hal-01521891
• 32S. Toupance, D. Villemonais, D. Germain, A. Gégout-Petit, E. Albuisson, A. Benetos.
  The individual’s signature of telomere length distribution, in: Scientific Reports, 2018.
  https://hal.inria.fr/hal-01925000

Invited Conferences

• 33C. Mokrani, M. Bossy, A. Rousseau.
  Towards a first validation of the SDM model for marine flows, in: Simulation et Optimisation pour les Energies Marines Renouvelables, Paris, France, January 2018.
  https://hal.inria.fr/hal-01697596

Conferences without Proceedings

• 34A. Gégout-Petit, C. Fritsch, M. Grosdidier, B. Marcais.
  Spatio-temporal modelling of the spread of chalara (illness of the ash tree) in France, in: CMStatistics 2018 - 11th International Conference of the ERCIM WG on Computational and Methodological Statistics, Pisa, Italy, December 2018.
  https://hal.inria.fr/hal-01925454
• 35A. Lejay, G. Pichot, L. Lenôtre.
  Diffusion processes in discontinuous media: numerical algorithms and benchmark tests, in: Workshop Validation approaches for multiscale porous media models, Nottingham, United Kingdom, July 2018.
  https://hal.inria.fr/hal-01900609

Scientific Books (or Scientific Book chapters)

• 36M. Bossy, A. Dupré, P. Drobinski, L. Violeau, C. Briard.
  Stochastic Lagrangian approach for wind farm simulation, in: Forecasting and Risk Management of Renewable Energy, 2018.
  https://hal.inria.fr/hal-01697815
• 37N. Champagnat, K. A. Coulibaly-Pasquier, D. Villemonais.
  Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions, in: Séminaire de Probabilités XLIX, Lecture Notes in Mathematics, Springer, 2018, vol. 2215, pp. 165-182, https://arxiv.org/abs/1603.07909. [ DOI : 10.1007/978-3-319-92420-5_5 ]
  https://hal.archives-ouvertes.fr/hal-01293622
• 38A. Lejay.
  The Girsanov theorem without (so much) stochastic analysis, in: Séminaire de Probabilités XLIX, C. Donati-Martin, A. Lejay, A. Rouault (editors), Springer-Nature, 2018, vol. 2215. [ DOI : 10.1007/978-3-319-92420-5_8 ]
  https://hal.inria.fr/hal-01498129

Books or Proceedings Editing

• 39E. Boissard, P. Cattiaux, A. Guillin, L. Miclo, F. Bouguet, J. Brossard, C. Leuridan, M. Capitaine, N. Champagnat, K. A. Coulibaly-Pasquier, D. Villemonais, H. E. Altman, P. Kratz, E. Pardoux, A. Lejay, P. McGill, G. Pagès, B. Wilbertz, P. Petit, B. Rajeev, L. Serlet, H. Tsukada.
  C. Donati-Martin, A. Lejay, A. Rouault (editors), Séminaire de probabilités XLIX, Lecture notes in mathematics, Springer, July 2018, vol. 2215. [ DOI : 10.1007/978-3-319-92420-5 ]
  https://hal.inria.fr/hal-01931202

Other Publications

• 40M. Andrade-Restrepo, N. Champagnat, R. Ferrière.
  Spatial eco-evolutionary dynamics along environmental gradients: multi-stability and cluster dynamics, 2018, working paper or preprint.
  https://hal.inria.fr/hal-01732325
• 41J. Bion-Nadal, D. Talay.
  On a Wasserstein-type distance between solutions to stochastic differential equations, June 2018, working paper or preprint.
  https://hal.inria.fr/hal-01636082
• 42M. Bossy, J. Fontbona, H. Olivero Quinteros.
  Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels, December 2018, working paper or preprint.
  https://hal.inria.fr/hal-01678710
• 43M. Bossy, J. F. Jabir.
  On the wellposedness of some McKean models with moderated or singular diffusion coefficient, September 2018, https://arxiv.org/abs/1809.01742 - working paper or preprint.
  https://hal.inria.fr/hal-01869951
• 44A. Brault, A. Lejay.
  The non-linear sewing lemma I: weak formulation, February 2018, https://arxiv.org/abs/1810.11987 - The authors are grateful to the CIRM (Marseille, France) for its kind hospitality with the Research-in-Pair program.
  https://hal.inria.fr/hal-01716945
• 45A. Brault, A. Lejay.
  The non-linear sewing lemma II: Lipschitz continuous formulation, July 2018, https://arxiv.org/abs/1810.11988 - working paper or preprint.
  https://hal.inria.fr/hal-01839202
• 46N. Champagnat, S. Méléard, V. C. Tran.
  Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer, 2019, working paper or preprint.
  https://hal.inria.fr/hal-01974289
• 47N. Champagnat, R. Schott, D. Villemonais.
  Probabilistic non-asymptotic analysis of distributed algorithms, 2018, working paper or preprint.
  https://hal.inria.fr/hal-01710663
• 48N. Champagnat, D. Villemonais.
  Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution, October 2018, https://arxiv.org/abs/1810.06849 - working paper or preprint.
  https://hal.archives-ouvertes.fr/hal-01895618
• 49Q. Cormier, E. Tanré, R. Veltz.
  Long time behavior of a mean-field model of interacting neurons, October 2018, https://arxiv.org/abs/1810.08562 - working paper or preprint.
  https://hal.inria.fr/hal-01903857
• 50M. Di Iorio, M. Bossy, C. Mokrani, A. Rousseau.
  Particle tracking methodology for Lagrangian numerical simulations, November 2018, Wave and Tidal - 3rd International Workshop, Poster.
  https://hal.inria.fr/hal-01931714
• 51N. Fournier, E. Tanré, R. Veltz.
  On a toy network of neurons interacting through their dendrites, February 2018, https://arxiv.org/abs/1802.04118 - working paper or preprint.
  https://hal.inria.fr/hal-01707663
• 52P. Grazieschi, M. Leocata, C. Mascart, J. Chevallier, F. Delarue, E. Tanré.
  Network of interacting neurons with random synaptic weights, November 2018, working paper or preprint.
  https://hal.inria.fr/hal-01928990
• 53S. Haraketi, E. Haouala, A. Lejay.
  Measurable sub-Riemannian geometry on the lifted Sierpinski gasket to the Heisenberg group, July 2018, working paper or preprint.
  https://hal.inria.fr/hal-01927134
• 54P. Helson.
  A mathematical approach on memory capacity of a simple synapses model, June 2018, International Conference on Mathematical NeuroScience (ICMNS), Poster.
  https://hal.archives-ouvertes.fr/hal-01957292
• 55E. Horton, A. E. Kyprianou, D. Villemonais.
  Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics, October 2018, https://arxiv.org/abs/1810.01779 - six figures. [ DOI : 10.01779 ]
  https://hal.archives-ouvertes.fr/hal-01895619
• 56A. Lejay, L. Lenôtre, G. Pichot.
  An exponential timestepping algorithm for diffusion with discontinuous coefficients, June 2018, working paper or preprint.
  https://hal.inria.fr/hal-01806465
• 57A. Lejay, P. Pigato.
  Maximum likelihood drift estimation for a threshold diffusion, March 2018, https://arxiv.org/abs/1803.05408 - working paper or preprint.
  https://hal.inria.fr/hal-01731566
• 58C. Mailler, D. Villemonais.
  Stochastic approximation on non-compact measure spaces and application to measure-valued Pólya processes, October 2018, https://arxiv.org/abs/1809.01461 - working paper or preprint.
  https://hal.archives-ouvertes.fr/hal-01895621
• 59C. Mokrani, M. Bossy, M. Di Iorio, A. Rousseau.
  Numerical Modelling of Hydrokinetic Turbines Immersed in Complex Topography using Non-Rotative Actuator Discs, December 2018, working paper or preprint.
  https://hal.inria.fr/hal-01966351
• 60D. Talay, M. Tomasevic.
  A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case, September 2018, https://arxiv.org/abs/1712.10254 - working paper or preprint.
  https://hal.inria.fr/hal-01673332
• 61D. Villemonais.
  Lower bound for the coarse Ricci curvature of continuous-time pure jump processes, April 2018, https://arxiv.org/abs/1705.06642 - working paper or preprint.
  https://hal.archives-ouvertes.fr/hal-01652879

References in notes

• 62P. Del Moral, A. Guionnet.
  On the stability of interacting processes with applications to filtering and genetic algorithms, in: Ann. Inst. H. Poincaré Probab. Statist., 2001, vol. 37, n^o 2, pp. 155–194.
  http://dx.doi.org/10.1016/S0246-0203(00)01064-5
• 63P. Del Moral, L. Miclo.
  On the stability of nonlinear Feynman-Kac semigroups, in: Ann. Fac. Sci. Toulouse Math. (6), 2002, vol. 11, n^o 2, pp. 135–175.
  http://www.numdam.org/item?id=AFST_2002_6_11_2_135_0