Major publications by the team in recent years
  • 1C. Blanchet-Scalliet, A. Diop, R. Gibson, D. Talay, E. Tanré.

    Technical analysis compared to mathematical models based methods under parameters mis-specification, in: Journal of Banking and Finance, 2007, vol. 31, no 5, pp. 1351–1373.
  • 2M. Bossy, E. Gobet, D. Talay.

    A symmetrized Euler scheme for an efficient approximation of reflected diffusions, in: J. Appl. Probab., 2004, vol. 41, no 3, pp. 877–889.
  • 3M. Bossy, B. Jourdain.

    Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval, in: Ann. Probab., 2002, vol. 30, no 4, pp. 1797–1832.
  • 4N. Champagnat.

    A microscopic interpretation for adaptive dynamics trait substitution sequence models, in: Stochastic Process. Appl., 2006, vol. 116, no 8, pp. 1127–1160.
  • 5M. Deaconu, N. Fournier, E. Tanré.

    A pure jump Markov process associated with Smoluchowski's coagulation equation, in: Ann. Probab., 2002, vol. 30, no 4, pp. 1763–1796.
  • 6S. Herrmann, P. Imkeller, D. Peithmann.

    Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach, in: Ann. Appl. Probab., 2006, vol. 16, no 4, pp. 1851–1892.
  • 7A. Lejay.

    An introduction to rough paths, in: Séminaire de Probabilités XXXVII, Berlin, Lecture Notes in Math., Springer, 2003, vol. 1832, pp. 1–59.
  • 8A. Lejay, M. Martinez.

    A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients, in: Ann. Appl. Probab., 2006, vol. 16, no 1, pp. 107–139.
  • 9B. Roynette, P. Vallois, M. Yor.

    Pénalisations et quelques extensions du théorème de Pitman, relatives au mouvement Brownien et à son maximum unilatère, in: In memoriam Paul-André Meyer: Séminaire de Probabilités XXXIX, Berlin, Lecture Notes in Math., Springer, 2006, vol. 1874, pp. 305–336.
  • 10D. Talay, Z. Zheng.

    Approximation of quantiles of components of diffusion processes, in: Stochastic Process. Appl., 2004, vol. 109, no 1, pp. 23–46.
Publications of the year

Doctoral Dissertations and Habilitation Theses

Articles in International Peer-Reviewed Journals

  • 12M. Bossy, N. Champagnat, H. Leman, S. Maire, L. Violeau, M. Yvinec.

    Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation, in: ESAIM: Proceedings, December 2014, 27 p.

  • 13M. Bossy, J.-F. Jabir.

    Lagrangian stochastic models with specular boundary condition, in: Journal of Functional Analysis, December 2014, 73 p.

  • 14M. Bossy, N. Maizi, O. Pourtallier.

    Nash equilibrium for coupling of CO2 allowances and electricity markets, in: ESAIM: Proceedings, November 2014, vol. 45, September 2014, pp. 98 - 107.

  • 15L. Coutin, A. Lejay.

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

  • 16F. 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, 33 p, Version 4: shortened version.

  • 17F. Delarue, J. Inglis, S. Rubenthaler, E. Tanré.

    Particle systems with a singular mean-field self-excitation. Application to neuronal networks, in: Stochastic Processes and Applications, 2015, 40 p.

  • 18O. Faugeras, J. Inglis.

    Stochastic neural field equations: A rigorous footing, in: Journal of Mathematical Biology, July 2014, 40 p.

  • 19A. Lejay, E. Mordecki, S. Torres.

    Is a Brownian motion skew?, in: Scandinavian Journal of Statistics, June 2014, vol. 5, no 2, pp. 346-364. [ DOI : 10.1111/sjos.12033 ]


International Conferences with Proceedings

  • 20S. Larnier, R. Almar, R. Cienfuegos, A. Lejay.

    On the use of the Radon transform to estimate longshore currents from video imagery, in: Proceedings of the 13th International Coastal Symposium - ICS, Durban, South Africa, A. Green, J. Cooper (editors), Coastal Education and Research Foundation (CERF) and the Journal of Coastal Research (JCR), April 2014, vol. 70, pp. 023-028. [ DOI : 10.2112/SI70-005.1 ]


Scientific Books (or Scientific Book chapters)

  • 21D. Talay.

    On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators With Discontinuous Coefficients, in: Advances in Numerical Simulation in Physics and Engineering, C. Parés, C. V. Cendon, F. Coquel (editors), SEMA SIMAI Springer Series, Springer, 2014, vol. 3.

  • 22D. Talay.

    Singular stochastic computational models, stochastic analysis, PDE analysis, and numerics, in: Proceedings of ICM 2014, ICM, 2014.


Internal Reports

Scientific Popularization

  • 25M. Bossy, N. Maïzi, O. Pourtallier.

    Combien pour ma tonne de CO2 ?, in: Breves de maths, M. Andler, L. Bel, S. Benzoni, T. Goudon, C. Imbert, A. Rousseau (editors), Nouveau Monde Éditions, October 2014.


Other Publications

References in notes
  • 42J. Baladron, D. Fasoli, O. Faugeras, J. Touboul.

    Mean Field description of and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons, in: Journal of Mathematical Neuroscience, 2012, vol. 2, no 10.
  • 43M. Bossy, J.-F. Jabir.

    On confined McKean Langevin processes satisfying the mean no-permeability boundary condition, in: Stochastic Processes and their Applications, 2011, vol. 121, no 12, pp. 2751 - 2775. [ DOI : 10.1016/j.spa.2011.07.006 ]

  • 44O. Faugeras, J. Maclaurin.

    A large deviation principle for networks of rate neurons with correlated synaptic weights, February 2013, 71 p.

  • 45A. Lejay, G. Pichot.

    Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps, in: Journal of Computational Physics, August 2012, vol. 231, no 21, pp. 7299-7314. [ DOI : 10.1016/j.jcp.2012.07.011 ]