Bibliography
Major publications by the team in recent years
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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
Articles in International Peer-Reviewed Journals
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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
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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
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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)
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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
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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
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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
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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
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43M. Benaïm, N. Champagnat, D. Villemonais.
Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain, April 2019, https://arxiv.org/abs/1904.08620 - working paper or preprint.
https://hal.archives-ouvertes.fr/hal-02101739 -
44M. Bossy, J.-F. Jabir, K. Martinez.
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth, September 2019, https://arxiv.org/abs/1904.09441 - working paper or preprint.
https://hal.inria.fr/hal-02282168 -
45A. Brault, A. Lejay.
The non-linear sewing lemma III: Stability and generic properties, August 2019, working paper or preprint.
https://hal.inria.fr/hal-02265268 -
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, D. Villemonais.
Practical criteria for R-positive recurrence of unbounded semigroups, April 2019, https://arxiv.org/abs/1904.08619 - working paper or preprint.
https://hal.archives-ouvertes.fr/hal-02101680 -
48A. M. G. Cox, E. L. Horton, A. E. Kyprianou, D. Villemonais.
Stochastic Methods for Neutron Transport Equation III: Generational many-to-one and , December 2019, https://arxiv.org/abs/1909.00581 - working paper or preprint.
https://hal.archives-ouvertes.fr/hal-02390745 -
49O. Faugeras, J. Maclaurin, E. Tanré.
The mean-field limit of a network of Hopfield neurons with correlated synaptic weights, May 2019, https://arxiv.org/abs/1901.10248 - 102 pages.
https://hal.archives-ouvertes.fr/hal-02000172 -
50O. Faugeras, E. Soret, E. Tanré.
Asymptotic behaviour of a network of neurons with random linear interactions, January 2019, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01986927 -
51C. Fritsch, S. Billiard, N. Champagnat.
Identifying conversion efficiency as a key mechanism underlying food webs evolution: A step forward, or backward?, May 2019, https://arxiv.org/abs/1905.06855 - working paper or preprint.
https://hal.archives-ouvertes.fr/hal-02129313 -
52P. Helson.
A Mathematical Analysis of Memory Lifetime in a simple Network Model of Memory, October 2019, https://arxiv.org/abs/1910.04993 - working paper or preprint.
https://hal.archives-ouvertes.fr/hal-02308900 -
53A. Lejay, H. Mardones González.
A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations, November 2019, working paper or preprint.
https://hal.inria.fr/hal-02377108 -
54D. Nguyen, E. Strickler.
A method to deal with the critical case in stochastic population dynamics, January 2020, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-02427636 -
55A. Richard, E. Tanré, S. Torres.
Penalisation techniques for one-dimensional reflected rough differential equations, November 2019, https://arxiv.org/abs/1904.11447 - working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01982781 -
56R. Stoica, M. Deaconu, A. Philippe, L. Hurtado-Gil.
Shadow Simulated Annealing algorithm: a new tool for global optimisation and statistical inference, July 2019, https://arxiv.org/abs/1907.06455 - working paper or preprint.
https://hal.archives-ouvertes.fr/hal-02183506 -
57M. Tomasevic.
A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The two-dimensional case, August 2019, https://arxiv.org/abs/1902.08024 - working paper or preprint.
https://hal.inria.fr/hal-02044262