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1. Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations

2. MV-algebras and Partially Cyclically Ordered Groups

3. Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs

4. Localization of two radioactive sources on the plane

5. Diversity of ghost notes in tubas, euphoniums and saxhorns

6. Minimal blowing pressure allowing periodic oscillations in a model of bass brass instruments

7. Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process

8. Model theory of divisible abelian cyclically ordered groups and minimal C. O. G

9. Corrigendum for 'Second-order reflected backward stochastic differential equations' and 'Second-order BSDEs with general reflection and game options under uncertainty'

10. Viscosity Solutions of system of PDEs with Interconnected Obstacles and nonlinear Neumann Boundary Conditions

11. A Mean Field Game of Optimal Portfolio Liquidation

12. Fast and Asymptotically-efficient estimation in a Fractional autoregressive process

13. OneStep : Le Cam's One-step Estimation Procedure

14. Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach

15. Conséquences éthiques et sociales de biomarqueurs prédictifs de la mort chez l’homme

16. Conséquences éthiques et sociales de biomarqueurs prédictifs de la mort chez l’homme

17. Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting

18. Statistique asymptotique de certaines séries chronologiques à mémoire

19. Asymptotic statistics from some time series models with long memory

20. Asymptotic decomposition of solutions to random parabolic operators with oscillating coefficients

21. Systems of reflected BSDEs with interconnected bilateral obstacles: Existence, uniqueness and applications

22. Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles

23. Comments on the presence of serial correlation in the random coefficients of an autoregressive process

24. Optimal position targeting via decoupling fields

25. Asymptotic approach for backward stochastic differential equation with singular terminal condition *

26. Backward stochastic Volterra integral equations with jumps in a general filtration

27. Piano strings with reduced inharmonicity

28. Cordes de piano à harmonicité réduite

29. About classical solutions of the path-dependent heat equation

30. One-step estimation for the fractional Gaussian noise at high-frequency

31. Minimal blowing pressure allowing periodic oscillations in a simplied reed musical instrument model: Bouasse-Benade prescription assessed through numerical continuation

32. Generalized BSDE with jumps and stochastic quadratic growth

33. Continuity problem for singular BSDE with random terminal time

34. A Test of Correlation in the Random Coefficients of an Autoregressive Process

35. Duality and General Equilibrium Theory Under Knightian Uncertainty

36. Backward Stochastic Differential Equations with Non-Markovian Singular Terminal Conditions with General Driver and Filtration

37. Contributions to quadratic backward stochastic differential equations with jumps and applications

38. Quelques contributions aux équations différentielles stochastiques rétrogrades et leurs applications

39. Some contributions to backward stochastic differential equations and applications

40. Second-order BSDE under monotonicity condition and liquidation problem under uncertainty

41. Conditional failure occurrence rates for semi-Markov chains

42. How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach

43. Limit behaviour of the minimal solution of a BSDE in the non Markovian setting

44. Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production

45. One-step estimation for the fractional Gaussian noise model at high-frequency

46. Systems of reflected BSDEs with interconnected bilateral obstalces: Existence, Uniqueness and Applications

47. Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs

48. Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling

49. On the fundamental solution of heat and stochastic heat equations

50. From the bifurcation diagrams to the ease of playing of reed musical instruments. Application to a reed-like instrument having two quasi-harmonic resonances

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