Marie Kerjean, Micaela Mayero, Pierre Rousselin. Utilisation de Coq pour l'enseignement des mathématiques en L1 et en seconde. 35es Journées Francophones des Langages Applicatifs (JFLA 2024), Jan 2024, Saint-Jacut-de-la-Mer, France. (hal-04407159⟩
Sylvie Boldo, François Clément, David Hamelin, Micaela Mayero, Pierre Rousselin. Teaching Divisibility and Binomials with Coq. RR-9547, Inria. 2024, pp.13. (hal-04550762⟩
Elie Cerf. The minimal quasi-stationary distribution of the absorbed M/M/∞ queue. 2023. (hal-04161193⟩
Anthony Cousien, Jean-Stéphane Dhersin, Viet Chi Tran, Thi Phuong Thuy Vo. Respondent-driven sampling on sparse Erdös-Rényi graphs. Acta Mathematica Vietnamica, 2023, 48 (3), pp.479-513. (10.1007/s40306-023-00510-8⟩. ⟨hal-03183146v2⟩
Clément Foucart, Linglong Yuan. Weak convergence of continuous-state branching processes with large immigration. 2023. (hal-04301035⟩
Mohamed Mrad, Alexandre Popier. Composition of approximations of two SDEs with jumps with non-finite Lévy measures.. 2023. (hal-04040355⟩
Mohamed Mrad. Solving some Stochastic Partial Differential Equations driven by Lévy Noise using two SDEs. *. Stochastics: An International Journal of Probability and Stochastic Processes, 2022. (hal-03211171⟩
Clément Foucart, Martin Möhle. Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations. Stochastic Processes and their Applications, 2022, 150, pp.510-531. (10.1016/j.spa.2022.05.001⟩. ⟨hal-03860204⟩
Clément Foucart, Matija Vidmar. CONTINUOUS-STATE BRANCHING PROCESSES WITH COLLISIONS: FIRST PASSAGE TIMES AND DUALITY. 2022. (hal-03719207⟩
Linxiao Chen. A transfer theorem for multivariate ∆-analytic functions with a power-law singularity. 2022. (hal-03890080⟩
Xinxing Chen, Yueyun Hu, Zhan Shi. The sustainability probability for the critical Derrida–Retaux model. Probability Theory and Related Fields, 2022, 182 (1-2), pp.641-684. (10.1007/s00440-021-01091-z⟩. ⟨hal-03931399⟩
Caroline Hillairet, Sarah Kaakai, Mohamed Mrad. Time-consistent pension policy with minimum guarantee and sustainability constraint. 2022. (hal-03813755⟩
Bénédicte Haas. Tail asymptotics for extinction times of self-similar fragmentations. 2022. (hal-03858844⟩
Tianyi Bai, Yueyun Hu. Capacity of the Range of Branching Random Walks in Low Dimensions. Proceedings of the Steklov Institute of Mathematics, 2022, 316 (1), pp.26-39. (10.1134/S0081543822010047⟩. ⟨hal-03931386⟩
Elie Aïdékon, Yueyun Hu, Zhan Shi. An infinite-dimensional representation of the Ray-Knight theorems. Science China Mathematics, 2022, (10.1007/s11425-022-2068-0⟩. ⟨hal-03035292⟩
Bénédicte Haas. Precise asymptotics for the density and the upper tail of exponential functionals of subordinators. 2022. (hal-03858846⟩
Linxiao Chen. Enumeration of fully parked trees. 2022. (hal-03890095⟩
Anis Matoussi, Mohamed Mrad. Dynamic Utility and related nonlinear SPDE driven by Lévy Noise.. International Journal of Theoretical and Applied Finance, 2022. (hal-03025475⟩
El Karoui, Mrad Mohamed, Caroline Hillairet. Bi-revealed utilities in a defaultable universe : a new point of view on consumption.. 2022. (hal-03919186⟩
Clément Foucart, Chunhua Ma, Linglong Yuan. Limit theorems for continuous-state branching processes with immigration. Advances in Applied Probability, 2022, 54 (2), pp.599-624. (10.1017/apr.2021.43⟩. ⟨hal-03860200⟩
Christina Goldschmidt, Bénédicte Haas, Delphin Sénizergues. Stable graphs: distributions and line-breaking construction. Annales Henri Lebesgue, 2022, 5, pp.841-904. (10.5802/ahl.138⟩. ⟨hal-03858840⟩
Clément Foucart. A phase transition in the coming down from infinity of simple exchangeable fragmentation-coagulation processes. The Annals of Applied Probability, 2022, 32 (1), (10.1214/21-AAP1691⟩. ⟨hal-03860182⟩
Clément Foucart, Pei-Sen Li, Xiaowen Zhou. Time-changed spectrally positive Lévy processes started from infinity. Bernoulli, 2021, 27 (2), (10.3150/20-BEJ1274⟩. ⟨hal-03860177⟩
Elie Aïdékon, Yueyun Hu, Zhan Shi. Path decompositions of perturbed reflecting Brownian motions. Progress in Probability, 2021, Chaumont, L., Kyprianou, A.E. (eds) A Lifetime of Excursions Through Random Walks and Lévy Processes., 78, pp.13-42. (10.1007/978-3-030-83309-1_2⟩. ⟨hal-02612935v2⟩
John Haslegrave, Laurent Tournier. Combinatorial Universality in Three-Speed Ballistic Annihilation. In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius, 77, Springer International Publishing, pp.487-517, 2021, Progress in Probability, (10.1007/978-3-030-60754-8_23⟩. ⟨hal-03764925⟩
Tianyi Bai, Pierre Rousselin. Branching Random Walks Conditioned on Particle Numbers. Journal of Statistical Physics, 2021, 185 (3), pp.20. (10.1007/s10955-021-02833-y⟩. ⟨hal-04011794⟩
Bénédicte Haas, Robin Stephenson. Scaling limits of multi-type Markov Branching trees. Probability Theory and Related Fields, 2021, 180 (3-4), pp.727-797. (10.1007/s00440-021-01064-2⟩. ⟨hal-03858839⟩
Philippe Marchal. First passage times of subordinators and urns. A lifetime of excursions through random walks and Lévy processes, 2021. (hal-03063774⟩
Clément Foucart. A PHASE TRANSITION IN THE COMING DOWN FROM INFINITY OF SIMPLE EXCHANGEABLE FRAGMENTATION-COAGULATION PROCESSES. 2021. (hal-03211894⟩
Clément Foucart. Local explosions and extinction of continuous state branching processes with logistic competition. 2021. (hal-03425834⟩
John Haslegrave, Vladas Sidoravicius, Laurent Tournier. Three-speed ballistic annihilation: phase transition and universality. Selecta Mathematica, 2021, 27 (5), pp.84. (10.1007/s00029-021-00701-x⟩. ⟨hal-03764920⟩
Nicole El Karoui, Mohamed Mrad. Recover Dynamic Utility from Observable Process: Application to the economic equilibrium. SIAM Journal on Financial Mathematics, 2021. (hal-01966312v4⟩
Nicole El Karoui, Mohamed Mrad, Caroline Hillairet. Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling. Decisions in Economics and Finance, 2020. (hal-00974815v3⟩
Clément Foucart, Pei-Sen Li, Xiaowen Zhou. On the entrance at infinity of Feller processes with no negative jumps. Statistics and Probability Letters, 2020, 165, pp.108859 -. (10.1016/j.spl.2020.108859⟩. ⟨hal-03492319⟩
Mohamed Mrad, El Karoui, Caroline Hillairet. Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling. Decisions in Economics and Finance, 2020. (hal-04553875⟩
Elie Aïdékon, Yueyun Hu, Zhan Shi. Points of infinite multiplicity of planar Brownian motion: measures and local times. Annals of Probability, 2020, 48 (4), pp.1785-1825. (10.1214/19-AOP1407⟩. ⟨hal-01876066v2⟩
Mrad Mohamed. Mixture of consistent stochastic utilities, and a priori randomness. International Journal of Theoretical and Applied Finance, 2020. (hal-01728554v2⟩
Clément Foucart, Pei-Sen Li, Xiaowen Zhou. On the entrance at infinity of Feller processes with no negative jumps. Statistics and Probability Letters, 2020, 165, pp.108859. (10.1016/j.spl.2020.108859⟩. ⟨hal-03860171⟩
Clément Foucart, Chunhua Ma, Bastien Mallein. Coalescences in Continuous-State Branching Processes. Electronic Journal of Probability, 2019, 24 (103), (10.1214/19-EJP358⟩. ⟨hal-01944043v2⟩
Clément Foucart. Continuous-state branching processes with competition: duality and reflection at infinity. Electronic Journal of Probability, 2019, 24 (none), (10.1214/19-EJP299⟩. ⟨hal-03860162⟩
Nicole El Karoui, Caroline Hillairet, Mohamed Mrad. Construction of an aggregate consistent utility, without Pareto optimality. Application to Long-Term yield curve Modeling. Frontiers in Stochastic Analysis - BSDEs, SPDEs and their Applications, 2019. (hal-01721441⟩
Xinxing Chen, Bernard Derrida, Yueyun Hu, Mikhail Lifshits, Zhan Shi. A Max-Type Recursive Model: Some Properties and Open Questions. Sojourns in Probability Theory and Statistical Physics - III, 300, Springer Singapore, pp.166-186, 2019, Springer Proceedings in Mathematics & Statistics, (10.1007/978-981-15-0302-3_6⟩. ⟨hal-03931453⟩
Nicolas Curien, Gady Kozma, Vladas Sidoravicius, Laurent Tournier. Uniqueness of the infinite noodle. Annales de l’Institut Henri Poincaré (D) Combinatorics, Physics and their Interactions, 2019, 6 (2), pp.221-238. (10.4171/AIHPD/70⟩. ⟨hal-03764931⟩
Andrea Collevecchio, Kais Hamza, Laurent Tournier. A deterministic walk on the randomly oriented Manhattan lattice. Electronic Journal of Probability, 2019, 24 (none), (10.1214/19-EJP385⟩. ⟨hal-03764936⟩
Xinxing Chen, Bernard Derrida, Yueyun Hu, Mikhail Lifshits, Zhan Shi. A Max-Type Recursive Model: Some Properties and Open Questions. Springer Proceedings in Mathematics & Statistics, 2019, Sidoravicius, V. (eds) Sojourns in Probability Theory and Statistical Physics - III., 300, pp.166-186. (10.1007/978-981-15-0302-3_6⟩. ⟨hal-01723860⟩
Clément Foucart, Chunhua Ma, Bastien Mallein. Coalescences in continuous-state branching processes. Electronic Journal of Probability, 2019, 24 (none), (10.1214/19-EJP358⟩. ⟨hal-03860166⟩
Cyril Banderier, Philippe Marchal, Michael Wallner. Periodic Pólya Urns, the Density Method, and Asymptotics of Young Tableaux. Annals of Probability, 2019, 48 (4), pp.1921-1965. (10.1214/19-AOP1411⟩. ⟨hal-02413627⟩
E. Aïdékon, Yueyun Hu, Zhan Shi. Large Deviations for Level Sets of a Branching Brownian Motion and Gaussian Free Fields. Journal of Mathematical Sciences, 2019, 238 (4), pp.348-365. (10.1007/s10958-019-04243-8⟩. ⟨hal-03931458⟩
Clément Foucart, Chunhua Ma. Continuous-state branching processes, extremal processes and super-individuals. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2019, 55 (2), (10.1214/18-AIHP909⟩. ⟨hal-03860158⟩
Yueyun Hu, Bastien Mallein, Michel Pain. An Exactly Solvable Continuous-Time Derrida–Retaux Model. Communications in Mathematical Physics, 2019, (10.1007/s00220-019-03465-w⟩. ⟨hal-02133501⟩
Julien Barral, Yueyun Hu, Thomas Madaule. The minimum of a branching random walk outside the boundary case. Bernoulli, 2018, 24 (2), (10.3150/15-BEJ784⟩. ⟨hal-03884868⟩
Bénédicte Haas, Robin Stephenson. Bivariate Markov chains converging to Lamperti transform Markov additive processes. Stochastic Processes and their Applications, 2018, 128 (10), pp.3558-3605. (10.1016/j.spa.2017.11.008⟩. ⟨hal-03858866⟩
Emmanuel Gobet, Mohamed Mrad. Convergence rate of strong approximations of compound random maps. Discrete & Continuous Dynamical Systems- Series-B, 2018. (hal-01141320v2⟩
Cyril Banderier, Philippe Marchal, Michael Wallner. Periodic Pólya urns and an application to Young tableaux. Leibniz International Proceedings in Informatics , In press, 29th International Conference on Probabilistic, Combinatorial and Asymptotic Methods for the Analysis of Algorithms (AofA 2018), pp.1-12. (10.4230/LIPIcs.AofA.2018.11⟩. ⟨hal-01807635⟩
Vladas Sidoravicius, Laurent Tournier. The ballistic annihilation threshold is 1/4. 2018. (hal-01875126⟩
Bénédicte Haas. Scaling Limits of Markov-Branching Trees and Applications. XII Symposium of Probability and Stochastic Processes, 73 (10), Springer International Publishing, pp.3-50, 2018, Progress in Probability, (10.1007/978-3-319-77643-9_1⟩. ⟨hal-03858862⟩
Cyril Banderier, Philippe Marchal, Michael Wallner. Rectangular Young tableaux with local decreases and the density method for uniform random generation (short version). GASCOM 2018, Jun 2018, Athens, Greece. pp.60-68. (hal-01795882⟩
Nicole El Karoui, Caroline Hillairet, Mohamed Mrad. Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint *. Stochastics: An International Journal of Probability and Stochastic Processes, 2018. (hal-01458419⟩
Dayue Chen, Loïc de Raphélis, Yueyun Hu. Favorite sites of randomly biased walks on a supercritical Galton–Watson tree. Stochastic Processes and their Applications, 2018, 128 (5), pp.1525-1557. (10.1016/j.spa.2017.08.002⟩. ⟨hal-03931481⟩
Dayue Chen, Yueyun Hu, Shen Lin. Resistance growth of branching random networks. Electronic Journal of Probability, 2018, 23, pp.1-17. (10.1214/18-EJP179⟩. ⟨hal-01688502v2⟩
Pierre Rousselin. Random walks on random trees. Probability [math.PR]. Université Sorbonne Paris Cité, 2018. English. (NNT : 2018USPCD023⟩. ⟨tel-02464070⟩
Pierre Rousselin. Invariant measures, Hausdorff dimension and dimension drop of some harmonic measures on Galton-Watson trees. Electronic Journal of Probability, 2018, 23 (none), (10.1214/18-EJP170⟩. ⟨hal-04011780⟩
Vladas Sidoravicius, Laurent Tournier. Note on a one-dimensional system of annihilating particles. Electronic Communications in Probability, 2017, 22 (none), (10.1214/17-ECP83⟩. ⟨hal-03764919⟩
Joachim Lebovits. Stochastic Calculus with respect to Gaussian Processes: Part I : Stochastic Calculus with respect to Gaussian Processes: Part I. 2017. (hal-01489766⟩
Emmanuel Gobet, Mohamed Mrad. Strong approximation of stochastic processes at random times and application to their exact simulation. Stochastics: An International Journal of Probability and Stochastic Processes, 2017, 89 (6-7), pp.883-895. (10.1080/17442508.2016.1267179⟩. ⟨hal-04005210⟩
Joachim Lebovits. Local Times of Gaussian Processes: Stochastic Calculus with respect to Gaussian Processes Part II. 2017. (hal-01489778⟩
Bénédicte Haas, Robin Stephenson. Bivariate Markov chains converging to Lamperti transform Markov Additive Processes. 2017. (hal-01430401⟩
Bénédicte Haas. Asymptotics of heights in random trees constructed by aggregation. Electronic Journal of Probability, 2017, 22 (none), (10.1214/17-EJP31⟩. ⟨hal-03858857⟩
Christophe Sabot, Laurent Tournier. Random walks in Dirichlet environment: an overview. Annales de la Faculté des Sciences de Toulouse. Mathématiques., 2017, 26 (2), pp.463-509. (10.5802/afst.1542⟩. ⟨hal-02081646⟩
Pieter Trapman, Frank Ball, Jean-Stéphane Dhersin, Viet Chi Tran, Jacco Wallinga, et al.. Inferring R 0 in emerging epidemics—the effect of common population structure is small. Journal of the Royal Society Interface, 2016, 13 (121), (10.1098/rsif.2016.0288⟩. ⟨hal-01374189⟩
Yueyun Hu, Zhan Shi. The slow regime of randomly biased walks on trees. Annals of Probability, 2016, 44 (6), (10.1214/15-AOP1064⟩. ⟨hal-03931798⟩
Joachim Lebovits, Mark Podolskij. Estimation of the global regularity of a multifractional Brownian motion. 2016. (hal-01343318⟩
Yueyun Hu. How big is the minimum of a branching random walk?. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2016, 52 (1), (10.1214/14-AIHP651⟩. ⟨hal-03931801⟩
Philippe Marchal. Rectangular Young tableaux and the Jacobi ensemble. 28-th International Conference on Formal Power Series and Algebraic Combinatorics, Simon Fraser University, Jul 2016, Vancouver, Canada. (10.46298/dmtcs.6417⟩. ⟨hal-01217954v2⟩
Anthony Cousien, Viet Chi Tran, Sylvie Deuffic-Burban, Marie Jauffret-Roustide, Jean-Stéphane Dhersin, et al.. Impact of a treatment as prevention strategy on hepatitis C virus transmission and on morbidity in people who inject drugs. 2015. (hal-01154669⟩
Yueyun Hu, Zhan Shi. The most visited sites of biased random walks on trees. Electronic Journal of Probability, 2015, 20, pp.1-14. (10.1214/EJP.v20-4051⟩. ⟨hal-01214677⟩
Anthony Cousien, Viet Chi Tran, Sylvie Deuffic-Burban, Marie Jauffret-Roustide, Jean-Stephane Dhersin, et al.. Dynamic modelling of hepatitis C virus transmission among people who inject drugs: a methodological review.. Journal of Viral Hepatitis, 2015, 22 (3), pp.213-29. (10.1111/jvh.12337⟩. ⟨hal-00921544v2⟩
Yueyun Hu, Zhan Shi, Marc Yor. The maximal drawdown of the Brownian meander. Electronic Communications in Probability, 2015, 20 (39), (10.1214/ECP.v20-3945⟩. ⟨hal-01301802⟩
Yueyun Hu. How big is the minimum of a branching random walk?. 2014. (hal-00826652v5⟩
Yueyun Hu, Zhan Shi. The potential energy of biased random walks on trees. 2014. (hal-00962241v3⟩
Olivier Bodini, David Julien, Marchal Philippe. Random-bit optimal uniform sampling for rooted planar trees with given sequence of degrees and Applications. 2014. (hal-00932993⟩
Philippe Carmona, Yueyun Hu. The Spread of a Catalytic Branching Random Walk. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2014, 50 (2), pp.327--351. (hal-00665271v3⟩
Nicole El Karoui, Mohamed Mrad, Caroline Hillairet. Ramsey Rule with Progressive utility and Long Term Affine Yields Curves. International Journal of Financial Engineering, 2014. (hal-00974831⟩
Philippe Marchal. Permutations with a prescribed descent set. 2014. (hal-00944244⟩
Leonardo Rolla, Vladas Sidoravicius, Laurent Tournier. Greedy clearing of persistent Poissonian dust. Stochastic Processes and their Applications, 2014, 124 (10), pp.3496-3506. (10.1016/j.spa.2014.04.005⟩. ⟨hal-03764917⟩
Nathanaël Enriquez, Christophe Sabot, Laurent Tournier, Olivier Zindy. Quenched limits for the fluctuations of transient random walks in random environment on Z. The Annals of Applied Probability, 2013, 23 (3), pp.1148-1187. (10.1214/12-AAP867⟩. ⟨hal-00543882v3⟩
Xan Duhalde, Clément Foucart, Chunhua Ma. On the hitting times of continuous-state branching processes with immigration.. 2013. (hal-00877356⟩
Nadine Guillotin-Plantard, Yueyun Hu, Bruno Schapira. The quenched limiting distributions of a one-dimensional random walk in random scenery.. Electronic Communications in Probability, 2013, 18 (85), pp.1-7. (hal-00842602v2⟩
Gérard Ben Arous, Yueyun Hu, Stefano Olla, Ofer Zeitouni. Einstein relation for biased random walk on Galton--Watson trees. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2013, 49 (3), pp.698-721. (10.1214/12-AIHP486⟩. ⟨hal-00658664⟩
Yueyun Hu. The almost sure limits of the minimal position and the additive martingale in a branching random walk.. 2012. (hal-00755972v2⟩
Philippe Marchal. Generating random alternating permutations in time $n\log n$. 2012. (hal-00765432⟩
Jean-Stephane Dhersin, Martin Moehle. On the external branches of coalescents with multiple collisions . 2012. (hal-00732541v3⟩
Laurent Tournier. Asymptotic direction of random walks in Dirichlet environment. 2012. (hal-00701968v2⟩
Philippe Marchal. A class of special subordinators with nested ranges. 2012. (hal-00762554⟩
Jean-Stephane Dhersin, Linglong Yuan. Asympotic behavior of the total length of external branches for Beta-coalescents. 2012. (hal-00674190v3⟩
Jean-Stephane Dhersin, Fabian Freund, Arno Siri-Jegousse, Linglong Yuan. On the length of an external branch in the Beta-coalescent. 2012. (hal-00660548⟩
Gabriel Faraud, Yueyun Hu, Zhan Shi. Almost sure convergence for stochastically biased random walks on trees. Probability Theory and Related Fields, 2012, 154, pp.621-660. (10.1007/s00440-011-0379-y⟩. ⟨hal-00608163⟩
Laurent Decreusefond, Jean-Stephane Dhersin, Pascal Moyal, Viet Chi Tran. Large graph limit for an SIR process in random network with heterogeneous connectivity. The Annals of Applied Probability, 2012, 22 (2), pp.541-575. (10.1214/11-AAP773⟩. ⟨hal-00505167v3⟩
Elie Aidekon, Yueyun Hu, Olivier Zindy. The precise tail behavior of the total progeny of a killed branching random walk. 2011. (hal-00578784⟩
Viet Chi Tran, Pascal Moyal, Laurent Decreusefond, Jean-Stephane Dhersin. Limite en grand graphe d'un processus SIR décrivant la propagation d'une épidemie sur un réseau. Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France. (inria-00510293⟩
Yueyun Hu, Valentin Topchii, Vladimir Vatutin. Branching random walk in Z^4 with branching at the origin only. 2010. (hal-00492684⟩
Jean-Stephane Dhersin, Elisabeta Vergu. Modélisation stochastique sur graphes et statistiques de la propagation d'épidémies. Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France. (inria-00496708⟩
Laure Coutin, Laurent Decreusefond, Jean-Stephane Dhersin. A Markov model for the spread of viruses in an open population. Journal of Applied Probability, 2010, 47 (4), pp.976--996. (10.1239/jap/1294170513⟩. ⟨hal-00320363v3⟩
Yueyun Hu, Zhan Shi. Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees.. Annals of Probability, 2009, 37 (2), pp.742-789. (hal-00133596v4⟩
Philippe Carmona, Yueyun Hu. Strong disorder implies strong localization for directed polymers in a random environment. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2006, 2, pp.217--229. (hal-00018048v2⟩
Philippe Carmona, Yueyun Hu. Universality In Sherrington-Kirkpatrick's Spin Glass Model. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2006, 42, pp.215-222. (hal-00128524⟩
Yueyun Hu, Zhan Shi. Slow movement of random walk in random environment on a regular tree. 2006. (hal-00088407⟩
Yueyun Hu, Zhan Shi. A subdiffusive behaviour of recurrent random walk in random environment on a regular tree. 2006. (hal-00020751⟩
