Bibliography

• 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, n^o 5, p. 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, n^o 3, p. 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, n^o 4, p. 1797–1832.
• 4N. Champagnat.
  
  A microscopic interpretation for adaptive dynamics trait substitution sequence models, in: Stochastic Process. Appl., 2006, vol. 116, n^o 8, p. 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, n^o 4, p. 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, n^o 4, p. 1851–1892.
• 7A. Lejay.
  
  An introduction to rough paths, in: Séminaire de Probabilités XXXVII, Berlin, Lecture Notes in Math., Springer, Berlin, 2003, vol. 1832, p. 1–59.
• 8A. Lejay, M. Martinez.
  
  A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients, in: Ann. Appl. Probab., 2006, vol. 16, n^o 1, p. 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, Berlin, 2006, vol. 1874, p. 305–336.
• 10D. Talay, Z. Zheng.
  
  Approximation of quantiles of components of diffusion processes, in: Stochastic Process. Appl., 2004, vol. 109, n^o 1, p. 23–46.

Articles in International Peer-Reviewed Journal

• 11M. Bossy, M. Cissé, D. Talay.
  
  Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions, in: Annales de l'Institut Henri Poincaré - Probabilités et Statistiques, April 2011, vol. 47, n^o 2, p. 395-424. [ DOI : 10.1214/10-AIHP357 ]
  
  http://hal.inria.fr/inria-00579341/en
• 12M. Bossy, J.-F. Jabir.
  
  On confined McKean Langevin processes satisfying the mean no-permeability boundary condition, in: Stochastic Processes and their Applications, 2011. [ DOI : 10.1016/j.spa.2011.07.006 ]
  
  http://hal.inria.fr/inria-00559072/en
• 13J. Calvo, P.-E. Jabin.
  
  Large time asymptotics for a modified coagulation model, in: Journal of Differential Equations, 2011, vol. 250, n^o 6, p. 2807-2837. [ DOI : 10.1016/j.jde.2011.01.021 ]
  
  http://hal.inria.fr/hal-00601969/en
• 14N. Champagnat, P.-E. Jabin.
  
  The evolutionary limit for models of populations interacting competitively via several resources, in: Journal of Differential Equations, July 2011, vol. 251, n^o 1, p. 179-195. [ DOI : 10.1016/j.jde.2011.03.007 ]
  
  http://hal.inria.fr/inria-00488979/en
• 15N. Champagnat, A. Lambert.
  
  Splitting trees with neutral Poissonian mutations I: Small families, in: Stochastic Processes and their Applications, 2011. [ DOI : 10.1016/j.spa.2011.11.002 ]
  
  http://hal.inria.fr/inria-00515481/en
• 16N. Champagnat, S. Méléard.
  
  Polymorphic evolution sequence and evolutionary branching, in: Probability Theory and Related Fields, 2011, vol. 151, n^o 1-2, p. 45-94. [ DOI : 10.1007/s00440-010-0292-9 ]
  
  http://hal.inria.fr/inria-00345399/en
• 17M. Cissé, P. Patie, E. Tanré.
  
  Optimal stopping problems for some Markov processes, in: Annals of Applied Probability, 2011.
  
  http://hal.inria.fr/inria-00458901/en
• 18P.-E. Jabin, A. Nouri.
  
  Analytic solutions to a strongly nonlinear Vlasov equation, in: Comptes Rendus de l'Académie des Sciences – Series I – Mathematics, 2011, vol. 349, n^o 9–10, p. 541–546.
  
  http://dx.doi.org/10.1016/j.crma.2011.03.024
• 19P.-E. Jabin, G. Raoul.
  
  On selection dynamics for competitive interactions, in: Journal of Mathematical Biology, 2011, vol. 63, n^o 3, p. 493–517.
  
  http://dx.doi.org/10.1007/s00285-010-0370-8
• 20A. Lejay.
  
  Simulation of a stochastic process in a discontinuous layered media, in: Electronic Communications in Probability, November 2011, vol. 16, p. 764-774.
  
  http://hal.inria.fr/inria-00583127/en
• 21S. Maire, C. Prissette.
  
  A restarted estimation of distribution algorithm for solving Sudoku puzzles, in: Statistics and Computing, 2012.
  
  http://hal.inria.fr/inria-00591852/en

International Conferences with Proceedings

• 22J. Erhel, A. Lejay, G. Pichot.
  
  Comparison of some lagrangian schemes for the simulation of diffusion in discontinuous media, in: MAMERN11: 4th International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources, B. Amaziane, D. Barrera, H. Mraoui, M. Rodriguez, D. Sbibih (editors), May 2011, p. 319-322.
  
  http://hal.inria.fr/hal-00642194/en

Conferences without Proceedings

• 23M. Bossy, R. Carmona, N. Maïzi, O. Pourtallier.
  
  Carbon Allowances and Electricity Prices: a Game-theory Approach, in: 7th International Congress on Industrial and Applied Mathematics - ICIAM 2011, Vancouver, Canada, 2011.
  
  http://hal.inria.fr/hal-00645038/en
• 24M. Bossy, D. El Hadj Ali, N. Maïzi, O. Pourtallier.
  
  Indifference prices for carbon emission allowances. The European carbon market context, in: 7th International Congress on Industrial and Applied Mathematics - ICIAM 2011, Vancouver, Canada, 2011.
  
  http://hal.inria.fr/hal-00645033/en

Scientific Books (or Scientific Book chapters)

• 25C. Graham, D. Talay.
  
  Simulation stochastique et méthodes de Monte-Carlo, Les Éditions de l'École Polytechnique, 2011, ISBN : 978-2-7302-1582-4.
  
  http://hal.inria.fr/hal-00602795/en

Books or Proceedings Editing

• 26C. Donati-Martin, A. Lejay, A. Rouault (editors)
  
  Séminaire de Probabilités XLIII, Lecture Notes in Mathematics, Springer-Verlag, 2011, vol. 2006. [ DOI : 10.1007/978-3-642-15217-7 ]
  
  http://hal.inria.fr/inria-00541922/en

Internal Reports

• 27M. Deaconu, S. Herrmann, A. Lejay.
  
  Sur le problème de la stratégie optimale de couverture d'une centrale électrique. Rapport Final de collaboration Tosca/INRIA et GDF-Suez., Inria, Jan 2011.
• 28P. Drobinski, M. Bossy, J. Morice, A. Rousseau, F. Bernardin.
  
  Modélisation à fine échelle du vent. Rapport Final de la convention ADEME No 07 05 C 0038., Inria, Nov 2011.
  
  http://hal.inria.fr/hal-00646422/en
• 29A. Lejay.
  
  exitbm: a library for simulating Brownian motion's exit times and positions from simple domains, INRIA, February 2011, n^o RT-0402, This document presents some algorithms and formulae that are spread out in the literature regarding the Brownian motions's first exit time and position..
  
  http://hal.inria.fr/inria-00561409/en

Other Publications

• 30F. Ben Belgacem, P.-E. Jabin.
  
  Compactness for nonlinear transport equations, 2011.
  
  http://www2.cscamm.umd.edu/~jabin/transportlcs2.pdf
• 31N. Champagnat, A. Lambert.
  
  Splitting trees with neutral Poissonian mutations II: Largest and Oldest families, 2011.
  
  http://hal.inria.fr/inria-00616765/en
• 32M. Deaconu, S. Herrmann.
  
  Hitting time for Bessel processes - walk on moving spheres algorithm (WoMS), 2011.
  
  http://hal.inria.fr/hal-00636056/en
• 33M. Hauray, P.-E. Jabin.
  
  Particles approximations of Vlasov equations with singular forces : Part 2, 2011.
  
  http://hal.inria.fr/hal-00609453/en
• 34S. Herrmann, J. Tugaut.
  
  Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit, 2011, (Second version).
  
  http://hal.inria.fr/hal-00599139/en
• 35A. Lejay, G. Pichot.
  
  Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps, 2011.
  
  http://hal.inria.fr/hal-00649170/en
• 36M. Martinez, D. Talay.
  
  One-dimensional parabolic diffraction equations: Pointwise estimates and discretization of related stochastic differential equations with weighted local times, 2011.
  
  http://hal.inria.fr/inria-00607967/en
• 37N. Perrin.
  
  Probabilistic Interpretation for the Nonlinear Poisson-Boltzmann Equation in Molecular Dynamics, 2011.
  
  http://hal.inria.fr/hal-00648180/en

• 38A. Benchérif-Madani, É. Pardoux.
  
  A probabilistic formula for a Poisson equation with Neumann boundary condition, in: Stoch. Anal. Appl., 2009, vol. 27, n^o 4, p. 739–746.
  
  http://dx.doi.org/10.1080/07362990902976520
• 39S. Maire, E. Tanré.
  
  Some new simulations schemes for the evaluation of Feynman-Kac representations, in: Monte Carlo Methods Appl., 2008, vol. 14, n^o 1, p. 29–51.
  
  http://hal.inria.fr/inria-00182436/en
• 40S. Maire, E. Tanré.
  
  Stochastic spectral formulations for elliptic problems, in: L' Ecuyer, Pierre (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2008. Proceedings of the 8th international conference Monte Carlo and quasi-Monte Carlo methods in scientific computing, Montréal, Canada, July 6–11, 2008, Berlin, Springer, Berlin, 2009, p. 513–528.
  
  http://dx.doi.org/10.1007/978-3-642-04107-5_33, http://hal.inria.fr/inria-00340708/en/
• 41S. Pope.
  
  Turbulent flows, Cambridge Univ. Press, 2003.