Sylvain Rubenthaler
Title
Cited by
Cited by
Year
Global solvability of a networked integrate-and-fire model of McKean–Vlasov type
F Delarue, J Inglis, S Rubenthaler, E Tanré
Annals of Applied Probability 25 (4), 2096-2133, 2015
1042015
Particle systems with a singular mean-field self-excitation. Application to neuronal networks
F Delarue, J Inglis, S Rubenthaler, E Tanré
Stochastic Processes and their Applications 125 (6), 2451-2492, 2015
792015
Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process
S Rubenthaler
Stochastic processes and their applications 103 (2), 311-349, 2003
682003
Stability and uniform particle approximation of nonlinear filters in case of non ergodic signals
N Oudjane, S Rubenthaler
Stochastic Analysis and applications 23 (3), 421-448, 2005
632005
Path storage in the particle filter
PE Jacob, LM Murray, S Rubenthaler
Statistics and Computing 25 (2), 487-496, 2015
552015
Tree based functional expansions for Feynman–Kac particle models
P Del Moral, F Patras, S Rubenthaler
Annals of Applied Probability 19 (2), 778-825, 2009
282009
Dimensions and bases of hierarchical tensor-product splines
D Berdinsky, T Kim, C Bracco, D Cho, B Mourrain, M Oh, S Kiatpanichgij
Journal of Computational and Applied Mathematics 257, 86-104, 2014
27*2014
Optimal hedging in discrete time
B Rémillard, S Rubenthaler
Quantitative Finance 13 (6), 819-825, 2013
212013
Derivative-free estimation of the score vector and observed information matrix with application to state-space models
A Doucet, PE Jacob, S Rubenthaler
arXiv preprint arXiv:1304.5768, 2013
192013
Fast simulated annealing in Rd with an application to maximum likelihood estimation in state-space models
S Rubenthaler, T Rydén, M Wiktorsson
Stochastic Processes and their Applications 119 (6), 1912-1931, 2009
172009
Monte Carlo approximations of American options that preserve monotonicity and convexity
P Del Moral, B Rémillard, S Rubenthaler
Numerical methods in finance, 115-143, 2012
152012
Optimal hedging in discrete and continuous time
B Rémillard, S Rubenthaler
Available at SSRN 1522090, 2009
142009
Monte Carlo approximations of American options
P Del Moral, B Rémillard, S Rubenthaler
Technical report, GERAD, 2006
132006
Discrete time Markovian agents interacting through a potential
A Budhiraja, PD Moral, S Rubenthaler
ESAIM: Probability and Statistics 17, 614-634, 2013
92013
A mean field theory of nonlinear filtering
P Del Moral, F Patras, S Rubenthaler
INRIA, 2008
82008
First hitting times for general non-homogeneous 1d diffusion processes: density estimates in small time
F Delarue, J Inglis, S Rubenthaler, E Tanré
72013
The convergence to equilibrium of neutral genetic models
PD Moral, L Miclo, F Patras, S Rubenthaler
Stochastic analysis and applications 28 (1), 123-143, 2009
72009
Une introduction aux probabilités
P Del Moral, B Rémillard, S Rubenthaler
Ellipses, 2006
62006
Misspecified filtering theory applied to optimal allocation problems in finance
M Martinez, S Rubenthaler, E Tanré
Preprint, 2006
62006
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes
S Rubenthaler, M Wiktorsson
Stochastic processes and their applications 108 (1), 1-26, 2003
62003
The system can't perform the operation now. Try again later.
Articles 1–20