Accéder directement au contenu

Etienne Tanré

43
Documents

Publications

Regularisation by fractional noise for one-dimensional differential equations with distributional drift

Lukas Anzeletti , Alexandre Richard , Etienne Tanré
Electronic Journal of Probability, 2023, 28, ⟨10.1214/23-EJP1010⟩
Article dans une revue hal-03479702v1
Image document

Hopf bifurcation in a Mean-Field model of spiking neurons

Quentin Cormier , Etienne Tanré , Romain Veltz
Electronic Journal of Probability, 2021, 26, ⟨10.1214/21-EJP688⟩
Article dans une revue hal-02925025v2
Image document

Penalisation techniques for one-dimensional reflected rough differential equations

Alexandre Richard , Etienne Tanré , Soledad Torres
Bernoulli, 2020, 26 (4), pp.2949--2986. ⟨10.3150/20-BEJ1212⟩
Article dans une revue hal-01982781v5
Image document

On a toy network of neurons interacting through their dendrites

Nicolas Fournier , Etienne Tanré , Romain Veltz
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020, 56 (2), pp.1041-1071. ⟨10.1214/19-AIHP993⟩
Article dans une revue hal-01707663v2
Image document

Long time behavior of a mean-field model of interacting neurons

Quentin Cormier , Etienne Tanré , Romain Veltz
Stochastic Processes and their Applications, 2020, 130 (5), pp.2553-2593. ⟨10.1016/j.spa.2019.07.010⟩
Article dans une revue hal-01903857v3
Image document

Network of interacting neurons with random synaptic weights

Paolo Grazieschi , Marta Leocata , Cyrille Mascart , Julien Chevallier , François Delarue
ESAIM: Proceedings and Surveys, 2019, CEMRACS 2017 - Numerical methods for stochastic models: control, uncertainty quantification, mean-field, 65, pp.445-475. ⟨10.1051/proc/201965445⟩
Article dans une revue hal-01928990v1
Image document

Stability of synchronization under stochastic perturbations in leaky integrate and fire neural networks of finite size.

Pierre Guiraud , Etienne Tanré
Discrete and Continuous Dynamical Systems - Series B, 2019, 24 (9), pp.5183--5201. ⟨10.3934/dcdsb.2019056⟩
Article dans une revue hal-01370609v1
Image document

An integrate-and-fire model to generate spike trains with long-range dependence

Alexandre Richard , Patricio Orio , Etienne Tanré
Journal of Computational Neuroscience, 2018, 44 (3), pp.297-312. ⟨10.1007/s10827-018-0680-1⟩
Article dans une revue hal-01521891v2
Image document

Liquidity costs: a new numerical methodology and an empirical study

Christophe Michel , Victor Reutenauer , Denis Talay , Etienne Tanré
Applied Mathematical Finance, 2016, ⟨10.1080/1350486X.2016.1164608⟩
Article dans une revue hal-01098096v3

The first-passage time of the Brownian motion to a curved boundary: an algorithmic approach

Samuel Herrmann , Etienne Tanré
SIAM Journal on Scientific Computing, 2016, 38 (1), pp.A196-A215. ⟨10.1137/151006172⟩
Article dans une revue hal-01110387v1
Image document

Particle systems with a singular mean-field self-excitation. Application to neuronal networks.

François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré
Stochastic Processes and their Applications, 2015, 125, pp.2451--2492. ⟨10.1016/j.spa.2015.01.007⟩
Article dans une revue hal-01001716v3
Image document

Global solvability of a networked integrate-and-fire model of McKean-Vlasov type

François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré
The Annals of Applied Probability, 2015, 25 (4), pp.2096--2133. ⟨10.1214/14-AAP1044⟩
Article dans une revue hal-00747565v4
Image document

Monte Carlo approximations of the Neumann problem

Sylvain Maire , Etienne Tanré
Monte Carlo Methods and Applications, 2013, 19 (3), pp.201-236. ⟨10.1515/mcma-2013-0010⟩
Article dans une revue hal-00677529v2
Image document

Optimal stopping problems for some Markov processes

Mamadou Cissé , Pierre Patie , Etienne Tanré
The Annals of Applied Probability, 2012, 22 (3), pp.1243-1265. ⟨10.1214/11-AAP795⟩
Article dans une revue inria-00458901v4

Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance

Miguel Martinez , Sylvain Rubenthaler , Etienne Tanré
Stochastic Analysis and Applications, 2009, 27 (2), pp.270-296. ⟨10.1080/07362990802678846⟩
Article dans une revue hal-00601938v1

Some new simulation schemes for the evaluation of Feynman-Kac representations

Sylvain Maire , Etienne Tanré
Monte Carlo Methods and Applications, 2008, 14 (1), pp.29-51
Article dans une revue hal-01479829v1
Image document

Some new simulations schemes for the evaluation of Feynman-Kac representations

Sylvain Maire , Etienne Tanré
Monte Carlo Methods and Applications, 2008, 14 (1), pp.29--51. ⟨10.1515/MCMA.2008.002⟩
Article dans une revue inria-00182436v1

Technical Analysis Compared to Mathematical Models Based Methods Under Parameters Mis-specification

Christophette Blanchet-Scalliet , Awa Diop , Rajna Gibson Brandon , Denis Talay , Etienne Tanré
Journal of Banking and Finance, 2007, 31 (5), pp.1351-1373. ⟨10.1016/j.jbankfin.2006.10.017⟩
Article dans une revue hal-00594295v1
Image document

Range of Brownian motion with drift

Etienne Tanré , Pierre P. Vallois
Journal of Theoretical Probability, 2006, 19 (1), pp.45-69. ⟨10.1007/s10959-006-0012-7⟩
Article dans une revue hal-00141525v1

On long time behavior of some coagulation processes

Nicolas Fournier , Bernard Roynette , Etienne Tanré
Stochastic Processes and their Applications, 2004, 110 (1), pp.1-17. ⟨10.1016/j.spa.2003.09.006⟩
Article dans une revue hal-00149777v1

Rate of Convergence of a Stochastic Particle System for the Smoluchowski Coagulation Equation

Madalina Deaconu , Nicolas Fournier , Etienne Tanré
Methodology and Computing in Applied Probability, 2003, 5 (2), pp.131-158. ⟨10.1023/A:1024524500111⟩
Article dans une revue hal-01080453v1
Image document

A pure jump Markov process associated with Smoluchowski's coagulation equation

Madalina Deaconu , Nicolas Fournier , Etienne Tanré
Annals of Probability, 2002, 30, pp.1763 - 1796. ⟨10.1214/aop/1039548371⟩
Article dans une revue hal-01075154v1

A generalization of the Connection Between the Additive and Multiplicative Solutions for the Smoluchowski’s Coagulation Equation

Madalina Deaconu , Etienne Tanré
Monte Carlo Methods and Applications, 2001, 7 (1-2), ⟨10.1515/mcma.2001.7.1-2.141⟩
Article dans une revue hal-01692323v1
Image document

Smoluchowski's coagulation equation : probabilistic interpretation of solutions for constant, additive and multiplicative kernels

Madalina Deaconu , Etienne Tanré
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, 2000, 29 (3), pp.549-579
Article dans une revue hal-01692324v1

Optimal portfolio allocation under transaction costs

Benoîte de Saporta , Christophette Blanchet-Scalliet , Etienne Tanré , Denis Talay
31st conference on Stochastic Processes and Their Applications, Jul 2006, Paris, France
Communication dans un congrès hal-00274882v1

Technical analysis compared to mathematical models under misspecification

Benoîte de Saporta , Christophette Blanchet-Scalliet , Etienne Tanré , Denis Talay
AMAMEF conference Numerical Methods in Finance, Feb 2006, rocquencourt, France
Communication dans un congrès hal-00274883v1
Image document

Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains

Christophette Blanchet-Scalliet , Awa Diop , Rajna Gibson , Denis Talay , Etienne Tanré
Monte Carlo and Quasi-Monte Carlo Methods, 2004, Juan les Pins, France
Communication dans un congrès hal-01692322v1
Image document

A simple spiking neuron model based on stochastic STDP

Pascal Helson , Etienne Tanré , Romain Veltz
International Conference on Mathematical Neuroscience, May 2017, Boulder, United States
Poster de conférence hal-01652036v1

Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs.

Christophette Blanchet-Scalliet , Rajna Gibson Brandon , Benoîte de Saporta , Denis Talay , Etienne Tanré
Albrecher Hansjörg, Runggaldier Wolfgang J. and Schachermayer Walter. Advanced Financial Modelling, Walter de Gruyter, pp.53-90, 2009, Radon series on computational and applied mathematics 8, ⟨10.1515/9783110213140.53⟩
Chapitre d'ouvrage hal-00594200v1
Image document

Stochastic spectral formulations for elliptic problems

Sylvain Maire , Etienne Tanré
L' Ecuyer, Pierre (ed.) and Owen, Art B. (ed.). 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, pp.513--528, 2009, ⟨10.1007/978-3-642-04107-5_33⟩
Chapitre d'ouvrage inria-00340708v1

Electricity Prices in a Game Theory Context

Mireille Bossy , Nadia Maïzi , Geert Jan Olsder , Odile Pourtallier , Etienne Tanré
Alain Haurie, Georges Zaccour. Dynamic Games ; Theory and Applications, Springer, p. 135-159 - ISBN 978-0-387-24601-7, 2005, GERAD 25th anniversary series ; 10, ⟨10.1007/0-387-24602-9_7⟩
Chapitre d'ouvrage hal-00504620v1