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Article dans une revue13 documents

  • Sylvain Rubenthaler. Expansion of the propagation of chaos for Bird and Nanbu systems.. Annales de la Facultée de Sciences de Toulouse, 2016. <hal-00355211v10>
  • François Delarue, James Inglis, Sylvain Rubenthaler, Etienne Tanré. Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2015, 25 (4), pp.2096--2133. <hal-00747565v4>
  • Amarjit Budhiraja, Jiang Chen, Sylvain Rubenthaler. A Numerical Scheme for Invariant Distributions of Constrained Diffusions. Mathematics of Operations Research., 2013, pp.moor.2013.0599. <10.1287>. <hal-00622153>
  • Bruno Rémillard, Sylvain Rubenthaler. OPTIMAL HEDGING IN DISCRETE TIME. Quantitative Finance, Taylor & Francis (Routledge), 2013, 13 (6), pp.819-825. <hal-00755339>
  • Amarjit Budhiraja, Pierre Del Moral, Sylvain Rubenthaler. Discrete Time Markovian Agents Interacting Through a Potential. ESAIM: Probability and Statistics, EDP Sciences, 2012, 22 p. <10.1051/ps/2012014>. <hal-00601151>
  • Pierre Del Moral, Sylvain Rubenthaler, Nicolas Chopin. Stability of Feynman-Kac formulae with path-dependent potentials. Stochastic Processes and their Applications, Elsevier, 2011, 121 (1), pp.38-60. <10.1016/j.spa.2010.08.012>. <inria-00533438>
  • Pierre Del Moral, Frédéric Patras, Sylvain Rubenthaler. Tree based functional expansions for Feynman--Kac particle models. The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2009, pp.778-825. <10.1214/08-AAP565>. <hal-00086532>
  • Pierre Del Moral, Frédéric Patras, Sylvain Rubenthaler. Coalescent tree based functional representations for some Feynman-Kac particle models. The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2009, 19 (2), pp.778-825. <10.1214/08-AAP565>. <inria-00537144>
  • Sylvain Rubenthaler, Tobias Rydén, Magnus Wiktorsson. Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation. Stochastic Processes and their Applications, Elsevier, 2009, 119 (6), pp.1912-1931. <10.1016/j.spa.2008.09.007>. <hal-00093403>
  • Miguel Martinez, Sylvain Rubenthaler, Etienne Tanré. Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance. Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2009, 27 (2), pp.270-296. <10.1080/07362990802678846>. <hal-00601938>
  • Sylvain Rubenthaler, Nadia Oudjane. Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals. Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2005, 23 (3), p. 421-448. <10.1081/SAP-200056643>. <hal-00755431>
  • Sylvain Rubenthaler, Magnus Wiktorsson. Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. Stochastic Processes and their Applications, Elsevier, 2003, 108 (1), pp.Pages 1-26. <10.1016/S0304-4149(03)00100-5>. <hal-00755435>
  • Sylvain Rubenthaler. Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. Stochastic Processes and their Applications, Elsevier, 2002, 103 (2), pp.311-349. <10.1016/S0304-4149%2802%2900191-6>. <hal-00755433>

Communication dans un congrès1 document

  • Pierre Del Moral, Bruno Rémillard, Sylvain Rubenthaler. MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY. Numerical Methods in Finance, Bordeaux June 2011, Jun 2011, Bordeaux, France. Springer, 12, pp.115-143, 2012, Springer Proceedings in Mathematics. <10.1007/978-3-642-25746-9_4>. <hal-00755423>

Chapitre d'ouvrage1 document

  • Pierre Del Moral, Frédéric Patras, Sylvain Rubenthaler. A Mean field theory of nonlinear filtering. Dan Crisan, Boris L. Rozovskii. The Oxford Handbook of Nonlinear Filtering, Oxford University Press, pp.705-740, 2011, Oxford Handbooks in Mathematics, 978-0-19-953290-2. <inria-00537331>

Pré-publication, Document de travail2 documents

  • Sylvain Rubenthaler. Expansion of the propagation of chaos for Bird and Nanbu systems. 14 p. 2009. <hal-00354393>
  • Nicolas Chopin, Pierre Del Moral, Sylvain Rubenthaler. Stability of Feynman-Kac formulae with path-dependent potentials. 2009. <hal-00426415>

Rapport2 documents

  • Pierre Del Moral, Frédéric Patras, Sylvain Rubenthaler. Convergence of U-statistics for interacting particle systems. [Research Report] RR-6966, INRIA. 2009, pp.20. <inria-00397366>
  • Pierre Del Moral, Frédéric Patras, Sylvain Rubenthaler. A Mean Field Theory of Nonlinear Filtering. [Research Report] RR-6437, INRIA. 2008. <inria-00238398v3>

HDR1 document

  • Sylvain Rubenthaler. Probabilités : asp ects théoriques etapplications en filtrage non linéaire,systèmes de particules et processussto chastiques.. Probabilités [math.PR]. Université Nice Sophia Antipolis, 2010. <tel-01144189>

Cours1 document

  • Sylvain Rubenthaler. Intégration et probabilités. Licence. Intégration et probabilités., Université Nice-Sophia Antipolis, 2010, pp.104. <cel-00866964>