Etienne Tanré

Publications

Article dans une revue (28)

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience. Josué Tchouanti,Éva Löcherbach,Patricia Reynaud-Bouret,Etienne Tanré Electronic Journal of Statistics , 2026, 20 (1), pp.560--632. ⟨10.1214/26-EJS2483⟩ Article dans une revue hal-04653620v2
Ergodicity of some stochastic Fokker-Planck equations with additive common noise François Delarue,Raphaël Maillet,Etienne Tanré Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, In press Article dans une revue hal-04577145v1
Universality of the mean-field equations of networks of Hopfield-like neurons Olivier Faugeras,Etienne Tanré Journal of Mathematical Biology, 2025, 91 (4), pp.51. ⟨10.1007/s00285-025-02271-4⟩ Article dans une revue hal-04677247v3
Brownian particles controlled by their occupation measure Loïc Béthencourt,Rémi Catellier,Etienne Tanré SIAM Journal on Control and Optimization, 2025, 63 (2), pp.1286-1313. ⟨10.1137/24M1656220⟩ Article dans une revue hal-04540872v1
Regularisation by fractional noise for one-dimensional differential equations with distributional drift Lukas Anzeletti,Alexandre Richard,Etienne Tanré Electronic Journal of Probability, 2023, 28 Article dans une revue hal-03479702v1
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
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
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
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
Network of interacting neurons with random synaptic weights Paolo Grazieschi,Marta Leocata,Cyrille Mascart,Julien Chevallier,François Delarueet al. 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
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
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
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
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
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
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
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 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 istex inria-00182436v1
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
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 & finance = Journal of banking and finance, 2007, 31 (5), pp.1351-1373. ⟨10.1016/j.jbankfin.2006.10.017⟩ Article dans une revue istex hal-00594295v1
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 istex 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 istex 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 istex hal-01080453v1
A pure jump Markov process associated with Smoluchowski's coagulation equation Madalina Deaconu,Nicolas Fournier,Etienne Tanré The 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 istex hal-01692323v1
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

Communication dans un congrès (3)

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
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

Poster de conférence (1)

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

Chapitre d'ouvrage (3)

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
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 istex 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

Autre publication scientifique (1)

Exact simulation of prices and greeks: application to CIR Victor Reutenauer,Etienne Tanré 2008 Autre publication scientifique inria-00319139v2

Pré-publication, Document de travail (8)

Spiking Neural Models for Decision-Making Tasks with Learning Sophie Jaffard,Giulia Mezzadri,Patricia Reynaud-Bouret,Etienne Tanré 2025 Pré-publication, Document de travail hal-04931721v2
Mean-field analysis of a neural network with stochastic STDP Pascal Helson,Etienne Tanré,Romain Veltz 2025 Pré-publication, Document de travail hal-05316402v1
A new twist on the large size limit behaviour of networks of Hopfield-like neurons Olivier C Faugeras,Etienne Tanré 2024 Pré-publication, Document de travail hal-04391216v1
Asymptotic behaviour of a network of neurons with random linear interactions Olivier Faugeras,Emilie Soret,Etienne Tanré 2020 Pré-publication, Document de travail hal-01986927v2
The mean-field limit of a network of Hopfield neurons with correlated synaptic weights Olivier Faugeras,James Maclaurin,Etienne Tanré 2019 Pré-publication, Document de travail hal-02000172v1
An unbiased Monte Carlo estimator for derivatives. Application to CIR Victor Reutenauer,Etienne Tanré 2017 Pré-publication, Document de travail hal-01371448v3
First hitting times for general non-homogeneous 1d diffusion processes: density estimates in small time François Delarue,James Inglis,Sylvain Rubenthaler,Etienne Tanré 2013 Pré-publication, Document de travail hal-00870991v1
Mathematical model for resistance and optimal strategy Blandine Berard Bergery,Christophe Profeta,Etienne Tanré 2008 Pré-publication, Document de travail hal-00343924v2

Rapport (4)

Liquidité pour les dérivés de taux Victor Reutenauer,Denis Talay,Etienne Tanré [Contrat] 2012, pp.46 Rapport (rapport contrat/projet) hal-00940855v1
Méthodes de réduction de variance originales et de simulation exacte de prix et de grecques en finance Aymen Bergaoui,Madalina Deaconu,Mohamed Zied Ghazai,Ines Henrichi,Samuel Herrmannet al. [Contrat] 2009 Rapport (rapport contrat/projet) hal-00768376v1
The Statistics Of Spikes Trains For Some Simple Types Of Neuron Models Olivier Faugeras,Théodore Papadopoulo,Jonathan Touboul,Denis Talay,Etienne Tanréet al. [Research Report] RR-5950, INRIA. 2007, pp.15 Rapport (rapport de recherche) inria-00084905v4
Using game theory for the electricity market Mireille Bossy,Nadia Maïzi,Geert Jan Olsder,Odile Pourtallier,Etienne Tanré [Research Report] RR-5274, INRIA. 2006 Rapport (rapport de recherche) inria-00071255v1

Thèse (1)

Etude probabiliste des équations de Smoluchowski ; Schéma d'Euler pour des fonctionnelles ; Amplitude du mouvement brownien avec dérive Etienne Tanré Mathématiques générales [math.GM]. Université Henri Poincaré - Nancy 1, 2001. Français. ⟨NNT : 2001NAN10178⟩ Thèse tel-01746627v1