Sylvain Rubenthaler

31

Documents

Presentation

Publications

	Expansion of the propagation of chaos for Bird and Nanbu systems. Sylvain Rubenthaler Annales de la Facultée de Sciences de Toulouse, 2016 Journal articles hal-00355211v10
	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⟩ Journal articles hal-00747565v4
	A Numerical Scheme for Invariant Distributions of Constrained Diffusions Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler Mathematics of Operations Research, 2013, pp.moor.2013.0599 Journal articles hal-00622153v1
	OPTIMAL HEDGING IN DISCRETE TIME Bruno Rémillard , Sylvain Rubenthaler Quantitative Finance, 2013, 13 (6), pp.819-825 Journal articles hal-00755339v1
	Discrete Time Markovian Agents Interacting Through a Potential Amarjit Budhiraja , Pierre del Moral , Sylvain Rubenthaler ESAIM: Probability and Statistics, 2012, 22 p. ⟨10.1051/ps/2012014⟩ Journal articles hal-00601151v1
	Convergence of U-statistics for interacting particle systems Sylvain Rubenthaler , Pierre del Moral , Frédéric Patras Journal of Theoretical Probability, 2011, 24 (4), pp.1002-1027. ⟨10.1007/s10959-011-0355-6⟩ Journal articles hal-00866889v1
	Stability of Feynman-Kac formulae with path-dependent potentials Pierre del Moral , Sylvain Rubenthaler , Nicolas Chopin Stochastic Processes and their Applications, 2011, 121 (1), pp.38-60. ⟨10.1016/j.spa.2010.08.012⟩ Journal articles inria-00533438v1
	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⟩ Journal articles hal-00601938v1
	Tree based functional expansions for Feynman--Kac particle models Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler The Annals of Applied Probability, 2009, pp.778-825. ⟨10.1214/08-AAP565⟩ Journal articles hal-00086532v1
	Coalescent tree based functional representations for some Feynman-Kac particle models Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler The Annals of Applied Probability, 2009, 19 (2), pp.778-825. ⟨10.1214/08-AAP565⟩ Journal articles inria-00537144v1
	Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation Sylvain Rubenthaler , Tobias Rydén , Magnus Wiktorsson Stochastic Processes and their Applications, 2009, 119 (6), pp.1912-1931. ⟨10.1016/j.spa.2008.09.007⟩ Journal articles hal-00093403v1
	Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals Sylvain Rubenthaler , Nadia Oudjane Stochastic Analysis and Applications, 2005, 23 (3), p. 421-448. ⟨10.1081/SAP-200056643⟩ Journal articles hal-00755431v1
	Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes Sylvain Rubenthaler , Magnus Wiktorsson Stochastic Processes and their Applications, 2003, 108 (1), pp.Pages 1-26. ⟨10.1016/S0304-4149(03)00100-5⟩ Journal articles hal-00755435v1
	Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process Sylvain Rubenthaler Stochastic Processes and their Applications, 2002, 103 (2), pp.311-349. ⟨10.1016/S0304-4149%2802%2900191-6⟩ Journal articles hal-00755433v1

	MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY Pierre del Moral , Bruno Rémillard , Sylvain Rubenthaler Numerical Methods in Finance, Bordeaux June 2011, Jun 2011, Bordeaux, France. pp.115-143, ⟨10.1007/978-3-642-25746-9_4⟩ Conference papers hal-00755423v1

	Une introduction aux probabilités. Sylvain Rubenthaler , Pierre del Moral , Bruno Rémillard Ellipses, pp.352, 2006, 9782729830434 Books hal-00755495v1

	A Mean field theory of nonlinear filtering Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler 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 Book sections inria-00537331v1

	CENTRAL-LIMIT THEOREM FOR CONSERVATIVE FRAGMENTATION CHAINS Sylvain Rubenthaler 2019 Preprints, Working Papers, ... hal-02193278v1
	STABILITY OF THE OPTIMAL FILTER IN CONTINUOUS TIME: BEYOND THE BENEŠ FILTER van Bien Bui , Sylvain Rubenthaler 2016 Preprints, Working Papers, ... hal-01301157v3
	Option Pricing and Hedging for Regime-Switching Geometric Brownian Motion Models Sylvain Rubenthaler , Bruno Rémillard 2015 Preprints, Working Papers, ... hal-01279272v1
	EXACT SAMPLING USING BRANCHING PARTICLE SIMULATION Christophe Andrieu , Nicolas Chopin , Arnaud Doucet , Sylvain Rubenthaler 2012 Preprints, Working Papers, ... hal-00737040v4
	Expansion of the propagation of chaos for Bird and Nanbu systems Sylvain Rubenthaler 2009 Preprints, Working Papers, ... hal-00354393v1
	Stability of Feynman-Kac formulae with path-dependent potentials Nicolas Chopin , Pierre del Moral , Sylvain Rubenthaler 2009 Preprints, Working Papers, ... hal-00426415v1

	Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models Sylvain Rubenthaler , Jacob Pierre , Arnaud Doucet 2013 Reports hal-00843782v1
	Convergence of U-statistics for interacting particle systems Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler [Research Report] RR-6966, INRIA. 2009, pp.20 Reports inria-00397366v1
	A Mean Field Theory of Nonlinear Filtering Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler [Research Report] RR-6437, INRIA. 2008 Reports inria-00238398v3

	Probabilités : asp ects théoriques et applications en filtrage non linéaire, systèmes de particules et processus sto chastiques. Sylvain Rubenthaler Probabilités [math.PR]. Université Nice Sophia Antipolis, 2010 Habilitation à diriger des recherches tel-01144189v1

	Séries chronologiques (avec R) (Cours et exercices) Sylvain Rubenthaler Master. France. 2019 Lectures hal-02429148v1
	Méthodes de Monte-Carlo Sylvain Rubenthaler Master. France. 2019 Lectures hal-02429146v1
	Intégration et probabilités Sylvain Rubenthaler Licence. Intégration et probabilités., Université Nice-Sophia Antipolis, France. 2019, pp.104 Lectures cel-00866964v2
	Processus stochastiques et modélisation (Cours et exercices corrigés) L3 MIAGE, 2011-2012 Sylvain Rubenthaler Licence. Processus stochastiques et modélisation (Cours et exercices corrigés) L3 MIAGE, 2011-2012, Université Nice Sophia Antipolis, 2011, pp.95 Lectures cel-00867016v1