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Sylvain Rubenthaler

31
Documents

Presentation

[Lien vers CV](https://math.unice.fr/~rubentha/cv-rubenthaler-francais-juil-18.pdf)

Publications

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

François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré
Annals of Applied Probability, 2015, 25 (4), pp.2096--2133. ⟨10.1214/14-AAP1044⟩
Journal articles hal-00747565v4
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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
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OPTIMAL HEDGING IN DISCRETE TIME

Bruno Rémillard , Sylvain Rubenthaler
Quantitative Finance, 2013, 13 (6), pp.819-825
Journal articles hal-00755339v1
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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

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

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

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
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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
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Tree based functional expansions for Feynman--Kac particle models

Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler
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
Annals of Applied Probability, 2009, 19 (2), pp.778-825. ⟨10.1214/08-AAP565⟩
Journal articles inria-00537144v1

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

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
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Intégration et probabilités

Sylvain Rubenthaler
Licence. Intégration et probabilités., Université Nice-Sophia Antipolis, France. 2019, pp.104
Lectures cel-00866964v2
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Séries chronologiques (avec R) (Cours et exercices)

Sylvain Rubenthaler
Master. France. 2019
Lectures hal-02429148v1
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Méthodes de Monte-Carlo

Sylvain Rubenthaler
Master. France. 2019
Lectures hal-02429146v1
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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