
Sylvain Rubenthaler
31
Documents
Presentation
Publications
Publications
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Méthodes de Monte-CarloMaster. France. 2019
Lectures
hal-02429146
v1
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Intégration et probabilitésLicence. Intégration et probabilités., Université Nice-Sophia Antipolis, France. 2019, pp.104
Lectures
cel-00866964
v2
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Séries chronologiques (avec R) (Cours et exercices)Master. France. 2019
Lectures
hal-02429148
v1
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Processus stochastiques et modélisation (Cours et exercices corrigés) L3 MIAGE, 2011-2012Licence. Processus stochastiques et modélisation (Cours et exercices corrigés) L3 MIAGE, 2011-2012, Université Nice Sophia Antipolis, 2011, pp.95
Lectures
cel-00867016
v1
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CENTRAL-LIMIT THEOREM FOR CONSERVATIVE FRAGMENTATION CHAINS2019
Preprints, Working Papers, ...
hal-02193278
v1
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STABILITY OF THE OPTIMAL FILTER IN CONTINUOUS TIME: BEYOND THE BENEŠ FILTER2016
Preprints, Working Papers, ...
hal-01301157
v3
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Option Pricing and Hedging for Regime-Switching Geometric Brownian Motion Models2015
Preprints, Working Papers, ...
hal-01279272
v1
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EXACT SAMPLING USING BRANCHING PARTICLE SIMULATION2012
Preprints, Working Papers, ...
hal-00737040
v4
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Expansion of the propagation of chaos for Bird and Nanbu systems2009
Preprints, Working Papers, ...
hal-00354393
v1
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Stability of Feynman-Kac formulae with path-dependent potentials2009
Preprints, Working Papers, ...
hal-00426415
v1
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Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models2013
Reports
hal-00843782
v1
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Convergence of U-statistics for interacting particle systems[Research Report] RR-6966, INRIA. 2009, pp.20
Reports
(Research report)
inria-00397366
v1
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A Mean Field Theory of Nonlinear Filtering[Research Report] RR-6437, INRIA. 2008
Reports
(Research report)
inria-00238398
v3
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MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITYNumerical Methods in Finance, Bordeaux June 2011, Jun 2011, Bordeaux, France. pp.115-143, ⟨10.1007/978-3-642-25746-9_4⟩
Conference papers
istex
hal-00755423
v1
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A Mean field theory of nonlinear filteringDan 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-00537331
v1
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Probabilités : asp ects théoriques et applications en filtrage non linéaire, systèmes de particules et processus sto chastiques.Probabilités [math.PR]. Université Nice Sophia Antipolis, 2010
Habilitation à diriger des recherches
tel-01144189
v1
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Une introduction aux probabilités.Ellipses, pp.352, 2006, 9782729830434
Books
hal-00755495
v1
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