Bibliographie

1

Ph. Berthet and Z. Shi.
Small ball estimates for brownian motion under a weighted sup-norm.
Studia Scientiarum Mathematicarum Hungaricae, 36:275-289, 2000.

2

Ph. Berthet and M. Lifshits.
Some exact rates in the functional law of the iterated logarithm.
Annales de l'Institut Henri Poincaré, 2002.
A paraître.

3

P. Berthet.
Functional laws and clustering rates for sets of wiener processes in holder topology.
In Limit Theorems in Probability and Statistics, Coll. Math. Soc. Janios Bolyai, 2002, 2002.

4

P.  Berthet.
On the oscillation behavior of the uniform empirical process under holder-type metric.
Soumis.

5

F. Coquet, J. Mémin, and L. Slominski.
On non continuous dirichlet processes.
Journal of Theoretical Probability, 2002.
A paraître.

6

F. Coquet, J. Mémin, and L. Slominski.
On weak convergence of filtrations.
In Sém. de Proba. XXXV. Lecture Notes in mathematics, n. 1755, pages 306-309. Springer, 2001.

7

F. Coquet, Y. Hu, J. Mémin, and S. Peng.
Filtration consistent non linear expectations and related g-expectations.
Probability Theory and Related Fields, 2002.
A paraître.

8

B. Courbot.
Rates of convergence of conditional expectations in weak convergence of filtrations, 2001.

9

Ph. Briand, B. Delyon, and J. Mémin.
Donsker-type theorem for BSDEs.
Electron. Comm. Probab., 6:1-14, 2001.

10

Ph. Briand, B. Delyon, and J. Mémin.
On the robustness of backward stochastic differential equations.
Stochastic Process. Appl., 97(2):229-253, 2002.

11

F. Coquet, Y. Hu, J. Mémin, and S. Peng.
A general converse comparison theorem for backward stochastic differential equations.
C. R. Acad. Sci. Paris Sér. I Math, 333(6):577-581, 2001.

12

Y.  Hu, R. Buckdahn, and S. Peng.
Probabilistic approach to homogenization of viscosity solutions of parabolic pdes.
Nonlinear Differential Equations Appl.Potential Anal., 6(4):395-411, 1999.

13

Ph. Briand and Y. Hu.
Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs.
Nonlinear Anal., 35(7):815-831, 1999.

14

Y.  Hu.
Potential kernels associated with a filtration and forward-backward sdes.
Potential Anal., 10(2):103-118, 1999.

15

Y.  Hu, R. Buckdahn, and S. Peng.
On the solution of forward-backward sdes with monotone and continuous coefficients.
Nonlinear Anal., 42(1):1-12, 2000.

16

Y.  Hu, R. Buckdahn, and S. Peng.
On the existence of solution to one-dimensional forward-backward sdes.
Stochastic Anal. Appl., 18(1):101-111, 2000.

17

Y.  Hu and J. Yong.
Forward-backward stochastic differential equations with nonsmooth coefficients.
Stochastic Process. Appl., 87(1):93 - 106, 2000.

18

Y.  Hu, J. Ma, and J. Yong.
On semi-linear degenerate backward stochastic partial differential equations.
Probab. Theory Related Fields, 2002.
A paraître.

19

Y. Hu and X. Zhou.
Indefinite stochastic Riccati equations, 2001.

20

Y. Hu and J. Ma.
Nonlinear feynman-kac formula and discrete-functional-type bsdes with continuous coefficients, 2002.

21

M. Royer.
Théorème d'existence et d'unicité d'une solution d'edsr à horizon aléatoire avec une condition de monotonie sur le générateur, mars 2001.

22

Y.  Hu and N. Lerner.
On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral - lipschitz coefficients.
J. Math. Kyoto Univ., 2002.
A paraître.

23

L. Decreusefond and N. Savy.
Stochastic integral for some filtered poisson processes, 2002.

24

L. Decreusefond and N. Savy.
Fractional brownian motion as a weak limit of fractional poisson processes, 2002.

25

L. Decreusefond and N. Savy.
A girsanov type formula for filtered poisson processes and applications, 2002.

26

D.  Dehay and H.L. Hurd.
Spectral estimation for strongly periodically correlated random fields defined on $r^2$.
Mathematical Methods for Statistics, 2002.
A paraître.

27

D.  Dehay and V. Monsan.
Estimation de covariances spectrales par échantillonnage à des instants discrets bruités, 2002.

28

D.  Dehay and Y.A. Kutoyants.
On lower bounds estimation in two nonparametric problems for ergodic diffusion processes, 2002.

29

P.  Berthet.
Exact rate of strong uniform consistency for density estimators based on delta sequences.
Soumis.

30

P.  Berthet and C. El Nouty.
Almost sure asymptotic behaviour of the shorth estimators.
Soumis.

31

P.  Berthet.
Strong limit theorems for some estimators of the mode.
Soumis.

32

J. Ledoux.
Software reliability modeling.
In H. Pham, editor, Handbook of Reliability Engineering. Springer-Verlag, London, 2002.
A paraître.

33

J. Ledoux.
Availability modeling for modular software.
IEEE Transactions on Reliability, 48:159-168, 1999.

34

J.-B. Gravereaux and J. Ledoux.
Poisson approximation for some point processes in reliability.
Soumis.

35

J. Ledoux.
Littlewood reliability model for modular software and poisson approximation.
In Proceedings of 3th International Conference on Mathematical Methods in Reliability, 2002.

36

J. Ledoux and P. Leguesdron.
Weak lumpability and pseudo-stationarity of finite markov chains.
Stochastic Models, 16(1):46-67, 2000.

37

L. Gurvits and J. Ledoux.
Functions of a markov chain.
Soumis.

38

J. Ledoux and L. Truffet.
Markovian bounds on functions of finite Markov chains.
Advances in Applied Probability, 33(2):505-519, 2001.

39

J. Ledoux and L. Truffet.
Comparison and aggregation of max-plus linear systems.
Soumis.

40

P. Leguesdron, J. Levendovszky, M. Molnàr, and Cs. Vegso.
Multicast routing with bandwidth requirement in the case of incomplete information as a Steiner tree problem, décembre 2001.

41

B  Delyon, M. Lavielle, and E. Moulines.
Convergence of a stochastic approximation version of the em algorithm.
The Annals of Statistics, 27(1):94-128, 1999.

42

B.  Delyon and A. Juditsky.
On minimax identification for nonparametric autoregression models.
Prob. Th. Rel. Fi., 116(1):21-39, 2000.

43

B.  Delyon and J-J. Fuchs.
Minimal $l_1$-norm reconstruction function for oversampled signals: Applications to time-delay estimation.
IEEE-IT, 46(4), 2000.

44

B  Delyon.
A note on uniform observability.
IEEE-AC, 46(8):1326-1327, 2001.

45

B.  Delyon and F. Delyon.
Generalization of von neumann's spectral sets and integral representation of operators.
Bull. Soc. Math. de France, 127(1):25-41, 1999.

46

B. Delyon and Q. Zhang.
A new approach to adaptive observer design for mimo systems.
In American Automatic Control (Arlington 2001), 2001.

47

M. Seck, F. Bimbot, D. Zugaj, and B. Delyon.
Two-class audio signal segmentation for speech-music-noise detection.
In Eurospeech 1999, 1999.

48

M. Seck, F. Bimbot, and B. Delyon.
Comparaison de critères de segmentation par détection de ruptures.
In Gretsi, Vannes, 1999., 1999.

49

A. Benveniste and B. Delyon.
Frequency domain local tests for change detection.
In SYSID, 1999, 1999.

50

J-J. Fuchs and B. Delyon.
Min-max interpolators and lagrange interpolation formula.
In ISCAS, 2002, 2002.

51

Ph. Berthet.
Inner rates of coverage of strassen type sets by increments of the empirical and quantile uniform processes.
Stochastic Processes and Applications, 2002.
A paraître.

52

Ph. Briand and R. Carmona.
BSDEs with polynomial growth generators.
J. Appl. Math. Stochastic Anal., 13(3):207-238, 1999.

53

Ph. Briand, F. Coquet, Y. Hu, J. Mémin, and S Peng.
A comparison theorem for BSDEs and related properties.
Electron. Comm. Probab., 5:101-117, 2000.

54

F. Coquet, J. Mémin, and V Mackevicius.
Quelques exemples et contre-exemples de convergences de tribus ou de filtrations.
Liet. Matem. Rink., 40(3):295-306, 2000.

55

F. Coquet and Y. Ouknine.
Some identities semimartingale local time.
Stat. Prob. Lett., 49, 2000.
A paraître.

56

B. Courbot.
Rate of convergence in the functional clt for multidimensional continuous martingales.
Stoc. Proc. Appl., 91:57-76, 2001.

57

J. Ledoux and P. Leguesdron.
Weak lumpability and pseudo-stationarity of finite markov chains.
Stochastic Models, 16(1):46-67, 2000.

58

J. Mémin, Y. Mishura, and E. Valkeila.
Inequalities for the moments of wiener integrals with respect to fractional brownian motions.
Statistic and Probability Letters, 51(2):197-206, 2001.

59

J. Jacod, A. Jakubowski, and J. Mémin.
On asymptotic errors in discretization of processes.
Annals of Probab., 2002.

60

J.F. Yao.
On least squares estimation for stable nonlinear autoregressive processes.
Ann. Inst. Math. Statist., 52(2):316-331, 2002.

61

X. Guyon and J.F. Yao.
On estimation of underfitted and overfitted models chosen by a model selection criterion.
J. Multivariate Analysis, 70:221-249, 1999.

62

J.F. Yao and J.G. Attali.
On stability of nonliner ar processes with markov switching.
Adv. Applied Probab., 32:394-407, 2000.

63

J.F. Yao.
On recursive estimation of incompletely observed models.
Statistics, 34(1):27-51, 2000.

64

J. Chaduf, R. Senoussi, and J.F. Yao.
Parametric estimation of a boolean segment process by a sem method.
J. Computational and Graphical statistics, 9:390-402, 2000.

65

J. Yao.
On square integrability of ar processes with markov switching.
Statistics and Probab. Letters, 52(3):41-46, 2001.

66

F. Coquet, Y. Hu, J. Mémin, and S. Peng.
Filtration consistent nonlinear expectations.
In Recent development in mathematical finance (Shanghai, 2001). World Sci. Publishing, 2002.

67

F. Coquet and M. Guillemeau.
Skorohod topologie for the skorohod problem.
In Skorohod'ideas in probability theory. Kyiv, 2000.

68

B. Courbot.
Rate of convergence in the functional clt for real martingales and applications to the multidimentional case.
In Proceedings Fourth Hungrarian Colloquium on Limit Theorems of János Bolyai Math. Soc. (Balatonlelle 1999), 2001.

69

D. Dehay.
Spectral estimation for periodic random fields on z.
In 13th Prague conference on Information theory, statistical decisions and random processes (1998), 2001.

70

J. Mémin.
Visite au théorème central limite, 2000.

71

J. Mémin.
Stability of doob-meyer decomposition under extended convergence, 2002.

72

J. Mémin, S. Peng, and M. Xu.
Discrete solutions of reflected backward stochastic differential equations and convergence to continuous ones, 2002.

73

Ph. Briand and Y. Hu.
BSDEs with integrable parameters, 2002.