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Euler scheme for SDEs with nonLipschitz diffusion coefficient: strong convergence

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 13 November 2007, pp. 111

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deviation bounds for additive functionals of markov processes

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 13 November 2007, pp. 1229

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Estimation of anisotropic Gaussian fields through Radon transform

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 13 November 2007, pp. 3050

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Concentration inequalities for semibounded martingales

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 13 November 2007, pp. 5157

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Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes

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 13 November 2007, pp. 5893

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Separation principle in the fractional Gaussian linearquadratic regulator problem with partial observation

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 23 January 2008, pp. 94126

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Distortion mismatch in the quantization of probability measures

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 23 January 2008, pp. 127153

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Dependent Lindeberg central limit theorem and some applications

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 23 January 2008, pp. 154172

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Random thresholds for linear model selection

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 23 January 2008, pp. 173195

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Parametric inference for mixed models defined by stochastic differential equations

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 23 January 2008, pp. 196218

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Exponential inequalities for VLMC empirical trees

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 23 January 2008, pp. 219229

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Analysis of the Rosenblatt process

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 23 January 2008, pp. 230257

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Functional inequalities and uniqueness of the Gibbs measure — from logSobolev to Poincaré

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 23 January 2008, pp. 258272

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Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries

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 08 May 2008, pp. 273307

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On EM algorithms and their proximal generalizations

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 08 May 2008, pp. 308326

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Minimax and bayes estimation in deconvolution problem*

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 08 May 2008, pp. 327344

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Large population limit and time behaviour of a stochastic particle model describing an agestructured population

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 08 May 2008, pp. 345386

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Stochastic differential equations driven by processes generated by divergence form operators II: convergence results

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 25 July 2008, pp. 387411

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Metastable behaviour of small noise LévyDriven diffusions

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 25 July 2008, pp. 412437

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Density estimation with quadratic loss: a confidence intervals method

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 25 July 2008, pp. 438463

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