Team, Visitors, External Collaborators
Overall Objectives
Research Program
Application Domains
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
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Major publications by the team in recent years
L. Beznea, M. Deaconu, O. Lupascu.
Branching processes for the fragmentation equation, in: Stochastic Processes and their Applications, 2015, vol. 125, pp. 1861-1885. [ DOI : 10.1016/ ]
M. Bossy, J.-F. Jabir.
Lagrangian stochastic models with specular boundary condition, in: Journal of Functional Analysis, March 2015, vol. 268, no 6, pp. 1309–1381.
M. Bossy, N. Maïzi, O. Pourtallier.
Game theory analysis for carbon auction market through electricity market coupling, in: Commodities, Energy and Environmental Finance, M. Ludkovski, R. Sircar, R. Aid (editors), Fields Institute Communications, Springer, 2015, vol. 74, pp. 335-370. [ DOI : 10.1007/978-1-4939-2733-3_13 ]
N. Champagnat, S. Méléard.
Polymorphic evolution sequence and evolutionary branching, in: Probab. Theory Related Fields, 2011, vol. 151, no 1-2, pp. 45–94.
N. Champagnat, D. Villemonais.
Exponential convergence to quasi-stationary distribution and Q-process, in: Probability Theory and Related Fields, 2016, vol. 164, no 1, pp. 243-283, 46 pages. [ DOI : 10.1007/s00440-014-0611-7 ]
B. Cloez, C. Fritsch.
Gaussian approximations for chemostat models in finite and infinite dimensions, in: Journal of Mathematical Biology, October 2017, vol. 75, no 4, pp. 805-843.
L. Coutin, A. Lejay.
Perturbed linear rough differential equations, in: Annales mathématiques Blaise Pascal, April 2014, vol. 21, no 1, pp. 103-150.
M. Deaconu, S. Herrmann.
Hitting time for Bessel processes—walk on moving spheres algorithm (WoMS), in: Ann. Appl. Probab., 2013, vol. 23, no 6, pp. 2259–2289.
F. Delarue, J. Inglis, S. Rubenthaler, E. Tanré.
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type, in: Annals of Applied Probability, January 2015, vol. 25, no 4, pp. 2096–2133, Version 4: shortened version.
J. Inglis, D. Talay.
Mean-field limit of a stochastic particle system smoothly interacting through threshold hitting-times and applications to neural networks with dendritic component, in: SIAM Journal on Mathematical Analysis, 2015, vol. 47, no 15, pp. 3884–3916. [ DOI : 10.1137/140989042 ]
A. Lejay.
The snapping out Brownian motion, in: Annals of Applied Probability, September 2015.
Publications of the year

Articles in International Peer-Reviewed Journals

H. Alrachid, M. Bossy, C. Ricci, Ł. Szpruch.
New particle representations for ergodic McKean-Vlasov SDEs, in: ESAIM: Proceedings and Surveys, 2019, vol. 65, pp. 68-83, [ DOI : 10.1051/proc/201965068 ]
M. Andrade-Restrepo, N. Champagnat, R. Ferrière.
Spatial eco-evolutionary dynamics along environmental gradients: multi-stability and cluster dynamics, in: Ecology Letters, May 2019, vol. 22, no 5, pp. 767-777.
M. L. Bahlali, C. Henry, B. Carissimo.
On the Well-Mixed Condition and Consistency Issues in Hybrid Eulerian/Lagrangian Stochastic Models of Dispersion, in: Boundary-Layer Meteorology, October 2019. [ DOI : 10.1007/s10546-019-00486-9 ]
J. Bion-Nadal, D. Talay.
On a Wasserstein-type distance between solutions to stochastic differential equations, in: Annals of Applied Probability, 2019, vol. 29, no 3, pp. 1609-1639.
M. Bossy, J. Fontbona, H. Olivero Quinteros.
Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels, in: Journal of Mathematical Biology, February 2019. [ DOI : 10.1007/s00285-019-01326-7 ]
A. Brault, A. Lejay.
The non-linear sewing lemma I : weak formulation, in: Electronic Journal of Probability, May 2019, vol. 24, no 59, pp. 1-24,, forthcoming. [ DOI : 10.1214/19-EJP313 ]
N. Champagnat, J. Claisse.
On the link between infinite horizon control and quasi-stationary distributions, in: Stochastic Processes and their Applications, 2019, vol. 129, no 3, pp. 771-798, [ DOI : 10.1016/ ]
N. Champagnat, B. Henry.
A probabilistic approach to Dirac concentration in nonlocal models of adaptation with several resources, in: Annals of Applied Probability, 2019, vol. 29, no 4, pp. 2175-2216, [ DOI : 10.1214/18-AAP1446 ]
N. Champagnat, D. Villemonais.
Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution, in: ALEA : Latin American Journal of Probability and Mathematical Statistics, 2019,, forthcoming.
Q. Cormier, E. Tanré, R. Veltz.
Long time behavior of a mean-field model of interacting neurons, in: Stochastic Processes and their Applications, 2019, [ DOI : 10.1016/ ]
C. Coron, S. Méléard, D. Villemonais.
Impact of demography on extinction/fixation events, in: Journal of Mathematical Biology, February 2019, vol. 78, no 3, pp. 549-577. [ DOI : 10.1007/s00285-018-1283-1 ]
N. Fournier, E. Tanré, R. Veltz.
On a toy network of neurons interacting through their dendrites, in: Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2019,, forthcoming.
P. Grazieschi, M. Leocata, C. Mascart, J. Chevallier, F. Delarue, E. Tanré.
Network of interacting neurons with random synaptic weights, in: ESAIM: Proceedings and Surveys, February 2019, vol. 65, pp. 445-475. [ DOI : 10.1051/proc/201965445 ]
P. Guiraud, E. Tanré.
Stability of synchronization under stochastic perturbations in leaky integrate and fire neural networks of finite size, in: Discrete and Continuous Dynamical Systems - Series B, September 2019, vol. 24, no 9, pp. 5183–5201, [ DOI : 10.3934/dcdsb.2019056 ]
A. Lejay, L. Lenôtre, G. Pichot.
An exponential timestepping algorithm for diffusion with discontinuous coefficients, in: Journal of Computational Physics, November 2019, vol. 396, pp. 888-904. [ DOI : 10.1016/ ]
A. Lejay, L. Lenôtre, G. Pichot.
Analytic expressions of the solutions of advection-diffusion problems in 1D with discontinuous coefficients, in: SIAM Journal on Applied Mathematics, September 2019, vol. 79, no 5, pp. 1823-1849. [ DOI : 10.1137/18M1164500 ]
A. Lejay, E. Mordecki, S. Torres.
Two consistent estimators for the Skew Brownian motion, in: ESAIM: Probability and Statistics, August 2019, vol. 23. [ DOI : 10.1051/ps/2018018 ]
A. Lejay, P. Pigato.
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data, in: International Journal of Theoretical and Applied Finance, 2019,, forthcoming. [ DOI : 10.1142/S0219024919500171 ]
A. Lejay, P. Pigato.
Maximum likelihood drift estimation for a threshold diffusion, in: Scandinavian Journal of Statistics, October 2019, 29 p, [ DOI : 10.1002/sjos.12417 ]
A. Song, O. Faugeras, R. Veltz.
A neural field model for color perception unifying assimilation and contrast, in: PLoS Computational Biology, 2019, vol. 15, no 6, 37 pages, 17 figures, 3 ancillary files. [ DOI : 10.1371/journal.pcbi.1007050 ]
M. Tomasevic, D. Talay.
A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case, in: Bernoulli, 2020,, forthcoming.
S. Toupance, D. Villemonais, D. Germain, A. Gégout-Petit, E. Albuisson, A. Benetos.
The individual’s signature of telomere length distribution, in: Scientific Reports, January 2019, vol. 9, no 1, 8 p. [ DOI : 10.1038/s41598-018-36756-8 ]
D. Villemonais.
Lower bound for the coarse Ricci curvature of continuous-time pure jump processes, in: Journal of Theoretical Probability, May 2019, [ DOI : 10.1007/s10959-019-00918-9 ]

International Conferences with Proceedings

L. Campana, M. Bossy, J. P. Minier.
A Lagrangian stochastic model for rod orientation in turbulent flows, in: ICMF 2019 - 10th International Conference Multiphase Flow, Rio de Janeiro, Brazil, May 2019.

Conferences without Proceedings

V. Sessa, E. Assoumou, M. Bossy.
Modeling the climate dependency of the run-of-river based hydro power generation using machine learning techniques: an application to French, Portuguese and Spanish cases, in: EMS Annual Meeting, Copenhagen, Denmark, September 2019, vol. 16.
M. Thuilliez, V. Sessa, M. Bossy, E. Assoumou, S. Simoes.
Stochastic Model for the Uncertainties in the Long-Term Prediction of Run-of-River Hydropower Generation, in: PGMO Days 2019 - Programme Gaspard Monge, Paris, France, December 2019.

Scientific Books (or Scientific Book chapters)

M. Bossy, J.-F. Jabir.
On the wellposedness of some McKean models with moderated or singular diffusion coefficient, in: Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, S. N. Cohen, I. Gyöngy, G. dos Reis, D. Siska, Ł. Szpruch (editors), 2019,

Books or Proceedings Editing

C. Donati-Martin, A. Lejay, A. Rouault (editors)
Séminaire de Probabilités L, Séminaire de Probabilités / Lecture Notes in Mathematics - 2252, Springer, Cham, November 2019, vol. 50, 562 p. [ DOI : 10.1007/978-3-030-28535-7 ]

Internal Reports

J. Bec, M. Bossy, C. Henry, L. Campana, S. Allende.
Projet POPART : Modélisation du transport et du dépôt de particules non-sphériques par des écoulements turbulents - Livrable n°3, UCA, Inria, CNRS, October 2019.
A. Lejay.
Asymmetric Spectral clustering, Inria Nancy - Grand Est, November 2019.

Scientific Popularization

C. Mokrani, M. Bossy, M. Di Iorio, A. Rousseau.
Numerical Modelling of Hydrokinetic Turbines Immersed in Complex Topography using Non-Rotative Actuator Discs, in: Three Years Promoting the Development of Marine Renewable Energy in Chile 2015 - 2018, MERIC-Marine Energy and Innovation Center, 2019.

Other Publications

M. Benaïm, N. Champagnat, D. Villemonais.
Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain, April 2019, - working paper or preprint.
M. Bossy, J.-F. Jabir, K. Martinez.
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth, September 2019, - working paper or preprint.
A. Brault, A. Lejay.
The non-linear sewing lemma III: Stability and generic properties, August 2019, working paper or preprint.
N. Champagnat, S. Méléard, V. C. Tran.
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer, 2019, working paper or preprint.
N. Champagnat, D. Villemonais.
Practical criteria for R-positive recurrence of unbounded semigroups, April 2019, - working paper or preprint.
A. M. G. Cox, E. L. Horton, A. E. Kyprianou, D. Villemonais.
Stochastic Methods for Neutron Transport Equation III: Generational many-to-one and k𝚎𝚏𝚏, December 2019, - working paper or preprint.
O. Faugeras, J. Maclaurin, E. Tanré.
The mean-field limit of a network of Hopfield neurons with correlated synaptic weights, May 2019, - 102 pages.
O. Faugeras, E. Soret, E. Tanré.
Asymptotic behaviour of a network of neurons with random linear interactions, January 2019, working paper or preprint.
C. Fritsch, S. Billiard, N. Champagnat.
Identifying conversion efficiency as a key mechanism underlying food webs evolution: A step forward, or backward?, May 2019, - working paper or preprint.
P. Helson.
A Mathematical Analysis of Memory Lifetime in a simple Network Model of Memory, October 2019, - working paper or preprint.
A. Lejay, H. Mardones González.
A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations, November 2019, working paper or preprint.
D. Nguyen, E. Strickler.
A method to deal with the critical case in stochastic population dynamics, January 2020, working paper or preprint.
A. Richard, E. Tanré, S. Torres.
Penalisation techniques for one-dimensional reflected rough differential equations, November 2019, - working paper or preprint.
R. Stoica, M. Deaconu, A. Philippe, L. Hurtado-Gil.
Shadow Simulated Annealing algorithm: a new tool for global optimisation and statistical inference, July 2019, - working paper or preprint.
M. Tomasevic.
A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The two-dimensional case, August 2019, - working paper or preprint.