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Rubenthaler, Sylvain

Author ID: rubenthaler.sylvain Recent zbMATH articles by "Rubenthaler, Sylvain"
Published as: Rubenthaler, Sylvain; Rubenthaler, S.

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 214 times in 166 Documents Cited by Year
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. Zbl 1322.60085
Delarue, François; Inglis, James; Rubenthaler, Sylvain; Tanré, Etienne
54
2015
Particle systems with a singular mean-field self-excitation. Application to neuronal networks. Zbl 1328.60134
Delarue, F.; Inglis, J.; Rubenthaler, S.; Tanré, E.
48
2015
Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. Zbl 1075.60526
Rubenthaler, Sylvain
29
2003
Stability and uniform particle approximation of nonlinear filters in case of non ergodic signals. Zbl 1140.93485
Oudjane, Nadia; Rubenthaler, Sylvain
21
2005
Tree based functional expansions for Feynman–Kac particle models. Zbl 1189.60171
Del Moral, Pierre; Patras, Frédéric; Rubenthaler, Sylvain
12
2009
Path storage in the particle filter. Zbl 1332.62359
Jacob, Pierre E.; Murray, Lawrence M.; Rubenthaler, Sylvain
12
2015
Optimal hedging in discrete time. Zbl 1281.91145
Rémillard, Bruno; Rubenthaler, Sylvain
7
2013
Convergence of \(U\)-statistics for interacting particle systems. Zbl 1233.82025
Del Moral, P.; Patras, F.; Rubenthaler, S.
6
2011
Monte Carlo approximations of American options that preserve monotonicity and convexity. Zbl 1247.91197
Del Moral, Pierre; Rémillard, Bruno; Rubenthaler, Sylvain
5
2012
The convergence to equilibrium of neutral genetic models. Zbl 1188.92029
Del Moral, P.; Miclo, L.; Patras, F.; Rubenthaler, S.
3
2010
Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models. Zbl 1163.60320
Rubenthaler, Sylvain; Rydén, Tobias; Wiktorsson, Magnus
3
2009
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. Zbl 1075.60538
Rubenthaler, Sylvain; Wiktorsson, Magnus
3
2003
Central limit theorem through expansion of the propagation of chaos for Bird and Nanbu systems. Zbl 1355.82041
Rubenthaler, Sylvain
3
2016
Stability of Feynman-Kac formulae with path-dependent potentials. Zbl 1222.93221
Chopin, N.; Del Moral, P.; Rubenthaler, S.
3
2011
A mean field theory of nonlinear filtering. Zbl 1223.93109
Del Moral, P.; Patras, F.; Rubenthaler, S.
2
2011
Dispersion and collapse in stochastic velocity fields on a cylinder. Zbl 1375.76061
Celani, Antonio; Rubenthaler, Sylvain; Vincenzi, Dario
2
2010
Discrete time Markovian agents interacting through a potential. Zbl 1374.60126
Budhiraja, Amarjit; Del Moral, Pierre; Rubenthaler, Sylvain
1
2013
Central limit theorem through expansion of the propagation of chaos for Bird and Nanbu systems. Zbl 1355.82041
Rubenthaler, Sylvain
3
2016
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. Zbl 1322.60085
Delarue, François; Inglis, James; Rubenthaler, Sylvain; Tanré, Etienne
54
2015
Particle systems with a singular mean-field self-excitation. Application to neuronal networks. Zbl 1328.60134
Delarue, F.; Inglis, J.; Rubenthaler, S.; Tanré, E.
48
2015
Path storage in the particle filter. Zbl 1332.62359
Jacob, Pierre E.; Murray, Lawrence M.; Rubenthaler, Sylvain
12
2015
Optimal hedging in discrete time. Zbl 1281.91145
Rémillard, Bruno; Rubenthaler, Sylvain
7
2013
Discrete time Markovian agents interacting through a potential. Zbl 1374.60126
Budhiraja, Amarjit; Del Moral, Pierre; Rubenthaler, Sylvain
1
2013
Monte Carlo approximations of American options that preserve monotonicity and convexity. Zbl 1247.91197
Del Moral, Pierre; Rémillard, Bruno; Rubenthaler, Sylvain
5
2012
Convergence of \(U\)-statistics for interacting particle systems. Zbl 1233.82025
Del Moral, P.; Patras, F.; Rubenthaler, S.
6
2011
Stability of Feynman-Kac formulae with path-dependent potentials. Zbl 1222.93221
Chopin, N.; Del Moral, P.; Rubenthaler, S.
3
2011
A mean field theory of nonlinear filtering. Zbl 1223.93109
Del Moral, P.; Patras, F.; Rubenthaler, S.
2
2011
The convergence to equilibrium of neutral genetic models. Zbl 1188.92029
Del Moral, P.; Miclo, L.; Patras, F.; Rubenthaler, S.
3
2010
Dispersion and collapse in stochastic velocity fields on a cylinder. Zbl 1375.76061
Celani, Antonio; Rubenthaler, Sylvain; Vincenzi, Dario
2
2010
Tree based functional expansions for Feynman–Kac particle models. Zbl 1189.60171
Del Moral, Pierre; Patras, Frédéric; Rubenthaler, Sylvain
12
2009
Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models. Zbl 1163.60320
Rubenthaler, Sylvain; Rydén, Tobias; Wiktorsson, Magnus
3
2009
Stability and uniform particle approximation of nonlinear filters in case of non ergodic signals. Zbl 1140.93485
Oudjane, Nadia; Rubenthaler, Sylvain
21
2005
Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. Zbl 1075.60526
Rubenthaler, Sylvain
29
2003
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. Zbl 1075.60538
Rubenthaler, Sylvain; Wiktorsson, Magnus
3
2003
all top 5

Cited by 264 Authors

13 Del Moral, Pierre
10 Rubenthaler, Sylvain
8 Jasra, Ajay
5 Cáceres, María-José
5 Nadtochiy, Sergey
5 Shkolnikov, Mykhaylo
5 Søjmark, Andreas
4 Crisan, Dan O.
4 Douc, Randal
4 Doucet, Arnaud
4 Hambly, Ben M.
4 Ledger, Sean
4 Moulines, Eric
4 Reisinger, Christoph
4 Rémillard, Bruno N.
4 Salort, Delphine
4 Tankov, Peter
4 Tanré, Etienne
4 Veltz, Romain
4 Whiteley, Nick
3 Augustyniak, Maciej
3 Chevallier, Julien
3 Chopin, Nicolas
3 Delarue, François
3 Dereich, Steffen
3 Jacob, Pierre E.
3 Jenkins, Paul A.
3 Johansen, Adam M.
3 Kantas, Nikolas
3 Koskela, Jere
3 Luçon, Eric
3 Olsson, Jimmy
3 Schneider, Ricarda
3 Singh, Sumeetpal Sidhu
3 Spiliopoulos, Konstantinos V.
3 Zhou, Zhennan
2 Arnaudon, Marc
2 Badescu, Alexandru M.
2 Beskos, Alexandros
2 Bishop, Adrian N.
2 Blaustein, Alain
2 Bornn, Luke
2 Brown, Suzie
2 Campi, Luciano
2 Coghi, Michele
2 Cormier, Quentin
2 Deligiannidis, George
2 Dumont, Grégory
2 Flandoli, Franco
2 Friz, Peter
2 Gerber, Mathieu
2 Godin, Frédéric
2 Hu, Jingwei
2 Kaushansky, Vadim
2 Kohatsu-Higa, Arturo
2 Liu, Jianguo
2 Maurelli, Mario
2 Mikulevicius, Remigijus
2 Pagliarani, Stefano
2 Patras, Frédéric
2 Perthame, Benoît
2 Roux, Pierre
2 Ruzayqat, Hamza M.
2 Sirignano, Justin A.
2 Stockinger, Wolfgang
2 van Handel, Ramon
2 Zhang, Changyong
1 Adamczak, Radosław
1 Agarwal, Ankush
1 Agathe-Nerine, Zoé
1 Altamirano, Maximiliano
1 Amzal, Billy
1 Armua, Andres
1 Ascione, Giacomo
1 Avitabile, Daniele
1 Baran, Michał
1 Bégin, Jean-François
1 Ben-Ameur, Hatem
1 Bencheikh, Oumaima
1 Berera, Arjun
1 Bossy, Mireille
1 Botha, Imke
1 Bouin, Emeric
1 Budhiraja, Amarjit S.
1 Bui, Van Bien
1 Carbonneau, Alexandre
1 Carmona, René A.
1 Castorina, Daniele
1 Cérou, Frédéric
1 Chen, Can
1 Cheng, Yan
1 Chérif, Rim
1 Chigansky, Pavel
1 Clement, Emmanuelle
1 Cloez, Bertrand
1 Cohen, Asaf
1 Cortez, Roberto
1 Cuchiero, Christa
1 Davis, Joshua L.
1 De Masi, Anna
...and 164 more Authors
all top 5

Cited in 74 Serials

20 Stochastic Processes and their Applications
18 The Annals of Applied Probability
7 Stochastic Analysis and Applications
5 SIAM Journal on Mathematical Analysis
5 Quantitative Finance
4 SIAM Journal on Control and Optimization
4 Electronic Journal of Probability
4 Statistics and Computing
3 Advances in Applied Probability
3 The Annals of Statistics
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Finance and Stochastics
3 Communications in Nonlinear Science and Numerical Simulation
3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
2 Journal of Mathematical Analysis and Applications
2 Journal of Mathematical Biology
2 Journal of Statistical Physics
2 Nonlinearity
2 BIT
2 Journal of Applied Probability
2 Journal of Differential Equations
2 Probability Theory and Related Fields
2 Journal of Theoretical Probability
2 Bernoulli
2 Methodology and Computing in Applied Probability
2 Stochastics
2 Kinetic and Related Models
2 SIAM/ASA Journal on Uncertainty Quantification
1 Archive for Rational Mechanics and Analysis
1 Communications on Pure and Applied Mathematics
1 Journal of Computational Physics
1 Journal of Fluid Mechanics
1 Physica A
1 Mathematics of Computation
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Automatica
1 Bulletin of the London Mathematical Society
1 Journal of the American Statistical Association
1 Journal of Computational and Applied Mathematics
1 Journal of Econometrics
1 Mathematics of Operations Research
1 Insurance Mathematics & Economics
1 Physica D
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 MCSS. Mathematics of Control, Signals, and Systems
1 European Journal of Applied Mathematics
1 Neural Computation
1 Journal of Global Optimization
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Communications in Partial Differential Equations
1 SIAM Journal on Applied Mathematics
1 SIAM Review
1 Computational Statistics and Data Analysis
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 SIAM Journal on Scientific Computing
1 Electronic Communications in Probability
1 Discrete and Continuous Dynamical Systems
1 Mathematical Problems in Engineering
1 Statistical Inference for Stochastic Processes
1 Discrete and Continuous Dynamical Systems. Series B
1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V
1 Sibirskie Èlektronnye Matematicheskie Izvestiya
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Communications in Computational Physics
1 Mathematical Modelling of Natural Phenomena
1 Probability Surveys
1 Annals of Finance
1 Journal de la Société Française de Statistique & Revue de Statistique Appliquée
1 Foundations of Data Science
1 Probability and Mathematical Physics

Citations by Year