Edit Profile (opens in new tab) Rubenthaler, Sylvain Co-Author Distance Author ID: rubenthaler.sylvain Published as: Rubenthaler, Sylvain; Rubenthaler, S. Documents Indexed: 28 Publications since 2003, including 7 Additional arXiv Preprints Co-Authors: 22 Co-Authors with 23 Joint Publications 747 Co-Co-Authors all top 5 Co-Authors 5 single-authored 8 Del Moral, Pierre 5 Patras, Frédéric 3 Rémillard, Bruno N. 3 Tanré, Etienne 3 Wiktorsson, Magnus 2 Budhiraja, Amarjit S. 2 Chopin, Nicolas 2 Delarue, François 2 Inglis, James D. 2 Rydén, Tobias 1 Andrieu, Christophe 1 Bui, Van Bien 1 Celani, Antonio 1 Chen, Jiang 1 Doucet, Arnaud 1 Jacob, Pierre E. 1 Martinez, Miguel 1 Miclo, Laurent 1 Murray, Lawrence M. 1 Noûs, Camille 1 Oudjane, Nadia 1 Vincenzi, Dario all top 5 Serials 5 Stochastic Processes and their Applications 4 Stochastic Analysis and Applications 2 The Annals of Applied Probability 1 Journal of Statistical Physics 1 Journal of Applied Probability 1 Mathematics of Operations Research 1 Journal of Theoretical Probability 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Quantitative Finance 1 Statistics and Computing all top 5 Fields 21 Probability theory and stochastic processes (60-XX) 10 Numerical analysis (65-XX) 7 Biology and other natural sciences (92-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Statistics (62-XX) 4 Systems theory; control (93-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Potential theory (31-XX) 2 Operator theory (47-XX) 1 Ordinary differential equations (34-XX) 1 Functional analysis (46-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 24 Fields 115 Probability theory and stochastic processes (60-XX) 45 Numerical analysis (65-XX) 39 Biology and other natural sciences (92-XX) 38 Partial differential equations (35-XX) 35 Statistics (62-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Systems theory; control (93-XX) 20 Statistical mechanics, structure of matter (82-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Computer science (68-XX) 5 Ordinary differential equations (34-XX) 5 Operations research, mathematical programming (90-XX) 3 Combinatorics (05-XX) 3 Operator theory (47-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 Integral equations (45-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Information and communication theory, circuits (94-XX) 1 Potential theory (31-XX) 1 Integral transforms, operational calculus (44-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Citations by Year