Etienne Tanré

Available identifiers

zbMath Open tanre.etienneWikidataQ60920467 ScholiaQ60920467MaRDI QIDQ433912

List of research outcomes

Publication	Date of Publication	Type
Regularisation by fractional noise for one-dimensional differential equations with distributional drift	2024-01-17	Paper
Hopf bifurcation in a mean-field model of spiking neurons	2021-11-11	Paper
Penalisation techniques for one-dimensional reflected rough differential equations	2020-10-07	Paper
Asymptotic behavior of a network of neurons with random linear interactions	2020-06-04	Paper
On a toy network of neurons interacting through their dendrites	2020-05-13	Paper
Long time behavior of a mean-field model of interacting neurons	2020-04-01	Paper
Stability of synchronization under stochastic perturbations in leaky integrate and fire neural networks of finite size	2019-08-28	Paper
Network of interacting neurons with random synaptic weights	2019-07-11	Paper
The meanfield limit of a network of Hopfield neurons with correlated synaptic weights	2019-01-29	Paper
An integrate-and-fire model to generate spike trains with long-range dependence	2018-12-04	Paper
Liquidity Costs: A New Numerical Methodology and an Empirical Study	2018-09-19	Paper
An unbiased Monte Carlo estimator for derivatives. Application to CIR	2016-09-23	Paper
The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach	2016-01-27	Paper
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type	2015-07-27	Paper
Particle systems with a singular mean-field self-excitation. Application to neuronal networks	2015-04-28	Paper
Monte Carlo approximations of the Neumann problem	2013-11-26	Paper
Optimal stopping problems for some Markov processes	2012-07-08	Paper
Stochastic Spectral Formulations for Elliptic Problems	2010-02-15	Paper
Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs	2010-01-13	Paper
Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance	2009-05-05	Paper
Mathematical model for resistance and optimal strategy	2008-12-16	Paper
Some new simulations schemes for the evaluation of Feynman–Kac representations	2008-08-11	Paper
Range of Brownian motion with drift	2006-10-31	Paper
Technical analysis techniques versus mathematical models: boundaries of their validity domains	2006-08-28	Paper
Electricity prices in a game theory context	2006-03-09	Paper
On long time behavior of some coagulation processes.	2005-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q5696764	2005-10-19	Paper
Rate of convergence of a stochastic particle system for the Smoluchowski coagulation equation	2003-08-25	Paper
A pure jump Markov process associated with Smoluchowski's coagulation equation	2003-05-06	Paper
A generalization of the connection between the additive and multiplicative solutions for the Smoluchowski's coagulation equation	2003-03-13	Paper
Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience	N/A	Paper
Brownian particles controlled by their occupation measure	N/A	Paper

Research outcomes over time

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