Preprints

Publications

Warning: there may be differences between the preprint versions and the published ones

Mixing Least-square estimators when the variance is unknown. To appear in Bernoulli preprint et Slides

Gaussian model selection with unknown variance. (avec Y. Baraud et S. Huet) To appear in the Annals of Statistics. preprint et Slides

Estimation of Gaussian graph by model selection. Electronic Journal of Statistics, Vol. 2 (2008), 542--563. Article (open access) et Slides

Gravitational clustering and additive coalescence. Stoch. Proc. Appl. 115 (2005), no. 8, 1302--1322 (download preprint)

On the convex hull of a Brownian excursion with parabolic drift. Stoch. Proc. Appl. 106 (2003), no. 1, 41--62 (download preprint)

On a shock front in Burgers turbulence. J. Statist. Phys. 111 (2003), no. 1-2, 387--402 (download preprint)

Some properties of Burgers turbulence with white noise initial conditions. Probabilistic Methods in Fluids, 161--178, World Scientific Publisher (2003) (download preprint)

On regular points in Burgers turbulence with stable noise initial data. Ann. Inst. H. Poincaré Probab. Statist. 38 (2002), no. 2, 229--251 (download preprint)

Clustering in a self-gravitating one-dimensional gas at zero temperature. J. Statist. Phys. 105 (2001), no. 3-4, 585--604 (download preprint)

Statistics of a flux in Burgers turbulence with one-sided Brownian initial data. (En collaboration avec J. Bertoin et Y. Isozaki) Comm. Math. Phys. 224 (2001), no. 2, 551--564 (download preprint)

Genealogy of shocks in Burgers turbulence with white noise initial velocity. Comm. Math. Phys. 223 (2001), no. 1, 67--86 (download preprint)

Turbulence de Burgers et agrégation de particules lorsque l'état initial est aléatoire.: thèse de doctorat (Ph D Thesis)

Livre

Martingales pour la finance. Livre pédagogique, preprint.