An introduction to the PROSPER package for LaTeX usersMarichal, Jean-Luc ; Schiltz, Jang ![]() Presentation (2004, March 09) PROSPER is a LaTeX class for writing transparencies. It is written on top of the seminar class by Timothy Van Zandt. It aims at offering an environment for easily creating slides for both presentations ... [more ▼] PROSPER is a LaTeX class for writing transparencies. It is written on top of the seminar class by Timothy Van Zandt. It aims at offering an environment for easily creating slides for both presentations with an overhead projector and a video projector. Slides prepared for a presentation with a computer and a video projector may integrate animation effects, incremental display, and such. [less ▲] Detailed reference viewed: 144 (5 UL) Calcul de Malliavin sur les variétés riemaniennes et application à un problème de filtrage non linéaireSchiltz, Jang ![]() Presentation (2004, January 27) Detailed reference viewed: 114 (1 UL) Les modes opératoires de la cryptographie symétriqueSchiltz, Jang ![]() Scientific Conference (2003, May 15) Detailed reference viewed: 272 (0 UL) Les modes opéatoires de la cryptographie symétriqueSchiltz, Jang ![]() Report (2003) Detailed reference viewed: 107 (0 UL)![]() Hypoelliptic non-homogeneous diffusionsSchiltz, Jang ![]() Scientific Conference (2002, October 10) Detailed reference viewed: 262 (0 UL) RSA: bases mathématiquesSchiltz, Jang ![]() Scientific Conference (2002, May 16) Detailed reference viewed: 114 (1 UL) Applications of elliptic curves to cryptologySchiltz, Jang ![]() Presentation (2002, April 13) Detailed reference viewed: 85 (0 UL) Dégagement d’une taxonomie en mathématiques et valorisation d’un logiciel d’évaluationSchiltz, Jang ![]() Report (2001) Detailed reference viewed: 123 (12 UL) La formule de Clark-Ocone et ses généralisationsSchiltz, Jang ![]() Presentation (2000, December 13) Detailed reference viewed: 224 (0 UL) Différentiation sur les espaces de Sobolev généralisésSchiltz, Jang ![]() Presentation (2000, November 25) Detailed reference viewed: 116 (0 UL) Le chaos de Wiener et l'intégrale de SkohorodSchiltz, Jang ![]() Presentation (2000, November 15) Detailed reference viewed: 114 (0 UL) Le calcul stochastiqueSchiltz, Jang ![]() Presentation (2000, May 17) Detailed reference viewed: 109 (0 UL) A support theorem for the filter under infinite dimensional noise and unbounded observation coefficientSchiltz, Jang ![]() in Applied Mathematics & Optimization (1999), 39 In this paper we consider a nonlinear filtering problem with an unbounded observation coefficient, correlated noises, and a signal process driven by an infinite dimensional Brownian motion. We prove that ... [more ▼] In this paper we consider a nonlinear filtering problem with an unbounded observation coefficient, correlated noises, and a signal process driven by an infinite dimensional Brownian motion. We prove that the unnormalized filter admits a smooth density which is in the Schwartz space and we give a description of the support of the law of this density. [less ▲] Detailed reference viewed: 264 (2 UL) Nonlinear filtering with an infinite dimensional signal processSchiltz, Jang ; in Portugaliae Matematicae (1999), 56 In this paper, we investigate a nonlinear ¯ltering problem with correlated noises, bounded coe±cients and a signal process evolving in an in¯nite dimensional space. We derive the Kushner{Stratonovich and ... [more ▼] In this paper, we investigate a nonlinear ¯ltering problem with correlated noises, bounded coe±cients and a signal process evolving in an in¯nite dimensional space. We derive the Kushner{Stratonovich and the Zakai equation for the associated ¯lter respectively unnormalized ¯lter. A robust form of the Zakai equation is established for an uncorrelated ¯ltering problem. [less ▲] Detailed reference viewed: 162 (1 UL) Application d’un modèle stochastique à la construction d’un test adaptatif informatisé en mathématiquesSchiltz, Jang ![]() Report (1999) Detailed reference viewed: 94 (1 UL) Malliavin Calculus for infinitely degenerated second order operatorsSchiltz, Jang ![]() Presentation (1998, March 30) Detailed reference viewed: 128 (0 UL) Filtrage de diffusions faiblement bruitéesSchiltz, Jang ![]() Presentation (1998, February 17) Detailed reference viewed: 75 (0 UL) Time depending Malliavin calculus on manifolds and application to nonlinear filteringSchiltz, Jang ![]() in Probability and Mathematical Statistics (1998), 18(2), 319-334 In this paper, we prove, using Malliavin calculus, that under a global Hormander condition the law of a Riemannian manifold valued stochastic process, a solution of a stochastic differential equation with ... [more ▼] In this paper, we prove, using Malliavin calculus, that under a global Hormander condition the law of a Riemannian manifold valued stochastic process, a solution of a stochastic differential equation with time dependent coefficients, admits a smooth density with respect to the Riemannian volume element. This result is applied to a nonlinear filtering problem with time dependent coefficients on manifolds. [less ▲] Detailed reference viewed: 325 (1 UL) |
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