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  Tony Lelièvre, Geneviève Robin, Inass Sekkat, Gabriel Stoltz, Gabriel Victorino Cardoso. Generative methods for sampling transition paths in molecular dynamics. ESAIM: Proceedings, 2023, 73, pp.238-256. ⟨10.1051/proc/202373238⟩. ⟨hal-03661671⟩
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  Kaze Wong, Marylou Gabrié, Daniel Foreman-Mackey. flowMC: Normalizing flow enhanced sampling package for probabilistic inference in JAX. Journal of Open Source Software, 2023, 8 (83), pp.5021. ⟨10.21105/joss.05021⟩. ⟨hal-04548811⟩
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  Arthur Loison. Modélisation Eulérienne multi-fluide unifiée à deux échelles des écoulements diphasiques à phases séparées et dispersées. Mécanique des fluides [physics.class-ph]. Institut Polytechnique de Paris, 2024. Français. ⟨NNT : 2024IPPAX009⟩. ⟨tel-04695946⟩
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  François Alouges, Irene Anello, Antonio Desimone, Aline Lefebvre-Lepot, Jessie Levillain. Some mathematical models for flagellar activation mechanisms. 2024. ⟨hal-04689234⟩
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  Emmanuel Gobet, Adrien Richou, Lukasz Szpruch. Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas. 2024. ⟨hal-04644887v2⟩
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  Avi Mayorcas, Milica Tomašević. Blow-up for a stochastic model of chemotaxis driven by conservative noise on $\mathbb{R}^2$. Journal of Evolution Equations, 2023, 23, pp.57. ⟨10.1007/s00028-023-00900-3⟩. ⟨hal-04191089⟩
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  Josselin Garnier, Knut Sølna. Implied Volatility Structure in Turbulent and Long-Memory Markets. Frontiers in Applied Mathematics and Statistics, 2020, 6, ⟨10.3389/fams.2020.00010⟩. ⟨hal-03147604⟩
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  Josselin Garnier, Knut Solna. Emergence of turbulent epochs in oil prices. Chaos, Solitons & Fractals, 2019, 122, pp.281-292. ⟨10.1016/j.chaos.2019.03.016⟩. ⟨hal-02402738⟩
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  Josselin Garnier, Knut Solna. Option pricing under fast-varying and rough stochastic volatility. Annals of Finance, 2018, 14 (4), pp.489-516. ⟨10.1007/s10436-018-0325-4⟩. ⟨hal-02402705⟩
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  Josselin Garnier, George Papanicolaou, Tzu-Wei Yang. Consensus Convergence with Stochastic Effects. Vietnam Journal of Mathematics, 2017, 45 (1-2), pp.51 - 75. ⟨10.1007/s10013-016-0190-2⟩. ⟨hal-01716975⟩
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  Alain Durmus, Éric Moulines. High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm. Bernoulli, 2019, 25 (4A), ⟨10.3150/18-BEJ1073⟩. ⟨hal-04399032⟩
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  Michaël Allouche, Stéphane Girard, Emmanuel Gobet. Learning extreme Expected Shortfall and Conditional Tail Moments with neural networks. Application to cryptocurrency data. 2023. ⟨hal-04347859v4⟩
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  Ugo Boscain, Remco Duits, Francesco Rossi, Yuri Sachkov. Curve cuspless reconstruction via sub-Riemannian geometry. ESAIM: Control, Optimisation and Calculus of Variations, 2014, 20 (3), pp.748-770. ⟨10.1051/cocv/2013082⟩. ⟨hal-01097159⟩
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  D Barrera, S Crépey, E Gobet, Hoang-Dung Nguyen, B Saadeddine. Statistical Learning of Value-at-Risk and Expected Shortfall. 2024. ⟨hal-03775901v3⟩
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  Michael Goldman, Matteo Novaga, Ruffini Berardo. A charged liquid drop model with Willmore energy. 2024. ⟨hal-04683488⟩
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  Petr Grinevich, Roman Novikov. Transparent scatterers and transmission eigenvalues. 2024. ⟨hal-04682848⟩
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  Elisa Ndiaye, Antoine Bezat, Emmanuel Gobet, Céline Guivarch, Ying Jiao. Optimal business model adaptation plan for a company under a transition scenario. 2024. ⟨hal-04682824⟩
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  Michaël Allouche, Stéphane Girard, Emmanuel Gobet. On the simulation of extreme events with neural networks. 2024. ⟨hal-04416809v2⟩
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  Héctor Olivero, Denis Talay. Supplementary Material to ``A hypothesis test for the domain of attraction of a random variable''. 2024. ⟨hal-04266438v2⟩
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  Giuseppe Orlando, Tommaso Benacchio, Luca Bonaventura. Robust and accurate simulations of flows over orography using non-conforming meshes. 2024. ⟨hal-04455125v2⟩

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