Complete characterization of stability of a two-parameter discrete-time
Hawkes process with inhibition, M.C., P. Maillard, A. Muraro. To Appear in Journal of Applied Probability 61.4 (2024, arxiv )
CVar penalized porfolio optimization with biased stochastic mirror descent, M.C., S. Gadat, L. Huang.
To appear in Finance and Stochastic (2024, hal )
Implication of drift and rapid evolution on negative niche construction , Phuong Linh Nguyen, M.C., N. Loeuille Submitted, (2021, biorxiv )
Publications
Influence of sex-limited mimicry on extinction risk in Aculeata: a theoretical approach, M. Boutin, M.C., C. Fontaine, A. Perrard, V. Llaurens. Recommended by PCI Ecology, (2022, link).
Large deviation principles for cumulative processes and applications , P. Cattiaux, L. Colombani, M.C.
Stochastic Processes and their Applications 163:85-105 (2023, doi , hal )
Origin and persistence of polymorphism in loci targed by dissassortative preference: a general model ,
C. Coron, M.C., H. Leman, V. Llaurens, C. Smadi.
Journal of Mathematical Biology, 86(4) (2023, doi , biorxiv')
Limit Theorems for Hawkes processes including inhibition , P. Cattiaux, L. Colombani, M.C.
Stochastic Processes and their Applications 149:404-426 (2022) ( doi , hal )
Slow-fast model and therapy optimization for oncolytic treatment of tumors,
P. Cordelier, M.C., J. Fehrenbach.
Bulletin of Mathematical Biology, 2022 May 10;84(6):64 ( doi , hal )
Non asymptotic controls on a recursive superquantile approximation, M.C., S. Gadat.
Electron. J. Statist. 15(2): 4718-4769 (2021). DOI: 10.1214/21-EJS1908 ( link )
Stochastic approximation algorithms for superquantile estimation , B. Bercu, M.C. and S. Gadat.
Electron. J. Probab., 26:1-29 (2021)
( link )
Survival criterion for a population subject to selection and mutations ; Application to temporally piecewise constant environments ,
M.C., C. Etchegaray and S. Mirrahimi.
Nonlinear Analysis: Real Worls Applications (Volume 59, June 2021)
( arxiv 2003.05498 , doi )
Cytometry inference through adaptive atomic deconvolution, M.C., S. Gadat, P. Gonnord et L. Risser.
Journal of Nonparametric Statistics 2019, Vol. 31, No. 2, pp506-547. ( doi , pdf )
Multiparametric analysis of CD8+ T cell compartment phenotype in chronic lymphocytic leukemia reveals a signature associated with progression toward therapy
, P. Gonnord, M. Costa, A. Abreu, M. Peres, L. Ysebaert, S. Gadat, S. Valitutti.
OncoImmunology, (2019) ( pdf doi: 10.1080/2162402X.2019.1570774 )
A stochastic model for speciation by mating preference, C. Coron, M.C., H. Leman et C. Smadi.
Journal of Mathematical Biology (2017) ( doi , arxiv)
A piecewise deterministic model for prey-predator communities, M.C.
Annals of Applied Probability 2016, Vol. 26, No. 6, 3491-3530 (pdf, link)
Corrigendum for Theorem 4.4, joint work with E. Strickler pdf
Stochastic eco-evolutionary model of a prey-predator community, M.C., N. Loeuille, C. Hauzy et S. Méléard.
Journal of Mathematical Biology, (2016), 72(3) pp573-622 (link).
(The proof of Proposition 2.1 has been corrected : corrected pdf)
HDR
Quelques contributions en modélisation aléatoire : évolution dans des communautés naturelles, inhibition dans des processus de Hawkes, algorithmes stochastiques pour des mesures de risques
Defended in January 2025 ( hal )
PhD Thesis
Probabilistic and eco-evolutionary models for prey-predator communities.
Defended on September 22th 2015 (pdf, slides)
PhD students
Anthony Muraro (2021 - 2024), co-encadrement avec Pascal Maillard
