Aller au contenu principal
Menu
Fermer
Français
English
Main navigation
Le Centre
Submenu of Le Centre
Faits marquants
Membres
Gouvernance
Nos activités
Contact
Publications - remerciements
Commission Réseau Ouest Mathématiques
Recherche
Submenu of Recherche
Faits marquants
Chaire Lebesgue
Bourses post-doctorales
Tous les semestres thématiques
Chercheurs invités
Publications
Annales Henri Lebesgue
Conférences soutenues par le Centre Henri Lebesgue
Séminaires
Semestre thématique 2026
Formation
Submenu of Formation
Master Lebesgue
Bourses de Master
Stages
Doctorants CHL
Actions scientifiques
Mathematic world
Commission réseau ouest mathématiques
Interactions
Submenu of Interactions
Agence Lebesgue
5 minutes Lebesgue
Actions de sensibilisation
Vidéos
Forum emploi maths
Semaine d'études maths-entreprises
Candidater
Submenu of Candidater
bourse de master
Statistiques de parité
post-doctorat
Bourses de thèses
Agenda
Submenu of Agenda
Evènements à venir
Evèvements passés
You must have JavaScript enabled to use this form.
Search
Type
- Tout -
Conférence
Événement externe
Événements récurrents
Actualité
Offre de post-doc
Page libre
Page (Legacy)
Semestre
Exposé
5 minutes
Translated points on dynamically convex contact manifolds
Spectral invariants and Hofer distances in monotone symplectic manifolds
Spectral invariants and Hofer distances in monotone symplectic manifolds
Transport along stochastic flows in fluid dynamics
Transport along stochastic flows in fluid dynamics
Second order asymptotic efficiency for a Poisson process
Second order asymptotic efficiency for a Poisson process
On multiple change-point estimation for Poisson process
On multiple change-point estimation for Poisson process
Non-parametric threshold estimation for classical risk process perturbed by diffusion
Non-parametric threshold estimation for classical risk process perturbed by diffusion
Parametric covariation from noisy observations: efficiency, equivalence and estimation
Parametric covariation from noisy observations: efficiency, equivalence and estimation
Change-point analysis for rough fractional volatility models
Change-point analysis for rough fractional volatility models
Local asymptotic normality for stochastic Hogdkin-Huxley-systems
Local asymptotic normality for stochastic Hogdkin-Huxley-systems
Inference for fractional Ornstein-Uhlenbeck processes with periodic mean
Inference for fractional Ornstein-Uhlenbeck processes with periodic mean
Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
Pagination
Première page
« First
Page précédente
‹‹
…
Page
40
Page
41
Page
42
Page
43
Page courante
44
Page
45
Page
46
Page
47
Page
48
…
Page suivante
››
Dernière page
Last »