Sylvain Rubenthaler

Global solvability of a networked integrate-and-fire model of McKean–Vlasov type

François Delarue, J. Inglis, Sylvain Rubenthaler et al. · The Annals of Applied Probability · 2015 · 106 citations · Full text

Numerical Analysis, Numerical Method For Partial Differential Equation, Engineering +13

Particle systems with a singular mean-field self-excitation. Application to neuronal networks

François Delarue, J. Inglis, Sylvain Rubenthaler et al. · Stochastic Processes and their Applications · 2015 · 82 citations · Full text

Singular Mean-field Self-excitation, Neurodynamics, Physics +8

Optimal hedging in discrete time

Bruno Rémillard, Sylvain Rubenthaler · Quantitative Finance · 2013 · 26 citations · Full text

Fast simulated annealing in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si2.gif" display="inline" overflow="scroll"><mml:msup><mml:mrow><mml:mi mathvariant="double-struck">R</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msup></mml:math> with an application to maximum likelihood estimation in state-space models

Sylvain Rubenthaler, Tobias Rydén, Magnus Wiktorsson · Stochastic Processes and their Applications · 2008 · 21 citations · Full text

Numerical Analysis, Math Xmlns, Computational Science +10

Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models

Arnaud Doucet, Pierre Jacob, Sylvain Rubenthaler · arXiv (Cornell University) · 2013 · 17 citations · Full text

State Estimation, Parameter Identification, Parameter Estimation +14