Edit Profile (opens in new tab) Darses, Sébastien Co-Author Distance Author ID: darses.sebastien Published as: Darses, Sébastien; Darses, Sebastien External Links: MGP · Wikidata · IdRef · theses.fr Documents Indexed: 27 Publications since 2005, including 6 Additional arXiv Preprints Co-Authors: 13 Co-Authors with 27 Joint Publications 415 Co-Co-Authors all top 5 Co-Authors 0 single-authored 8 Chrétien, Stéphane 6 Cresson, Jacky 5 Nourdin, Ivan 4 Hillion, Erwan 1 Alouges, François 1 Clarkson, Paul 1 Guyeux, Christophe 1 Lépinette-Denis, Emmanuel 1 Lépinette, Emmanuel 1 Najnudel, Joseph 1 Nualart, David 1 Peccati, Giovanni 1 Saussereau, Bruno all top 5 Serials 2 Proceedings of the American Mathematical Society 2 Bernoulli 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 IEEE Transactions on Information Theory 1 Journal of Mathematical Physics 1 Acta Arithmetica 1 The Annals of Probability 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Expositiones Mathematicae 1 Journal de Théorie des Nombres de Bordeaux 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 The Ramanujan Journal 1 Stochastics 1 Confluentes Mathematici 1 Numerical Algebra, Control and Optimization all top 5 Fields 14 Probability theory and stochastic processes (60-XX) 5 Number theory (11-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Ordinary differential equations (34-XX) 3 Functional analysis (46-XX) 2 Approximations and expansions (41-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) 1 Statistics (62-XX) 1 Quantum theory (81-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 15 Publications have been cited 92 times in 75 Documents Cited by ▼ Year ▼ Stochastic embedding of dynamical systems. Zbl 1144.81333 Cresson, Jacky; Darses, Sébastien 32 2007 Stochastic embedding of Lagrangian systems. (Plongement stochastique des systèmes lagrangiens.) Zbl 1086.60042 Cresson, Jacky; Darses, Sébastien 12 2006 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041 Darses, Sébastien; Nourdin, Ivan; Nualart, David 9 2010 Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality. Zbl 1246.15034 Chrétien, Stéphane; Darses, Sébastien 6 2012 An exponentially-averaged Vasyunin formula. Zbl 1478.11101 Darses, Sébastien; Hillion, Erwan 5 2021 Mean square error and limit theorem for the modified Leland hedging strategy with a constant transaction costs coefficient. Zbl 1418.91462 Darses, Sébastien; Lépinette, Emmanuel 4 2014 Dynamical properties and characterization of gradient drift diffusions. Zbl 1128.60065 Darses, Sébastien; Nourdin, Ivan 4 2007 A stochastic Noether theorem. (Théorème de Noether stochastique.) Zbl 1111.60036 Cresson, Jacky; Darses, Sébastien 3 2007 Sparse recovery with unknown variance: a LASSO-type approach. Zbl 1360.62396 Chrétien, Stéphane; Darses, Sébastien 3 2014 Stochastic derivatives for fractional diffusions. Zbl 1208.60033 Darses, Sébastien; Nourdin, Ivan 3 2007 Time reversal for drifted fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1130.60044 Darses, Sebastien; Saussereau, Bruno 3 2007 On probabilistic generalizations of the Nyman-Beurling criterion for the zeta Function. Zbl 1505.11115 Darses, Sébastien; Hillion, Erwan 3 2021 Polynomial approximations in a generalized Nyman-Beurling criterion. Zbl 1528.41047 Alouges, François; Darses, Sébastien; Hillion, Erwan 2 2023 Polynomial moments with a weighted zeta square measure on the critical line. Zbl 1544.11065 Darses, Sébastien; Hillion, Erwan 2 2024 Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\). Zbl 1158.60025 Darses, Sébastien; Nourdin, Ivan 1 2008 Polynomial moments with a weighted zeta square measure on the critical line. Zbl 1544.11065 Darses, Sébastien; Hillion, Erwan 2 2024 Polynomial approximations in a generalized Nyman-Beurling criterion. Zbl 1528.41047 Alouges, François; Darses, Sébastien; Hillion, Erwan 2 2023 An exponentially-averaged Vasyunin formula. Zbl 1478.11101 Darses, Sébastien; Hillion, Erwan 5 2021 On probabilistic generalizations of the Nyman-Beurling criterion for the zeta Function. Zbl 1505.11115 Darses, Sébastien; Hillion, Erwan 3 2021 Mean square error and limit theorem for the modified Leland hedging strategy with a constant transaction costs coefficient. Zbl 1418.91462 Darses, Sébastien; Lépinette, Emmanuel 4 2014 Sparse recovery with unknown variance: a LASSO-type approach. Zbl 1360.62396 Chrétien, Stéphane; Darses, Sébastien 3 2014 Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality. Zbl 1246.15034 Chrétien, Stéphane; Darses, Sébastien 6 2012 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041 Darses, Sébastien; Nourdin, Ivan; Nualart, David 9 2010 Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\). Zbl 1158.60025 Darses, Sébastien; Nourdin, Ivan 1 2008 Stochastic embedding of dynamical systems. Zbl 1144.81333 Cresson, Jacky; Darses, Sébastien 32 2007 Dynamical properties and characterization of gradient drift diffusions. Zbl 1128.60065 Darses, Sébastien; Nourdin, Ivan 4 2007 A stochastic Noether theorem. (Théorème de Noether stochastique.) Zbl 1111.60036 Cresson, Jacky; Darses, Sébastien 3 2007 Stochastic derivatives for fractional diffusions. Zbl 1208.60033 Darses, Sébastien; Nourdin, Ivan 3 2007 Time reversal for drifted fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1130.60044 Darses, Sebastien; Saussereau, Bruno 3 2007 Stochastic embedding of Lagrangian systems. (Plongement stochastique des systèmes lagrangiens.) Zbl 1086.60042 Cresson, Jacky; Darses, Sébastien 12 2006 all cited Publications top 5 cited Publications all top 5 Cited by 95 Authors 15 Cresson, Jacky 9 Darses, Sébastien 8 Gliklikh, Yuriĭ Evgen’evich 4 Nourdin, Ivan 4 Nualart, David 3 Greff, Isabelle 3 Hillion, Erwan 3 Needell, Deanna 3 Pierret, Frédéric 3 Torres, Delfim Fernando Marado 2 Azarina, Svetlana V. 2 Chrétien, Stéphane 2 Dixit, Atul 2 Lassalle, Rémi 2 Lépinette, Emmanuel 2 Malinowska, Agnieszka Barbara 2 Puig, Bénédicte 2 Tindel, Samy 2 Unterberger, Jérémie M. 1 Al-Sarray, Basad 1 Alouges, François 1 Băleanu, Dumitru I. 1 Baptiste, Julien 1 Barton, Elena 1 Beghin, Luisa 1 Belloni, Alexandre 1 Briskman, Jonathan 1 Cabo Montes De Oca, Alejandro 1 Campese, Simon 1 Chao, Ying 1 Chernozhukov, Victor 1 Chetrite, Raphaël 1 Clarkson, Paul 1 Cristofaro, Lorenzo 1 Decreusefond, Laurent 1 Duan, Jinqiao 1 El-Nabulsi, Rami Ahmad 1 Elie, Romuald 1 Farinelli, Simone 1 Fliess, Michel 1 Gaeta, Giuseppe 1 González Lezcano, Alfredo 1 Gupta, Shamik 1 Guyeux, Christophe 1 Harnett, Daniel 1 Hu, Yaozhong 1 Hügel, Max 1 Inizan, Pierre 1 Jagan, Kavya 1 Jaramillo, Arturo 1 Jolis, Maria 1 Kheloufi, Yasmina 1 Kodama, Takeshi 1 Koide, Tomoi 1 Kumar, Rahul 1 Lázaro-Camí, Joan-Andreu 1 Lehner, Thierry 1 Lejay, Antoine 1 Makarova, Alla Viktorovna 1 Mishura, Yuliya Stepanivna 1 Moulin, Serge 1 Muslih, Sami I. 1 Nachi, Khadra 1 Najnudel, Joseph 1 Neate, Andrew D. 1 Nguyen, Thai Huu 1 Nottale, Laurent 1 Odzijewicz, Tatiana 1 Ortega, Juan-Pablo 1 Peccati, Giovanni 1 Pergamenschchikov, Serguei 1 Picard, Jean 1 Pierre, Charles 1 Prodanov, Dimiter 1 Rabei, Eqab M. 1 Rauhut, Holger 1 Ruetz, Simon 1 Samsonova, K. A. 1 Sathyanarayana, Sumukha 1 Schnass, Karin 1 Sharan, N. Guru 1 Shchichko, T. A. 1 Sonner, Stefanie 1 Strohmer, Thomas 1 Tilva, Abhishek 1 Tropp, Joel A. 1 Truman, Aubrey 1 Tsushima, Kazuo 1 Wang, Lie 1 Wei, Pingyuan 1 Yang, Jianhao M. 1 Yu, Qian 1 Zambrini, Jean-Claude 1 Zhao, Ran 1 Zouzias, Anastasios all top 5 Cited in 47 Serials 10 Journal of Mathematical Physics 4 Journal of Mathematical Analysis and Applications 3 Theory of Probability and its Applications 3 The Annals of Probability 3 Stochastic Processes and their Applications 2 Computers & Mathematics with Applications 2 Physics Letters. A 2 Linear Algebra and its Applications 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Journal of Geometric Mechanics 2 Journal of Computational and Engineering Mathematics 1 Communications in Mathematical Physics 1 Journal of Statistical Physics 1 Mathematical Methods in the Applied Sciences 1 Mathematical Notes 1 Physics Reports 1 Reports on Mathematical Physics 1 Chaos, Solitons and Fractals 1 Acta Arithmetica 1 Acta Mathematica Vietnamica 1 The Annals of Statistics 1 Collectanea Mathematica 1 Journal of Differential Equations 1 Stochastic Analysis and Applications 1 Physica D 1 SIAM Journal on Matrix Analysis and Applications 1 Journal of Mathematical Imaging and Vision 1 Journal de Théorie des Nombres de Bordeaux 1 Journal of Mathematical Sciences (New York) 1 Applied Mathematical Finance 1 Bernoulli 1 Finance and Stochastics 1 The Ramanujan Journal 1 Mathematical Finance 1 Nonlinear Dynamics 1 Communications in Nonlinear Science and Numerical Simulation 1 Foundations of Computational Mathematics 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastics and Dynamics 1 Foundations of Physics 1 Journal of Industrial and Management Optimization 1 Stochastics 1 Confluentes Mathematici 1 Vestnik Yuzhno-Ural’skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie 1 International Journal of Stochastic Analysis 1 Mathematics 1 Research in the Mathematical Sciences all top 5 Cited in 28 Fields 39 Probability theory and stochastic processes (60-XX) 14 Ordinary differential equations (34-XX) 10 Mechanics of particles and systems (70-XX) 9 Numerical analysis (65-XX) 8 Partial differential equations (35-XX) 8 Quantum theory (81-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Number theory (11-XX) 6 Real functions (26-XX) 6 Dynamical systems and ergodic theory (37-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Approximations and expansions (41-XX) 4 Statistics (62-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Systems theory; control (93-XX) 3 Functional analysis (46-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Operations research, mathematical programming (90-XX) 3 Information and communication theory, circuits (94-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Special functions (33-XX) 2 Computer science (68-XX) 2 Fluid mechanics (76-XX) 2 Relativity and gravitational theory (83-XX) 2 Astronomy and astrophysics (85-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Optics, electromagnetic theory (78-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.