- B. Delyon, "Concentration inequalities for the spectral measure of random matrices".
Electronic Communications in Probability, 549-562,2010
- B. Delyon, "Exponential inequalities for sums of weakly dependent variables".
Electronic Journal of Probability, 752-779,2009
- B. Delyon, Y.Hu,
"Simulation of conditioned diffusions and applications to parameter estimation",
Stochastic Processes and Applications, 116 (2006), 1660-1675
Preprint.
- B. Delyon, A. Juditsky, R. Liptser,
"Moderate deviation principle for ergodic Markov chain. Lipschitz summands".
From stochastic calculus to mathematical finance,
189--209, Springer, Berlin, 2006
- B. Delyon, J. Yao,
"On the spectral distribution of Gaussian random matrices".
Acta Math. Appl. Sin. Engl. Ser. 22 (2006),
no. 2, 297--312.
- C. Badea , M. Crouzeix, B. Delyon,
"Convex domains and K-spectral sets",
Mathematische Zeitschrift, August 2005.
- B. Delyon, M.Crouzeix,
"Some estimates for analytic functions of bounded operators with given numerical range",
psfile,
ICIAM, Sydney, 2003.
- Ph. Briand, B. Delyon, Y. Hu, E. Pardoux, L. Stoica.
"$L\sp p$ solutions of backward stochastic differential equations".
Stochastic Process. Appl. 108 (2003), no. 1, 109--129.
- B. Delyon,
"The solutions to BSDEs with terminal condition in L1",
psfile,
3rd Coll. on BSDEs Finance and Appl., Weihai, 2002.
- Ph., Briand, B. Delyon and J. Mémin,
"On the robustness of backward stochastic differential equations",
Stochastic Process. Appl. 97 (2002), 229-253.
- Ph., Briand, B. Delyon and J. Mémin,
"Donsker-type Theorem for BSDEs'',
Electron.
Comm. Probab. , 2001.
- B. Delyon, "A note on uniform observability".
IEEE Trans. Automat. Control 46 (2001), no. 8, 1326--1327
- B. Delyon, A. Juditsky,
"On minimax identification of nonparametric autoregressive models".
Probab. Theory Related Fields 116 (2000), no. 1, 21--39.
- B. Delyon, F. Delyon,
"Generalization of Von
Neumann's spectral sets and integral representation of operators'',
Bull. Soc. Math. Fr., vol 127, No 1, p 25-42, 1999.
Preprint
- B. Delyon, A. Juditsky,
"On Small Perturbations of Stable Markov Operators : Unbounded Markov'',
Th. Prob. Appl., vol
43, No 4, 1999. Preprint
- M. Lavielle, B. Delyon , É. Moulines,
"Convergence of a stochastic approximation version of
the EM algorithm'',
The Annals of Statistics, Vol 27, 1999.
Preprint
- B. Delyon, A. Juditsky, "On the Computation of Wavelet Coefficients'',
Journal of Approximation Theory, Vol. 88, No. 1, January 1997.
Preprint
- B. Delyon, A. Juditsky, "On Minimax Wavelet Estimators'',
Applied Computational Harmonic Analysis, 3, 215-228, 1996.
Preprint
- J.J. Fuchs, B. Delyon, "Minimal L1 norm reconstruction of oversampled signals''.
IEEE-IT, vol 46 (2000), No 4, p. 1666-1672.
Preprint
- B. Delyon, "General results on the Convergence of Stochastic Algorithms'',
IEEE-A.C., vol41, No9, p.1245-1255,sept 1996.
Preprint
- B. Delyon, A. Juditsky, "On minimax wavelet estimators".
Appl. Comput. Harmon. Anal. 3 (1996), no. 3, 215--228.