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Jean Mémin - MaRDI portal

Jean Mémin

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Person:925967

Available identifiers

zbMath Open memin.jeanMaRDI QIDQ925967

List of research outcomes





PublicationDate of PublicationType
Convergence of solutions of discrete reflected backward SDE's and simulations2008-05-26Paper
https://portal.mardi4nfdi.de/entity/Q52942562007-07-24Paper
On the robustness of backward stochastic differential equations.2005-02-25Paper
Stability of Doob-Meyer decomposition under extended convergence2004-09-22Paper
https://portal.mardi4nfdi.de/entity/Q47925282003-05-25Paper
On non-continuous Dirichlet processes2003-04-27Paper
On asymptotic errors in discretization of processes2003-01-01Paper
Filtration-consistent nonlinear expectations and related \(g\)-expectations2002-12-01Paper
A general converse comparison theorem for backward stochastic differential equations2002-10-07Paper
Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration2002-08-29Paper
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations2002-07-31Paper
https://portal.mardi4nfdi.de/entity/Q27256142002-06-10Paper
https://portal.mardi4nfdi.de/entity/Q27224922002-04-21Paper
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion2002-04-02Paper
Donsker-type theorem for BSDEs2001-07-09Paper
A converse comparison theorem for BSDEs and related properties of \(g\)-expectation2000-12-14Paper
Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration1999-11-18Paper
https://portal.mardi4nfdi.de/entity/Q48585551995-12-14Paper
Rate of convergence in the functional limit theorem for likelihood ratio processes1995-11-06Paper
https://portal.mardi4nfdi.de/entity/Q43118451995-03-12Paper
https://portal.mardi4nfdi.de/entity/Q43136071994-12-19Paper
https://portal.mardi4nfdi.de/entity/Q42814311994-11-29Paper
https://portal.mardi4nfdi.de/entity/Q39790631992-06-26Paper
Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38015111987-01-01Paper
Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37771351985-01-01Paper
On tightness and stopping times1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36677061983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47420461983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39437501982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39561571982-01-01Paper
Existence of weak solutions for stochastic differential equations with driving semimartingales1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39082301981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39249371981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38716441980-01-01Paper
[https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38685401979-01-01Paper
[https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles]1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41645931978-01-01Paper
[https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41445271976-01-01Paper

Research outcomes over time

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