Jean Mémin

Available identifiers

zbMath Open memin.jeanMaRDI QIDQ925967

List of research outcomes

Publication	Date of Publication	Type
Convergence of solutions of discrete reflected backward SDE's and simulations	2008-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q5294256	2007-07-24	Paper
On the robustness of backward stochastic differential equations.	2005-02-25	Paper
Stability of Doob-Meyer decomposition under extended convergence	2004-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q4792528	2003-05-25	Paper
On non-continuous Dirichlet processes	2003-04-27	Paper
On asymptotic errors in discretization of processes	2003-01-01	Paper
Filtration-consistent nonlinear expectations and related \(g\)-expectations	2002-12-01	Paper
A general converse comparison theorem for backward stochastic differential equations	2002-10-07	Paper
Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration	2002-08-29	Paper
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations	2002-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q2725614	2002-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q2722492	2002-04-21	Paper
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion	2002-04-02	Paper
Donsker-type theorem for BSDEs	2001-07-09	Paper
A converse comparison theorem for BSDEs and related properties of \(g\)-expectation	2000-12-14	Paper
Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration	1999-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4858555	1995-12-14	Paper
Rate of convergence in the functional limit theorem for likelihood ratio processes	1995-11-06	Paper
https://portal.mardi4nfdi.de/entity/Q4311845	1995-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q4313607	1994-12-19	Paper
https://portal.mardi4nfdi.de/entity/Q4281431	1994-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q3979063	1992-06-26	Paper
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 \({\mathbb{D}}^ 1)\)	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3801511	1987-01-01	Paper
Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3777135	1985-01-01	Paper
On tightness and stopping times	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3667706	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4742046	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3943750	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3956157	1982-01-01	Paper
Existence of weak solutions for stochastic differential equations with driving semimartingales	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3908230	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3924937	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3871644	1980-01-01	Paper
[https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3868540	1979-01-01	Paper
[https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles]	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4164593	1978-01-01	Paper
[https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4144527	1976-01-01	Paper

Research outcomes over time

Doctoral students

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