Laure Coutin

Available identifiers

zbMath Open coutin.laureMaRDI QIDQ180855

List of research outcomes

Publication	Date of Publication	Type
Diffusive limits of Lipschitz functionals of Poisson measures	2024-04-09	Paper
PDE for the joint law of the pair of a continuous diffusion and its running maximum	2024-02-20	Paper
Invertibility of functionals of the Poisson process and applications	2023-07-06	Paper
Rates of convergence for the number of zeros of random trigonometric polynomials	2023-06-02	Paper
The It{\^o}-Tanaka Trick: a non-semimartingale approach	2022-08-02	Paper
On a set-valued Young integral with applications to differential inclusions	2022-03-23	Paper
Young and rough differential inclusions	2021-07-05	Paper
Stein's method for rough paths	2020-07-20	Paper
Donsker's theorem in Wasserstein-1 distance	2020-05-26	Paper
Existence and regularity of law density of a pair (diffusion, first component running maximum)	2019-09-05	Paper
Joint distribution of a Lévy process and its running supremum	2018-09-26	Paper
On a fractional stochastic Hodgkin–Huxley model	2018-08-08	Paper
Sensitivity of rough differential equations: an approach through the omega lemma	2018-01-19	Paper
Multifractal Random Walks as Fractional Wiener Integrals	2017-08-08	Paper
Invariance for rough differential equations	2017-06-22	Paper
Volterra differential equations with singular kernels	2017-03-24	Paper
Joint law of the hitting time, overshoot and undershoot for a L\'evy process	2016-03-08	Paper
Perturbed linear rough differential equations	2014-08-12	Paper
Higher order expansions via Stein method	2014-05-01	Paper
Rough pathsviasewing Lemma	2013-05-14	Paper
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process	2012-09-12	Paper
Stein's method for Brownian approximations	2012-07-15	Paper
Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process	2012-05-04	Paper
First passage time law for some Lévy processes with compound Poisson: existence of a density	2011-12-28	Paper
A Markov Model for the Spread of Viruses in an Open Population	2011-01-13	Paper
Enhanced Gaussian processes and applications	2010-01-21	Paper
Self-similarity and fractional Brownian motion on Lie groups	2009-11-20	Paper
A Markov model for the spread of Hepatitis C	2008-09-10	Paper
https://portal.mardi4nfdi.de/entity/Q5446073	2008-03-06	Paper
Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet	2007-11-30	Paper
An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion	2007-10-31	Paper
Good rough path sequences and applications to anticipating stochastic calculus	2007-06-22	Paper
Operators associated with a stochastic differential equation driven by fractional Brownian motions	2007-05-03	Paper
Semi-martingales and rough paths theory	2006-11-03	Paper
SDE solutions, at small times, driven by fractional Brownian motions.	2005-08-01	Paper
Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus	2005-01-13	Paper
Tanaka formula for the fractional Brownian motion.	2004-11-26	Paper
Stochastic integration with respect to fractional Brownian motion	2003-04-27	Paper
Approximation of some processes	2002-05-23	Paper
Stochastic differential equations for fractional Brownian motions	2002-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q2752090	2002-02-20	Paper
Stochastic analysis, rough path analysis and fractional Brownian motions.	2002-01-01	Paper
Intégrale stochastique pour le mouvement brownien fractionnaire	2000-12-13	Paper
Abstract nonlinear filtering theory in the presence of fractional Brownian motion	2000-09-04	Paper
Fractional Brownian motion and the Markov property	1999-03-31	Paper
Simultaneaous approximation of a family of (stochastic) differential equations	1999-01-27	Paper
Filtrage d'un système càd-làg:application du calcul des variations stochastiques à l'existence d'une densiteé	1997-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q4311945	1994-11-30	Paper

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This page was built for person: Laure Coutin