Jean-Christophe Breton

Available identifiers

zbMath Open breton.jean-christopheMaRDI QIDQ404131

List of research outcomes

Publication	Date of Publication	Type
A q -binomial extension of the CRR asset pricing model	2023-11-23	Paper
Wasserstein distance estimates for jump-diffusion processes	2022-12-09	Paper
Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus	2022-01-26	Paper
Some recent advances for limit theorems	2020-07-27	Paper
Integrability and Regularity of the Flow of Stochastic Differential Equations with Jumps	2020-04-28	Paper
Macroscopic analysis of determinantal random balls	2019-04-30	Paper
On the limiting law of the length of the longest common and increasing subsequences in random words	2017-05-18	Paper
Infinite dimensional functional convergences in random balls model	2016-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q3462067	2016-01-04	Paper
Factorial moments of point processes	2014-09-04	Paper
Convex comparison inequalities for non-Markovian stochastic integrals	2014-04-17	Paper
Functional macroscopic behavior of weighted random ball model	2013-12-03	Paper
Asymptotic Cramér type decomposition for Wiener and Wigner integrals	2013-10-17	Paper
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion	2013-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q4915077	2013-04-16	Paper
Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity	2012-09-19	Paper
Erratum to: Convex ordering for random vectors using predictable representation	2012-07-31	Paper
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size	2012-04-04	Paper
Bounds on option prices in point process diffusion models	2011-04-27	Paper
Regularity of the laws of shot noise series and of related processes	2010-04-23	Paper
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion	2009-11-20	Paper
Rescaled weighted random ball models and stable self-similar random fields	2009-10-13	Paper
On Finite Range Stable-Type Concentration	2009-02-19	Paper
Convex ordering for random vectors using predictable representation	2008-11-25	Paper
Convergence in variation of the joint laws of multiple stable stochastic integrals	2008-04-03	Paper
Local limit theorem for the supremum of an empirical process for i.i.d. random variables	2008-01-16	Paper
Local Invariance Principle for Independent and Identically Distributed Random Variables	2007-09-17	Paper
Dimension free and infinite variance tail estimates on Poisson space	2007-06-07	Paper
Convergence in variation of the joint laws of multiple Wiener-Itô integrals	2006-11-15	Paper
Absolute continuity of joint laws of multiple stable stochastic integrals	2005-05-20	Paper
Convergence in variation of the laws of multiple stable integrals.	2004-03-15	Paper
Multiple stable stochastic integrals: Series representation and absolute continuity of their law	2003-04-03	Paper
Local invariance principle for i. i. d. random variables	2002-10-21	Paper
Absolute continuity of joint laws of multiple stable integrals	2002-08-04	Paper
Multiple stable integrals: Representation, absolute continuity of their law	2001-05-07	Paper

Research outcomes over time

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