H'elene Gu'erin

Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process

F. Malrieu, J. Fontbona, H'elene Gu'erin, 2010, Advances in Applied Probability.

Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view

H'elene Gu'erin, Jean-François Renaud, J. Renaud, 2014, Advances in Applied Probability.

Long time behavior of telegraph processes under convex potentials

Florent Malrieu, Joaquin Fontbona, F. Malrieu, 2015, 1507.03503.

On the distribution of cumulative Parisian ruin

H'elene Gu'erin, Jean-François Renaud, 2015, 1509.06857.

Estimates for the density of a nonlinear Landau process

Eulalia Nualart, Sylvie M'el'eard, E. Nualart, 2005, math/0510439.