Laure Coutin

发表

Joint distribution of a Lévy process and its running supremum

Laure Coutin, Monique Pontier, Waly Ngom, 2018, J. Appl. Probab..

Multifractal Random Walks as Fractional Wiener Integrals

Patrice Abry, Vladas Pipiras, Pierre Chainais, 2009, IEEE Transactions on Information Theory.

Rates of convergence for the number of zeros of random trigonometric polynomials

Laure Coutin, Liliana Peralta, L. Coutin, 2021, Bernoulli.

Diffusive limits of Lipschitz functionals of Poisson measures

Laurent Decreusefond, Pascal Moyal, Laure Coutin, 2021 .

On a Set-Valued Young Integral with Applications to Differential Inclusions

Nicolas Marie, Laure Coutin, Paul Raynaud de Fitte, 2021 .

Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process

Laure Coutin, Bernard Bercu, Nicolas Savy, 2008, 0810.4491.

Sharp large deviations for the fractional Ornstein - Uhlenbeck process@@@Sharp large deviations for the fractional Ornstein - Uhlenbeck process

Laure Coutin, Bernard Bercu, Nicolas Savy, 2010 .

Operators associated with stochastic differential equations driven by fractional Brownian motions

Laure Coutin, Fabrice Baudoin, 2005 .

Good rough path sequences and applications to anticipating stochastic calculus

Laure Coutin, Nicolas Victoir, Peter Friz, 2007, 0707.4546.

Approximation of Some Gaussian Processes

Laure Coutin, G. Montseny, L. Coutin, 2000 .

First passage time law for some Lévy processes with compound Poisson: Existence of a density

Laure Coutin, Diana Dorobantu, 2011 .

Stein's method for Brownian approximations

Laurent Decreusefond, Laure Coutin, L. Decreusefond, 2012, 1207.3517.

First passage time law for some jump-diffusion processes : existence of a density

Laure Coutin, Diana Dorobantu, 2009 .

Stochastic analysis, rough path analysis and fractional Brownian motions

Laure Coutin, Zhongmin Qian, Z. Qian, 2002 .