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hal-00265469v1  Journal articles
Laure CoutinLaurent Decreusefond. Volterra differential equations with singular kernels
Proceeding of the Workshop on Mathematical Physic and Stochastic Analisys, 2000, pp.1
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hal-00374879v3  Journal articles
Laure CoutinDiana Dorobantu. First passage time law for some jump-diffusion processes : existence of a density
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2011, 17 (4), pp.1127-1135. ⟨10.3150/10-BEJ323⟩
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hal-01738230v2  Journal articles
Laure CoutinJean-Marc GuglielmiNicolas Marie. On a Fractional Stochastic Hodgkin-Huxley Model
International Journal of Biomathematics, World Scientific, 2018, 11 (5), pp.1850061. ⟨10.1142/S1793524518500614⟩
hal-00693627v1  Journal articles
Fabienne ComteLaure CoutinEric Renault. Affine fractional stochastic volatility models
Annals of Finance, Springer Verlag, 2012, 8 (2-3), pp.337-378
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hal-02098892v1  Journal articles
Laure CoutinLaurent Decreusefond. Donsker's theorem in {Wasserstein}-1 distance
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2020, 25, pp.1--13
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hal-00986189v1  Journal articles
Laure CoutinLaurent Decreusefond. Higher order approximations via Stein's method
Communications on Stochastic Analysis, 2014, pp.~
hal-01976746v1  Journal articles
Bernard BercuLaure CoutinNicolas Savy. Sharp large deviations for the fractional Ornstein - Uhlenbeck process
Teoriya Veroyatnostei i ee Primeneniya, Steklov Mathematical Institute of Russian Academy of Sciences, 2010, 55 (4), pp.732-771
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inria-00000411v1  Journal articles
Laure CoutinAntoine Lejay. Semi-martingales and rough paths theory
Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2005, 10 (23), pp.761-785
hal-02286879v1  Journal articles
Laure CoutinLaurent Decreusefond. Higher order expansions via Stein's method
Communications on Stochastic Analysis, 2014, 8 (2), pp.155-168
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hal-00717812v2  Journal articles
Laure CoutinLaurent Decreusefond. Stein's method for Brownian approximations
Communications on Stochastic Analysis, 2013, 7 (3), pp.349-372
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hal-01527939v1  Journal articles
Laure CoutinWaly NgomMonique Pontier. Joint distribution of a Lévy process and its running supremum
Journal of Applied Probability, Cambridge University press, 2018, 55 (2), pp.488-512. ⟨10.1017/jpr.2018.32⟩
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hal-00722900v3  Journal articles
Laure CoutinAntoine Lejay. Perturbed linear rough differential equations
Annales Mathématiques Blaise Pascal, Université Blaise-Pascal - Clermont-Ferrand, 2014, 21 (1), pp.103-150. ⟨10.5802/ambp.338⟩
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hal-01551694v3  Journal articles
Laure CoutinLaurent Decreusefond. Stein's method for rough paths
Potential Analysis, Springer Verlag, 2020, 53, pp.387--406. ⟨10.1007/s11118-019-09773-z⟩
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hal-02148440v2  Journal articles
Ismaël BailleulAntoine BraultLaure Coutin. Young and rough differential inclusions
Revista Matemática Iberoamericana, European Mathematical Society, 2021, 37 (4), pp.1489 - 1512. ⟨10.4171/rmi/1236⟩
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hal-00875670v6  Journal articles
Laure CoutinAntoine Lejay. Sensitivity of rough differential equations: an approach through the Omega lemma
Journal of Differential Equations, Elsevier, 2018, 264 (6), pp.3899-3917. ⟨10.1016/j.jde.2017.11.031⟩
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inria-00509875v1  Documents associated with scientific events
Nicolas SavyBernard BercuLaure Coutin. Grandes déviations précises pour un Ornstein Uhlenbeck Fractionnaire.
Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France
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hal-00808604v1  Journal articles
Patrice AbryPierre ChainaisLaure CoutinVladas Pipiras. Multifractal Random Walks as Fractional Wiener Integrals
IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2009, 55 (8), pp.3825-3846. ⟨10.1109/TIT.2009.2023708⟩
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hal-03659933v1  Journal articles
Laure Coutin. Estimation Des Coefficients d’un processus CADLAG Observéà Des temps Discrets
Annales de l'ISUP, Publications de l’Institut de Statistique de l’Université de Paris, 1994, XXXVIII (3), pp.87-109
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hal-01519399v1  Journal articles
Laure CoutinNicolas Marie. Invariance for Rough Differential Equations
Stochastic Processes and their Applications, Elsevier, 2016, 127 (7), pp.2373-2395. ⟨10.1016/j.spa.2016.11.002⟩
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hal-00320363v3  Journal articles
Laure CoutinLaurent DecreusefondJean-Stephane Dhersin. A Markov model for the spread of viruses in an open population
Journal of Applied Probability, Cambridge University press, 2010, 47 (4), pp.976--996. ⟨10.1239/jap/1294170513⟩
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hal-03252856v2  Journal articles
Laure CoutinNicolas MariePaul Raynaud de Fitte. On a Set-Valued Young Integral with Applications to Differential Inclusions
Journal of Mathematical Analysis and Applications, Elsevier, 2022, 512 (1), 22 p. ⟨10.1016/j.jmaa.2022.126104⟩
hal-00386239v1  Journal articles
Bernard BercuLaure CoutinNicolas Savy. Sharp large deviations for the fractional Ornstein-Uhlenbeck process
SIAM Theory of Probability and its Applications, Society for Industrial and Applied Mathematics, 2011, 55 (4), pp.575-610
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hal-00645074v1  Journal articles
Bernard BercuLaure CoutinNicolas Savy. Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Stochastic Processes and their Applications, Elsevier, 2012, 122, pp.3393-3424. ⟨10.1016/j.spa.2012.06.006⟩