3

Fractional Brownian Motion and the Markov Property

Carmona, Philippe, Coutin, Laure
Journal:
Electronic Communications in Probability
Year:
1998
Language:
english
File:
PDF, 318 KB
english, 1998
6

Approximation of Some Gaussian Processes

Philippe Carmona, Laure Coutin, G. Montseny
Journal:
Statistical Inference for Stochastic Processes
Year:
2000
Language:
english
File:
PDF, 74 KB
english, 2000
9

Rough paths via sewing Lemma

Coutin, Laure
Journal:
ESAIM Probability and Statistics
Year:
2012
Language:
english
File:
PDF, 1.73 MB
english, 2012
11

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

Coutin, Laure, Dorobantu, Diana
Journal:
Bernoulli
Year:
2011
Language:
english
File:
PDF, 128 KB
english, 2011
12

Tanaka formula for the fractional Brownian motion

Laure Coutin, David Nualart, Ciprian A. Tudor
Journal:
Stochastic Processes and their Applications
Year:
2001
Language:
english
File:
PDF, 139 KB
english, 2001
14

Invariance for rough differential equations

Coutin, Laure, Marie, Nicolas
Journal:
Stochastic Processes and their Applications
Year:
2016
Language:
english
File:
PDF, 458 KB
english, 2016
18

Joint distribution of a Lévy process and its running supremum

Coutin, Laure, Pontier, Monique, Ngom, Waly
Journal:
Journal of Applied Probability
Year:
2018
Language:
english
File:
PDF, 257 KB
english, 2018
20

Enhanced Gaussian processes and applications

Coutin, Laure, Victoir, Nicolas
Journal:
ESAIM Probability and Statistics
Year:
2009
Language:
english
File:
PDF, 224 KB
english, 2009
22

On a fractional stochastic Hodgkin–Huxley model

Coutin, Laure, Guglielmi, Jean-Marc, Marie, Nicolas
Journal:
International Journal of Biomathematics
Year:
2018
Language:
english
File:
PDF, 1015 KB
english, 2018