Laure Coutin
Identifiers
- name variant Laure Coutin 0.60 · backfill
Papers (10)
- Fixed-Point Estimation of the Drift Parameter in Stochastic Differential Equations Driven by Rough Multiplicative Fractional Noise math.ST · 2025 · author #2
- Joint law of the hitting time, overshoot and undershoot for a L\'evy process math.PR · 2016 · author #1
- Invariance for Rough Differential Equations math.PR · 2016 · author #1
- Stein's method for Brownian approximations math.PR · 2012 · author #1
- Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process math.PR · 2011 · author #2
- Sharp large deviations for the fractional Ornstein-Uhlenbeck process math.PR · 2008 · author #2
- A Markov model for the spread of Hepatitis C math.PR · 2008 · author #1
- Good rough path sequences and applications to anticipating stochastic calculus math.PR · 2007 · author #1
- Operators associated with stochastic differential equations driven by fractional Brownian motions math.PR · 2005 · author #2
- Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus math.PR · 2005 · author #1
Mentions
- 2507.09787 #2 · arxiv_oai · confidence 0.70 Laure Coutin
- 1207.3517 #1 · backfill · confidence 0.70 Laure Coutin
- 1111.6086 #2 · backfill · confidence 0.70 Laure Coutin
- 0810.4491 #2 · backfill · confidence 0.70 Laure Coutin
- 0809.1824 #1 · backfill · confidence 0.70 Laure Coutin
- 0707.4546 #1 · backfill · confidence 0.70 Laure Coutin
Frequent Coauthors
- Bernard Bercu 2 shared papers
- Laurent Decreusefond (LTCI) 2 shared papers
- Nicolas Marie 2 shared papers
- Nicolas Savy 2 shared papers
- Nicolas Victoir 2 shared papers
- Peter Friz 2 shared papers
- Chiara Amorino 1 shared papers
- Fabrice Baudoin 1 shared papers
- Jean-Stephane Dhersin (IG) 1 shared papers
- Waly Ngom 1 shared papers