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Coutin L.
Estimation des coefficients d'un processus càd-làg
observé à des temps discrets. Estimation of coefficients
of right continous- left limited process with time discrete observations.
( french) Publication de l'Institut de Statistiques de l'Université
de Paris, XXXVIII, fasc.3, 1994, 87-109
Coutin, L.
Filtrage d'un systeme càd-làg : application du calcul
stochastiques des variations à l'existence d'une densité.
( Filtering of a right continuous-left limited system: application of stochastic
calculus of variations to the study of the density). ( french)
Stochastic and Stochastic reports, 1996, vol 58, 209-243.
Carmona, P.; Coutin, L.
Fractional Brownian motion and the Markov property
ECP
Vol 3 (1998) Paper 12
Coutin, L. and Decreusefond, L. Filtering theory for solutions of stochastic differential equations driven by fractional Brownian motions The Annals of Applied Probability (1999)
Carmona, P.; Coutin, L.
Simultaneous approximations of a family of (stochastic) differential
equationsSystèmes différentiels fractionnaires (Paris
1998), 69-74, E.S.A.I.M. %Proc., 5, Soc. Math. Appl. Indust.
Coutin, L. and Decreusefond, L.
Volterra differential equations with singular kernel
Proceeding of the Workshop on Mathematical Physic and Stochastic Analysis,
Cruzeiro, A.B. and Zambrini, J.C. , Birkhauser, 2000;
Carmona, P.; Coutin, L. and Montseny G.
Approximation of some Gaussian processes
Statistical Inference for Stochastic Processes 3: 161-171, 2000
Coutin, L.; Nualart, D. and Tudor, C.
Tanaka formula for fractional Brownian motion
Stochastic Processes and their Application 94 (2001)301-315,
Coutin, L.; Qian, Z.
Stochastic rough path analysis and fractional Brownian motion
Probab. Theory Relat. Fields 122, 108-140 (2002)
Carmona, P.; Coutin, L. and Montseny G.
Stochastic integration with respect to fractional Brownian motion
Ann. I. H. Poincaré -PR 39, 1 (2003) 27-68.