Coutin, Laure; Dorobantu, Diana First passage time law for some Lévy processes with compound Poisson: existence of a density. (English) Zbl 1230.60049 Bernoulli 17, No. 4, 1127-1135 (2011). MSC: 60G51 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{D. Dorobantu}, Bernoulli 17, No. 4, 1127--1135 (2011; Zbl 1230.60049) Full Text: DOI arXiv
Coutin, Laure; Victoir, Nicolas Enhanced Gaussian processes and applications. (English) Zbl 1181.60057 ESAIM, Probab. Stat. 13, 247-260 (2009). MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{N. Victoir}, ESAIM, Probab. Stat. 13, 247--260 (2009; Zbl 1181.60057) Full Text: DOI EuDML
Coutin, Laure; Friz, Peter; Victoir, Nicolas Good rough path sequences and applications to anticipating stochastic calculus. (English) Zbl 1132.60053 Ann. Probab. 35, No. 3, 1172-1193 (2007). Reviewer: Michael Högele (Berlin) MSC: 60H99 60H10 PDFBibTeX XMLCite \textit{L. Coutin} et al., Ann. Probab. 35, No. 3, 1172--1193 (2007; Zbl 1132.60053) Full Text: DOI arXiv