Edit Profile (opens in new tab) Decreusefond, Laurent Compute Distance To: Compute Author ID: decreusefond.laurent Published as: Decreusefond, Laurent; Decreusefond, L. External Links: MGP · ORCID · Wikidata · GND · IdRef · theses.fr Documents Indexed: 45 Publications since 1993, including 4 Books 3 Contributions as Editor Co-Authors: 27 Co-Authors with 38 Joint Publications 603 Co-Co-Authors all top 5 Co-Authors 10 single-authored 8 Ustunel, Ali Suleyman 6 Moyal, Pascal 5 Coutin, Laure 3 Flint, Ian 3 Savy, Nicolas 2 Dhersin, Jean-Stéphane 2 Ferraz, E. 2 Nualart, David 2 Øksendal, Bernt Karsten 2 Vergne, Anaïs 1 Besançon, Eustache 1 Camilier, Isabelle 1 Gjerde, Jon 1 Halconruy, Hélène 1 Hu, Yaozhong 1 Joulin, Aldéric 1 Korezlioglu, Hayri 1 Maruani, Alain 1 Moroz, Guillaume 1 Najim, Jamal 1 Randriambololona, Hugues 1 Schulte, Matthias 1 Thäle, Christoph 1 Tran, Viet Chi 1 van Dijk, Nico M. 1 Vasseur, Aurélien 1 Zémor, Gilles all top 5 Serials 4 The Annals of Applied Probability 4 Potential Analysis 2 The Annals of Probability 2 Journal of Applied Probability 2 Journal of Functional Analysis 2 Stochastic Processes and their Applications 2 Comptes Rendus de l’Académie des Sciences. Série I 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Progress in Probability 1 Advances in Applied Probability 1 Performance Evaluation 1 Queueing Systems 1 Combinatorics, Probability and Computing 1 Electronic Communications in Probability 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Markov Processes and Related Fields 1 Communications on Stochastic Analysis 1 International Journal of Stochastic Analysis 1 Journal of Probability and Statistics 1 Bocconi & Springer Series 1 Springer Proceedings in Mathematics & Statistics 1 Modern Stochastics. Theory and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Collection Méthodes Stochastiques Appliquées all top 5 Fields 46 Probability theory and stochastic processes (60-XX) 4 General and overarching topics; collections (00-XX) 4 Information and communication theory, circuits (94-XX) 3 Combinatorics (05-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Operations research, mathematical programming (90-XX) 2 Biology and other natural sciences (92-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Algebraic topology (55-XX) 1 Numerical analysis (65-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 32 Publications have been cited 583 times in 501 Documents Cited by ▼ Year ▼ Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034Decreusefond, Laurent; Üstünel, Ali Süleyman 303 1999 Large graph limit for an SIR process in random network with heterogeneous connectivity. Zbl 1263.92040Decreusefond, Laurent; Dhersin, Jean-Stéphane; Moyal, Pascal; Tran, Viet Chi 29 2012 Stochastic integration with respect to Volterra processes. Zbl 1071.60040Decreusefond, L. 24 2005 Fractional Brownian motion: Theory and applications. Zbl 0914.60019Decreusefond, Laurent; Üstünel, Ali Süleyman 20 1998 Simplicial homology of random configurations. Zbl 1296.60127Decreusefond, L.; Ferraz, E.; Randriambololona, H.; Vergne, A. 19 2014 Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058Coutin, L.; Decreusefond, L. 15 1999 Stochastic Volterra equations with singular kernels. Zbl 0986.60059Coutin, L.; Decreusefond, L. 15 2001 Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry. Zbl 1347.60027Decreusefond, Laurent; Schulte, Matthias; Thäle, Christoph 15 2016 A functional central limit theorem for the \(M/GI/\infty \) queue. Zbl 1154.60347Decreusefond, Laurent; Moyal, Pascal 14 2008 Hitting times for Gaussian processes. Zbl 1135.60019Decreusefond, Laurent; Nualart, David 14 2008 Regularity properties of some stochastic Volterra integrals with singular kernel. Zbl 0994.60061Decreusefond, L. 13 2002 Fluid limit of a heavily loaded EDF queue with impatient customers. Zbl 1154.60072Decreusefond, L.; Moyal, P. 11 2008 Moment formulae for general point processes. Zbl 1297.60031Decreusefond, L.; Flint, I. 9 2014 Anticipative calculus with respect to filtered Poisson processes. Zbl 1095.60016Decreusefond, L.; Savy, N. 9 2006 Perturbation analysis and Malliavin calculus. Zbl 0952.60050Decreusefond, L. 7 1998 Stochastic integration with respect to fractional Brownian motion. Zbl 1033.60065Decreusefond, Laurent 7 2003 Flow properties of differential equations driven by fractional Brownian motion. Zbl 1135.60034Decreusefond, Laurent; Nualart, David 6 2007 Stochastic integration with respect to Gaussian processes. Zbl 1074.60066Decreusefond, Laurent 5 2002 The Stein-Dirichlet-Malliavin method. Zbl 1360.60050Decreusefond, L. 5 2015 Wasserstein distance on configuration space. Zbl 1144.60004Decreusefond, L. 5 2008 Stochastic modeling and analysis of telecoms networks. Zbl 1282.60002Decreusefond, Laurent; Moyal, Pascal 5 2012 Quasi-invariance and integration by parts for determinantal and permanental processes. Zbl 1203.60050Camilier, I.; Decreusefond, L. 5 2010 Upper bounds on rubinstein distances on configuration spaces and applications. Zbl 1331.60083Decreusefond, Laurent; Joulin, Aldéric; Savy, Nicolas 5 2010 A note on the simulation of the Ginibre point process. Zbl 1334.60081Decreusefond, Laurent; Flint, Ian; Vergne, Anais 4 2015 Malliavin and Dirichlet structures for independent random variables. Zbl 1422.60092Decreusefond, Laurent; Halconruy, Hélène 4 2019 Stein’s method for rough paths. Zbl 1453.60165Coutin, L.; Decreusefond, L. 4 2020 On the error-correcting capabilities of cycle codes of graphs. Zbl 0943.94016Decreusefond, Laurent; Zémor, Gilles 3 1997 On the one dimensional Poisson random geometric graph. Zbl 1239.60085Decreusefond, Laurent; Ferraz, E. 3 2011 Stein’s method for diffusive limits of queueing processes. Zbl 1461.60071Besançon, Eustache; Decreusefond, Laurent; Moyal, Pascal 2 2020 Asymptotics of superposition of point processes. Zbl 1396.60053Decreusefond, L.; Vasseur, A. 1 2015 Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100Coutin, Laure; Decreusefond, Laurent 1 2020 A Markov model for the spread of viruses in an open population. Zbl 1223.60067Coutin, L.; Decreusefond, L.; Dhersin, J. S. 1 2010 Stein’s method for rough paths. Zbl 1453.60165Coutin, L.; Decreusefond, L. 4 2020 Stein’s method for diffusive limits of queueing processes. Zbl 1461.60071Besançon, Eustache; Decreusefond, Laurent; Moyal, Pascal 2 2020 Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100Coutin, Laure; Decreusefond, Laurent 1 2020 Malliavin and Dirichlet structures for independent random variables. Zbl 1422.60092Decreusefond, Laurent; Halconruy, Hélène 4 2019 Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry. Zbl 1347.60027Decreusefond, Laurent; Schulte, Matthias; Thäle, Christoph 15 2016 The Stein-Dirichlet-Malliavin method. Zbl 1360.60050Decreusefond, L. 5 2015 A note on the simulation of the Ginibre point process. Zbl 1334.60081Decreusefond, Laurent; Flint, Ian; Vergne, Anais 4 2015 Asymptotics of superposition of point processes. Zbl 1396.60053Decreusefond, L.; Vasseur, A. 1 2015 Simplicial homology of random configurations. Zbl 1296.60127Decreusefond, L.; Ferraz, E.; Randriambololona, H.; Vergne, A. 19 2014 Moment formulae for general point processes. Zbl 1297.60031Decreusefond, L.; Flint, I. 9 2014 Large graph limit for an SIR process in random network with heterogeneous connectivity. Zbl 1263.92040Decreusefond, Laurent; Dhersin, Jean-Stéphane; Moyal, Pascal; Tran, Viet Chi 29 2012 Stochastic modeling and analysis of telecoms networks. Zbl 1282.60002Decreusefond, Laurent; Moyal, Pascal 5 2012 On the one dimensional Poisson random geometric graph. Zbl 1239.60085Decreusefond, Laurent; Ferraz, E. 3 2011 Quasi-invariance and integration by parts for determinantal and permanental processes. Zbl 1203.60050Camilier, I.; Decreusefond, L. 5 2010 Upper bounds on rubinstein distances on configuration spaces and applications. Zbl 1331.60083Decreusefond, Laurent; Joulin, Aldéric; Savy, Nicolas 5 2010 A Markov model for the spread of viruses in an open population. Zbl 1223.60067Coutin, L.; Decreusefond, L.; Dhersin, J. S. 1 2010 A functional central limit theorem for the \(M/GI/\infty \) queue. Zbl 1154.60347Decreusefond, Laurent; Moyal, Pascal 14 2008 Hitting times for Gaussian processes. Zbl 1135.60019Decreusefond, Laurent; Nualart, David 14 2008 Fluid limit of a heavily loaded EDF queue with impatient customers. Zbl 1154.60072Decreusefond, L.; Moyal, P. 11 2008 Wasserstein distance on configuration space. Zbl 1144.60004Decreusefond, L. 5 2008 Flow properties of differential equations driven by fractional Brownian motion. Zbl 1135.60034Decreusefond, Laurent; Nualart, David 6 2007 Anticipative calculus with respect to filtered Poisson processes. Zbl 1095.60016Decreusefond, L.; Savy, N. 9 2006 Stochastic integration with respect to Volterra processes. Zbl 1071.60040Decreusefond, L. 24 2005 Stochastic integration with respect to fractional Brownian motion. Zbl 1033.60065Decreusefond, Laurent 7 2003 Regularity properties of some stochastic Volterra integrals with singular kernel. Zbl 0994.60061Decreusefond, L. 13 2002 Stochastic integration with respect to Gaussian processes. Zbl 1074.60066Decreusefond, Laurent 5 2002 Stochastic Volterra equations with singular kernels. Zbl 0986.60059Coutin, L.; Decreusefond, L. 15 2001 Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034Decreusefond, Laurent; Üstünel, Ali Süleyman 303 1999 Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058Coutin, L.; Decreusefond, L. 15 1999 Fractional Brownian motion: Theory and applications. Zbl 0914.60019Decreusefond, Laurent; Üstünel, Ali Süleyman 20 1998 Perturbation analysis and Malliavin calculus. Zbl 0952.60050Decreusefond, L. 7 1998 On the error-correcting capabilities of cycle codes of graphs. Zbl 0943.94016Decreusefond, Laurent; Zémor, Gilles 3 1997 all cited Publications top 5 cited Publications all top 5 Cited by 594 Authors 26 Nualart, David 20 Jumarie, Guy M. 20 Yan, Litan 17 Decreusefond, Laurent 11 Fan, Xiliang 10 Schulte, Matthias 9 Maslowski, Bohdan 9 Ouknine, Youssef 9 Tindel, Samy 9 Tudor, Ciprian A. 8 León, Jorge A. 8 Moyal, Pascal 8 Thäle, Christoph 7 Bender, Christian 7 Coutin, Laure 7 Yu, Xianye 6 Jolis, Maria 6 Peccati, Giovanni 6 Privault, Nicolas 6 Ramanan, Kavita 5 Čoupek, Petr 5 Duncan, Tyrone E. 5 Friz, Peter Karl 5 House, Thomas 5 Kaspi, Haya 5 Kleptsyna, Marina L. 5 Owada, Takashi 5 Reitzner, Matthias 5 Sun, Xichao 4 Alpay, Daniel Aron 4 Baudoin, Fabrice 4 Cass, Thomas Richard 4 Gulisashvili, Archil 4 Hu, Yaozhong 4 Kiss, István Z. 4 Lakhel, El Hassan 4 Le Breton, Alain 4 Leung, Ka Yin 4 Mishura, Yuliya Stepanivna 4 Pang, Guodong 4 Pasik-Duncan, Bozenna 4 Proske, Frank Norbert 4 Russo, Francesco 4 Saussereau, Bruno 4 Słomiński, Leszek 4 Viens, Frederi G. 4 Wu, Jianglun 4 Yang, Qigui 4 Zeng, Caibin 3 Alòs, Elisa 3 Atar, Rami 3 Ball, Frank G. 3 Baños, David R. 3 Bardina, Xavier 3 Biswas, Anup 3 Diekmann, Odo 3 Dzhaparidze, Kacha 3 Elbarrimi, Oussama 3 Es-Sebaiy, Khalifa 3 Garrido-Atienza, María José 3 Guo, Feng 3 Kruk, Łukasz 3 Last, Günter 3 León, José Rafael R. 3 Levanony, David 3 Li, Zhi 3 Lim, Nengli 3 Ludeña, Carenne C. 3 Nourdin, Ivan 3 Ouyang, Cheng 3 Pei, Bin 3 Prakasa Rao, B. L. S. 3 Richard, Alexandre 3 Schmalfuß, Björn 3 Shen, Guangjun 3 Shi, Yufeng 3 Simon, Peter L. 3 Song, Xiaoming 3 Sun, Xiaoxia 3 Vergne, Anaïs 3 Victoir, Nicolas B. 3 Viot, Michel 3 Wang, Zhi 3 Wen, Jiaqiang 3 Xiong, Jie 3 Xu, Yong 3 Yin, Xiuwei 3 Yuan, Chenggui 3 Zhang, Shaoqin 3 Ziemkiewicz, Bartosz 2 Abundo, Mario 2 Aghajani, Reza 2 Amirdjanova, Anna 2 Anh, Vo V. 2 Attia, Haim 2 Bachmann, Sascha 2 Balan, Raluca M. 2 Barndorff-Nielsen, Ole Eiler 2 Beneš, Viktor 2 Benth, Fred Espen ...and 494 more Authors all top 5 Cited in 135 Serials 62 Stochastic Processes and their Applications 28 Stochastic Analysis and Applications 25 Statistics & Probability Letters 18 The Annals of Applied Probability 17 The Annals of Probability 17 Stochastics and Dynamics 16 Stochastics 14 Bernoulli 12 Journal of Theoretical Probability 11 Journal of Functional Analysis 9 Advances in Applied Probability 9 Journal of Mathematical Biology 8 Journal of Applied Probability 8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 7 Journal of Mathematical Analysis and Applications 7 Journal of Differential Equations 7 Electronic Journal of Probability 6 Queueing Systems 6 Infinite Dimensional Analysis, Quantum Probability and Related Topics 5 Journal of Statistical Physics 5 Chaos, Solitons and Fractals 5 Applied Mathematics Letters 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Potential Analysis 4 Computers & Mathematics with Applications 4 Bulletin of Mathematical Biology 4 Applied Mathematics and Optimization 4 Mathematics of Operations Research 4 Probability Theory and Related Fields 4 Communications in Statistics. Theory and Methods 4 Random Operators and Stochastic Equations 4 Electronic Communications in Probability 4 Journal of Applied Mathematics and Computing 3 Mathematical Biosciences 3 Physica A 3 Insurance Mathematics & Economics 3 Mathematical Finance 3 Abstract and Applied Analysis 3 Discrete and Continuous Dynamical Systems. Series B 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 SIAM Journal on Financial Mathematics 3 International Journal of Stochastic Analysis 3 Modern Stochastics. Theory and Applications 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 2 Lithuanian Mathematical Journal 2 Applied Mathematics and Computation 2 Czechoslovak Mathematical Journal 2 Journal of Computational and Applied Mathematics 2 Proceedings of the American Mathematical Society 2 Transactions of the American Mathematical Society 2 Advances in Applied Mathematics 2 Bulletin of the Korean Mathematical Society 2 Applications of Mathematics 2 Discrete Event Dynamic Systems 2 Applied Mathematical Modelling 2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 2 Theory of Probability and Mathematical Statistics 2 Bulletin des Sciences Mathématiques 2 Chaos 2 Acta Mathematica Sinica. English Series 2 Methodology and Computing in Applied Probability 2 Brazilian Journal of Probability and Statistics 2 Scandinavian Actuarial Journal 2 Nonlinear Analysis. Real World Applications 2 Advances in Difference Equations 2 Frontiers of Mathematics in China 2 Electronic Journal of Statistics 2 Afrika Matematika 2 Stochastic Systems 1 Biological Cybernetics 1 Communications in Mathematical Physics 1 International Journal of Control 1 Journal of the Franklin Institute 1 Letters in Mathematical Physics 1 Problems of Information Transmission 1 Acta Mathematica Vietnamica 1 The Annals of Statistics 1 Collectanea Mathematica 1 Journal of Graph Theory 1 Kybernetes 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Mathematische Zeitschrift 1 Nagoya Mathematical Journal 1 Numerical Functional Analysis and Optimization 1 Quarterly of Applied Mathematics 1 SIAM Journal on Control and Optimization 1 Zeitschrift für Analysis und ihre Anwendungen 1 Applied Mathematics and Mechanics. (English Edition) 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Complexity 1 Mathematical and Computer Modelling 1 Journal of Scientific Computing 1 Journal of Integral Equations and Applications 1 Journal of Applied Mathematics and Stochastic Analysis 1 Random Structures & Algorithms 1 International Journal of Adaptive Control and Signal Processing 1 Journal of Statistical Computation and Simulation 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Stochastics and Stochastics Reports ...and 35 more Serials all top 5 Cited in 36 Fields 456 Probability theory and stochastic processes (60-XX) 39 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 35 Statistics (62-XX) 32 Biology and other natural sciences (92-XX) 26 Combinatorics (05-XX) 26 Partial differential equations (35-XX) 26 Operations research, mathematical programming (90-XX) 23 Systems theory; control (93-XX) 22 Ordinary differential equations (34-XX) 16 Dynamical systems and ergodic theory (37-XX) 16 Numerical analysis (65-XX) 15 Real functions (26-XX) 12 Computer science (68-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 11 Statistical mechanics, structure of matter (82-XX) 10 Algebraic topology (55-XX) 9 Integral equations (45-XX) 8 Functional analysis (46-XX) 8 Operator theory (47-XX) 6 Measure and integration (28-XX) 5 Special functions (33-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Information and communication theory, circuits (94-XX) 3 Differential geometry (53-XX) 3 Fluid mechanics (76-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Functions of a complex variable (30-XX) 2 Approximations and expansions (41-XX) 2 Convex and discrete geometry (52-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of particles and systems (70-XX) 2 Quantum theory (81-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Manifolds and cell complexes (57-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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