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Decreusefond, Laurent

Author ID: decreusefond.laurent Recent zbMATH articles by "Decreusefond, Laurent"
Published as: Decreusefond, Laurent; Decreusefond, L.
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Publications by Year

Citations contained in zbMATH Open

36 Publications have been cited 731 times in 614 Documents Cited by Year
Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034
Decreusefond, Laurent; Üstünel, Ali Süleyman
352
1999
Large graph limit for an SIR process in random network with heterogeneous connectivity. Zbl 1263.92040
Decreusefond, Laurent; Dhersin, Jean-Stéphane; Moyal, Pascal; Tran, Viet Chi
37
2012
Stochastic integration with respect to Volterra processes. Zbl 1071.60040
Decreusefond, L.
30
2005
Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry. Zbl 1347.60027
Decreusefond, Laurent; Schulte, Matthias; Thäle, Christoph
28
2016
Fractional Brownian motion: Theory and applications. Zbl 0914.60019
Decreusefond, Laurent; Üstünel, Ali Süleyman
25
1998
Stochastic Volterra equations with singular kernels. Zbl 0986.60059
Coutin, L.; Decreusefond, L.
24
2001
Simplicial homology of random configurations. Zbl 1296.60127
Decreusefond, L.; Ferraz, E.; Randriambololona, H.; Vergne, A.
23
2014
Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058
Coutin, L.; Decreusefond, L.
19
1999
A functional central limit theorem for the \(M/GI/\infty \) queue. Zbl 1154.60347
Decreusefond, Laurent; Moyal, Pascal
17
2008
Regularity properties of some stochastic Volterra integrals with singular kernel. Zbl 0994.60061
Decreusefond, L.
17
2002
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
16
2008
Fluid limit of a heavily loaded EDF queue with impatient customers. Zbl 1154.60072
Decreusefond, L.; Moyal, P.
13
2008
Moment formulae for general point processes. Zbl 1297.60031
Decreusefond, L.; Flint, I.
11
2014
Anticipative calculus with respect to filtered Poisson processes. Zbl 1095.60016
Decreusefond, L.; Savy, N.
9
2006
Stochastic modeling and analysis of telecoms networks. Zbl 1282.60002
Decreusefond, Laurent; Moyal, Pascal
9
2012
Stochastic integration with respect to fractional Brownian motion. Zbl 1033.60065
Decreusefond, Laurent
9
2003
Stein’s method for rough paths. Zbl 1453.60165
Coutin, L.; Decreusefond, L.
9
2020
Quasi-invariance and integration by parts for determinantal and permanental processes. Zbl 1203.60050
Camilier, I.; Decreusefond, L.
7
2010
Malliavin and Dirichlet structures for independent random variables. Zbl 1422.60092
Decreusefond, Laurent; Halconruy, Hélène
7
2019
Flow properties of differential equations driven by fractional Brownian motion. Zbl 1135.60034
Decreusefond, Laurent; Nualart, David
6
2007
Perturbation analysis and Malliavin calculus. Zbl 0952.60050
Decreusefond, L.
6
1998
A note on the simulation of the Ginibre point process. Zbl 1334.60081
Decreusefond, Laurent; Flint, Ian; Vergne, Anais
6
2015
Upper bounds on rubinstein distances on configuration spaces and applications. Zbl 1331.60083
Decreusefond, Laurent; Joulin, Aldéric; Savy, Nicolas
6
2010
The Stein-Dirichlet-Malliavin method. Zbl 1360.60050
Decreusefond, L.
6
2015
Determinantal point processes. Zbl 1528.60045
Decreusefond, Laurent; Flint, Ian; Privault, Nicolas; Torrisi, Giovanni Luca
6
2016
Stochastic integration with respect to Gaussian processes. Zbl 1074.60066
Decreusefond, Laurent
5
2002
Wasserstein distance on configuration space. Zbl 1144.60004
Decreusefond, L.
5
2008
Stein’s method for diffusive limits of queueing processes. Zbl 1461.60071
Besançon, Eustache; Decreusefond, Laurent; Moyal, Pascal
5
2020
Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100
Coutin, Laure; Decreusefond, Laurent
5
2020
On the one dimensional Poisson random geometric graph. Zbl 1239.60085
Decreusefond, Laurent; Ferraz, E.
4
2011
On the error-correcting capabilities of cycle codes of graphs. Zbl 0943.94016
Decreusefond, Laurent; Zémor, Gilles
3
1997
Selected topics in Malliavin calculus. Chaos, divergence and so much more. Zbl 1514.60002
Decreusefond, Laurent
2
2022
Stochastic analysis and related topics VI. Proceedings of the 6th Oslo-Silivri workshop, Geilo, Norway, July 29–August 6, 1996. Zbl 0880.00043
1
1998
A Markov model for the spread of viruses in an open population. Zbl 1223.60067
Coutin, L.; Decreusefond, L.; Dhersin, J. S.
1
2010
Application of the calculus of stochastic variations to fractional Brownian motion. (Application du calcul des variations stochastiques au mouvement brownien fractionnaire.) Zbl 0846.60057
Decreusefond, Laurent; Üstünel, Ali Süleyman
1
1995
Asymptotics of superposition of point processes. Zbl 1396.60053
Decreusefond, L.; Vasseur, A.
1
2015
Selected topics in Malliavin calculus. Chaos, divergence and so much more. Zbl 1514.60002
Decreusefond, Laurent
2
2022
Stein’s method for rough paths. Zbl 1453.60165
Coutin, L.; Decreusefond, L.
9
2020
Stein’s method for diffusive limits of queueing processes. Zbl 1461.60071
Besançon, Eustache; Decreusefond, Laurent; Moyal, Pascal
5
2020
Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100
Coutin, Laure; Decreusefond, Laurent
5
2020
Malliavin and Dirichlet structures for independent random variables. Zbl 1422.60092
Decreusefond, Laurent; Halconruy, Hélène
7
2019
Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry. Zbl 1347.60027
Decreusefond, Laurent; Schulte, Matthias; Thäle, Christoph
28
2016
Determinantal point processes. Zbl 1528.60045
Decreusefond, Laurent; Flint, Ian; Privault, Nicolas; Torrisi, Giovanni Luca
6
2016
A note on the simulation of the Ginibre point process. Zbl 1334.60081
Decreusefond, Laurent; Flint, Ian; Vergne, Anais
6
2015
The Stein-Dirichlet-Malliavin method. Zbl 1360.60050
Decreusefond, L.
6
2015
Asymptotics of superposition of point processes. Zbl 1396.60053
Decreusefond, L.; Vasseur, A.
1
2015
Simplicial homology of random configurations. Zbl 1296.60127
Decreusefond, L.; Ferraz, E.; Randriambololona, H.; Vergne, A.
23
2014
Moment formulae for general point processes. Zbl 1297.60031
Decreusefond, L.; Flint, I.
11
2014
Large graph limit for an SIR process in random network with heterogeneous connectivity. Zbl 1263.92040
Decreusefond, Laurent; Dhersin, Jean-Stéphane; Moyal, Pascal; Tran, Viet Chi
37
2012
Stochastic modeling and analysis of telecoms networks. Zbl 1282.60002
Decreusefond, Laurent; Moyal, Pascal
9
2012
On the one dimensional Poisson random geometric graph. Zbl 1239.60085
Decreusefond, Laurent; Ferraz, E.
4
2011
Quasi-invariance and integration by parts for determinantal and permanental processes. Zbl 1203.60050
Camilier, I.; Decreusefond, L.
7
2010
Upper bounds on rubinstein distances on configuration spaces and applications. Zbl 1331.60083
Decreusefond, Laurent; Joulin, Aldéric; Savy, Nicolas
6
2010
A Markov model for the spread of viruses in an open population. Zbl 1223.60067
Coutin, L.; Decreusefond, L.; Dhersin, J. S.
1
2010
A functional central limit theorem for the \(M/GI/\infty \) queue. Zbl 1154.60347
Decreusefond, Laurent; Moyal, Pascal
17
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
16
2008
Fluid limit of a heavily loaded EDF queue with impatient customers. Zbl 1154.60072
Decreusefond, L.; Moyal, P.
13
2008
Wasserstein distance on configuration space. Zbl 1144.60004
Decreusefond, L.
5
2008
Flow properties of differential equations driven by fractional Brownian motion. Zbl 1135.60034
Decreusefond, Laurent; Nualart, David
6
2007
Anticipative calculus with respect to filtered Poisson processes. Zbl 1095.60016
Decreusefond, L.; Savy, N.
9
2006
Stochastic integration with respect to Volterra processes. Zbl 1071.60040
Decreusefond, L.
30
2005
Stochastic integration with respect to fractional Brownian motion. Zbl 1033.60065
Decreusefond, Laurent
9
2003
Regularity properties of some stochastic Volterra integrals with singular kernel. Zbl 0994.60061
Decreusefond, L.
17
2002
Stochastic integration with respect to Gaussian processes. Zbl 1074.60066
Decreusefond, Laurent
5
2002
Stochastic Volterra equations with singular kernels. Zbl 0986.60059
Coutin, L.; Decreusefond, L.
24
2001
Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034
Decreusefond, Laurent; Üstünel, Ali Süleyman
352
1999
Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058
Coutin, L.; Decreusefond, L.
19
1999
Fractional Brownian motion: Theory and applications. Zbl 0914.60019
Decreusefond, Laurent; Üstünel, Ali Süleyman
25
1998
Perturbation analysis and Malliavin calculus. Zbl 0952.60050
Decreusefond, L.
6
1998
Stochastic analysis and related topics VI. Proceedings of the 6th Oslo-Silivri workshop, Geilo, Norway, July 29–August 6, 1996. Zbl 0880.00043
1
1998
On the error-correcting capabilities of cycle codes of graphs. Zbl 0943.94016
Decreusefond, Laurent; Zémor, Gilles
3
1997
Application of the calculus of stochastic variations to fractional Brownian motion. (Application du calcul des variations stochastiques au mouvement brownien fractionnaire.) Zbl 0846.60057
Decreusefond, Laurent; Üstünel, Ali Süleyman
1
1995
all top 5

Cited by 727 Authors

28 Nualart, David
22 Yan, Litan
20 Jumarie, Guy M.
19 Decreusefond, Laurent
13 Fan, Xiliang
12 Privault, Nicolas
12 Schulte, Matthias
11 Moyal, Pascal
10 Thäle, Christoph
10 Tindel, Samy
9 Coutin, Laure
9 Maslowski, Bohdan
9 Ouknine, Youssef
9 Owada, Takashi
9 Tudor, Ciprian A.
8 León, Jorge A.
8 Proske, Frank Norbert
8 Reitzner, Matthias
7 Bender, Christian
7 Friz, Peter
7 Peccati, Giovanni
7 Yu, Xianye
6 Jolis, Maria
6 Mishura, Yuliya Stepanivna
6 Pang, Guodong
6 Ramanan, Kavita
6 Xu, Yong
6 Yang, Qigui
6 Zeng, Caibin
5 Čoupek, Petr
5 Duncan, Tyrone E.
5 Gulisashvili, Archil
5 House, Thomas
5 Kaspi, Haya
5 Kiss, István Z.
5 Kleptsyna, Marina L.
5 Li, Zhi
5 Pei, Bin
5 Sun, Xiaoxia
5 Sun, Xichao
5 Yin, Xiuwei
4 Aidara, Sadibou
4 Alpay, Daniel Aron
4 Atar, Rami
4 Baños, David R.
4 Baudoin, Fabrice
4 Bobrowski, Omer
4 Cass, Thomas Richard
4 Chen, Yangquan
4 Elbarrimi, Oussama
4 Flint, Ian
4 Hu, Yaozhong
4 Jaber, Eduardo Abi
4 Lakhel, El Hassan
4 Le Breton, Alain
4 Leung, Ka Yin
4 Nourdin, Ivan
4 Ouyang, Cheng
4 Pasik-Duncan, Bozenna
4 Prakasa Rao, B. L. S.
4 Rempała, Grzegorz A.
4 Russo, Francesco
4 Saussereau, Bruno
4 Shen, Guangjun
4 Słomiński, Leszek
4 Viens, Frederi G.
4 Wu, Jianglun
4 Yuan, Chenggui
3 Alòs, Elisa
3 Ball, Frank G.
3 Bardina, Xavier
3 Benth, Fred Espen
3 Biswas, Anup
3 Diekmann, Odo
3 Nguyen Tien Dung
3 Dzhaparidze, Kacha
3 Erraoui, Mohamed
3 Es-Sebaiy, Khalifa
3 Essaky, El Hassan
3 Garrido-Atienza, María José
3 Geng, Xi
3 Guo, Feng
3 Jańczak-Borkowska, Katarzyna
3 Kruk, Łukasz
3 Last, Günter
3 León, José Rafael R.
3 Levanony, David
3 Lim, Nengli
3 Ludeña, Carenne C.
3 Marie, Nicolas
3 Pianoforte, Federico
3 Richard, Alexandre
3 Schmalfuß, Björn
3 Shi, Yufeng
3 Simon, Peter L.
3 Song, Xiaoming
3 Sow, Ahmadou Bamba
3 Torrisi, Giovanni Luca
3 Vergne, Anaïs
3 Victoir, Nicolas B.
...and 627 more Authors
all top 5

Cited in 162 Serials

71 Stochastic Processes and their Applications
32 Stochastic Analysis and Applications
28 Statistics & Probability Letters
23 The Annals of Applied Probability
18 Stochastics and Dynamics
18 Stochastics
17 The Annals of Probability
17 Journal of Theoretical Probability
15 Bernoulli
12 Electronic Journal of Probability
11 Journal of Functional Analysis
10 Advances in Applied Probability
10 Journal of Mathematical Biology
10 Journal of Applied Probability
8 Chaos, Solitons and Fractals
8 Journal of Differential Equations
8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
7 Journal of Mathematical Analysis and Applications
7 Random Operators and Stochastic Equations
6 Journal of Statistical Physics
6 Queueing Systems
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Potential Analysis
6 Infinite Dimensional Analysis, Quantum Probability and Related Topics
5 Probability Theory and Related Fields
5 Applied Mathematics Letters
5 Mathematical Finance
4 Computers & Mathematics with Applications
4 Bulletin of Mathematical Biology
4 Applied Mathematics and Optimization
4 Mathematics of Operations Research
4 Communications in Statistics. Theory and Methods
4 Electronic Communications in Probability
4 Methodology and Computing in Applied Probability
4 Journal of Applied Mathematics and Computing
4 Electronic Journal of Statistics
4 SIAM Journal on Financial Mathematics
4 Modern Stochastics. Theory and Applications
3 Mathematical Biosciences
3 Physica A
3 Insurance Mathematics & Economics
3 Abstract and Applied Analysis
3 Fractional Calculus & Applied Analysis
3 Extremes
3 Communications in Nonlinear Science and Numerical Simulation
3 Discrete and Continuous Dynamical Systems. Series B
3 Acta Mathematica Scientia. Series B. (English Edition)
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 International Journal of Stochastic Analysis
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 Mathematics and Computers in Simulation
2 Proceedings of the American Mathematical Society
2 SIAM Journal on Control and Optimization
2 Transactions of the American Mathematical Society
2 Advances in Applied Mathematics
2 Bulletin of the Korean Mathematical Society
2 Random Structures & Algorithms
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 International Journal of Theoretical and Applied Finance
2 Statistical Inference for Stochastic Processes
2 Acta Mathematica Sinica. English Series
2 Brazilian Journal of Probability and Statistics
2 Scandinavian Actuarial Journal
2 Nonlinear Analysis. Real World Applications
2 Advances in Difference Equations
2 Bulletin of the Institute of Mathematics. Academia Sinica. New Series
2 Frontiers of Mathematics in China
2 Acta Mathematica Sinica. Chinese Series
2 Journal of Mathematical Inequalities
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 Mathematics of Computation
1 Acta Mathematica Vietnamica
1 The Annals of Statistics
1 Collectanea Mathematica
1 Journal of Graph Theory
1 Kybernetes
1 Kybernetika
1 Mathematische Zeitschrift
1 Monatshefte für Mathematik
1 Nagoya Mathematical Journal
1 Numerical Functional Analysis and Optimization
1 Operations Research
1 Quarterly of Applied Mathematics
...and 62 more Serials
all top 5

Cited in 36 Fields

558 Probability theory and stochastic processes (60-XX)
57 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
45 Statistics (62-XX)
38 Biology and other natural sciences (92-XX)
35 Combinatorics (05-XX)
33 Partial differential equations (35-XX)
27 Operations research, mathematical programming (90-XX)
26 Ordinary differential equations (34-XX)
24 Systems theory; control (93-XX)
23 Numerical analysis (65-XX)
17 Real functions (26-XX)
17 Dynamical systems and ergodic theory (37-XX)
15 Algebraic topology (55-XX)
15 Computer science (68-XX)
14 Calculus of variations and optimal control; optimization (49-XX)
13 Integral equations (45-XX)
13 Statistical mechanics, structure of matter (82-XX)
9 Functional analysis (46-XX)
9 Operator theory (47-XX)
7 Measure and integration (28-XX)
6 Special functions (33-XX)
6 Global analysis, analysis on manifolds (58-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
5 Information and communication theory, circuits (94-XX)
4 Fluid mechanics (76-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Functions of a complex variable (30-XX)
3 Convex and discrete geometry (52-XX)
3 Differential geometry (53-XX)
3 Quantum theory (81-XX)
2 Approximations and expansions (41-XX)
2 Integral transforms, operational calculus (44-XX)
2 Mechanics of particles and systems (70-XX)
1 Difference and functional equations (39-XX)
1 Sequences, series, summability (40-XX)
1 Manifolds and cell complexes (57-XX)

Citations by Year

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