Edit Profile (opens in new tab) Coutin, Laure Compute Distance To: Compute Author ID: coutin.laure Published as: Coutin, Laure; Coutin, L. Documents Indexed: 40 Publications since 1994 Co-Authors: 27 Co-Authors with 35 Joint Publications 623 Co-Co-Authors all top 5 Co-Authors 4 single-authored 5 Carmona, Philippe 5 Decreusefond, Laurent 4 Baudoin, Fabrice 3 Lejay, Antoine 3 Marie, Nicolas 3 Pontier, Monique 2 Bercu, Bernard 2 Montseny, Gérard 2 Qian, Zhongmin M. 2 Savy, Nicolas 2 Victoir, Nicolas B. 1 Abry, Patrice 1 Bailleul, Ismaël F. 1 Brault, Antoine 1 Chainais, Pierre 1 Ciprian, A. Tudor 1 Dhersin, Jean-Stéphane 1 Dorobantu, Diana 1 Duboscq, Romain 1 Friz, Peter Karl 1 Guglielmi, Jean-Marc 1 Ngom, Waly 1 Nualart, David 1 Peralta, Liliana 1 Pipiras, Vladas 1 Raynaud de Fitte, Paul 1 Réveillac, Anthony all top 5 Serials 4 Stochastic Processes and their Applications 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Journal of Applied Probability 2 Electronic Journal of Probability 2 Electronic Communications in Probability 2 Bernoulli 2 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 IEEE Transactions on Information Theory 1 Journal of Mathematical Analysis and Applications 1 Theory of Probability and its Applications 1 The Annals of Probability 1 Journal of Differential Equations 1 Publications de l’Institut de Statistique de l’Université de Paris 1 Statistics & Probability Letters 1 Probability Theory and Related Fields 1 Revista Matemática Iberoamericana 1 The Annals of Applied Probability 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Stochastics and Stochastics Reports 1 Potential Analysis 1 Annales Mathématiques Blaise Pascal 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Markov Processes and Related Fields 1 Statistical Inference for Stochastic Processes 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 International Journal of Biomathematics 1 Annals of Finance all top 5 Fields 37 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 2 Ordinary differential equations (34-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Numerical analysis (65-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 33 Publications have been cited 578 times in 459 Documents Cited by ▼ Year ▼ Stochastic analysis, rough path analysis and fractional Brownian motions. Zbl 1047.60029Coutin, Laure; Qian, Zhongmin 151 2002 Affine fractional stochastic volatility models. Zbl 1298.60067Comte, F.; Coutin, L.; Renault, E. 56 2012 Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043Carmona, Philippe; Coutin, Laure; Montseny, Gérard 49 2003 Tanaka formula for the fractional Brownian motion. Zbl 1053.60055Coutin, Laure; Nualart, David; Ciprian, A. Tudor 39 2001 Operators associated with a stochastic differential equation driven by fractional Brownian motions. Zbl 1119.60043Baudoin, Fabrice; Coutin, Laure 33 2007 Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Zbl 1252.60026Bercu, B.; Coutin, L.; Savy, N. 30 2011 An introduction to (stochastic) calculus with respect to fractional Brownian motion. Zbl 1126.60042Coutin, Laure 26 2007 Fractional Brownian motion and the Markov property. Zbl 0921.60067Carmona, Philippe; Coutin, Laure 20 1998 Stochastic Volterra equations with singular kernels. Zbl 0986.60059Coutin, L.; Decreusefond, L. 18 2001 Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058Coutin, L.; Decreusefond, L. 17 1999 Semi-martingales and rough paths theory. Zbl 1109.60035Coutin, Laure; Lejay, Antoine 16 2005 Approximation of some processes. Zbl 0986.60036Carmona, Philippe; Coutin, Laure; Montseny, G. 15 2000 Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process. Zbl 1316.60035Bercu, Bernard; Coutin, Laure; Savy, Nicolas 14 2012 Good rough path sequences and applications to anticipating stochastic calculus. Zbl 1132.60053Coutin, Laure; Friz, Peter; Victoir, Nicolas 13 2007 Stochastic integration with respect to fractional Brownian motion. (Intégrale stochastique pour le mouvement brownien fractionnaire.) Zbl 0951.60042Carmona, Philippe; Coutin, Laure 11 2000 Perturbed linear rough differential equations. Zbl 1322.60084Coutin, Laure; Lejay, Antoine 10 2014 Stochastic differential equations for fractional Brownian motions. Zbl 0981.60040Coutin, Laure; Qian, Zhongmin 10 2000 Sensitivity of rough differential equations: an approach through the omega lemma. Zbl 1423.60088Coutin, Laure; Lejay, Antoine 7 2018 Multifractal random walks as fractional Wiener integrals. Zbl 1367.60035Abry, Patrice; Chainais, Pierre; Coutin, Laure; Pipiras, Vladas 6 2009 Stein’s method for rough paths. Zbl 1453.60165Coutin, L.; Decreusefond, L. 6 2020 Self-similarity and fractional Brownian motion on Lie groups. Zbl 1189.60083Baudoin, Fabrice; Coutin, Laure 5 2008 Rough paths via sewing lemma. Zbl 1277.47081Coutin, Laure 4 2012 Volterra bridges and applications. Zbl 1148.60022Baudoin, F.; Coutin, L. 3 2007 First passage time law for some Lévy processes with compound Poisson: existence of a density. Zbl 1230.60049Coutin, Laure; Dorobantu, Diana 3 2011 SDE solutions, at small times, driven by fractional Brownian motions. (Étude en temps petit des solutions d’EDS conduites par des mouvements browniens fractionnaires.) Zbl 1073.60061Baudoin, Fabrice; Coutin, Laure 2 2005 Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100Coutin, Laure; Decreusefond, Laurent 2 2020 Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet. Zbl 1181.60073Coutin, Laure; Pontier, Monique 2 2007 Invariance for rough differential equations. Zbl 1367.60065Coutin, Laure; Marie, Nicolas 2 2017 Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049Coutin, Laure; Pontier, Monique; Ngom, Waly 2 2018 Enhanced Gaussian processes and applications. Zbl 1181.60057Coutin, Laure; Victoir, Nicolas 2 2009 Young and rough differential inclusions. Zbl 1481.34024Bailleul, Ismaël; Brault, Antoine; Coutin, Laure 2 2021 A Markov model for the spread of viruses in an open population. Zbl 1223.60067Coutin, L.; Decreusefond, L.; Dhersin, J. S. 1 2010 Existence and regularity of law density of a pair (diffusion, first component running maximum). Zbl 1458.60088Coutin, Laure; Pontier, Monique 1 2019 Young and rough differential inclusions. Zbl 1481.34024Bailleul, Ismaël; Brault, Antoine; Coutin, Laure 2 2021 Stein’s method for rough paths. Zbl 1453.60165Coutin, L.; Decreusefond, L. 6 2020 Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100Coutin, Laure; Decreusefond, Laurent 2 2020 Existence and regularity of law density of a pair (diffusion, first component running maximum). Zbl 1458.60088Coutin, Laure; Pontier, Monique 1 2019 Sensitivity of rough differential equations: an approach through the omega lemma. Zbl 1423.60088Coutin, Laure; Lejay, Antoine 7 2018 Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049Coutin, Laure; Pontier, Monique; Ngom, Waly 2 2018 Invariance for rough differential equations. Zbl 1367.60065Coutin, Laure; Marie, Nicolas 2 2017 Perturbed linear rough differential equations. Zbl 1322.60084Coutin, Laure; Lejay, Antoine 10 2014 Affine fractional stochastic volatility models. Zbl 1298.60067Comte, F.; Coutin, L.; Renault, E. 56 2012 Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process. Zbl 1316.60035Bercu, Bernard; Coutin, Laure; Savy, Nicolas 14 2012 Rough paths via sewing lemma. Zbl 1277.47081Coutin, Laure 4 2012 Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Zbl 1252.60026Bercu, B.; Coutin, L.; Savy, N. 30 2011 First passage time law for some Lévy processes with compound Poisson: existence of a density. Zbl 1230.60049Coutin, Laure; Dorobantu, Diana 3 2011 A Markov model for the spread of viruses in an open population. Zbl 1223.60067Coutin, L.; Decreusefond, L.; Dhersin, J. S. 1 2010 Multifractal random walks as fractional Wiener integrals. Zbl 1367.60035Abry, Patrice; Chainais, Pierre; Coutin, Laure; Pipiras, Vladas 6 2009 Enhanced Gaussian processes and applications. Zbl 1181.60057Coutin, Laure; Victoir, Nicolas 2 2009 Self-similarity and fractional Brownian motion on Lie groups. Zbl 1189.60083Baudoin, Fabrice; Coutin, Laure 5 2008 Operators associated with a stochastic differential equation driven by fractional Brownian motions. Zbl 1119.60043Baudoin, Fabrice; Coutin, Laure 33 2007 An introduction to (stochastic) calculus with respect to fractional Brownian motion. Zbl 1126.60042Coutin, Laure 26 2007 Good rough path sequences and applications to anticipating stochastic calculus. Zbl 1132.60053Coutin, Laure; Friz, Peter; Victoir, Nicolas 13 2007 Volterra bridges and applications. Zbl 1148.60022Baudoin, F.; Coutin, L. 3 2007 Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet. Zbl 1181.60073Coutin, Laure; Pontier, Monique 2 2007 Semi-martingales and rough paths theory. Zbl 1109.60035Coutin, Laure; Lejay, Antoine 16 2005 SDE solutions, at small times, driven by fractional Brownian motions. (Étude en temps petit des solutions d’EDS conduites par des mouvements browniens fractionnaires.) Zbl 1073.60061Baudoin, Fabrice; Coutin, Laure 2 2005 Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043Carmona, Philippe; Coutin, Laure; Montseny, Gérard 49 2003 Stochastic analysis, rough path analysis and fractional Brownian motions. Zbl 1047.60029Coutin, Laure; Qian, Zhongmin 151 2002 Tanaka formula for the fractional Brownian motion. Zbl 1053.60055Coutin, Laure; Nualart, David; Ciprian, A. Tudor 39 2001 Stochastic Volterra equations with singular kernels. Zbl 0986.60059Coutin, L.; Decreusefond, L. 18 2001 Approximation of some processes. Zbl 0986.60036Carmona, Philippe; Coutin, Laure; Montseny, G. 15 2000 Stochastic integration with respect to fractional Brownian motion. (Intégrale stochastique pour le mouvement brownien fractionnaire.) Zbl 0951.60042Carmona, Philippe; Coutin, Laure 11 2000 Stochastic differential equations for fractional Brownian motions. Zbl 0981.60040Coutin, Laure; Qian, Zhongmin 10 2000 Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058Coutin, L.; Decreusefond, L. 17 1999 Fractional Brownian motion and the Markov property. Zbl 0921.60067Carmona, Philippe; Coutin, Laure 20 1998 all cited Publications top 5 cited Publications all top 5 Cited by 521 Authors 25 Tindel, Samy 20 Nualart, David 18 Friz, Peter Karl 16 Coutin, Laure 12 Nourdin, Ivan 12 Tudor, Ciprian A. 11 Hairer, Martin 9 Deya, Aurélien 9 Fan, Xiliang 9 Lejay, Antoine 8 Baudoin, Fabrice 8 Hu, Yaozhong 8 Ouyang, Cheng 8 Unterberger, Jérémie M. 8 Yan, Litan 7 Es-Sebaiy, Khalifa 7 Jiang, Hui 7 Russo, Francesco 7 Yang, Qigui 7 Zeng, Caibin 6 Bayer, Christian 6 Cass, Thomas Richard 6 Jaber, Eduardo Abi 6 León, Jorge A. 6 Lyons, Terence John 6 Rovira, Carles 6 Victoir, Nicolas B. 6 Viens, Frederi G. 5 Brault, Antoine 5 Inahama, Yuzuru 5 Neuenkirch, Andreas 5 Xiao, Wei-Lin 4 Alòs, Elisa 4 Bailleul, Ismaël F. 4 Besalú, Mireia 4 Chen, Yangquan 4 Chronopoulou, Alexandra 4 Decreusefond, Laurent 4 Gubinelli, Massimiliano 4 Jacquier, Antoine 4 Marty, Renaud 4 Mishura, Yuliya Stepanivna 4 Qian, Zhongmin M. 4 Riedel, Sebastian 4 Saussereau, Bruno 4 Shen, Guangjun 4 Vas’kovskiĭ, Maksim Mikhaĭlovich 4 Viitasaari, Lauri 3 Azmoodeh, Ehsan 3 Barndorff-Nielsen, Ole Eiler 3 Boufoussi, Brahim 3 Brouste, Alexandre 3 Catellier, Rémi 3 Chen, Chao 3 Chen, Yong 3 Chevyrev, Ilya 3 Nguyen Tien Dung 3 Gassiat, Paul 3 Geng, Xi 3 Gradinaru, Mihai 3 Lebovits, Joachim 3 Lim, Nengli 3 Liu, Junfeng 3 Ludeña, Carenne C. 3 Marie, Nicolas 3 Maslowski, Bohdan 3 Nilssen, Torstein K. 3 Nualart, Eulalia 3 Oberhauser, Harald 3 Peccati, Giovanni 3 Perkowski, Nicolas 3 Pontier, Monique 3 Prömel, David J. 3 Pulido, Sergio 3 Ralchenko, Kostiantyn V. 3 Schmalfuß, Björn 3 Sølna, Knut 3 Song, Jian 3 Sottinen, Tommi 3 Tempone, Raúl F. 3 Zhang, Xicheng 3 Zhao, Shoujiang 3 Zimbidis, Alexandros A. 2 Amirdjanova, Anna 2 Avazzadeh, Zakieh 2 Balan, Raluca M. 2 Benth, Fred Espen 2 Bercu, Bernard 2 Bishwal, Jaya P. N. 2 Bock, Wolfgang 2 Boedihardjo, Horatio 2 Bruned, Yvain 2 Cai, Chunhao 2 Chandra, Ajay 2 da Silva, José Luís 2 Darses, Sébastien 2 Desmettre, Sascha 2 Duan, Jinqiao 2 El Euch, Omar 2 Erraoui, Mohamed ...and 421 more Authors all top 5 Cited in 128 Serials 44 Stochastic Processes and their Applications 22 The Annals of Probability 22 Stochastic Analysis and Applications 21 Statistics & Probability Letters 17 Journal of Theoretical Probability 16 Bernoulli 15 Journal of Differential Equations 15 Journal of Functional Analysis 15 Stochastics and Dynamics 13 SIAM Journal on Financial Mathematics 11 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 11 Stochastics 8 Statistical Inference for Stochastic Processes 7 The Annals of Applied Probability 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Potential Analysis 6 Quantitative Finance 5 Computers & Mathematics with Applications 5 Journal of Mathematical Analysis and Applications 5 Applied Mathematics and Optimization 5 Probability Theory and Related Fields 5 Electronic Journal of Probability 5 Annals of Finance 4 Chaos, Solitons and Fractals 4 Journal of Applied Probability 4 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 4 Discrete and Continuous Dynamical Systems. Series B 4 International Journal of Stochastic Analysis 4 Modern Stochastics. Theory and Applications 3 Communications in Mathematical Physics 3 Transactions of the American Mathematical Society 3 Abstract and Applied Analysis 3 Fractional Calculus & Applied Analysis 3 International Journal of Theoretical and Applied Finance 3 Annales Henri Poincaré 3 Differential Equations 3 Journal of Evolution Equations 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Physica A 2 Theory of Probability and its Applications 2 Collectanea Mathematica 2 Journal of Statistical Planning and Inference 2 Mathematics of Operations Research 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Econometric Reviews 2 Annals of Operations Research 2 Theory of Probability and Mathematical Statistics 2 Electronic Journal of Differential Equations (EJDE) 2 Random Operators and Stochastic Equations 2 Bulletin des Sciences Mathématiques 2 Applied Mathematical Finance 2 Electronic Communications in Probability 2 Mathematical Problems in Engineering 2 Finance and Stochastics 2 Mathematical Finance 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Chaos 2 Acta Mathematica Sinica. English Series 2 Communications in Nonlinear Science and Numerical Simulation 2 Methodology and Computing in Applied Probability 2 Decisions in Economics and Finance 2 Advances in Difference Equations 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Frontiers of Mathematics in China 2 Electronic Journal of Statistics 2 Science China. Mathematics 2 Stochastic and Partial Differential Equations. Analysis and Computations 1 Advances in Applied Probability 1 Communications on Pure and Applied Mathematics 1 Journal of Statistical Physics 1 Letters in Mathematical Physics 1 Metrika 1 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 1 Inventiones Mathematicae 1 Journal of Econometrics 1 Mathematische Zeitschrift 1 Nagoya Mathematical Journal 1 Proceedings of the American Mathematical Society 1 Proceedings of the Edinburgh Mathematical Society. Series II 1 Results in Mathematics 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Tôhoku Mathematical Journal. Second Series 1 Zeitschrift für Analysis und ihre Anwendungen 1 Acta Mathematicae Applicatae Sinica. English Series 1 Constructive Approximation 1 Revista Matemática Iberoamericana 1 Queueing Systems 1 Forum Mathematicum 1 Sugaku Expositions 1 Economics Letters 1 Computational Statistics 1 Applied Mathematical Modelling 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 SIAM Journal on Mathematical Analysis 1 Mathematical Programming. Series A. Series B 1 Topological Methods in Nonlinear Analysis 1 Statistical Papers 1 Annales Mathématiques Blaise Pascal ...and 28 more Serials all top 5 Cited in 35 Fields 425 Probability theory and stochastic processes (60-XX) 69 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 65 Statistics (62-XX) 40 Ordinary differential equations (34-XX) 32 Numerical analysis (65-XX) 26 Partial differential equations (35-XX) 18 Real functions (26-XX) 18 Systems theory; control (93-XX) 12 Dynamical systems and ergodic theory (37-XX) 10 Functional analysis (46-XX) 8 Measure and integration (28-XX) 7 Integral equations (45-XX) 6 Operator theory (47-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Global analysis, analysis on manifolds (58-XX) 5 Fluid mechanics (76-XX) 5 Quantum theory (81-XX) 4 Biology and other natural sciences (92-XX) 3 Associative rings and algebras (16-XX) 3 Approximations and expansions (41-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Functions of a complex variable (30-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 General topology (54-XX) 1 Combinatorics (05-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Differential geometry (53-XX) 1 Mechanics of deformable solids (74-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year