Edit Profile (opens in new tab) Coutin, Laure Co-Author Distance Author ID: coutin.laure Published as: Coutin, Laure; Coutin, L. Documents Indexed: 50 Publications since 1994, including 9 Additional arXiv Preprints Co-Authors: 30 Co-Authors with 45 Joint Publications 785 Co-Co-Authors all top 5 Co-Authors 4 single-authored 12 Decreusefond, Laurent 5 Carmona, Philippe 4 Baudoin, Fabrice 4 Pontier, Monique 3 Lejay, Antoine 3 Marie, Nicolas 3 Victoir, Nicolas B. 2 Bercu, Bernard 2 Dhersin, Jean-Stéphane 2 Friz, Peter 2 Montseny, Gérard 2 Ngom, Waly 2 Qian, Zhongmin M. 2 Savy, Nicolas 1 Abry, Patrice 1 Bailleul, Ismaël F. 1 Besançon, Eustache 1 Brault, Antoine 1 Chainais, Pierre 1 Ciprian, A. Tudor 1 Dorobantu, Diana 1 Duboscq, Romain 1 Guglielmi, Jean-Marc 1 Huang, Lorick 1 Moyal, Pascal 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 Advances in Applied Probability 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 40 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 3 Biology and other natural sciences (92-XX) 2 Ordinary differential equations (34-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 35 Publications have been cited 635 times in 504 Documents Cited by ▼ Year ▼ Stochastic analysis, rough path analysis and fractional Brownian motions. Zbl 1047.60029 Coutin, Laure; Qian, Zhongmin 157 2002 Affine fractional stochastic volatility models. Zbl 1298.60067 Comte, F.; Coutin, L.; Renault, E. 60 2012 Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043 Carmona, Philippe; Coutin, Laure; Montseny, Gérard 52 2003 Tanaka formula for the fractional Brownian motion. Zbl 1053.60055 Coutin, Laure; Nualart, David; Ciprian, A. Tudor 39 2001 Operators associated with a stochastic differential equation driven by fractional Brownian motions. Zbl 1119.60043 Baudoin, Fabrice; Coutin, Laure 34 2007 Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Zbl 1252.60026 Bercu, B.; Coutin, L.; Savy, N. 33 2011 An introduction to (stochastic) calculus with respect to fractional Brownian motion. Zbl 1126.60042 Coutin, Laure 28 2007 Fractional Brownian motion and the Markov property. Zbl 0921.60067 Carmona, Philippe; Coutin, Laure 24 1998 Stochastic Volterra equations with singular kernels. Zbl 0986.60059 Coutin, L.; Decreusefond, L. 23 2001 Semi-martingales and rough paths theory. Zbl 1109.60035 Coutin, Laure; Lejay, Antoine 20 2005 Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058 Coutin, L.; Decreusefond, L. 19 1999 Approximation of some processes. Zbl 0986.60036 Carmona, Philippe; Coutin, Laure; Montseny, G. 18 2000 Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process. Zbl 1316.60035 Bercu, Bernard; Coutin, Laure; Savy, Nicolas 15 2012 Good rough path sequences and applications to anticipating stochastic calculus. Zbl 1132.60053 Coutin, Laure; Friz, Peter; Victoir, Nicolas 14 2007 Stochastic integration with respect to fractional Brownian motion. (Intégrale stochastique pour le mouvement brownien fractionnaire.) Zbl 0951.60042 Carmona, Philippe; Coutin, Laure 12 2000 Stochastic differential equations for fractional Brownian motions. Zbl 0981.60040 Coutin, Laure; Qian, Zhongmin 10 2000 Perturbed linear rough differential equations. Zbl 1322.60084 Coutin, Laure; Lejay, Antoine 10 2014 Sensitivity of rough differential equations: an approach through the omega lemma. Zbl 1423.60088 Coutin, Laure; Lejay, Antoine 8 2018 Stein’s method for rough paths. Zbl 1453.60165 Coutin, L.; Decreusefond, L. 7 2020 Multifractal random walks as fractional Wiener integrals. Zbl 1367.60035 Abry, Patrice; Chainais, Pierre; Coutin, Laure; Pipiras, Vladas 6 2009 Rough paths via sewing lemma. Zbl 1277.47081 Coutin, Laure 6 2012 Self-similarity and fractional Brownian motion on Lie groups. Zbl 1189.60083 Baudoin, Fabrice; Coutin, Laure 5 2008 Volterra bridges and applications. Zbl 1148.60022 Baudoin, F.; Coutin, L. 4 2007 First passage time law for some Lévy processes with compound Poisson: existence of a density. Zbl 1230.60049 Coutin, Laure; Dorobantu, Diana 4 2011 Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100 Coutin, Laure; Decreusefond, Laurent 4 2020 Young and rough differential inclusions. Zbl 1481.34024 Bailleul, Ismaël; Brault, Antoine; Coutin, Laure 4 2021 Enhanced Gaussian processes and applications. Zbl 1181.60057 Coutin, Laure; Victoir, Nicolas 3 2009 Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet. Zbl 1181.60073 Coutin, Laure; Pontier, Monique 3 2007 Invariance for rough differential equations. Zbl 1367.60065 Coutin, Laure; Marie, Nicolas 3 2017 Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049 Coutin, Laure; Pontier, Monique; Ngom, Waly 3 2018 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 1073.60061 Baudoin, Fabrice; Coutin, Laure 2 2005 Existence and regularity of law density of a pair (diffusion, first component running maximum). Zbl 1458.60088 Coutin, Laure; Pontier, Monique 2 2019 A Markov model for the spread of viruses in an open population. Zbl 1223.60067 Coutin, L.; Decreusefond, L.; Dhersin, J. S. 1 2010 On a set-valued Young integral with applications to differential inclusions. Zbl 1503.28012 Coutin, Laure; Marie, Nicolas; Raynaud de Fitte, Paul 1 2022 The Itô-Tanaka trick: a non-semimartingale approach. Zbl 1492.60153 Coutin, Laure; Duboscq, Romain; Réveillac, Anthony 1 2022 On a set-valued Young integral with applications to differential inclusions. Zbl 1503.28012 Coutin, Laure; Marie, Nicolas; Raynaud de Fitte, Paul 1 2022 The Itô-Tanaka trick: a non-semimartingale approach. Zbl 1492.60153 Coutin, Laure; Duboscq, Romain; Réveillac, Anthony 1 2022 Young and rough differential inclusions. Zbl 1481.34024 Bailleul, Ismaël; Brault, Antoine; Coutin, Laure 4 2021 Stein’s method for rough paths. Zbl 1453.60165 Coutin, L.; Decreusefond, L. 7 2020 Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100 Coutin, Laure; Decreusefond, Laurent 4 2020 Existence and regularity of law density of a pair (diffusion, first component running maximum). Zbl 1458.60088 Coutin, Laure; Pontier, Monique 2 2019 Sensitivity of rough differential equations: an approach through the omega lemma. Zbl 1423.60088 Coutin, Laure; Lejay, Antoine 8 2018 Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049 Coutin, Laure; Pontier, Monique; Ngom, Waly 3 2018 Invariance for rough differential equations. Zbl 1367.60065 Coutin, Laure; Marie, Nicolas 3 2017 Perturbed linear rough differential equations. Zbl 1322.60084 Coutin, Laure; Lejay, Antoine 10 2014 Affine fractional stochastic volatility models. Zbl 1298.60067 Comte, F.; Coutin, L.; Renault, E. 60 2012 Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process. Zbl 1316.60035 Bercu, Bernard; Coutin, Laure; Savy, Nicolas 15 2012 Rough paths via sewing lemma. Zbl 1277.47081 Coutin, Laure 6 2012 Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Zbl 1252.60026 Bercu, B.; Coutin, L.; Savy, N. 33 2011 First passage time law for some Lévy processes with compound Poisson: existence of a density. Zbl 1230.60049 Coutin, Laure; Dorobantu, Diana 4 2011 A Markov model for the spread of viruses in an open population. Zbl 1223.60067 Coutin, L.; Decreusefond, L.; Dhersin, J. S. 1 2010 Multifractal random walks as fractional Wiener integrals. Zbl 1367.60035 Abry, Patrice; Chainais, Pierre; Coutin, Laure; Pipiras, Vladas 6 2009 Enhanced Gaussian processes and applications. Zbl 1181.60057 Coutin, Laure; Victoir, Nicolas 3 2009 Self-similarity and fractional Brownian motion on Lie groups. Zbl 1189.60083 Baudoin, Fabrice; Coutin, Laure 5 2008 Operators associated with a stochastic differential equation driven by fractional Brownian motions. Zbl 1119.60043 Baudoin, Fabrice; Coutin, Laure 34 2007 An introduction to (stochastic) calculus with respect to fractional Brownian motion. Zbl 1126.60042 Coutin, Laure 28 2007 Good rough path sequences and applications to anticipating stochastic calculus. Zbl 1132.60053 Coutin, Laure; Friz, Peter; Victoir, Nicolas 14 2007 Volterra bridges and applications. Zbl 1148.60022 Baudoin, F.; Coutin, L. 4 2007 Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet. Zbl 1181.60073 Coutin, Laure; Pontier, Monique 3 2007 Semi-martingales and rough paths theory. Zbl 1109.60035 Coutin, Laure; Lejay, Antoine 20 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 1073.60061 Baudoin, Fabrice; Coutin, Laure 2 2005 Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043 Carmona, Philippe; Coutin, Laure; Montseny, Gérard 52 2003 Stochastic analysis, rough path analysis and fractional Brownian motions. Zbl 1047.60029 Coutin, Laure; Qian, Zhongmin 157 2002 Tanaka formula for the fractional Brownian motion. Zbl 1053.60055 Coutin, Laure; Nualart, David; Ciprian, A. Tudor 39 2001 Stochastic Volterra equations with singular kernels. Zbl 0986.60059 Coutin, L.; Decreusefond, L. 23 2001 Approximation of some processes. Zbl 0986.60036 Carmona, Philippe; Coutin, Laure; Montseny, G. 18 2000 Stochastic integration with respect to fractional Brownian motion. (Intégrale stochastique pour le mouvement brownien fractionnaire.) Zbl 0951.60042 Carmona, Philippe; Coutin, Laure 12 2000 Stochastic differential equations for fractional Brownian motions. Zbl 0981.60040 Coutin, Laure; Qian, Zhongmin 10 2000 Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058 Coutin, L.; Decreusefond, L. 19 1999 Fractional Brownian motion and the Markov property. Zbl 0921.60067 Carmona, Philippe; Coutin, Laure 24 1998 all cited Publications top 5 cited Publications all top 5 Cited by 571 Authors 25 Tindel, Samy 21 Nualart, David 19 Friz, Peter 18 Coutin, Laure 12 Nourdin, Ivan 12 Tudor, Ciprian A. 11 Hairer, Martin 10 Lejay, Antoine 9 Deya, Aurélien 9 Fan, Xiliang 9 Hu, Yaozhong 9 Yan, Litan 8 Baudoin, Fabrice 8 Jiang, Hui 8 Ouyang, Cheng 8 Unterberger, Jérémie M. 8 Yang, Qigui 8 Zeng, Caibin 7 Bayer, Christian 7 Es-Sebaiy, Khalifa 7 Jaber, Eduardo Abi 7 Lyons, Terence John 7 Russo, Francesco 6 Cass, Thomas Richard 6 León, Jorge A. 6 Rovira, Carles 6 Victoir, Nicolas B. 6 Viens, Frederi G. 5 Brault, Antoine 5 Decreusefond, Laurent 5 Inahama, Yuzuru 5 Mishura, Yuliya Stepanivna 5 Neuenkirch, Andreas 5 Prömel, David J. 5 Xiao, Weilin 4 Alòs, Elisa 4 Bailleul, Ismaël F. 4 Besalú, Mireia 4 Chen, Yangquan 4 Chronopoulou, Alexandra 4 Nguyen Tien Dung 4 Gassiat, Paul 4 Gubinelli, Massimiliano 4 Jacquier, Antoine 4 Marty, Renaud 4 Nilssen, Torstein K. 4 Pontier, Monique 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 Bishwal, Jaya P. N. 3 Boufoussi, Brahim 3 Brouste, Alexandre 3 Catellier, Rémi 3 Chen, Chao 3 Chen, Yong 3 Chevyrev, Ilya 3 Duc, Luu Hoang 3 Geng, Xi 3 Gradinaru, Mihai 3 Guerra, João M. E. 3 Han, Yuecai 3 Lebovits, Joachim 3 Lim, Nengli 3 Liu, Junfeng 3 Ludeña, Carenne C. 3 Marie, Nicolas 3 Maslowski, Bohdan 3 Michta, Mariusz 3 Motyl, Jerzy 3 Neamţu, Alexandra 3 Nualart, Eulalia 3 Oberhauser, Harald 3 Peccati, Giovanni 3 Perkowski, Nicolas 3 Pospíšil, Jan 3 Pulido, Sergio 3 Ralchenko, Kostiantyn V. 3 Richard, Alexandre 3 Schmalfuß, Björn 3 Sølna, Knut 3 Song, Jian 3 Sottinen, Tommi 3 Tempone, Raúl F. 3 Xu, Yong 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 Bock, Wolfgang 2 Boedihardjo, Horatio ...and 471 more Authors all top 5 Cited in 134 Serials 46 Stochastic Processes and their Applications 24 The Annals of Probability 23 Stochastic Analysis and Applications 22 Statistics & Probability Letters 19 Journal of Theoretical Probability 16 Journal of Differential Equations 16 Bernoulli 16 Stochastics and Dynamics 16 SIAM Journal on Financial Mathematics 15 Journal of Functional Analysis 12 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 11 Stochastics 9 The Annals of Applied Probability 8 Statistical Inference for Stochastic Processes 8 Quantitative Finance 7 Potential Analysis 7 Electronic Journal of Probability 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Applied Mathematics and Optimization 6 Annals of Finance 5 Computers & Mathematics with Applications 5 Journal of Mathematical Analysis and Applications 5 Probability Theory and Related Fields 5 Discrete and Continuous Dynamical Systems. Series B 4 Chaos, Solitons and Fractals 4 Journal of Applied Probability 4 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 4 Fractional Calculus & Applied Analysis 4 International Journal of Stochastic Analysis 4 Modern Stochastics. Theory and Applications 3 Advances in Applied Probability 3 Communications in Mathematical Physics 3 Theory of Probability and its Applications 3 Transactions of the American Mathematical Society 3 Electronic Communications in Probability 3 Mathematical Finance 3 Abstract and Applied Analysis 3 International Journal of Theoretical and Applied Finance 3 Communications in Nonlinear Science and Numerical Simulation 3 Annales Henri Poincaré 3 Differential Equations 3 Journal of Evolution Equations 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Physica A 2 Collectanea Mathematica 2 Journal of Statistical Planning and Inference 2 Mathematics of Operations Research 2 SIAM Journal on Control and Optimization 2 SIAM Journal on Numerical Analysis 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Constructive Approximation 2 Econometric Reviews 2 Annals of Operations Research 2 Communications in Statistics. Theory and Methods 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 Mathematical Problems in Engineering 2 Finance and Stochastics 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Chaos 2 Acta Mathematica Sinica. English Series 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 Applicable Analysis 1 Communications on Pure and Applied Mathematics 1 Journal of Statistical Physics 1 Letters in Mathematical Physics 1 Metrika 1 Mathematics of Computation 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 Tôhoku Mathematical Journal. Second Series 1 Zeitschrift für Analysis und ihre Anwendungen 1 Acta Applicandae Mathematicae 1 Acta Mathematicae Applicatae Sinica. English Series 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 SIAM Journal on Mathematical Analysis 1 Mathematical Programming. Series A. Series B ...and 34 more Serials all top 5 Cited in 36 Fields 469 Probability theory and stochastic processes (60-XX) 83 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 70 Statistics (62-XX) 43 Ordinary differential equations (34-XX) 38 Numerical analysis (65-XX) 28 Partial differential equations (35-XX) 20 Real functions (26-XX) 19 Systems theory; control (93-XX) 16 Dynamical systems and ergodic theory (37-XX) 10 Measure and integration (28-XX) 10 Integral equations (45-XX) 10 Functional analysis (46-XX) 6 Operator theory (47-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Global analysis, analysis on manifolds (58-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Fluid mechanics (76-XX) 5 Quantum theory (81-XX) 5 Biology and other natural sciences (92-XX) 4 Approximations and expansions (41-XX) 3 Associative rings and algebras (16-XX) 3 General topology (54-XX) 2 Functions of a complex variable (30-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral transforms, operational calculus (44-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 Differential geometry (53-XX) 1 Computer science (68-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