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Decreusefond, Laurent

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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

32 Publications have been cited 609 times in 520 Documents Cited by Year
Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034
Decreusefond, Laurent; Üstünel, Ali Süleyman
312
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
30
2012
Stochastic integration with respect to Volterra processes. Zbl 1071.60040
Decreusefond, L.
25
2005
Fractional Brownian motion: Theory and applications. Zbl 0914.60019
Decreusefond, Laurent; Üstünel, Ali Süleyman
21
1998
Simplicial homology of random configurations. Zbl 1296.60127
Decreusefond, L.; Ferraz, E.; Randriambololona, H.; Vergne, A.
19
2014
Stochastic Volterra equations with singular kernels. Zbl 0986.60059
Coutin, L.; Decreusefond, L.
17
2001
Regularity properties of some stochastic Volterra integrals with singular kernel. Zbl 0994.60061
Decreusefond, L.
16
2002
Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058
Coutin, L.; Decreusefond, L.
16
1999
A functional central limit theorem for the \(M/GI/\infty \) queue. Zbl 1154.60347
Decreusefond, Laurent; Moyal, Pascal
15
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
15
2008
Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry. Zbl 1347.60027
Decreusefond, Laurent; Schulte, Matthias; Thäle, Christoph
15
2016
Fluid limit of a heavily loaded EDF queue with impatient customers. Zbl 1154.60072
Decreusefond, L.; Moyal, P.
11
2008
Moment formulae for general point processes. Zbl 1297.60031
Decreusefond, L.; Flint, I.
10
2014
Anticipative calculus with respect to filtered Poisson processes. Zbl 1095.60016
Decreusefond, L.; Savy, N.
10
2006
Stochastic integration with respect to fractional Brownian motion. Zbl 1033.60065
Decreusefond, Laurent
7
2003
Perturbation analysis and Malliavin calculus. Zbl 0952.60050
Decreusefond, L.
7
1998
Flow properties of differential equations driven by fractional Brownian motion. Zbl 1135.60034
Decreusefond, Laurent; Nualart, David
6
2007
Stein’s method for rough paths. Zbl 1453.60165
Coutin, L.; Decreusefond, L.
6
2020
Stochastic modeling and analysis of telecoms networks. Zbl 1282.60002
Decreusefond, Laurent; Moyal, Pascal
6
2012
Quasi-invariance and integration by parts for determinantal and permanental processes. Zbl 1203.60050
Camilier, I.; Decreusefond, L.
5
2010
Malliavin and Dirichlet structures for independent random variables. Zbl 1422.60092
Decreusefond, Laurent; Halconruy, Hélène
5
2019
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
The Stein-Dirichlet-Malliavin method. Zbl 1360.60050
Decreusefond, L.
5
2015
Upper bounds on rubinstein distances on configuration spaces and applications. Zbl 1331.60083
Decreusefond, Laurent; Joulin, Aldéric; Savy, Nicolas
5
2010
A note on the simulation of the Ginibre point process. Zbl 1334.60081
Decreusefond, Laurent; Flint, Ian; Vergne, Anais
4
2015
On the one dimensional Poisson random geometric graph. Zbl 1239.60085
Decreusefond, Laurent; Ferraz, E.
3
2011
On the error-correcting capabilities of cycle codes of graphs. Zbl 0943.94016
Decreusefond, Laurent; Zémor, Gilles
3
1997
Stein’s method for diffusive limits of queueing processes. Zbl 1461.60071
Besançon, Eustache; Decreusefond, Laurent; Moyal, Pascal
2
2020
A Markov model for the spread of viruses in an open population. Zbl 1223.60067
Coutin, L.; Decreusefond, L.; Dhersin, J. S.
1
2010
Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100
Coutin, Laure; Decreusefond, Laurent
1
2020
Asymptotics of superposition of point processes. Zbl 1396.60053
Decreusefond, L.; Vasseur, A.
1
2015
Stein’s method for rough paths. Zbl 1453.60165
Coutin, L.; Decreusefond, L.
6
2020
Stein’s method for diffusive limits of queueing processes. Zbl 1461.60071
Besançon, Eustache; Decreusefond, Laurent; Moyal, Pascal
2
2020
Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100
Coutin, Laure; Decreusefond, Laurent
1
2020
Malliavin and Dirichlet structures for independent random variables. Zbl 1422.60092
Decreusefond, Laurent; Halconruy, Hélène
5
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
15
2016
The Stein-Dirichlet-Malliavin method. Zbl 1360.60050
Decreusefond, L.
5
2015
A note on the simulation of the Ginibre point process. Zbl 1334.60081
Decreusefond, Laurent; Flint, Ian; Vergne, Anais
4
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.
19
2014
Moment formulae for general point processes. Zbl 1297.60031
Decreusefond, L.; Flint, I.
10
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
30
2012
Stochastic modeling and analysis of telecoms networks. Zbl 1282.60002
Decreusefond, Laurent; Moyal, Pascal
6
2012
On the one dimensional Poisson random geometric graph. Zbl 1239.60085
Decreusefond, Laurent; Ferraz, E.
3
2011
Quasi-invariance and integration by parts for determinantal and permanental processes. Zbl 1203.60050
Camilier, I.; Decreusefond, L.
5
2010
Upper bounds on rubinstein distances on configuration spaces and applications. Zbl 1331.60083
Decreusefond, Laurent; Joulin, Aldéric; Savy, Nicolas
5
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
15
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
15
2008
Fluid limit of a heavily loaded EDF queue with impatient customers. Zbl 1154.60072
Decreusefond, L.; Moyal, P.
11
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.
10
2006
Stochastic integration with respect to Volterra processes. Zbl 1071.60040
Decreusefond, L.
25
2005
Stochastic integration with respect to fractional Brownian motion. Zbl 1033.60065
Decreusefond, Laurent
7
2003
Regularity properties of some stochastic Volterra integrals with singular kernel. Zbl 0994.60061
Decreusefond, L.
16
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.
17
2001
Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034
Decreusefond, Laurent; Üstünel, Ali Süleyman
312
1999
Abstract nonlinear filtering theory in the presence of fractional Brownian motion. Zbl 0956.60058
Coutin, L.; Decreusefond, L.
16
1999
Fractional Brownian motion: Theory and applications. Zbl 0914.60019
Decreusefond, Laurent; Üstünel, Ali Süleyman
21
1998
Perturbation analysis and Malliavin calculus. Zbl 0952.60050
Decreusefond, L.
7
1998
On the error-correcting capabilities of cycle codes of graphs. Zbl 0943.94016
Decreusefond, Laurent; Zémor, Gilles
3
1997
all top 5

Cited by 618 Authors

27 Nualart, David
20 Jumarie, Guy M.
20 Yan, Litan
17 Decreusefond, Laurent
12 Fan, Xiliang
10 Schulte, Matthias
9 Maslowski, Bohdan
9 Moyal, Pascal
9 Ouknine, Youssef
9 Tindel, Samy
9 Tudor, Ciprian A.
8 León, Jorge A.
8 Thäle, Christoph
7 Bender, Christian
7 Coutin, Laure
7 Privault, Nicolas
7 Yu, Xianye
6 Jolis, Maria
6 Mishura, Yuliya Stepanivna
6 Peccati, Giovanni
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 Pang, Guodong
5 Proske, Frank Norbert
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 Pasik-Duncan, Bozenna
4 Prakasa Rao, B. L. S.
4 Russo, Francesco
4 Saussereau, Bruno
4 Słomiński, Leszek
4 Sun, Xiaoxia
4 Viens, Frederi G.
4 Wu, Jianglun
4 Yang, Qigui
4 Yin, Xiuwei
4 Zeng, Caibin
3 Alòs, Elisa
3 Atar, Rami
3 Ball, Frank G.
3 Baños, David R.
3 Bardina, Xavier
3 Benth, Fred Espen
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 Jaber, Eduardo Abi
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 Richard, Alexandre
3 Schmalfuß, Björn
3 Shen, Guangjun
3 Shi, Yufeng
3 Simon, Peter L.
3 Song, Xiaoming
3 Vergne, Anaïs
3 Victoir, Nicolas B.
3 Viot, Michel
3 Wang, Zhi
3 Wen, Jiaqiang
3 Xiong, Jie
3 Xu, Yong
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
...and 518 more Authors
all top 5

Cited in 140 Serials

64 Stochastic Processes and their Applications
28 Stochastic Analysis and Applications
25 Statistics & Probability Letters
19 The Annals of Applied Probability
18 Stochastics and Dynamics
18 Stochastics
17 The Annals of Probability
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 Electronic Journal of 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
6 Chaos, Solitons and Fractals
6 Queueing Systems
6 Infinite Dimensional Analysis, Quantum Probability and Related Topics
5 Journal of Statistical Physics
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
4 Modern Stochastics. Theory and Applications
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 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 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 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 Acta Mathematica Scientia. Series B. (English Edition)
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 Operations Research
1 Quarterly of Applied Mathematics
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
...and 40 more Serials
all top 5

Cited in 36 Fields

475 Probability theory and stochastic processes (60-XX)
44 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
36 Statistics (62-XX)
34 Biology and other natural sciences (92-XX)
27 Combinatorics (05-XX)
27 Partial differential equations (35-XX)
27 Operations research, mathematical programming (90-XX)
23 Systems theory; control (93-XX)
22 Ordinary differential equations (34-XX)
17 Numerical analysis (65-XX)
16 Dynamical systems and ergodic theory (37-XX)
15 Real functions (26-XX)
12 Calculus of variations and optimal control; optimization (49-XX)
12 Computer science (68-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)
5 Information and communication theory, circuits (94-XX)
3 Differential geometry (53-XX)
3 Global analysis, analysis on manifolds (58-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 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

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