Coutin, Laure; Duboscq, Romain; Réveillac, Anthony The Itô-Tanaka trick: a non-semimartingale approach. (English) Zbl 1492.60153 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 881-924 (2022). MSC: 60H07 60H10 60G22 35A02 PDFBibTeX XMLCite \textit{L. Coutin} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 881--924 (2022; Zbl 1492.60153) Full Text: arXiv Link
Coutin, Laure; Decreusefond, Laurent Donsker’s theorem in Wasserstein-1 distance. (English) Zbl 1434.60100 Electron. Commun. Probab. 25, Paper No. 27, 13 p. (2020). MSC: 60F15 60H07 60G15 60G55 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{L. Decreusefond}, Electron. Commun. Probab. 25, Paper No. 27, 13 p. (2020; Zbl 1434.60100) Full Text: DOI arXiv Euclid Backlinks: MO
Coutin, Laure; Pontier, Monique Existence and regularity of law density of a pair (diffusion, first component running maximum). (English) Zbl 1458.60088 Stat. Probab. Lett. 153, 130-138 (2019). MSC: 60J60 60H07 60H10 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{M. Pontier}, Stat. Probab. Lett. 153, 130--138 (2019; Zbl 1458.60088) Full Text: DOI HAL
Coutin, Laure; Lejay, Antoine Sensitivity of rough differential equations: an approach through the omega lemma. (English) Zbl 1423.60088 J. Differ. Equations 264, No. 6, 3899-3917 (2018). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60H07 60H05 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{A. Lejay}, J. Differ. Equations 264, No. 6, 3899--3917 (2018; Zbl 1423.60088) Full Text: DOI arXiv
Carmona, Philippe; Coutin, Laure; Montseny, Gérard Stochastic integration with respect to fractional Brownian motion. (English) Zbl 1016.60043 Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 1, 27-68 (2003). Reviewer: Yuhu Feng (Shanghai) MSC: 60G15 60H05 60J65 60F25 60H07 PDFBibTeX XMLCite \textit{P. Carmona} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 1, 27--68 (2003; Zbl 1016.60043) Full Text: DOI Numdam EuDML
Coutin, Laure; Qian, Zhongmin Stochastic analysis, rough path analysis and fractional Brownian motions. (English) Zbl 1047.60029 Probab. Theory Relat. Fields 122, No. 1, 108-140 (2002). Reviewer: Thomas Simon (Évry) MSC: 60G15 60H10 60H07 60G22 60L20 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{Z. Qian}, Probab. Theory Relat. Fields 122, No. 1, 108--140 (2002; Zbl 1047.60029) Full Text: DOI
Coutin, L.; Decreusefond, L. Stochastic Volterra equations with singular kernels. (English) Zbl 0986.60059 Cruzeiro, Ana Bela (ed.) et al., Stochastic analysis and mathematical physics. Boston: Birkhäuser. Prog. Probab. 50, 39-50 (2001). Reviewer: Gheorghe Stoica (Saint John) MSC: 60H20 60H07 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{L. Decreusefond}, Prog. Probab. 50, 39--50 (2001; Zbl 0986.60059)
Carmona, Philippe; Coutin, Laure Stochastic integration with respect to fractional Brownian motion. (Intégrale stochastique pour le mouvement brownien fractionnaire.) (French. Abridged English version) Zbl 0951.60042 C. R. Acad. Sci., Paris, Sér. I, Math. 330, No. 3, 231-236 (2000). Reviewer: Nicolas Privault (La Rochelle) MSC: 60G15 60G07 60H05 60J65 60F25 PDFBibTeX XMLCite \textit{P. Carmona} and \textit{L. Coutin}, C. R. Acad. Sci., Paris, Sér. I, Math. 330, No. 3, 231--236 (2000; Zbl 0951.60042) Full Text: DOI
Coutin, L.; Decreusefond, L. Abstract nonlinear filtering theory in the presence of fractional Brownian motion. (English) Zbl 0956.60058 Ann. Appl. Probab. 9, No. 4, 1058-1090 (1999). Reviewer: Nicolas Privault (La Rochelle) MSC: 60H07 60G35 60H10 60H20 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{L. Decreusefond}, Ann. Appl. Probab. 9, No. 4, 1058--1090 (1999; Zbl 0956.60058) Full Text: DOI
Coutin, Laure Filtering of a càdlàg system: Application of stochastic calculus of variations to the existence of a density. (Filtrage d’un système càdlàg: Application du calcul des variations stochastiques à l’existence d’une densité.) (French) Zbl 0871.60036 Stochastics Stochastics Rep. 58, No. 3-4, 209-243 (1996). Reviewer: M.Chaleyat-Maurel (Paris) MSC: 60G35 60H07 PDFBibTeX XMLCite \textit{L. Coutin}, Stochastics Stochastics Rep. 58, No. 3--4, 209--243 (1996; Zbl 0871.60036) Full Text: DOI