Edit Profile (opens in new tab) Coquet, François Co-Author Distance Author ID: coquet.francois Published as: Coquet, François; Coquet, F. Documents Indexed: 25 Publications since 1987 Co-Authors: 14 Co-Authors with 22 Joint Publications 342 Co-Co-Authors all top 5 Co-Authors 3 single-authored 14 Mémin, Jean 4 Hu, Ying 4 Słomiński, Leszek 3 Bonnéry, Daniel 3 Breidt, F. Jay 3 Mackevičius, Vigirdas 3 Peng, Shige 2 Vostrikova, Lioudmila 1 Briand, Philippe 1 Guillemeau, Michel 1 Jacod, Jean 1 Jakubowski, Adam 1 Ouknine, Youssef 1 Toldo, Sandrine all top 5 Serials 3 Stochastic Processes and their Applications 3 Bernoulli 1 Lithuanian Mathematical Journal 1 Metron 1 Statistics & Probability Letters 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Mathematical Methods of Statistics 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Publications de l’Institut de Recherche de Mathématiques de Rennes Fields 23 Probability theory and stochastic processes (60-XX) 7 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Systems theory; control (93-XX) 1 Ordinary differential equations (34-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 16 Publications have been cited 328 times in 243 Documents Cited by ▼ Year ▼ Filtration-consistent nonlinear expectations and related \(g\)-expectations. Zbl 1007.60057 Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 114 2002 A converse comparison theorem for BSDEs and related properties of \(g\)-expectation. Zbl 0966.60054 Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 87 2000 On weak convergence of filtrations. Zbl 0987.60009 Coquet, François; Mémin, Jean; Słominski, Leszek 25 2001 A general converse comparison theorem for backward stochastic differential equations. Zbl 0994.60064 Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 18 2001 Natural decomposition of processes and weak Dirichlet processes. Zbl 1139.60019 Coquet, François; Jakubowski, Adam; Mémin, Jean; Słomiński, Leszek 17 2006 Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. Zbl 0932.60047 Coquet, François; Mackevičius, Vigirdas; Mémin, Jean 15 1998 Convergence of values in optimal stopping and convergence of optimal stopping times. Zbl 1144.62067 Coquet, François; Toldo, Sandrine 11 2007 On non-continuous Dirichlet processes. Zbl 1026.60072 Coquet, François; Mémin, Jean; Słomiński, Leszek 10 2003 On the convergence of Dirichlet processes. Zbl 0953.60001 Coquet, François; Słomiński, Leszek 9 1999 Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061 Coquet, François; Mackevičius, Vigirdas; Mémin, Jean 4 1999 Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035 Coquet, F.; Mémin, J.; Mackevičius, V. 4 2000 Rate of convergence in the functional limit theorem for likelihood ratio processes. Zbl 0824.60031 Coquet, F.; Mémin, J.; Vostrikova, L. 4 1994 Kernel estimation for a superpopulation probability density function under informative selection. Zbl 1392.62099 Bonnéry, Daniel; Breidt, F. Jay; Coquet, François 3 2017 Some identities on semimartingales local times. Zbl 0962.60070 Coquet, F.; Ouknine, Y. 3 2000 Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population. Zbl 1419.62020 Bonnéry, Daniel; Breidt, F. Jay; Coquet, François 2 2018 Uniform convergence of the empirical cumulative distribution function under informative selection from a finite population. Zbl 1329.62053 Bonnéry, Daniel; Breidt, F. Jay; Coquet, François 2 2012 Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population. Zbl 1419.62020 Bonnéry, Daniel; Breidt, F. Jay; Coquet, François 2 2018 Kernel estimation for a superpopulation probability density function under informative selection. Zbl 1392.62099 Bonnéry, Daniel; Breidt, F. Jay; Coquet, François 3 2017 Uniform convergence of the empirical cumulative distribution function under informative selection from a finite population. Zbl 1329.62053 Bonnéry, Daniel; Breidt, F. Jay; Coquet, François 2 2012 Convergence of values in optimal stopping and convergence of optimal stopping times. Zbl 1144.62067 Coquet, François; Toldo, Sandrine 11 2007 Natural decomposition of processes and weak Dirichlet processes. Zbl 1139.60019 Coquet, François; Jakubowski, Adam; Mémin, Jean; Słomiński, Leszek 17 2006 On non-continuous Dirichlet processes. Zbl 1026.60072 Coquet, François; Mémin, Jean; Słomiński, Leszek 10 2003 Filtration-consistent nonlinear expectations and related \(g\)-expectations. Zbl 1007.60057 Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 114 2002 On weak convergence of filtrations. Zbl 0987.60009 Coquet, François; Mémin, Jean; Słominski, Leszek 25 2001 A general converse comparison theorem for backward stochastic differential equations. Zbl 0994.60064 Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 18 2001 A converse comparison theorem for BSDEs and related properties of \(g\)-expectation. Zbl 0966.60054 Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 87 2000 Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035 Coquet, F.; Mémin, J.; Mackevičius, V. 4 2000 Some identities on semimartingales local times. Zbl 0962.60070 Coquet, F.; Ouknine, Y. 3 2000 On the convergence of Dirichlet processes. Zbl 0953.60001 Coquet, François; Słomiński, Leszek 9 1999 Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061 Coquet, François; Mackevičius, Vigirdas; Mémin, Jean 4 1999 Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. Zbl 0932.60047 Coquet, François; Mackevičius, Vigirdas; Mémin, Jean 15 1998 Rate of convergence in the functional limit theorem for likelihood ratio processes. Zbl 0824.60031 Coquet, F.; Mémin, J.; Vostrikova, L. 4 1994 all cited Publications top 5 cited Publications all top 5 Cited by 275 Authors 20 Jiang, Long 11 Peng, Shige 10 Fan, Shengjun 10 Jia, Guangyan 8 Chen, Zengjing 8 Hu, Feng 7 Cohen, Samuel N. 7 Russo, Francesco 7 Stadje, Mitja 7 Yao, Song 6 Elliott, Robert James 6 Nendel, Max 5 Li, Hanwu 5 Rosazza Gianin, Emanuela 5 Xiao, Lishun 4 Hu, Mingshang 4 Li, Shoumei 4 Tian, Dejian 4 Zheng, Shiqiu 4 Zong, Zhaojun 3 Bandini, Elena 3 Bayraktar, Erhan 3 Bouchard, Bruno 3 Coquet, François 3 Falkowski, Adrian 3 Ji, Shaolin 3 Kubilius, Kȩstutis 3 Kupper, Michael 3 Ma, Jin 3 Mémin, Jean 3 Morlais, Marie-Amelie 3 Pistorius, Martijn R. 3 Possamaï, Dylan 3 Protter, Philip Elliott 3 Riedel, Frank 3 Rozkosz, Andrzej 3 Słomiński, Leszek 3 Song, Yongsheng 3 Tan, Xiaolu 3 Wu, Helin 3 Wu, Panyu 3 Xiong, Dewen 3 Zhang, Na 2 Ahmad, Ibrahim A. 2 Bartl, Daniel 2 Beiglböck, Mathias 2 Bielecki, Tomasz R. 2 Cialenco, Igor 2 Cont, Rama 2 Davison, Matt 2 Ferrari, Giorgio 2 Hu, Ying 2 Ji, Ronglin 2 Kohlmann, Michael 2 Kulperger, Reg J. 2 Labart, Céline 2 Leão, Dorival 2 Lejay, Antoine 2 Li, Xiaojuan 2 Lin, Lu 2 Lundgren, Robin 2 Mackevičius, Vigirdas 2 Madan, Dilip B. 2 Mostafa, Sayed A. 2 Ohashi, Alberto Masayoshi F. 2 Ouknine, Youssef 2 Papapantoleon, Antonis 2 Ren, Yong 2 Ruszczyński, Andrzej 2 San Martín, Jaime 2 Saplaouras, Alexandros 2 Sass, Jörn 2 Shi, Xuejun 2 Shi, Yufeng 2 Silvestrov, Dmitrii 2 Tangpi, Ludovic 2 Torres, Soledad 2 Touzi, Nizar 2 Westphal, Dorothee 2 Wunderlich, Ralf 2 Xu, Yuhong 2 Yang, Shuzhen 2 Zhang, Guodong 1 Aazizi, Soufiane 1 Abdeldjebbar, Kandouci 1 Acciaio, Beatrice 1 An, Lifen 1 Ararat, Çağın 1 Athreya, Siva R. 1 Backhoff Veraguas, Julio D. 1 Backhoff, Julio Daniel 1 Becherer, Dirk 1 Beißner, Patrick 1 Benabdallah, Mohsine 1 Bender, Christian 1 Bertail, Patrice 1 Biagini, Francesca 1 Bion-Nadal, Jocelyne 1 Blessing, Jonas 1 Bonnéry, Daniel ...and 175 more Authors all top 5 Cited in 71 Serials 36 Stochastic Processes and their Applications 17 Statistics & Probability Letters 14 Stochastic Analysis and Applications 10 Acta Mathematicae Applicatae Sinica. English Series 9 The Annals of Probability 9 The Annals of Applied Probability 8 Journal of Mathematical Analysis and Applications 8 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 Advances in Applied Probability 5 Finance and Stochastics 5 Acta Mathematica Sinica. English Series 5 Stochastics 4 Applied Mathematics and Optimization 4 Probability Theory and Related Fields 4 Communications in Statistics. Theory and Methods 4 Electronic Journal of Probability 4 Mathematical Finance 4 Probability, Uncertainty and Quantitative Risk 3 Lithuanian Mathematical Journal 3 Insurance Mathematics & Economics 3 Journal of Theoretical Probability 3 Science in China. Series A 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Abstract and Applied Analysis 3 Mathematics and Financial Economics 3 SIAM Journal on Financial Mathematics 2 Archiv der Mathematik 2 Journal of Applied Probability 2 Journal of Statistical Planning and Inference 2 Metron 2 SIAM Journal on Control and Optimization 2 Communications in Statistics. Simulation and Computation 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Bulletin des Sciences Mathématiques 2 Electronic Communications in Probability 2 Bernoulli 2 Journal of Inequalities and Applications 2 International Journal of Theoretical and Applied Finance 2 Methodology and Computing in Applied Probability 2 Stochastics and Dynamics 2 Science China. Mathematics 1 Metrika 1 Scandinavian Journal of Statistics 1 Journal of Computational and Applied Mathematics 1 Journal of Economic Theory 1 Journal of Functional Analysis 1 Journal of Mathematical Economics 1 Journal of the Mathematical Society of Japan 1 Memoirs of the American Mathematical Society 1 Proceedings of the American Mathematical Society 1 Transactions of the American Mathematical Society 1 Chinese Annals of Mathematics. Series B 1 International Journal of Approximate Reasoning 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Potential Analysis 1 Theory of Probability and Mathematical Statistics 1 Random Operators and Stochastic Equations 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Mathematical Methods of Operations Research 1 Discrete Dynamics in Nature and Society 1 Stochastic Models 1 Acta Mathematica Scientia. Series B. (English Edition) 1 REVSTAT 1 Advances in Difference Equations 1 African Diaspora Journal of Mathematics 1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series 1 Banach Journal of Mathematical Analysis 1 Probability Surveys 1 Sankhyā. Series B 1 Numerical Algebra, Control and Optimization 1 Arabian Journal of Mathematics all top 5 Cited in 20 Fields 227 Probability theory and stochastic processes (60-XX) 60 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Systems theory; control (93-XX) 16 Statistics (62-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 12 Partial differential equations (35-XX) 12 Numerical analysis (65-XX) 5 Real functions (26-XX) 5 Ordinary differential equations (34-XX) 5 Functional analysis (46-XX) 5 Operator theory (47-XX) 4 Measure and integration (28-XX) 4 Operations research, mathematical programming (90-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Difference and functional equations (39-XX) 1 General and overarching topics; collections (00-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Citations by Year