×

zbMATH — the first resource for mathematics

Mémin, Jean

Compute Distance To:
Author ID: memin.jean Recent zbMATH articles by "Mémin, Jean"
Published as: Mémin, Jean; Memin, J.; Memin, Jean; Mémin, J.
Documents Indexed: 42 Publications since 1976
Reviewing Activity: 39 Reviews

Publications by Year

Citations contained in zbMATH Open

34 Publications have been cited 742 times in 589 Documents Cited by Year
Filtration-consistent nonlinear expectations and related \(g\)-expectations. Zbl 1007.60057
Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
90
2002
Convergence en loi des suites d’integrales stochastiques sur l’espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\). Zbl 0638.60049
Jakubowski, A.; Memin, J.; Pages, G.
88
1989
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
77
2000
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052
Mémin, Jean; Mishura, Yuliya; Valkeila, Esko
67
2001
Sur l’intégrabilite uniforme des martingales exponentielles. Zbl 0375.60069
Lepingle, Dominique; Memin, Jean
65
1978
Caractéristiques locales et conditions de continuite absolue pour les semi-martingales. Zbl 0315.60026
Jacod, J.; Memin, J.
40
1976
Donsker-type theorem for BSDEs. Zbl 0977.60067
Briand, Philippe; Delyon, Bernard; Mémin, Jean
40
2001
On the robustness of backward stochastic differential equations. Zbl 1058.60041
Briand, Philippe; Delyon, Bernard; Mémin, Jean
32
2002
Espaces de semi martingales et changements de probabilité. Zbl 0407.60046
Memin, Jean
30
1980
Sur un type de convergence intermediaire entre la convergence en loi et la convergence en probabilité. Zbl 0458.60016
Jacod, Jean; Memin, Jean
24
1981
On tightness and stopping times. Zbl 0501.60029
Jacod, J.; Memin, J.; Metivier, M.
19
1983
UT condition and stability in law of stochastic differential equations. (Condition UT et stabilité en loi des solutions d’équations différentielles stochastiques.) Zbl 0746.60063
Mémin, Jean; Słominski, Leszek
18
1991
A general converse comparison theorem for backward stochastic differential equations. Zbl 0994.60064
Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
17
2001
On weak convergence of filtrations. Zbl 0987.60009
Coquet, François; Mémin, Jean; Słominski, Leszek
17
2001
Weak and strong solutions of stochastic differential equations: Existence and stability. Zbl 0471.60066
Jacod, Jean; Memin, Jean
13
1981
Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. Zbl 0932.60047
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
13
1998
Théorème de la limite centrale et convergence fonctionnelle vers un processus à accroissements independants: la méthode des martingales. Zbl 0493.60033
Jacod, J.; Klopotowski, A.; Memin, J.
10
1982
Existence of weak solutions for stochastic differential equations with driving semimartingales. Zbl 0454.60057
Jacod, Jean; Memin, Jean
9
1981
Natural decomposition of processes and weak Dirichlet processes. Zbl 1139.60019
Coquet, François; Jakubowski, Adam; Mémin, Jean; Słomiński, Leszek
9
2006
On non-continuous Dirichlet processes. Zbl 1026.60072
Coquet, François; Mémin, Jean; Słomiński, Leszek
9
2003
Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants. Zbl 0569.60038
Memin, J.; Shiryayev, A. N.
9
1985
Convergence of solutions of discrete reflected backward SDE’s and simulations. Zbl 1138.60049
Mémin, Jean; Peng, Shige; Xu, Mingyu
9
2008
Stability of Doob-Meyer decomposition under extended convergence. Zbl 1052.60022
Mémin, Jean
5
2003
On asymptotic errors in discretization of processes. Zbl 1058.60020
Jacod, J.; Jakubowski, A.; Mémin, J.
5
2003
Rate of convergence in the functional limit theorem for likelihood ratio processes. Zbl 0824.60031
Coquet, F.; Mémin, J.; Vostrikova, L.
4
1994
Sur la convergence des semimartingales vers un processus à accroissements independants. Zbl 0433.60034
Jacod, J.; Memin, J.
4
1980
Rectification à ”Sur un type de convergence intermediaire entre la convergence en loi et la convergence en probabilité”. Zbl 0505.60011
Jacod, J.; Memin, J.
4
1983
Sur la contiguite de deux suites de mesures: Généralisation d’une théorème de Kabanov-Liptser-Shiryayev. Zbl 0484.60032
Eagleson, G. K.; Memin, J.
3
1982
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035
Coquet, F.; Mémin, J.; Mackevičius, V.
3
2000
Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
3
1999
Exponential inequality for local martingales. (Inégalité exponentielle pour les martingales locales.) Zbl 0807.60043
Kubilius, Kęstutis; Mémin, Jean
2
1994
Un théorème de représentation des martingales pour les ensembles regeneratifs. Zbl 0368.60058
Jacod, J.; Memin, J.
2
1976
Décompositions multiplicatives de semimartingales exponentielles et applications. Zbl 0384.60034
Memin, Jean
1
1978
Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement non gaussien). (Functional limit theorems for likelihood processes (asymptotic non-Gaussian setting)). Zbl 0637.60005
Memin, Jean
1
1985
Convergence of solutions of discrete reflected backward SDE’s and simulations. Zbl 1138.60049
Mémin, Jean; Peng, Shige; Xu, Mingyu
9
2008
Natural decomposition of processes and weak Dirichlet processes. Zbl 1139.60019
Coquet, François; Jakubowski, Adam; Mémin, Jean; Słomiński, Leszek
9
2006
On non-continuous Dirichlet processes. Zbl 1026.60072
Coquet, François; Mémin, Jean; Słomiński, Leszek
9
2003
Stability of Doob-Meyer decomposition under extended convergence. Zbl 1052.60022
Mémin, Jean
5
2003
On asymptotic errors in discretization of processes. Zbl 1058.60020
Jacod, J.; Jakubowski, A.; Mémin, J.
5
2003
Filtration-consistent nonlinear expectations and related \(g\)-expectations. Zbl 1007.60057
Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
90
2002
On the robustness of backward stochastic differential equations. Zbl 1058.60041
Briand, Philippe; Delyon, Bernard; Mémin, Jean
32
2002
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052
Mémin, Jean; Mishura, Yuliya; Valkeila, Esko
67
2001
Donsker-type theorem for BSDEs. Zbl 0977.60067
Briand, Philippe; Delyon, Bernard; Mémin, Jean
40
2001
A general converse comparison theorem for backward stochastic differential equations. Zbl 0994.60064
Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
17
2001
On weak convergence of filtrations. Zbl 0987.60009
Coquet, François; Mémin, Jean; Słominski, Leszek
17
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
77
2000
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035
Coquet, F.; Mémin, J.; Mackevičius, V.
3
2000
Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
3
1999
Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. Zbl 0932.60047
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
13
1998
Rate of convergence in the functional limit theorem for likelihood ratio processes. Zbl 0824.60031
Coquet, F.; Mémin, J.; Vostrikova, L.
4
1994
Exponential inequality for local martingales. (Inégalité exponentielle pour les martingales locales.) Zbl 0807.60043
Kubilius, Kęstutis; Mémin, Jean
2
1994
UT condition and stability in law of stochastic differential equations. (Condition UT et stabilité en loi des solutions d’équations différentielles stochastiques.) Zbl 0746.60063
Mémin, Jean; Słominski, Leszek
18
1991
Convergence en loi des suites d’integrales stochastiques sur l’espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\). Zbl 0638.60049
Jakubowski, A.; Memin, J.; Pages, G.
88
1989
Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants. Zbl 0569.60038
Memin, J.; Shiryayev, A. N.
9
1985
Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement non gaussien). (Functional limit theorems for likelihood processes (asymptotic non-Gaussian setting)). Zbl 0637.60005
Memin, Jean
1
1985
On tightness and stopping times. Zbl 0501.60029
Jacod, J.; Memin, J.; Metivier, M.
19
1983
Rectification à ”Sur un type de convergence intermediaire entre la convergence en loi et la convergence en probabilité”. Zbl 0505.60011
Jacod, J.; Memin, J.
4
1983
Théorème de la limite centrale et convergence fonctionnelle vers un processus à accroissements independants: la méthode des martingales. Zbl 0493.60033
Jacod, J.; Klopotowski, A.; Memin, J.
10
1982
Sur la contiguite de deux suites de mesures: Généralisation d’une théorème de Kabanov-Liptser-Shiryayev. Zbl 0484.60032
Eagleson, G. K.; Memin, J.
3
1982
Sur un type de convergence intermediaire entre la convergence en loi et la convergence en probabilité. Zbl 0458.60016
Jacod, Jean; Memin, Jean
24
1981
Weak and strong solutions of stochastic differential equations: Existence and stability. Zbl 0471.60066
Jacod, Jean; Memin, Jean
13
1981
Existence of weak solutions for stochastic differential equations with driving semimartingales. Zbl 0454.60057
Jacod, Jean; Memin, Jean
9
1981
Espaces de semi martingales et changements de probabilité. Zbl 0407.60046
Memin, Jean
30
1980
Sur la convergence des semimartingales vers un processus à accroissements independants. Zbl 0433.60034
Jacod, J.; Memin, J.
4
1980
Sur l’intégrabilite uniforme des martingales exponentielles. Zbl 0375.60069
Lepingle, Dominique; Memin, Jean
65
1978
Décompositions multiplicatives de semimartingales exponentielles et applications. Zbl 0384.60034
Memin, Jean
1
1978
Caractéristiques locales et conditions de continuite absolue pour les semi-martingales. Zbl 0315.60026
Jacod, J.; Memin, J.
40
1976
Un théorème de représentation des martingales pour les ensembles regeneratifs. Zbl 0368.60058
Jacod, J.; Memin, J.
2
1976
all top 5

Cited by 623 Authors

18 Jiang, Long
14 Słomiński, Leszek
12 Jacod, Jean
12 Mémin, Jean
12 Peng, Shige
11 Russo, Francesco
10 Nualart, David
10 Radchenko, Vadym Mykolaĭovych
9 Jia, Guangyan
8 Fan, Shengjun
8 Stadje, Mitja
8 Yao, Song
7 Chen, Zengjing
7 Hu, Feng
7 Hu, Yaozhong
7 Jiang, Yiming
7 Labart, Céline
7 Mikulyavichyus, R. A.
6 Cohen, Samuel N.
6 Elliott, Robert James
6 Grigelionis, Bronius I.
6 Mackevičius, Vigirdas
6 Rozkosz, Andrzej
6 Schweizer, Martin
5 Jakubowski, Adam
5 Klimsiak, Tomasz
5 Kubilius, Kȩstutis
5 Possamaï, Dylan
5 Protter, Philip Elliott
5 Rheinländer, Thorsten
5 Rosazza Gianin, Emanuela
5 Tan, Xiaolu
5 Wang, Yongjin
4 Coquet, François
4 Geiss, Christel
4 Hu, Mingshang
4 Kubilyus, K.
4 Ma, Jin
4 Mezerdi, Brahim
4 Morlais, Marie-Amelie
4 Pontier, Monique
4 Ruf, Johannes
4 Song, Xiaoming
4 Touzi, Nizar
4 Tudor, Ciprian A.
4 Yan, Litan
4 Yor, Marc
4 Ziemkiewicz, Bartosz
3 Aalen, Odd O.
3 Al-Hussein, Abdulrahman
3 Bayraktar, Erhan
3 Becherer, Dirk
3 Beiglböck, Mathias
3 Bo, Lijun
3 Brémaud, Pierre
3 Briand, Philippe
3 Carmona, René A.
3 Cheridito, Patrick
3 Choulli, Tahir
3 Criens, David
3 Crimaldi, Irene
3 Czichowsky, Christoph
3 De Donno, Marzia
3 Gherbal, Boulakhras
3 Hu, Ying
3 Jeanblanc, Monique
3 Ji, Shaolin
3 Kohlmann, Michael
3 Lacker, Daniel
3 Lenglart, Erik
3 Li, Shoumei
3 Mazziotto, Gerald
3 Michta, Mariusz
3 Mishura, Yuliya Stepanivna
3 Motyl, Jerzy
3 Ouknine, Youssef
3 Petrović, Ljiljana
3 Pistorius, Martijn R.
3 Privault, Nicolas
3 Røysland, Kjetil
3 Sgarra, Carlo
3 Shi, KeHua
3 Song, Yongsheng
3 Szpirglas, Jacques
3 Tian, Dejian
3 Wu, Helin
3 Wu, Panyu
3 Xiao, Lishun
3 Xie, Yingchao
3 Xiong, Dewen
3 Yang, Shuzhen
3 Zhang, Na
3 Zheng, Shiqiu
3 Zong, Zhaojun
2 Antonelli, Fabio
2 Balan, Raluca M.
2 Bandini, Elena
2 Bender, Christian
2 Bielecki, Tomasz R.
2 Bouchard, Bruno
...and 523 more Authors
all top 5

Cited in 140 Serials

93 Stochastic Processes and their Applications
30 Statistics & Probability Letters
28 The Annals of Applied Probability
26 Stochastic Analysis and Applications
24 Lithuanian Mathematical Journal
22 The Annals of Probability
15 Probability Theory and Related Fields
13 Acta Mathematicae Applicatae Sinica. English Series
12 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
12 Finance and Stochastics
11 Bernoulli
11 Stochastics
10 Journal of Mathematical Analysis and Applications
10 Stochastics
10 Journal of Theoretical Probability
10 Mathematical Finance
9 Comptes Rendus. Mathématique. Académie des Sciences, Paris
8 International Journal of Theoretical and Applied Finance
8 Stochastics and Dynamics
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Theory of Probability and Mathematical Statistics
7 Acta Mathematica Sinica. English Series
6 Journal of Applied Probability
5 Advances in Applied Probability
5 Applied Mathematics and Optimization
5 Journal of Functional Analysis
5 Insurance Mathematics & Economics
5 Mathematics and Financial Economics
5 SIAM Journal on Financial Mathematics
4 Journal of Statistical Planning and Inference
4 SIAM Journal on Control and Optimization
4 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
4 Abstract and Applied Analysis
4 Probability, Uncertainty and Quantitative Risk
3 Theory of Probability and its Applications
3 Journal of Computational and Applied Mathematics
3 Transactions of the American Mathematical Society
3 Chinese Annals of Mathematics. Series B
3 Science in China. Series A
3 Random Operators and Stochastic Equations
3 Electronic Journal of Probability
3 Journal of Systems Science and Complexity
3 Science China. Mathematics
2 Archiv der Mathematik
2 Journal of Differential Equations
2 Journal of Econometrics
2 Kybernetika
2 Mathematics of Operations Research
2 Scandinavian Actuarial Journal
2 SIAM Journal on Numerical Analysis
2 Acta Applicandae Mathematicae
2 Statistics
2 Lifetime Data Analysis
2 Electronic Communications in Probability
2 Mathematical Problems in Engineering
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Journal of Inequalities and Applications
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 Statistical Inference for Stochastic Processes
2 Methodology and Computing in Applied Probability
2 Stochastic Models
2 Journal of Applied Mathematics and Computing
2 Frontiers of Mathematics in China
2 Modern Stochastics. Theory and Applications
1 Analysis Mathematica
1 Applicable Analysis
1 Bulletin of the Australian Mathematical Society
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Statistical Physics
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Scandinavian Journal of Statistics
1 Mathematics of Computation
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Statistics
1 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
1 Applied Mathematics and Computation
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Bulletin de la Société Mathématique de France
1 Czechoslovak Mathematical Journal
1 Econometrica
1 Information Sciences
1 Inventiones Mathematicae
1 Journal of Economic Theory
1 Journal of Mathematical Economics
1 Journal of the Mathematical Society of Japan
1 Mathematics and Computers in Simulation
1 Nagoya Mathematical Journal
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Proceedings of the American Mathematical Society
1 Tokyo Journal of Mathematics
1 Systems & Control Letters
1 Bulletin of the Korean Mathematical Society
1 Journal of Time Series Analysis
1 Acta Mathematica Hungarica
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications
1 Applied Numerical Mathematics
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
...and 40 more Serials

Citations by Year