Edit Profile Pontier, Monique Compute Distance To: Compute Author ID: pontier.monique Published as: Pontier, M.; Pontier, Monique Documents Indexed: 57 Publications since 1983 Reviewing Activity: 47 Reviews all top 5 Co-Authors 6 single-authored 12 Szpirglas, Jacques 10 Grorud, Axel 4 Estrade, Anne 3 Coutin, Laure 3 Hillairet, Caroline 3 Leger, Stéphanie 3 Mancino, Maria Elvira 2 Amami, Rim 2 Ayache, Antoine 2 Barsotti, Flavia 2 Cohen, Serge 2 Dorobantu, Diana 2 Florchinger, Patrick 2 Guyon, Xavier 2 Perrin, Olivier 1 Abidi, Hani 1 Alòs, Elisa 1 Alvarez, Alexander 1 Dana, Rose-Anne 1 Denis, Laurent 1 Espinosa, Gilles-Edouard 1 Hajjej, Ishak 1 Imkeller, Peter 1 Jeanblanc, Monique 1 Jourdain, Benjamin 1 León, Jorge A. 1 Mahfoudh, Sana 1 Mnif, Mohamed 1 Ngom, Waly 1 Ogawa, Shigeyoshi 1 Panloup, Fabien 1 Savy, Nicolas 1 Stricker, Christophe 1 Ustunel, Ali Suleyman 1 Vives, Josep 1 Weisz, Ferenc all top 5 Serials 4 Stochastics 3 Comptes Rendus de l’Académie des Sciences. Série I 3 International Journal of Theoretical and Applied Finance 2 Stochastics 2 Stochastics and Stochastics Reports 2 Potential Analysis 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Advances in Applied Probability 1 Applied Mathematics and Optimization 1 IEEE Transactions on Automatic Control 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Journal of Statistical Planning and Inference 1 Japanese Journal of Mathematics. New Series 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Nagoya Mathematical Journal 1 SIAM Journal on Control and Optimization 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Journal of Applied Mathematics and Stochastic Analysis 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Statistical Inference for Stochastic Processes 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Mathematics and Financial Economics 1 Matapli all top 5 Fields 47 Probability theory and stochastic processes (60-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Systems theory; control (93-XX) 11 Global analysis, analysis on manifolds (58-XX) 9 Statistics (62-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 2 Differential geometry (53-XX) 2 Operations research, mathematical programming (90-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Convex and discrete geometry (52-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 33 Publications have been cited 283 times in 218 Documents Cited by ▼ Year ▼ Insider trading in a continuous time market model. Zbl 0909.90023Grorud, Axel; Pontier, Monique 48 1998 Optimal portfolio for a small investor in a market model with discontinuous prices. Zbl 0715.90014Jeanblanc-Picqué, Monique; Pontier, Monique 46 1990 Fractional Brownian sheet. Zbl 1006.60029Ayache, Antoine; Leger, Stéphanie; Pontier, Monique 40 2002 Free lunch and arbitrage possibilities in a financial market model with an insider. Zbl 1047.60041Imkeller, Peter; Pontier, Monique; Weisz, Ferenc 29 2001 Asymmetrical information and incomplete markets. Zbl 1154.91542Grorud, Axel; Pontier, Monique 20 2001 Estimation of the instantaneous volatility. Zbl 1243.62129Alvarez, Alexander; Panloup, Fabien; Pontier, Monique; Savy, Nicolas 12 2012 Singularity functions for fractional processes: application to the fractional Brownian sheet. Zbl 1095.60011Cohen, Serge; Guyon, Xavier; Perrin, Olivier; Pontier, Monique 9 2006 Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field). Zbl 1014.60057Ayache, Antoine; Leger, Stéphanie; Pontier, Monique 8 2002 On existence of an Arrow-Radner equilibrium in the case of complete markets: A remark. Zbl 0761.90019Dana, Rose-Anne; Pontier, Monique 8 1992 A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility. Zbl 1161.60324Alòs, Elisa; León, Jorge A.; Pontier, Monique; Vives, Josep 6 2008 Risk neutral measures and asymmetrical information. Zbl 0954.60035Grorud, Axel; Pontier, Monique 6 1999 Financial market model with influential informed investors. Zbl 1138.91445Grorud, Axel; Pontier, Monique 5 2005 A fractional Brownian field. Zbl 0945.60047Léger, Stéphanie; Pontier, Monique 5 1999 How to detect insider trading? Zbl 0881.90040Grorud, Axel; Pontier, Monique 5 1997 Optimal strategies in a risky debt context. Zbl 1184.91206Dorobantu, Diana; Mancino, Maria Elvira; Pontier, Monique 3 2009 Identification of an isometric transformation of the standard Brownian sheet. Zbl 1089.60047Cohen, Serge; Guyon, Xavier; Perrin, Olivier; Pontier, Monique 3 2006 A Dirichlet structure on a Wiener-Poisson space. Application to the enlargement of filtration. Zbl 0985.91027Denis, Laurent; Grorud, Axel; Pontier, Monique 3 2000 Horizontal lift of a càdlàg semimartingale. Zbl 0764.60047Pontier, Monique; Estrade, Anne 3 1992 Stochastic analysis on the Lie group-valued Wiener paths. Zbl 0734.60062Pontier, Monique; Üstünel, Ali Süleyman 3 1991 Filtrage non linéaire avec observation sur une variété. Zbl 0569.60047Pontier, Monique; Szpirglas, Jacques 3 1985 Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049Coutin, Laure; Pontier, Monique; Ngom, Waly 2 2018 Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet. Zbl 1181.60073Coutin, Laure; Pontier, Monique 2 2007 Backward stochastic differential equations in a Lie group. Zbl 0980.60085Estrade, Anne; Pontier, Monique 2 2001 Stochastic calculus of order 2 and anticipative differential equations on a manifold. Zbl 0849.60057Grorud, Axel; Pontier, Monique 2 1995 Anticipating stochastic calculus of order two. Zbl 0811.60041Grorud, Axel; Pontier, Monique 2 1993 Existence and regularity of law density of a pair (diffusion, first component running maximum). Zbl 07101676Coutin, Laure; Pontier, Monique 1 2019 Reducing the debt: is it optimal to outsource an investment? Zbl 1347.49032Espinosa, G. E.; Hillairet, C.; Jourdain, B.; Pontier, M. 1 2016 A modelization of public-private partnerships with failure time. Zbl 1318.91076Hillairet, Caroline; Pontier, Monique 1 2012 Solutions of forward-backward stochastic differential equations. Zbl 0889.60067Pontier, M. 1 1997 Approximation d’un filtre avec observation sur une variété compacte. (Approximation of a filter with observation on a compact manifold). Zbl 0649.60048Pontier, Monique 1 1988 Filtering with observations on a Riemannian symmetric space. Zbl 0648.93061Pontier, Monique; Szpirglas, Jacques 1 1988 Convergence des approximations de McShane d’une diffusion sur une variété compacte. (Convergence of the McShane approximation to a diffusion on a compact manifold). Zbl 0623.60072Pontier, Monique; Szpirglas, Jacques 1 1987 Arret optimal avec contrainte. Zbl 0528.60037Pontier, Monique; Szpirglas, Jacques 1 1983 Existence and regularity of law density of a pair (diffusion, first component running maximum). Zbl 07101676Coutin, Laure; Pontier, Monique 1 2019 Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049Coutin, Laure; Pontier, Monique; Ngom, Waly 2 2018 Reducing the debt: is it optimal to outsource an investment? Zbl 1347.49032Espinosa, G. E.; Hillairet, C.; Jourdain, B.; Pontier, M. 1 2016 Estimation of the instantaneous volatility. Zbl 1243.62129Alvarez, Alexander; Panloup, Fabien; Pontier, Monique; Savy, Nicolas 12 2012 A modelization of public-private partnerships with failure time. Zbl 1318.91076Hillairet, Caroline; Pontier, Monique 1 2012 Optimal strategies in a risky debt context. Zbl 1184.91206Dorobantu, Diana; Mancino, Maria Elvira; Pontier, Monique 3 2009 A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility. Zbl 1161.60324Alòs, Elisa; León, Jorge A.; Pontier, Monique; Vives, Josep 6 2008 Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet. Zbl 1181.60073Coutin, Laure; Pontier, Monique 2 2007 Singularity functions for fractional processes: application to the fractional Brownian sheet. Zbl 1095.60011Cohen, Serge; Guyon, Xavier; Perrin, Olivier; Pontier, Monique 9 2006 Identification of an isometric transformation of the standard Brownian sheet. Zbl 1089.60047Cohen, Serge; Guyon, Xavier; Perrin, Olivier; Pontier, Monique 3 2006 Financial market model with influential informed investors. Zbl 1138.91445Grorud, Axel; Pontier, Monique 5 2005 Fractional Brownian sheet. Zbl 1006.60029Ayache, Antoine; Leger, Stéphanie; Pontier, Monique 40 2002 Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field). Zbl 1014.60057Ayache, Antoine; Leger, Stéphanie; Pontier, Monique 8 2002 Free lunch and arbitrage possibilities in a financial market model with an insider. Zbl 1047.60041Imkeller, Peter; Pontier, Monique; Weisz, Ferenc 29 2001 Asymmetrical information and incomplete markets. Zbl 1154.91542Grorud, Axel; Pontier, Monique 20 2001 Backward stochastic differential equations in a Lie group. Zbl 0980.60085Estrade, Anne; Pontier, Monique 2 2001 A Dirichlet structure on a Wiener-Poisson space. Application to the enlargement of filtration. Zbl 0985.91027Denis, Laurent; Grorud, Axel; Pontier, Monique 3 2000 Risk neutral measures and asymmetrical information. Zbl 0954.60035Grorud, Axel; Pontier, Monique 6 1999 A fractional Brownian field. Zbl 0945.60047Léger, Stéphanie; Pontier, Monique 5 1999 Insider trading in a continuous time market model. Zbl 0909.90023Grorud, Axel; Pontier, Monique 48 1998 How to detect insider trading? Zbl 0881.90040Grorud, Axel; Pontier, Monique 5 1997 Solutions of forward-backward stochastic differential equations. Zbl 0889.60067Pontier, M. 1 1997 Stochastic calculus of order 2 and anticipative differential equations on a manifold. Zbl 0849.60057Grorud, Axel; Pontier, Monique 2 1995 Anticipating stochastic calculus of order two. Zbl 0811.60041Grorud, Axel; Pontier, Monique 2 1993 On existence of an Arrow-Radner equilibrium in the case of complete markets: A remark. Zbl 0761.90019Dana, Rose-Anne; Pontier, Monique 8 1992 Horizontal lift of a càdlàg semimartingale. Zbl 0764.60047Pontier, Monique; Estrade, Anne 3 1992 Stochastic analysis on the Lie group-valued Wiener paths. Zbl 0734.60062Pontier, Monique; Üstünel, Ali Süleyman 3 1991 Optimal portfolio for a small investor in a market model with discontinuous prices. Zbl 0715.90014Jeanblanc-Picqué, Monique; Pontier, Monique 46 1990 Approximation d’un filtre avec observation sur une variété compacte. (Approximation of a filter with observation on a compact manifold). Zbl 0649.60048Pontier, Monique 1 1988 Filtering with observations on a Riemannian symmetric space. Zbl 0648.93061Pontier, Monique; Szpirglas, Jacques 1 1988 Convergence des approximations de McShane d’une diffusion sur une variété compacte. (Convergence of the McShane approximation to a diffusion on a compact manifold). Zbl 0623.60072Pontier, Monique; Szpirglas, Jacques 1 1987 Filtrage non linéaire avec observation sur une variété. Zbl 0569.60047Pontier, Monique; Szpirglas, Jacques 3 1985 Arret optimal avec contrainte. Zbl 0528.60037Pontier, Monique; Szpirglas, Jacques 1 1983 all cited Publications top 5 cited Publications all top 5 Cited by 286 Authors 16 Pontier, Monique 9 Jeanblanc, Monique 8 Jiao, Ying 7 Hillairet, Caroline 7 Tudor, Ciprian A. 6 Eyraud-Loisel, Anne 5 Grorud, Axel 5 Kohatsu-Higa, Arturo 5 Xiao, Yimin 4 Fontana, Claudio 4 Imkeller, Peter 4 Surgailis, Donatas 3 Aksamit, Anna 3 Ankirchner, Stefan 3 Ayache, Antoine 3 Bardhan, Indrajit 3 Blanchet-Scalliet, Christophette 3 Chau, Huy N. 3 Choulli, Tahir 3 Coutin, Laure 3 Detemple, Jerome B. 3 El Karoui, Nicole 3 Hinz, Michael 3 Jacod, Jean 3 Lee, Kiseop 3 Makogin, Vitalii 3 Mancini, Cecilia 3 Protter, Philip Elliott 3 Réveillac, Anthony 3 Rosenbaum, Mathieu 3 Vives, Josep 3 Wu, Dongsheng 2 Abbas, Syed 2 Aït-Sahalia, Yacine 2 Akdim, Khadija 2 Anderes, Ethan B. 2 Applebaum, David B. 2 Baltas, Ioannis D. 2 Begyn, Arnaud 2 Cadenillas, Abel 2 Chao, Xiuli 2 Cohen, Serge 2 Corcuera, José Manuel 2 Deng, Jun 2 Di Nunno, Giulia 2 El Otmani, Mohamed 2 Estrade, Anne 2 Geman, Hélyette 2 Hafayed, Mokhtar 2 Hu, Yaozhong 2 Huang, Zhiyuan 2 Li, Chujin 2 Manton, Jonathan H. 2 Mishura, Yuliya Stepanivna 2 Ngo, Hoang-Long 2 Ogawa, Shigeyoshi 2 Øksendal, Bernt Karsten 2 Ouknine, Youssef 2 Perrin, Olivier 2 Privault, Nicolas 2 Puplinskaitė, Donata 2 Riedel, Frank 2 Runggaldier, Wolfgang J. 2 Said, Salem 2 Song, Shiqi 2 Tankov, Peter 2 Veverka, Petr 2 Xiong, Dewen 2 Yamazato, Makoto 2 Yan, Wei 2 Yannacopoulos, Athanasios N. 2 Ye, Zhongxing 2 Zähle, Martina 1 Acciaio, Beatrice 1 Alp, Özge Sezgin 1 Amadori, Anna Lisa 1 Amami, Rim 1 Amendinger, Jürgen 1 Antonelli, Fabio 1 Balbás, Alejandro 1 Balbás, Raquel 1 Bardina, Xavier 1 Barsotti, Flavia 1 Baudoin, Fabrice 1 Beißner, Patrick 1 Bellamy, Nadine 1 Bi, Xiuchun 1 Biagini, Francesca 1 Biermé, Hermine 1 Blache, Fabrice 1 Bogachev, Vladimir Igorevich 1 Boufoussi, Brahim 1 Branger, Nicole 1 Cacho-Diaz, Julio 1 Cai, Jingwei 1 Callegaro, Giorgia 1 Calzolari, Antonella 1 Campi, Luciano 1 Cao, Guilan 1 Ceci, Claudia ...and 186 more Authors all top 5 Cited in 88 Serials 26 Stochastic Processes and their Applications 13 International Journal of Theoretical and Applied Finance 12 Stochastics 9 Finance and Stochastics 8 Statistics & Probability Letters 8 Mathematical Finance 7 Stochastic Analysis and Applications 6 Bernoulli 5 Journal of Mathematical Analysis and Applications 4 The Annals of Statistics 3 The Annals of Probability 3 Journal of Economic Theory 3 Journal of Economic Dynamics & Control 3 Random Operators and Stochastic Equations 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Scandinavian Actuarial Journal 3 Quantitative Finance 3 Decisions in Economics and Finance 3 Stochastic Models 2 Lithuanian Mathematical Journal 2 Journal of Applied Probability 2 Journal of Functional Analysis 2 Journal of Mathematical Economics 2 Journal of Statistical Planning and Inference 2 Mathematics and Computers in Simulation 2 Acta Mathematicae Applicatae Sinica. English Series 2 Optimization 2 The Annals of Applied Probability 2 European Journal of Operational Research 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Bulletin des Sciences Mathématiques 2 Applied Mathematical Finance 2 Complexity 2 Statistical Inference for Stochastic Processes 2 Applied Stochastic Models in Business and Industry 2 Stochastics and Dynamics 2 Mathematics and Financial Economics 2 Electronic Journal of Statistics 2 Annals of Finance 1 Advances in Applied Probability 1 International Journal of Control 1 Journal of Mathematical Physics 1 Rocky Mountain Journal of Mathematics 1 Stochastics 1 Acta Mathematica Vietnamica 1 Applied Mathematics and Optimization 1 Collectanea Mathematica 1 Journal of Computational and Applied Mathematics 1 Journal of Econometrics 1 Journal of Optimization Theory and Applications 1 Kybernetes 1 Nagoya Mathematical Journal 1 Operations Research 1 Proceedings of the American Mathematical Society 1 Ricerche di Matematica 1 Transactions of the American Mathematical Society 1 Systems & Control Letters 1 Insurance Mathematics & Economics 1 Bulletin of the Korean Mathematical Society 1 Acta Applicandae Mathematicae 1 Probability Theory and Related Fields 1 Revista Matemática Iberoamericana 1 Journal of Theoretical Probability 1 Applications of Mathematics 1 Communications in Statistics. Theory and Methods 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 Journal of Mathematical Sciences (New York) 1 Fractals 1 The Journal of Fourier Analysis and Applications 1 Differential Equations and Dynamical Systems 1 Mathematical Methods of Operations Research 1 Journal of Applied Mathematics and Decision Sciences 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Fractional Calculus & Applied Analysis 1 Probability in the Engineering and Informational Sciences 1 Methodology and Computing in Applied Probability 1 The ANZIAM Journal 1 OR Spectrum 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Complex Variables and Elliptic Equations 1 SIAM Journal on Financial Mathematics 1 Probability Surveys 1 Science China. Mathematics 1 Journal of Classical Analysis 1 Journal of Dynamics and Games 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 20 Fields 176 Probability theory and stochastic processes (60-XX) 128 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Systems theory; control (93-XX) 32 Statistics (62-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Global analysis, analysis on manifolds (58-XX) 4 Real functions (26-XX) 4 Partial differential equations (35-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Operations research, mathematical programming (90-XX) 2 Measure and integration (28-XX) 2 Numerical analysis (65-XX) 2 Information and communication theory, circuits (94-XX) 1 Topological groups, Lie groups (22-XX) 1 Ordinary differential equations (34-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year