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Laurent Decreusefond

Télécom Paris

4 papers hereh-index 222.3k citations155 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR4
affiliations
  • Télécom Paris
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identity via Semantic Scholar / OpenAlex

most citedGirsanov Theorem for Filtered Poisson Processes

2 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing math.PRShow all

4 papers · 1 filter

math.PR2007

Upper bound of loss probability in an OFDMA system with randomly located users

Laurent Decreusefond, Eduardo Ferraz, Philippe Martins

For OFDMA systems, we find a rough but easily computed upper bound for the probability of loosing communications by insufficient number of sub-channels on downlink. We consider as…

math.PR2007

Rubinstein distance on configurations spaces

Laurent Decreusefond, Nicolas Savy

By a method inspired of the Stein's method, we derive an upper-bound of the Rubinstein distance between two absolutely continuous probability measures on configurations space. As a…

math.PR2003

Stochastic Integration with respect to Volterra processes

L. Decreusefond

We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respe…

math.PR2003★ 2 cited

Girsanov Theorem for Filtered Poisson Processes

L. Decreusefond, N. Savy

Shot-noise and fractional Poisson processes are instances of filtered Poisson processes. We here prove Girsanov theorem for this kind of processes and give an application to an est…

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