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