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researcher

C. Houdr'e

40 papers hereh-index 12486 citations40 works total

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

author position
  • first author19
  • middle author3
  • last author18

Across the 40 of 40 papers where every author was matched, so the position is known.

fields
  • math.PR34
  • math.ST4
  • q-fin.CP1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20042026
most citedRisk bounds for the non-parametric estimation of Lévy processes

46 citations · 224 across the 39 of their papers we have counts for

collaborators
Showing 2009 · math.PRShow all

3 papers · 2 filters

math.PR2009★ 2 cited

On the rate of approximation in finite-alphabet longest increasing subsequence problems

Christian Houdré, Zsolt Talata

The rate of convergence of the distribution of the length of the longest increasing subsequence, toward the maximal eigenvalue of certain matrix ensembles, is investigated. For fin…

math.PR2009

A Viscosity Approach to a Stochastic Control Problem on a Bounded Domain

Ruoting Gong, Christian Houdré

We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the…

math.PR2009★ 2 cited

On the Limiting Shape of Young Tableaux Associated With Inhomogeneous Random Words

Christian Houdré, Hua Xu

The limiting shape of the random Young diagrams associated with an inhomogeneous random word is identified as a multidimensional Brownian functional. This functional is identical i…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.