35 citations · 90 across the 24 of their papers we have counts for
26 papers
Stein's functional method for weakly dependent random variables
Laure Coutin, Sérigné Darou Kebe, Laurent Decreusefond
This article extends Stein's functional method to establish explicit rates of convergence in the Wasserstein-1 distance for Donsker's invariance principle under weak dependence. Ou…
Rate of Convergence in the Functional Central Limit Theorem for Stable Processes
Lorick Huang, Laurent Decreusefond, Laure Coutin
In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for…
Invertibility of functionals of the Poisson process and applications
Laure Coutin, Laurent Decreusefond
Following previous investigations by {Ü}st{ü}nel [22] about the invertibility of some transformations on the Wiener space, we find some entropic conditions under which a random cha…
PDE for the joint law of the pair of a continuous diffusion and its running maximum
Laure Coutin, Monique Pontier
Let X be a d-dimensional diffusion and M the running supremum of its first component. In this paper, we show that for any t > 0, the density (with respect to the d + 1-dimensional…
Diffusive limits of Lipschitz functionals of Poisson measures
Eustache Besançon, Laure Coutin, Laurent Decreusefond +1
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. P…
On a Set-Valued Young Integral with Applications to Differential Inclusions
Laure Coutin, Nicolas Marie, Paul Raynaud de Fitte
We present a new Aumann-like integral for a Hölder multifunction with respect to a Hölder signal, based on the Young integral of a particular set of Hölder selections. This restric…