14 citations · 17 across the 2 of their papers we have counts for
3 papers
math.PR2021★ 3 cited
Surface measures and related functional inequalities on configuration spaces
Christian Houdré, Nicolas Privault
Using finite difference operators, we define a notion of boundary and surface measure for configuration sets under Poisson measures. A Margulis-Russo type identity and a co-area fo…
math.ST2004
Nonparametric estimation for Levy processes with a view towards mathematical finance
Enrique Figueroa-Lopez, Christian Houdre
Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced…
math.PR2004★ 14 cited
On the concentration of measure phenomenon for stable and related random vectors
Christian Houdre, Philippe Marchal
Concentration of measure is studied, and obtained, for stable and related random vectors.