Nombre de documents

14

CV de Hélène Guérin


Thèse1 document

  • Hélène Guerin. Interprétation probabiliste de l'équation de Landau.. Mathématiques [math]. Université de Nanterre - Paris X, 2002. Français. <tel-00002066>

Article dans une revue11 documents

  • Hélène Guérin, Jean-François Renaud. On the distribution of cumulative Parisian ruin. Insurance: Mathematics and Economics, Elsevier, 2017, <10.1016/j.insmatheco.2017.01.009>. <hal-01207705>
  • Hélène Guérin, Jean-François Renaud. Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view. Advances in Applied Probability, Applied Probability Trust, 2016, 48 (1), pp.274-297. <hal-01006032>
  • Joaquin Fontbona, Hélène Guérin, Florent Malrieu. Long time behavior of telegraph processes under convex potentials. Stochastic Processes and their Applications, Elsevier, 2016, 126 (10), pp.3077-3101. <10.1016/j.spa.2016.04.002>. <hal-01176036>
  • Zied Ben-Salah, Hélène Guérin, Manuel Morales, Hassan Omidi Firouzi. On the Depletion Problem for an Insurance Risk Process: New Non-ruin Quantities in Collective Risk Theory. European Actuarial Journal, 2015, 5 (2), pp.381-425. <10.1007/s13385-015-0112-9>. <hal-01044440>
  • Joaquin Fontbona, Hélène Guérin, Florent Malrieu. Quantitative estimates for the long time behavior of an ergodic variant of the telegraph process. Advances in Applied Probability, Applied Probability Trust, 2012, 44 (4), pp.977-994. <10.1239/aap/1354716586>. <hal-00763424>
  • Jean-Baptiste Bardet, Hélène Guérin, Florent Malrieu. Long time behavior of diffusions with Markov switching. ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2010, 7, pp.151-170. <hal-00441645v2>
  • Joaquin Fontbona, Hélène Guérin, Sylvie Méléard. Measurability of optimal transportation and strong coupling of martingale measures. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2010, 15, pp.124-133. <hal-00379081>
  • Joaquin Fontbona, Hélène Guérin, Sylvie Méléard. Measurability of optimal transportation and convergence rate for Landau type interacting particle systems. Probability Theory and Related Fields, Springer Verlag, 2009, 143 (3-4), pp.329-351. <10.1007/s00440-007-0128-4>. <hal-00139882>
  • Nicolas Fournier, Hélène Guérin. Well-posedness of the spatially homogeneous Landau equation for soft potentials. Journal of Functional Analysis, Elsevier, 2009, 256 (8), pp.2542-2560. <10.1016/j.jfa.2008.11.008>. <hal-00289384>
  • Nicolas Fournier, Hélène Guérin. On the uniqueness for the spatially homogeneous Boltzmann equation with a strong angular singularity. Journal of Statistical Physics, Springer Verlag, 2008, 131 (4), pp.749-781. <10.1007/s10955-008-9511-5>. <hal-00794176>
  • Hélène Guérin, Sylvie Méléard, Eulalia Nualart. Estimates for the density of a nonlinear Landau process. Journal of Functional Analysis, Elsevier, 2006, 238 (2), pp.649-677. <hal-00012342>

Rapport1 document

  • Joaquin Fontbona, Hélène Guérin, Florent Malrieu. Quantitative estimates for the long time behavior of an ergodic variant of the telegraph process. 2010. <hal-00490883>

Pré-publication, Document de travail1 document

  • Jean-Baptiste Bardet, Hélène Guérin, Florent Malrieu. On the Laplace transform of perpetuities with thin tails. 2009. <hal-00441640v2>