Recherche - Archive ouverte HAL Accéder directement au contenu

Filtrer vos résultats

15 résultats
Image document

On the Laplace transform of perpetuities with thin tails

Jean-Baptiste Bardet , Hélène Guérin , Florent Malrieu
2009
Pré-publication, Document de travail hal-00441640v2
Image document

Interprétation probabiliste de l'équation de Landau.

Hélène Guerin
Mathématiques [math]. Université de Nanterre - Paris X, 2002. Français. ⟨NNT : ⟩
Thèse tel-00002066v1
Image document

Measurability of optimal transportation and convergence rate for Landau type interacting particle systems

Joaquin Fontbona , Hélène Guérin , Sylvie Méléard
Probability Theory and Related Fields, 2009, 143 (3-4), pp.329-351. ⟨10.1007/s00440-007-0128-4⟩
Article dans une revue hal-00139882v1
Image document

Well-posedness of the spatially homogeneous Landau equation for soft potentials

Nicolas Fournier , Hélène Guérin
Journal of Functional Analysis, 2009, 256 (8), pp.2542-2560. ⟨10.1016/j.jfa.2008.11.008⟩
Article dans une revue hal-00289384v1
Image document

Probabilistic models in physics, biology and actuarial science.

Hélène Guerin
Probability [math.PR]. Université de Rennes 1 (UR1), 2019
HDR tel-02915245v1
Image document

Estimates for the density of a nonlinear Landau process

Hélène Guérin , Sylvie Méléard , Eulalia Nualart
Journal of Functional Analysis, 2006, 238 (2), pp.649-677
Article dans une revue hal-00012342v1

Quantitative estimates for the long time behavior of an ergodic variant of the telegraph process

Joaquin Fontbona , Hélène Guérin , Florent Malrieu
2010
Rapport hal-00490883v1
Image document

Long time behavior of telegraph processes under convex potentials

Joaquin Fontbona , Hélène Guérin , Florent Malrieu
Stochastic Processes and their Applications, 2016, 126 (10), pp.3077-3101. ⟨10.1016/j.spa.2016.04.002⟩
Article dans une revue hal-01176036v1
Image document

Long time behavior of diffusions with Markov switching

Jean-Baptiste Bardet , Hélène Guérin , Florent Malrieu
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2010, 7, pp.151-170
Article dans une revue hal-00441645v2
Image document

Quantitative estimates for the long time behavior of an ergodic variant of the telegraph process

Joaquin Fontbona , Hélène Guérin , Florent Malrieu
Advances in Applied Probability, 2012, 44 (4), pp.977-994. ⟨10.1239/aap/1354716586⟩
Article dans une revue hal-00763424v1

On the Depletion Problem for an Insurance Risk Process: New Non-ruin Quantities in Collective Risk Theory

Zied Ben-Salah , Hélène Guérin , Manuel Morales , Hassan Omidi Firouzi
European Actuarial Journal, 2015, 5 (2), pp.381-425. ⟨10.1007/s13385-015-0112-9⟩
Article dans une revue hal-01044440v1

Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view

Hélène Guérin , Jean-François Renaud
Advances in Applied Probability, 2016, 48 (1), pp.274-297. ⟨10.1017/apr.2015.17⟩
Article dans une revue hal-01006032v1

Measurability of optimal transportation and strong coupling of martingale measures

Joaquin Fontbona , Hélène Guérin , Sylvie Méléard
Electronic Communications in Probability, 2010, 15, pp.124-133. ⟨10.1214/ECP.v15-1534⟩
Article dans une revue hal-00379081v1

On the uniqueness for the spatially homogeneous Boltzmann equation with a strong angular singularity

Nicolas Fournier , Hélène Guérin
Journal of Statistical Physics, 2008, 131 (4), pp.749-781. ⟨10.1007/s10955-008-9511-5⟩
Article dans une revue hal-00794176v1

On the distribution of cumulative Parisian ruin

Hélène Guérin , Jean-François Renaud
Insurance: Mathematics and Economics, 2017, 73, pp.116-123. ⟨10.1016/j.insmatheco.2017.01.009⟩
Article dans une revue hal-01207705v1