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	Pour les 27 documents Envoyer sur ORCID RSS ATOM Exporter BibTeX XML-TEI CSV RTF EndNote PDF HTML Export avancé	Page :	triés par Pertinence Auteur A→Z Auteur Z→A Titre A→Z Titre Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante

		Asymptotic Cramér type decomposition for Wiener and Wigner integrals Solesne Bourguin , Jean-Christophe Breton Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2013, 16 (1), ⟨10.1142/S0219025713500057⟩ Article dans une revue hal-00731849v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet Jean-Christophe Breton Probability and Mathematical Statistics, 2011, 31 (2), pp.301-311 Article dans une revue hal-00702931v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Macroscopic analysis of determinantal random balls Jean-Christophe Breton , Adrien Clarenne , Renan Gobard Bernoulli, 2019, 25 (2), pp.1568-1601. ⟨10.3150/18-BEJ1030⟩ Article dans une revue hal-02072326v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Rescaled weighted random balls models and stable self-similar random fields Jean-Christophe Breton , Clément Dombry 2009 Pré-publication, Document de travail hal-00308169v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Integrability and regularity of the flow of stochastic differential equations with jumps Jean-Christophe Breton , Nicolas Privault Theory of Probability and Its Applications c/c of Teoriia Veroiatnostei i Ee Primenenie, 2020, 65 (1), pp.82-101. ⟨10.1137/S0040585X97T989830⟩ Article dans une revue hal-02405866v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Convergence in variation of the joint laws of multiple stable stochastic integrals Jean-Christophe Breton Probability and Mathematical Statistics, 2008, 28 (1), pp.21-40 Article dans une revue hal-00348131v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Regularity of the laws of shot noise series and of related processes Jean-Christophe Breton 2009 Pré-publication, Document de travail hal-00421430v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Functional macroscopic behavior of weighted random ball model Jean-Christophe Breton , Clement Dombry ALEA : Latin American Journal of Probability and Mathematical Statistics, 2011, 8, pp.177-196 Article dans une revue hal-00460679v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Convergence in variation of the joint laws of multiple Wiener-Itô integrals Jean-Christophe Breton Statistics and Probability Letters, 2006, 76, pp.1904-1913 Article dans une revue hal-00348150v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Convergence in variation of the laws of multiple stable integrals Jean-Christophe Breton Comptes rendus de l'Académie des sciences. Série I, Mathématique, 2004, 138, pp.239-244 Article dans une revue hal-00348153v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Convex ordering for random vectors using predictable representation Marc Arnaudon , Jean-Christophe Breton , Nicolas Privault Potential Analysis, 2008, 29, pp.327-349. ⟨10.1007/s11118-008-9100-x⟩ Article dans une revue hal-00224543v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Infinite dimensional functional convergences in random balls model Jean-Christophe Breton , Renan Gobard ESAIM: Probability and Statistics, 2015, 19, pp.782-793. ⟨10.1051/ps/2015016⟩ Article dans une revue hal-01258513v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Wasserstein distance estimates for jump-diffusion processes Jean-Christophe Breton , Nicolas Privault 2022 Pré-publication, Document de travail hal-03894145v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Bounds on option prices in point process diffusion models Jean-Christophe Breton , Nicolas Privault International Journal of Theoretical and Applied Finance, 2008, 11 (6), pp.597-610 Article dans une revue hal-00348146v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Contributions à l'étude de quelques fonctionnelles stochastiques Jean-Christophe Breton Mathématiques [math]. Université de La Rochelle, 2009 HDR tel-00439773v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Simultaneous Asymptotics for the Shape of Random Young Tableaux with Growingly Reshuffled Alphabets Jean-Christophe Breton , Christian Houdré 2008 Pré-publication, Document de travail hal-00348806v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A q-binomial extension of the CRR asset pricing model Jean-Christophe Breton , Youssef El-Khatib , Jun Fan , Nicolas Privault Stochastic Models, 2023, ⟨10.1080/15326349.2023.2173231⟩ Article dans une revue hal-03205108v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Absolute continuity of joint laws of multiple stable stochastic integrals Jean-Christophe Breton Journal of Theoretical Probability, 2005, 18 (1), pp.43-77. ⟨10.1007/s10959-004-2575-5⟩ Article dans une revue istex hal-00348156v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Convex comparison inequalities for exponential jump-diffusion processes Jean-Christophe Breton , Nicolas Privault Communications on Stochastic Analysis, 2007, 1 (2), pp.263-277. ⟨10.31390/cosa.1.2.06⟩ Article dans une revue hal-00348140v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Exact confidence intervals for the Hurst parameter of a fractional Brownian motion Jean-Christophe Breton , Ivan Nourdin , Giovanni Peccati 2009 Pré-publication, Document de travail hal-00356718v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion Jean-Christophe Breton , Ivan Nourdin 2008 Pré-publication, Document de travail hal-00273694v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Convex comparison inequalities for non-Markovian stochastic integrals Jean-Christophe Breton , Benjamin Laquerrière , Nicolas Privault Stochastics: An International Journal of Probability and Stochastic Processes, 2013, 85 (5), pp.789-806. ⟨10.1080/17442508.2012.659666⟩ Article dans une revue hal-00879513v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Intégrales stables multiples : propriétés des lois ; principe local d'invariance pour des variables aléatoires stationnaires Jean-Christophe Breton Mathématiques [math]. Université des Sciences et Technologie de Lille - Lille I, 2001. Français. ⟨NNT : ⟩ Thèse tel-00001343v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size Jean-Christophe Breton , Jean-François Coeurjolly Statistical Inference for Stochastic Processes, 2012, 15 (1), pp.1-26. ⟨10.1007/s11203-011-9061-3⟩ Article dans une revue hal-00424559v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Factorial moments of point processes Jean-Christophe Breton , Nicolas Privault Stochastic Processes and their Applications, 2014, 124 (10), pp.3412-3428. ⟨10.1016/j.spa.2014.05.006⟩ Article dans une revue hal-00873032v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On the limiting law of the length of the longest common and increasing subsequences in random words Jean-Christophe Breton , Christian Houdré Stochastic Processes and their Applications, 2017, 127 (5), pp.1676-1720. ⟨10.1016/j.spa.2016.09.005⟩ Article dans une revue hal-01153127v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus Jean-Christophe Breton , Nicolas Privault Potential Analysis, 2022, 56 (1), pp.1-20. ⟨10.1007/s11118-020-09874-0⟩ Article dans une revue hal-02932116v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More

Asymptotic Cramér type decomposition for Wiener and Wigner integrals

Solesne Bourguin , Jean-Christophe Breton

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2013, 16 (1), ⟨10.1142/S0219025713500057⟩

Article dans une revue hal-00731849v1

On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet

Jean-Christophe Breton

Probability and Mathematical Statistics, 2011, 31 (2), pp.301-311

Article dans une revue hal-00702931v1

Macroscopic analysis of determinantal random balls

Jean-Christophe Breton , Adrien Clarenne , Renan Gobard

Bernoulli, 2019, 25 (2), pp.1568-1601. ⟨10.3150/18-BEJ1030⟩

Article dans une revue hal-02072326v1

Rescaled weighted random balls models and stable self-similar random fields

Jean-Christophe Breton , Clément Dombry

2009

Pré-publication, Document de travail hal-00308169v2

Integrability and regularity of the flow of stochastic differential equations with jumps

Jean-Christophe Breton , Nicolas Privault

Theory of Probability and Its Applications c/c of Teoriia Veroiatnostei i Ee Primenenie, 2020, 65 (1), pp.82-101. ⟨10.1137/S0040585X97T989830⟩

Article dans une revue hal-02405866v1

Convergence in variation of the joint laws of multiple stable stochastic integrals

Jean-Christophe Breton

Probability and Mathematical Statistics, 2008, 28 (1), pp.21-40

Article dans une revue hal-00348131v1

Regularity of the laws of shot noise series and of related processes

Jean-Christophe Breton

2009

Pré-publication, Document de travail hal-00421430v1

Functional macroscopic behavior of weighted random ball model

Jean-Christophe Breton , Clement Dombry

ALEA : Latin American Journal of Probability and Mathematical Statistics, 2011, 8, pp.177-196

Article dans une revue hal-00460679v1

Convergence in variation of the joint laws of multiple Wiener-Itô integrals

Jean-Christophe Breton

Statistics and Probability Letters, 2006, 76, pp.1904-1913

Article dans une revue hal-00348150v1

Convergence in variation of the laws of multiple stable integrals

Jean-Christophe Breton

Comptes rendus de l'Académie des sciences. Série I, Mathématique, 2004, 138, pp.239-244

Article dans une revue hal-00348153v1

Convex ordering for random vectors using predictable representation

Marc Arnaudon , Jean-Christophe Breton , Nicolas Privault

Potential Analysis, 2008, 29, pp.327-349. ⟨10.1007/s11118-008-9100-x⟩

Article dans une revue hal-00224543v1

Infinite dimensional functional convergences in random balls model

Jean-Christophe Breton , Renan Gobard

ESAIM: Probability and Statistics, 2015, 19, pp.782-793. ⟨10.1051/ps/2015016⟩

Article dans une revue hal-01258513v1

Wasserstein distance estimates for jump-diffusion processes

Jean-Christophe Breton , Nicolas Privault

2022

Pré-publication, Document de travail hal-03894145v1

Bounds on option prices in point process diffusion models

Jean-Christophe Breton , Nicolas Privault

International Journal of Theoretical and Applied Finance, 2008, 11 (6), pp.597-610

Article dans une revue hal-00348146v1

Contributions à l'étude de quelques fonctionnelles stochastiques

Jean-Christophe Breton

Mathématiques [math]. Université de La Rochelle, 2009

HDR tel-00439773v1

Simultaneous Asymptotics for the Shape of Random Young Tableaux with Growingly Reshuffled Alphabets

Jean-Christophe Breton , Christian Houdré

2008

Pré-publication, Document de travail hal-00348806v1

A q-binomial extension of the CRR asset pricing model

Jean-Christophe Breton , Youssef El-Khatib , Jun Fan , Nicolas Privault

Stochastic Models, 2023, ⟨10.1080/15326349.2023.2173231⟩

Article dans une revue hal-03205108v1

Absolute continuity of joint laws of multiple stable stochastic integrals

Jean-Christophe Breton

Journal of Theoretical Probability, 2005, 18 (1), pp.43-77. ⟨10.1007/s10959-004-2575-5⟩

Article dans une revue istex hal-00348156v1

Convex comparison inequalities for exponential jump-diffusion processes

Jean-Christophe Breton , Nicolas Privault

Communications on Stochastic Analysis, 2007, 1 (2), pp.263-277. ⟨10.31390/cosa.1.2.06⟩

Article dans une revue hal-00348140v1

Exact confidence intervals for the Hurst parameter of a fractional Brownian motion

Jean-Christophe Breton , Ivan Nourdin , Giovanni Peccati

2009

Pré-publication, Document de travail hal-00356718v1

Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion

Jean-Christophe Breton , Ivan Nourdin

2008

Pré-publication, Document de travail hal-00273694v1

Convex comparison inequalities for non-Markovian stochastic integrals

Jean-Christophe Breton , Benjamin Laquerrière , Nicolas Privault

Stochastics: An International Journal of Probability and Stochastic Processes, 2013, 85 (5), pp.789-806. ⟨10.1080/17442508.2012.659666⟩

Article dans une revue hal-00879513v1

Intégrales stables multiples : propriétés des lois ; principe local d'invariance pour des variables aléatoires stationnaires

Jean-Christophe Breton

Mathématiques [math]. Université des Sciences et Technologie de Lille - Lille I, 2001. Français. ⟨NNT : ⟩

Thèse tel-00001343v1

Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size

Jean-Christophe Breton , Jean-François Coeurjolly

Statistical Inference for Stochastic Processes, 2012, 15 (1), pp.1-26. ⟨10.1007/s11203-011-9061-3⟩

Article dans une revue hal-00424559v2

Factorial moments of point processes

Jean-Christophe Breton , Nicolas Privault

Stochastic Processes and their Applications, 2014, 124 (10), pp.3412-3428. ⟨10.1016/j.spa.2014.05.006⟩

Article dans une revue hal-00873032v1

On the limiting law of the length of the longest common and increasing subsequences in random words

Jean-Christophe Breton , Christian Houdré

Stochastic Processes and their Applications, 2017, 127 (5), pp.1676-1720. ⟨10.1016/j.spa.2016.09.005⟩

Article dans une revue hal-01153127v1

Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus

Jean-Christophe Breton , Nicolas Privault

Potential Analysis, 2022, 56 (1), pp.1-20. ⟨10.1007/s11118-020-09874-0⟩

Article dans une revue hal-02932116v1

Filtrer vos résultats

Asymptotic Cramér type decomposition for Wiener and Wigner integrals

On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet

Macroscopic analysis of determinantal random balls

Rescaled weighted random balls models and stable self-similar random fields

Integrability and regularity of the flow of stochastic differential equations with jumps

Convergence in variation of the joint laws of multiple stable stochastic integrals

Regularity of the laws of shot noise series and of related processes

Functional macroscopic behavior of weighted random ball model

Convergence in variation of the joint laws of multiple Wiener-Itô integrals

Convergence in variation of the laws of multiple stable integrals

Convex ordering for random vectors using predictable representation

Infinite dimensional functional convergences in random balls model

Wasserstein distance estimates for jump-diffusion processes

Bounds on option prices in point process diffusion models

Contributions à l'étude de quelques fonctionnelles stochastiques

Simultaneous Asymptotics for the Shape of Random Young Tableaux with Growingly Reshuffled Alphabets

A q-binomial extension of the CRR asset pricing model

Absolute continuity of joint laws of multiple stable stochastic integrals

Convex comparison inequalities for exponential jump-diffusion processes

Exact confidence intervals for the Hurst parameter of a fractional Brownian motion

Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion

Convex comparison inequalities for non-Markovian stochastic integrals

Intégrales stables multiples : propriétés des lois ; principe local d'invariance pour des variables aléatoires stationnaires

Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size

Factorial moments of point processes

On the limiting law of the length of the longest common and increasing subsequences in random words

Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus