Jean Mémin

Filtration-consistent nonlinear expectations and related g-expectations

François Coquet, Ying Hu, Jean Mémin et al. · Probability Theory and Related Fields · 2002 · 259 citations · Full text

Expectation Formation, Filtration-consistent Nonlinear Expectations, Probability Theory +1

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

Jean Mémin, Yuliya Mishura, Esko Valkeila · Statistics & Probability Letters · 2001 · 187 citations

Fractional Brownian Motion, Engineering, Wiener Integrals +3

A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation

Philippe Briand, François Coquet, Ying Hu et al. · Electronic Communications in Probability · 2000 · 167 citations · Full text

Converse Comparison Theorem, Engineering, Integrable Probability +8

Donsker-Type Theorem for BSDEs

Philippe Briand, Bernard Delyon, Jean Mémin · Electronic Communications in Probability · 2001 · 111 citations · Full text

Integral Geometry, Dirichlet Form, Engineering +14

On the robustness of backward stochastic differential equations

Philippe Briand, Bernard Delyon, Jean Mémin · Stochastic Processes and their Applications · 2002 · 72 citations

Stochastic Dynamical System, Stochastic Differential Equations, Stochastic Calculus +1