Bruno Saussereau

Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion

David Nualart, Bruno Saussereau · Stochastic Processes and their Applications · 2008 · 111 citations

Engineering, Mathematics, Differential Equations +11

Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory

Romain Biard, Bruno Saussereau · Journal of Applied Probability · 2014 · 65 citations · Full text

Business, Insurance, Risk Management +17

Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion

Bruno Saussereau · Bernoulli · 2012 · 62 citations · Full text

Engineering, Mathematics, Probability Theory +10

A multi-strain epidemic model for COVID-19 with infected and asymptomatic cases: Application to French data

Mathilde Massard, Raluca Eftimie, Antoine Perasso et al. · Journal of Theoretical Biology · 2022 · 45 citations · Full text

Veterinary Medicine, Infectious Disease Control, Infectious Diseases +16

Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations

Yacouba Boubacar Maïnassara, Bruno Saussereau · Journal of the American Statistical Association · 2017 · 26 citations · Full text

Computing, Finance, Econometrics +16