Philippe Bougerol

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Publications

Citations

1.7K

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Active since

1987

Affiliations

Laboratoire de Probabilités et Modèles Aléatoires(Current)

Sorbonne Université

Centre National de la Recherche Scientifique

Université Paris Cité

Laboratoire de Mathématiques d'Orsay

Philippe Bougerol is an author at Laboratoire de Probabilités et Modèles Aléatoires specializing in mathematics, stochastic processes, and engineering.

Publications per year

1987–2009

Publications

Stationarity of Garch processes and of some nonnegative time series

Philippe Bougerol, Nico Picard · Journal of Econometrics · 1992 · 580 citations

Computing, Economics, Mathematics +13

Strict Stationarity of Generalized Autoregressive Processes

Philippe Bougerol, Nico Picard · The Annals of Probability · 1992 · 420 citations · Full text

Engineering, Economics, Stochastic Processes +9

Kalman Filtering with Random Coefficients and Contractions

Philippe Bougerol · SIAM Journal on Control and Optimization · 1993 · 235 citations

Natural Sciences, Electrical Engineering, Mathematics +14

Littelmann paths and brownian paths

Philippe Biane, Philippe Bougerol, Neil O’Connell · ArXiv.org · 2004 · 89 citations · Full text

Engineering, Mathematics, Physics +13

The random difference equation $X\sb n=A\sb nX\sb {n-1}+B\sb n$ in the critical case

Martine Babillot, Philippe Bougerol, Laure Élie · The Annals of Probability · 1997 · 84 citations · Full text

Engineering, Mathematics, Dynamical Systems +15

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