Concepedia

Laure Coutin

LC

Statistics

Publications

20

Citations

1.1K

H-Index

15

Active since

1998

Affiliations

Université Toulouse III - Paul Sabatier(Current)

Institut de Mathématiques de Toulouse

Centre National de la Recherche Scientifique

Université Paris Cité

Mathématiques Appliquées à Paris 5

Laure Coutin is an author at Université Toulouse III - Paul Sabatier specializing in stochastic processes, mathematics, and brownian motion.

Publications per year

1998–2020

20

Publications

20

Stochastic analysis, rough path analysis and fractional Brownian motions

Laure Coutin, Zhongmin Qian · Probability Theory and Related Fields · 2002 · 330 citations · Full text

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Affine fractional stochastic volatility models

Fabienne Comte, Laure Coutin, Éric Renault · Annals of Finance · 2010 · 148 citations

, , +12

Operators associated with a stochastic differential equation driven by fractional Brownian motions

Fabrice Baudoin, Laure Coutin · Stochastic Processes and their Applications · 2006 · 75 citations · Full text

, , +11

Fractional Brownian Motion and the Markov Property

Philippe Carmona, Laure Coutin · Electronic Communications in Probability · 1998 · 69 citations · Full text

, , +15

Tanaka formula for the fractional Brownian motion

Laure Coutin, David Nualart, Ciprian A. Tudor · Stochastic Processes and their Applications · 2001 · 59 citations

, , +7

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