Jean Mémin
Shandong University(CN)Institut de recherche mathématique de Rennes(FR)Université de Rennes(FR)
Publications by Year
Research Areas
Stochastic processes and financial applications, Mathematical Dynamics and Fractals, Advanced Mathematical Modeling in Engineering, advanced mathematical theories, Advanced Topology and Set Theory
Most-Cited Works
- → Filtration-consistent nonlinear expectations and related g-expectations(2002)260 cited
- → Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion(2001)189 cited
- → Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$1 de Skorokhod(1989)188 cited
- → A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation(2000)168 cited
- → Donsker-Type Theorem for BSDEs(2001)111 cited
- → Espaces de semi martingales et changement de probabilit�(1980)101 cited
- → Weak and strong solutions of stochastic differential equations: Existence and stability