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Jean Mémin

14 works· latest 2006· 3 institutionscluster: provisional

h-index14

i1014

Citations1,387

Works here14

Most cited in this library

Filtration-consistent nonlinear expectations and related g-expectations2002 · 256 citations
Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$ 1 de Skorokhod1989 · 192 citations
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion2001 · 183 citations
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation2000 · 157 citations
Donsker-Type Theorem for BSDEs2001 · 108 citations

Works

14 shown

Natural Decomposition of Processes and Weak Dirichlet Processes

Springer eBooks·2006·4 authors·chapter

33citations

Filtration-consistent nonlinear expectations and related g-expectations

Probability Theory and Related Fields·2002·4 authors·Open access

256citations

On the robustness of backward stochastic differential equations

Stochastic Processes and their Applications·2002·3 authors·Open access

71citations

A general converse comparison theorem for backward stochastic differential equations

Comptes Rendus de l Académie des Sciences - Series I - Mathematics·2001·4 authors

37citations

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

Statistics & Probability Letters·2001·3 authors

183citations

Donsker-Type Theorem for BSDEs

Electronic Communications in Probability·2001·3 authors·Open access

108citations

On Weak Convergence of Filtrations

Lecture notes in mathematics·2001·3 authors·chapter

45citations

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

Electronic Communications in Probability·2000·5 authors·Open access

157citations

Stability in D of martingales and backward equations under discretization of filtration

Stochastic Processes and their Applications·1998·3 authors·Open access

32citations

Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$ 1 de Skorokhod

Probability Theory and Related Fields·1989·3 authors·Open access

192citations

On tightness and stopping times

Stochastic Processes and their Applications·1983·3 authors·Open access

39citations

Weak and strong solutions of stochastic differential equations: Existence and stability

Lecture notes in mathematics·1981·2 authors·chapter

102citations

Existence of weak solutions for stochastic differential equations with driving semimartingales

Stochastics·1981·2 authors

36citations

Espaces de semi martingales et changement de probabilit�

Probability Theory and Related Fields·1980·1 author·Open access

96citations