Jean-Christophe Breton

Professor
Institut de Recherche Mathématique de Renne s
Group of Stochastic Processes
University of Rennes

Email: jean-christophe(dot)breton(at)univ-rennes1(dot)fr

Mathematical fields:

Stochastic Analysis

Limit Theorems

Regularity of Stochastic Functionals

Stable Processes, Point Processes

Publications:

[34] Wasserstein distance estimates for jump-diffusion processes.
Stochastic Process. Appl., 2024 (to appear)

With Nicolas Privault.

[33] A q-binomial extension of the CRR asset pricing model.
Stoch. Models. Vol. 39, no.4, pp. 772--796, 2023

With Youssef El Khatib, Jun Fan et Nicolas Privault.

[32] Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus.
Potential Anal., vol. 56, pp. 1-20, 2022.

With Nicolas Privault.

[31] Some recent advances for limit theorems.
ESAIM Proc. Surveys, vol. 68, pp. 73-96, 2020.

With Benjamin Arras, Aurelia Deshayes, Olivier Durieu and Raphaël Lachièze-Rey.

[30] Integrability and regularity of the flow of stochastic differential equations with jumps.
Theory Probab. Appl., vol. 65, no. 1, pp. 103-125, 2020.

or arXiv:1902.03542.
With Nicolas Privault.

[29] Macroscopic analysis of determinantal random balls.
Bernoulli, vol. 25, no. 2, pp. 1568-1601, 2019. arXiv:1504.04513.

With Adrien Clarenne and Renan Gobard.

[28] On the limiting law of the length of the longest common and increasing subsequences in random words.
Stochastic Process. Appl., vol. 127, no. 5, pp. 1676--1720, 2017. arXiv:1505.06164

With Christian Houdré.

[27] Infinite dimensional functional convergences in random balls model.
ESAIM Probab. Stat., vol. 19, 2015.

With Renan Gobard.

[26] Factorial moment of point processes.
Stochastic Process. Appl., vol. 124, pp. 3412--3428, 2014.

With Nicolas Privault.

[25] Asymptotic Cramér type decomposition for Wiener and Wigner integrals.
Infin. Dimens. Anal. Quantum Probab. Relat. Top., vol 16, no. 1, 2013.

With Solesne Bourguin.

[24] Convex comparison inequalities for non-Markovian stochastic integrals.
Stochastics, vol. 85, no. 5, pp. 789--806, 2013.

With Benjamin Laquerrière and Nicolas Privault.

[23] Refined non-asymptotic confidence interval for the Hurst parameter of a fBm.
Stat. Inference Stoch. Process., vol. 15, no. 1, pp. 1--26, 2012.

or arXiv:0910.3088.
With Jean-François Coeurjolly.

[22] On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet.
Probab. Math. Statist., vol. 31, no. 2, pp. 301--311, 2011.

[21] Functional macroscopic behavior of weighted random ball model.
ALEA Lat. Am. J. Probab. Math. Stat., vol. 8, pp. 177--196, 2011.

With Clément Dombry.

[20] Simultaneous Asymptotics for the Shape of Random Young Tableaux with Growingly Reshuffled Alphabets.
Bernoulli, vol. 16, no. 2, pp. 471--492, 2010.

With Christian Houdré.

[19] Regularity of the laws of shot noise series and of related processes.
J. Theoret. Probab., vol. 23, pp. 21--38, no. 5, 2010.

[18] Rescaled weighted random balls models and stable self-similar random fields.
Stochastic Process. Appl., vol. 199, pp. 416-425, 2009.

With Clément Dombry.

[17] Exact confidence intervals for the Hurst parameter of a fractional Brownian motion.
Electron. J. Stat., vol. 3, pp. 416-425, 2009.

With Giovanni Peccati and Ivan Nourdin.

[16] Convex ordering for random vectors using predictable representation.
Potential Anal., vol. 29, no. 4, pp. 327--349, 2008.

With Marc Arnaudon and Nicolas Privault.

[15] Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.
Electron. Commun. Probab., vol. 13, pp. 482--493, 2008.

With Ivan Nourdin.

[14] Bounds on option prices in point process diffusion models.
Int. J. Theor. Appl. Finance, vol. 11, no. 6, pp. 597--610, 2008.

With Nicolas Privault.

[13] Convergence in variation of the joint laws of multiple stable stochastic integrals.
Probab. Math. Statist., vol. 28, no. 1, pp. 21-40, 2008.

[12] Convex concentration inequalities for exponential jump-diffusion processes.
Commun. Stoch. Anal., vol 1, no. 2, pp. 263--277, 2007. o

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With Nicolas Privault.

[11] On finire-range stable-type deviation.
Theory Probab. Appl., vol. 52, no. 4, pp. 543-564, 2007.

With Christian Houdré.

[10] Dimension-free and infinite variance tail estimates on Poisson space.
Acta Appl. Math., vol. 95, no. 3, pp. 151--203, 2007.

With Christian Houdré and Nicolas Privault.

[9] Convergence in variation of the joint laws of multiple Wiener-Itô integrals.
Statist. Probab. Lett., vol. 76, no. 17, pp. 1904--1913, 2006.

[8] Local invariance principle for i.i.d. random variables.
Theory Probab. Appl., vol. 51, no. 2, pp. 333--357, 2006.

With Youri A. Davydov.

[7] Supremum of empirical processes for i.i.d. random variables.
Lith. Math. J., vol. 45, no. 4, pp. 368--386, 2005.

With Youri A. Davydov.

[6] Absolute continuity of joint laws of multiple stable stochastic integrals.
J. Theoret. Probab., vol. 18, no. 1, pp. 43--77, 2005.

[5] Convergence in variation of the laws of multiple stable integrals.
C. R. Acad. Sci. Paris Sér. I Math., vol. 338, pp. 239--244, 2004.

[4] Multiple stable stochastic integrals: Series representation and absolute continuity of their law.
J. Theoret. Probab., vol. 15, no. 4, pp. 877--901, 2002.

[3] Absolue continuité des lois jointes des intégrales stables multiples
C. R. Acad. Sci. Paris Sér. I Math., vol. 334, pp. 135--138, 2002.

[2] Principe local d'invariance pour des variables aléatoires i.i.d.
C. R. Acad. Sci. Paris Sér. I Math., vol. 333, pp. 673--676, 2001.

With Youri A. Davydov.

[1] Intégrales stables multiples : représentation, absolue continuité de leur loi.
C. R. Acad. Sci. Paris Sér. I Math., vol. 331, pp. 717--720, 2000.

Other documents:

[HDR] Contributions à l'étude de quelques fonctionnelles stochastiques.

Habilitation à diriger des recherches, University of La Rochelle, June 26th, 2009.

[T] Intégrales stables multiples : propriétés des lois ; principe local d'invariance pour des variables aléatoires stationnaires.

PhD Thesis, University Lille 1, December, 20th, 2001.