Laure Coutin

1.3k total citations
42 papers, 681 citations indexed

About

Laure Coutin is a scholar working on Finance, Mathematical Physics and Applied Mathematics. According to data from OpenAlex, Laure Coutin has authored 42 papers receiving a total of 681 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 11 papers in Mathematical Physics and 11 papers in Applied Mathematics. Recurrent topics in Laure Coutin's work include Stochastic processes and financial applications (29 papers), Financial Risk and Volatility Modeling (11 papers) and Stochastic processes and statistical mechanics (9 papers). Laure Coutin is often cited by papers focused on Stochastic processes and financial applications (29 papers), Financial Risk and Volatility Modeling (11 papers) and Stochastic processes and statistical mechanics (9 papers). Laure Coutin collaborates with scholars based in France, United States and United Kingdom. Laure Coutin's co-authors include Zhongmin Qian, Laurent Decreusefond, Philippe Carmona, Éric Renault, Fabienne Comte, Fabrice Baudoin, Antoine Lejay, Bernard Bercu, Nicolas Savy and David Nualart and has published in prestigious journals such as IEEE Transactions on Information Theory, Pattern Recognition and Journal of Mathematical Analysis and Applications.

In The Last Decade

Laure Coutin

38 papers receiving 637 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Laure Coutin France 14 541 204 173 122 74 42 681
Josef Teichmann Switzerland 17 709 1.3× 156 0.8× 200 1.2× 118 1.0× 62 0.8× 67 966
Youssef Ouknine Morocco 15 756 1.4× 166 0.8× 119 0.7× 164 1.3× 48 0.6× 107 804
Frank Proske Norway 14 713 1.3× 145 0.7× 161 0.9× 169 1.4× 87 1.2× 57 840
Andreas Neuenkirch Germany 17 589 1.1× 113 0.6× 82 0.5× 67 0.5× 65 0.9× 34 716
Vlad Bally France 13 452 0.8× 212 1.0× 58 0.3× 104 0.9× 91 1.2× 44 591
Elisa Alòs Spain 14 951 1.8× 185 0.9× 392 2.3× 141 1.2× 40 0.5× 44 1.1k
Arturo Kohatsu‐Higa Japan 15 524 1.0× 124 0.6× 116 0.7× 59 0.5× 76 1.0× 76 610
Giulia Di Nunno Norway 11 627 1.2× 136 0.7× 206 1.2× 73 0.6× 87 1.2× 54 783
Marco Dozzi France 12 240 0.4× 121 0.6× 75 0.4× 84 0.7× 50 0.7× 36 394
H. J. Engelbert France 12 425 0.8× 207 1.0× 70 0.4× 93 0.8× 66 0.9× 47 527

Countries citing papers authored by Laure Coutin

Since Specialization
Citations

This map shows the geographic impact of Laure Coutin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Laure Coutin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Laure Coutin more than expected).

Fields of papers citing papers by Laure Coutin

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Laure Coutin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Laure Coutin. The network helps show where Laure Coutin may publish in the future.

Co-authorship network of co-authors of Laure Coutin

This figure shows the co-authorship network connecting the top 25 collaborators of Laure Coutin. A scholar is included among the top collaborators of Laure Coutin based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Laure Coutin. Laure Coutin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Coutin, Laure, et al.. (2026). The functional discrete-time approximation of marked Hawkes risk processes. Advances in Applied Probability. 1–42.
2.
Coutin, Laure, et al.. (2025). Rate of Convergence in the Functional Central Limit Theorem for Stable Processes. Potential Analysis. 63(4). 1645–1669. 1 indexed citations
3.
Coutin, Laure, et al.. (2024). Diffusive limits of Lipschitz functionals of Poisson measures. The Annals of Applied Probability. 34(1A). 2 indexed citations
4.
Coutin, Laure & Monique Pontier. (2023). PDE for the joint law of the pair of a continuous diffusion and its running maximum. Advances in Applied Probability. 55(4). 1171–1210.
5.
Coutin, Laure, et al.. (2022). On a set-valued Young integral with applications to differential inclusions. Journal of Mathematical Analysis and Applications. 512(1). 126104–126104.
6.
Coutin, Laure & Monique Pontier. (2019). Existence and regularity of law density of a pair (diffusion, first component running maximum). Statistics & Probability Letters. 153. 130–138. 2 indexed citations
7.
Coutin, Laure, et al.. (2018). Joint distribution of a Lévy process and its running supremum. Journal of Applied Probability. 55(2). 488–512. 3 indexed citations
8.
Coutin, Laure & Antoine Lejay. (2017). Sensitivity of rough differential equations: An approach through the Omega lemma. Journal of Differential Equations. 264(6). 3899–3917. 8 indexed citations
9.
Coutin, Laure & Laurent Decreusefond. (2017). Stein's method for rough paths. HAL (Le Centre pour la Communication Scientifique Directe). 7 indexed citations
10.
Coutin, Laure, et al.. (2016). Invariance for rough differential equations. Stochastic Processes and their Applications. 127(7). 2373–2395. 2 indexed citations
11.
Coutin, Laure & Antoine Lejay. (2014). Perturbed linear rough differential equations. Annales mathématiques Blaise Pascal. 21(1). 103–150. 8 indexed citations
12.
Bercu, Bernard, Laure Coutin, & Nicolas Savy. (2012). Sharp large deviations for the non-stationary Ornstein–Uhlenbeck process. Stochastic Processes and their Applications. 122(10). 3393–3424. 21 indexed citations
13.
Coutin, Laure, et al.. (2011). First passage time law for some Lévy processes with compound Poisson: Existence of a density. Bernoulli. 17(4). 8 indexed citations
14.
Abry, Patrice, Pierre Chainais, Laure Coutin, & Vladas Pipiras. (2009). Multifractal Random Walks as Fractional Wiener Integrals. IEEE Transactions on Information Theory. 55(8). 3825–3846. 13 indexed citations
15.
Coutin, Laure & Nicolas Victoir. (2008). Enhanced Gaussian processes and applications. ESAIM Probability and Statistics. 13. 247–260. 5 indexed citations
16.
Baudoin, Fabrice & Laure Coutin. (2006). Operators associated with a stochastic differential equation driven by fractional Brownian motions. Stochastic Processes and their Applications. 117(5). 550–574. 43 indexed citations
17.
Baudoin, Fabrice & Laure Coutin. (2005). Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires. Comptes Rendus Mathématique. 341(1). 39–42. 2 indexed citations
18.
Coutin, Laure, David Nualart, & Ciprian A. Tudor. (2001). Tanaka formula for the fractional Brownian motion. Stochastic Processes and their Applications. 94(2). 301–315. 47 indexed citations
19.
Carmona, Philippe, Laure Coutin, & G. Montseny. (2000). Approximation of Some Gaussian Processes. Statistical Inference for Stochastic Processes. 3(1-2). 161–171. 14 indexed citations
20.
Coutin, Laure & Laurent Decreusefond. (1999). Abstract nonlinear filtering theory in the presence of fractional Brownian motion. The Annals of Applied Probability. 9(4). 24 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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