Publications#

Note

The complete and continuously updated list lives on HAL. Preprints are on arXiv; citation counts on Google Scholar. The selection below is a reading path through the main themes rather than an exhaustive record.

Books#

Selected topics in Malliavin calculus — Chaos, Divergence and so on

L. Decreusefond. Bocconi & Springer Series, vol. 10, Springer Cham, 2022. xi+172 pp.

https://doi.org/10.1007/978-3-031-01311-9
Stochastic Modeling and Analysis of Telecom Networks

  1. Decreusefond, P. Moyal. ISTE Ltd / John Wiley & Sons, 2012.

https://doi.org/10.1002/9781118562215

Malliavin calculus and Stein’s method#

  • Diffusive limits of Lipschitz functionals of Poisson measures. E. Besançon, L. Coutin, L. Decreusefond, P. Moyal. Annals of Applied Probability, 34, 2024. doi:10.1214/23-AAP1972

  • Donsker’s theorem in Wasserstein-1 distance. L. Coutin, L. Decreusefond. Electronic Communications in Probability, 25:1–13, 2020. doi:10.1214/20-ECP308

  • Stein’s method for rough paths. L. Coutin, L. Decreusefond. Potential Analysis, 50:387–406, 2020. doi:10.1007/s11118-019-09773-z

  • The Stein–Dirichlet–Malliavin method. L. Decreusefond. ESAIM: Proceedings and Surveys, 2015.

  • Stochastic calculus with respect to fractional Brownian motion. L. Decreusefond. Annales de la Faculté des Sciences de Toulouse, 2005.

Point processes and stochastic geometry#

  • Optimal transport between determinantal point processes and application to fast simulation. L. Decreusefond, G. Moroz. Modern Stochastics: Theory and Applications, 8:209–237, 2021.

  • Determinantal point processes. L. Decreusefond, I. Flint, N. Privault, G. L. Torrisi. In Stochastic Analysis for Poisson Point Processes, Springer, 2016.

  • Wasserstein distance on configuration space. L. Decreusefond. Potential Analysis, 28:283–300, 2008. doi:10.1007/s11118-008-9077-5

Random graphs, simplicial complexes and networks#

  • Simplicial homology of random configurations. L. Decreusefond, E. Ferraz, H. Randriambololona, A. Vergne. Advances in Applied Probability, 2014.

  • Large graph limit for an SIR process in random network with heterogeneous connectivity. L. Decreusefond, J.-S. Dhersin, P. Moyal, V. C. Tran. Annals of Applied Probability, 2012. arXiv:1007.3958

  • A Markov model for the spread of Hepatitis C. L. Coutin, L. Decreusefond, J.-S. Dhersin. arXiv:0809.1824

Working papers#

  • Random walk on simplicial complexes. T. Bonis, L. Decreusefond, V. C. Tran, Z. Zhang. In preparation.

  • Construction and random generation of hypergraphs with prescribed degree and dimension sequences. N. A. Arafat, D. Basu, L. Decreusefond, S. Bressan, 2020. hal-02541206