Héléne Guérin

Héléne Guérin

Professeure
Téléphone : (514) 987-3000 poste 1989
Local : PK-5830
Informations générales

Cheminement académique

1999-2002: Phd Thesis, Université Paris 10 - Nanterre
2003-2018: Maître de conférences, Université de Rennes 1
2019: Habilitation à Diriger des Recherches
2019-: Professeure, Université du Québec à Montréal

Enseignement

Directions de thèses et mémoires

Autres directions et supervisions
  • PhD Student : 2016-2019 Ninon Fétique, co-supervision with F. Malrieu

Publications

Articles scientifiques
  • Guérin, H. et Renaud, J.-F. (2017). On the distribution of cumulative Parisian ruin. Insurance: Mathematics & Economics, 73, 116–123. http://dx.doi.org/10.1016/j.insmatheco.2017.01.009.
  • Guérin, H. et Renaud, J.-F. (2016). Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view. Advances in Applied Probability, 48(1), 274–297. http://dx.doi.org/10.1017/apr.2015.17.
  • Fontbona, J., Guérin, H. et Malrieu, F. (2016). Long time behavior of telegraph processes under convex potentials. Stochastic Processes and their Applications, 126(10), 3077–3101. http://dx.doi.org/10.1016/j.spa.2016.04.002.
  • Ben-Salah, Z., Guérin, H., Morales, M. et Firouzi, H. O. (2015). On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory. European Actuarial Journal, 5(2), 381–425. http://dx.doi.org/10.1007/s13385-015-0112-9.
  • Fontbona, J., Guérin, H. et Malrieu, F. (2012). Quantitative estimates for the long-time behavior of an ergodic variant of the telegraph process. Advances in Applied Probability, 44(4), 977–994. http://dx.doi.org/10.1239/aap/1354716586.
  • Bardet, J.-B., Guérin, H. et Malrieu, F. (2010). Long time behavior of diffusions with Markov switching. Alea. Latin American Journal of Probability and Mathematical Statistics, 7, 151–170. Récupéré de http://alea.impa.br/articles/v7/07-08.pdf.
  • Fontbona, J., Guérin, H. et Méléard, S. (2010). Measurability of optimal transportation and strong coupling of martingale measures. Electronic Communications in Probability, 15, 124–133. http://dx.doi.org/10.1214/ECP.v15-1534.
  • Fontbona, J., Guérin, H. et Méléard, S. (2009). Measurability of optimal transportation and convergence rate for Landau type interacting particle systems. Probability Theory and Related Fields, 143(3-4), 329–351. http://dx.doi.org/10.1007/s00440-007-0128-4.
  • Fournier, N. et Guérin, H. (2009). Well-posedness of the spatially homogeneous Landau equation for soft potentials. Journal of Functional Analysis, 256(8), 2542–2560. http://dx.doi.org/10.1016/j.jfa.2008.11.008.
  • Fournier, N. et Guérin, H. (2008). On the uniqueness for the spatially homogeneous Boltzmann equation with a strong angular singularity. Journal of Statistical Physics, 131(4), 749–781. http://dx.doi.org/10.1007/s10955-008-9511-5.
  • Guérin, H., Méléard, S. et Nualart, E. (2006). Estimates for the density of a nonlinear Landau process. Journal of Functional Analysis, 238(2), 649–677. http://dx.doi.org/10.1016/j.jfa.2006.01.017.
  • Guérin, H. (2004). Pointwise convergence of Boltzmann solutions for grazing collisions in a Maxwell gas via a probabilistic interpretation. ESAIM: Probability and Statistics, 8, 36–55. http://dx.doi.org/10.1051/ps:2003018.
  • Guérin, H. et Méléard, S. (2003). Convergence from Boltzmann to Landau processes with soft potential and particle approximations. Journal of Statistical Physics, 111(3-4), 931–966. http://dx.doi.org/10.1023/A:1022858517569.
  • Guérin, H. (2003). Solving Landau equation for some soft potentials through a probabilistic approach. The Annals of Applied Probability, 13(2), 515–539. http://dx.doi.org/10.1214/aoap/1050689592.
  • Guérin, H. (2002). Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach. Stochastic Processes and their Applications, 101(2), 303–325. http://dx.doi.org/10.1016/S0304-4149(02)00107-2.
Autres publications
  • Bardet, J.-G., Guérin, H. et Malrieu, F. (2009). On the Laplace transform of perpetuities with thin tails. Récupéré de https://arxiv.org/abs/0912.3232