| Publication | Date of Publication | Type |
|---|
A note on higher dimensional p-variation
Electronic Journal of Probability | 2012-06-22 | Paper |
Differential equations driven by Gaussian signals
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-07-21 | Paper |
Differential equations driven by Gaussian signals
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-07-21 | Paper |
| Multidimensional stochastic processes as rough paths. Theory and applications. | 2010-03-04 | Paper |
Enhanced Gaussian processes and applications
ESAIM: Probability and Statistics | 2010-01-21 | Paper |
Large deviation principle for enhanced Gaussian processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-09-17 | Paper |
Large deviation principle for enhanced Gaussian processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-09-17 | Paper |
Large deviation principle for enhanced Gaussian processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-09-17 | Paper |
Non-degeneracy of Wiener functionals arising from rough differential equations
Transactions of the American Mathematical Society | 2009-05-27 | Paper |
The Burkholder-Davis-Gundy inequality for enhanced martingales
(available as arXiv preprint) | 2008-09-25 | Paper |
On uniformly subelliptic operators and stochastic area
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-09-23 | Paper |
Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
Applied Mathematical Finance | 2008-05-22 | Paper |
Euler estimates for rough differential equations
Journal of Differential Equations | 2008-01-28 | Paper |
An extension theorem to rough paths
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2008-01-21 | Paper |
An extension theorem to rough paths
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2008-01-21 | Paper |
| Differential Equations Driven by Gaussian Signals II | 2007-11-05 | Paper |
Good rough path sequences and applications to anticipating stochastic calculus
The Annals of Probability | 2007-06-22 | Paper |
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
Communications on Pure and Applied Mathematics | 2007-06-11 | Paper |
A variation embedding theorem and applications
Journal of Functional Analysis | 2007-01-09 | Paper |
Differential Equations Driven by Gaussian Signals II
(available as arXiv preprint) | 2007-01-01 | Paper |
A note on the notion of geometric rough paths
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2006-10-16 | Paper |
On (p,q)-rough paths
Journal of Differential Equations | 2006-07-20 | Paper |
Approximations of the Brownian rough path with applications to stochastic analysis
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
Approximations of the Brownian rough path with applications to stochastic analysis
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
Approximations of the Brownian rough path with applications to stochastic analysis
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
Approximations of the Brownian rough path with applications to stochastic analysis
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures
SIAM Journal on Numerical Analysis | 2005-03-01 | Paper |
| Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus | 2005-01-13 | Paper |
Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus
(available as arXiv preprint) | 2005-01-01 | Paper |
Cubature on Wiener space
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
Levy area for the free Brownian motion: existence and non-existence.
Journal of Functional Analysis | 2004-03-29 | Paper |
