Nicolas Victoir
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| 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 |
| 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 |
| 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 |
Research outcomes over time
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