Nicolas Victoir

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
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
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	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
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
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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