| Publication | Date of Publication | Type |
|---|
Rate of convergence in the functional central limit theorem for stable processes
Potential Analysis | 2025-11-26 | Paper |
Invertibility of functionals of the Poisson process and applications
The Annals of Probability | 2025-10-23 | Paper |
Higher order approximations via Stein's method
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Stein's method for Brownian approximations
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Diffusive limits of Lipschitz functionals of Poisson measures
The Annals of Applied Probability | 2024-04-09 | Paper |
Diffusive limits of Lipschitz functionals of Poisson measures
The Annals of Applied Probability | 2024-04-09 | Paper |
PDE for the joint law of the pair of a continuous diffusion and its running maximum
Advances in Applied Probability | 2024-02-20 | Paper |
| Invertibility of functionals of the Poisson process and applications | 2023-07-06 | Paper |
Rates of convergence for the number of zeros of random trigonometric polynomials
Bernoulli | 2023-06-02 | Paper |
Rates of convergence for the number of zeros of random trigonometric polynomials
Bernoulli | 2023-06-02 | Paper |
| The It{\^o}-Tanaka Trick: a non-semimartingale approach | 2022-08-02 | Paper |
The It{\^o}-Tanaka Trick: a non-semimartingale approach
(available as arXiv preprint) | 2022-08-02 | Paper |
On a set-valued Young integral with applications to differential inclusions
Journal of Mathematical Analysis and Applications | 2022-03-23 | Paper |
Young and rough differential inclusions
Revista Matemática Iberoamericana | 2021-07-05 | Paper |
Stein's method for rough paths
Potential Analysis | 2020-07-20 | Paper |
Donsker's theorem in Wasserstein-1 distance
Electronic Communications in Probability | 2020-05-26 | Paper |
Donsker's theorem in Wasserstein-1 distance
Electronic Communications in Probability | 2020-05-26 | Paper |
Existence and regularity of law density of a pair (diffusion, first component running maximum)
Statistics & Probability Letters | 2019-09-05 | Paper |
Joint distribution of a Lévy process and its running supremum
Journal of Applied Probability | 2018-09-26 | Paper |
On a fractional stochastic Hodgkin-Huxley model
International Journal of Biomathematics | 2018-08-08 | Paper |
Sensitivity of rough differential equations: an approach through the omega lemma
Journal of Differential Equations | 2018-01-19 | Paper |
Multifractal Random Walks as Fractional Wiener Integrals
IEEE Transactions on Information Theory | 2017-08-08 | Paper |
Invariance for rough differential equations
Stochastic Processes and their Applications | 2017-06-22 | Paper |
| Volterra differential equations with singular kernels | 2017-03-24 | Paper |
| Joint law of the hitting time, overshoot and undershoot for a L\'evy process | 2016-03-08 | Paper |
Affine fractional stochastic volatility models
Annals of Finance | 2014-11-12 | Paper |
Perturbed linear rough differential equations
Annales Mathématiques Blaise Pascal | 2014-08-12 | Paper |
| Higher order expansions via Stein method | 2014-05-01 | Paper |
Rough paths \textit{via} sewing lemma
ESAIM: Probability and Statistics | 2013-05-14 | Paper |
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Stochastic Processes and their Applications | 2012-09-12 | Paper |
| Stein's method for Brownian approximations | 2012-07-15 | Paper |
Sharp large deviations for the fractional Ornstein-Uhlenbeck process
Theory of Probability and its Applications | 2012-05-04 | Paper |
First passage time law for some Lévy processes with compound Poisson: existence of a density
Bernoulli | 2011-12-28 | Paper |
A Markov model for the spread of viruses in an open population
Journal of Applied Probability | 2011-01-13 | Paper |
Enhanced Gaussian processes and applications
ESAIM: Probability and Statistics | 2010-01-21 | Paper |
Self-similarity and fractional Brownian motion on Lie groups
Electronic Journal of Probability | 2009-11-20 | Paper |
Self-similarity and fractional Brownian motion on Lie groups
Electronic Journal of Probability | 2009-11-20 | Paper |
Self-similarity and fractional Brownian motion on Lie groups
Electronic Journal of Probability | 2009-11-20 | Paper |
| A Markov model for the spread of Hepatitis C | 2008-09-10 | Paper |
| Volterra bridges and applications | 2008-03-06 | Paper |
Approximation of the fractional Brownian sheet<i>VIA</i>Ornstein-Uhlenbeck sheet
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Approximation of the fractional Brownian sheet<i>VIA</i>Ornstein-Uhlenbeck sheet
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion
Lecture Notes in Mathematics | 2007-10-31 | Paper |
Good rough path sequences and applications to anticipating stochastic calculus
The Annals of Probability | 2007-06-22 | Paper |
Operators associated with a stochastic differential equation driven by fractional Brownian motions
Stochastic Processes and their Applications | 2007-05-03 | Paper |
Semi-martingales and rough paths theory
Electronic Journal of Probability | 2006-11-03 | Paper |
SDE solutions, at small times, driven by fractional Brownian motions.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-08-01 | Paper |
| Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus | 2005-01-13 | Paper |
Tanaka formula for the fractional Brownian motion.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
Stochastic integration with respect to fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-04-27 | Paper |
Stochastic integration with respect to fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-04-27 | Paper |
Approximation of some processes
Statistical Inference for Stochastic Processes | 2002-05-23 | Paper |
Stochastic differential equations for fractional Brownian motions
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2002-03-14 | Paper |
| scientific article; zbMATH DE number 1665391 (Why is no real title available?) | 2002-02-20 | Paper |
Stochastic analysis, rough path analysis and fractional Brownian motions.
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-01-01 | Paper |
Intégrale stochastique pour le mouvement brownien fractionnaire
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-12-13 | Paper |
Abstract nonlinear filtering theory in the presence of fractional Brownian motion
The Annals of Applied Probability | 2000-09-04 | Paper |
Fractional Brownian motion and the Markov property
Electronic Communications in Probability | 1999-03-31 | Paper |
Fractional Brownian motion and the Markov property
Electronic Communications in Probability | 1999-03-31 | Paper |
Fractional Brownian motion and the Markov property
Electronic Communications in Probability | 1999-03-31 | Paper |
Simultaneaous approximation of a family of (stochastic) differential equations
ESAIM: Proceedings | 1999-01-27 | Paper |
Filtrage d'un système càd-làg:application du calcul des variations stochastiques à l'existence d'une densiteé
Stochastics and Stochastics Reports | 1997-04-14 | Paper |
| scientific article; zbMATH DE number 679926 (Why is no real title available?) | 1994-11-30 | Paper |
Rate of Convergence in the Functional Central Limit Theorem for Stable Processes
(available as arXiv preprint) | N/A | Paper |
