| Publication | Date of Publication | Type |
|---|
Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates
Stochastic Processes and their Applications | 2024-09-02 | Paper |
Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions
Journal of Theoretical Probability | 2024-04-02 | Paper |
Hyperbolic Anderson Model 2: Strichartz Estimates and Stratonovich Setting
IMRN. International Mathematics Research Notices | 2024-01-25 | Paper |
Convergence of trapezoid rule to rough integrals
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-01-16 | Paper |
Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term
Stochastic Processes and their Applications | 2024-01-12 | Paper |
Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case
Journal of Theoretical Probability | 2023-08-04 | Paper |
| Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law | 2023-07-13 | Paper |
Sampling linear inverse problems with noise
Asymptotic Analysis | 2023-06-26 | Paper |
| Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates | 2023-05-17 | Paper |
Parabolic Anderson model on Heisenberg groups: the Itô setting
Journal of Functional Analysis | 2023-04-19 | Paper |
Volterra equations driven by rough signals 2: Higher-order expansions
Stochastics and Dynamics | 2023-04-13 | Paper |
On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
Euler scheme for fractional delay stochastic differential equations by rough paths techniques
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
Parabolic Anderson model on Heisenberg groups: the It\^o setting
(available as arXiv preprint) | 2022-06-28 | Paper |
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
The Annals of Probability | 2022-04-22 | Paper |
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
The Annals of Probability | 2022-04-22 | Paper |
Augmented Gaussian random field: theory and computation
Discrete and Continuous Dynamical Systems. Series S | 2022-04-22 | Paper |
A \(K\)-rough path above the space-time fractional Brownian motion
Stochastic and Partial Differential Equations. Analysis and Computations | 2022-01-20 | Paper |
| Solving the hyperbolic Anderson model 1: Skorohod setting | 2021-12-09 | Paper |
Moment estimates for some renormalized parabolic Anderson models
The Annals of Probability | 2021-12-08 | Paper |
Infinite server queues in a random fast oscillatory environment
Queueing Systems | 2021-11-29 | Paper |
Volterra equations driven by rough signals
Stochastic Processes and their Applications | 2021-11-03 | Paper |
| Diffusion Approximations for $\text{Cox}/G_t/\infty$ Queues In A Fast Oscillatory Random Environment | 2021-08-29 | Paper |
On the anticipative nonlinear filtering problem and its stability
Applied Mathematics and Optimization | 2021-08-11 | Paper |
Volterra equations driven by rough signals 2: higher order expansions
(available as arXiv preprint) | 2021-02-19 | Paper |
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Discrete rough paths and limit theorems
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
Discrete rough paths and limit theorems
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
Density bounds for solutions to differential equations driven by Gaussian rough paths
Journal of Theoretical Probability | 2020-05-19 | Paper |
A general drift estimation procedure for stochastic differential equations with additive fractional noise
Electronic Journal of Statistics | 2020-05-13 | Paper |
A general drift estimation procedure for stochastic differential equations with additive fractional noise
Electronic Journal of Statistics | 2020-05-13 | Paper |
One-dimensional reflected rough differential equations
Stochastic Processes and their Applications | 2019-09-19 | Paper |
LAN property for stochastic differential equations with additive fractional noise and continuous time observation
Stochastic Processes and their Applications | 2019-09-19 | Paper |
| Precise Local Estimates for Hypoelliptic Differential Equations driven by Fractional Brownian Motions | 2019-06-29 | Paper |
Rough differential equations with power type nonlinearities
Stochastic Processes and their Applications | 2019-06-27 | Paper |
A priori estimates for rough PDEs with application to rough conservation laws
Journal of Functional Analysis | 2019-05-02 | Paper |
A priori estimates for rough PDEs with application to rough conservation laws
Journal of Functional Analysis | 2019-05-02 | Paper |
First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
The Annals of Applied Probability | 2019-04-24 | Paper |
First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
The Annals of Applied Probability | 2019-04-24 | Paper |
Parabolic Anderson model with rough dependence in space
(available as arXiv preprint) | 2019-03-22 | Paper |
Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise
The Annals of Probability | 2019-03-14 | Paper |
Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise
The Annals of Probability | 2019-03-14 | Paper |
On A priori estimates for rough PDEs
Stochastic Analysis and Related Topics | 2019-03-12 | Paper |
Stochastic heat equation with rough dependence in space
The Annals of Probability | 2018-02-14 | Paper |
Stochastic heat equation with rough dependence in space
The Annals of Probability | 2018-02-14 | Paper |
Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise
Electronic Journal of Probability | 2017-10-25 | Paper |
Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise
Electronic Journal of Probability | 2017-10-25 | Paper |
Young differential equations with power type nonlinearities
Stochastic Processes and their Applications | 2017-09-07 | Paper |
On probability laws of solutions to differential systems driven by a fractional Brownian motion
The Annals of Probability | 2016-09-30 | Paper |
On probability laws of solutions to differential systems driven by a fractional Brownian motion
The Annals of Probability | 2016-09-30 | Paper |
Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
The Annals of Probability | 2016-04-21 | Paper |
Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
The Annals of Probability | 2016-04-21 | Paper |
A model of continuous time polymer on the lattice
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Monte Carlo methods for light propagation in biological tissues
Mathematical Biosciences | 2015-12-22 | Paper |
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences
Bernoulli | 2015-10-30 | Paper |
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences
Bernoulli | 2015-10-30 | Paper |
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
Electronic Journal of Probability | 2015-08-07 | Paper |
Skorohod and Stratonovich integration in the plane
Electronic Journal of Probability | 2015-08-07 | Paper |
On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
The Annals of Probability | 2015-07-06 | Paper |
On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
The Annals of Probability | 2015-07-06 | Paper |
Some differential systems driven by a fBm with Hurst parameter greater than \(1/4\)
Springer Proceedings in Mathematics & Statistics | 2015-07-02 | Paper |
Smoothness of the density for solutions to Gaussian rough differential equations
The Annals of Probability | 2015-01-06 | Paper |
Smoothness of the density for solutions to Gaussian rough differential equations
The Annals of Probability | 2015-01-06 | Paper |
A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
Statistical Inference for Stochastic Processes | 2014-05-23 | Paper |
Convergence and performance of the peeling wavelet denoising algorithm
Metrika | 2014-05-23 | Paper |
| Controlled viscosity solutions of fully nonlinear rough PDEs | 2014-03-12 | Paper |
Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-03-10 | Paper |
Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-03-10 | Paper |
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
Stochastic Processes and their Applications | 2014-02-07 | Paper |
Smooth density for some nilpotent rough differential equations
Journal of Theoretical Probability | 2013-11-04 | Paper |
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
The Annals of Probability | 2013-10-17 | Paper |
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
The Annals of Probability | 2013-10-17 | Paper |
Malliavin calculus for fractional heat equation
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
On inference for fractional differential equations
Statistical Inference for Stochastic Processes | 2013-04-03 | Paper |
An analysis of a stochastic model for bacteriophage systems
Mathematical Biosciences | 2013-01-30 | Paper |
Malliavin calculus for fractional delay equations
Journal of Theoretical Probability | 2012-11-01 | Paper |
Non-linear rough heat equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2012-07-31 | Paper |
Non-linear rough heat equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2012-07-31 | Paper |
A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-06-04 | Paper |
A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-06-04 | Paper |
Pathwise definition of second-order SDEs
Stochastic Processes and their Applications | 2012-03-05 | Paper |
Weak approximation of fractional SDEs: the Donsker setting
Electronic Communications in Probability | 2011-09-09 | Paper |
Weak approximation of fractional SDEs: the Donsker setting
Electronic Communications in Probability | 2011-09-09 | Paper |
Rough Volterra equations. II: Convolutional generalized integrals
Stochastic Processes and their Applications | 2011-07-22 | Paper |
The rough path associated to the multidimensional analytic fBm with any Hurst parameter
Collectanea Mathematica | 2011-06-22 | Paper |
A construction of the rough path above fractional Brownian motion using Volterra's representation
The Annals of Probability | 2011-05-06 | Paper |
Stochastic heat and wave equations on a Lie group
Stochastic Analysis and Applications | 2010-08-11 | Paper |
Rough evolution equations
The Annals of Probability | 2010-03-08 | Paper |
Discretizing the fractional Lévy area
Stochastic Processes and their Applications | 2010-03-01 | Paper |
Weak approximation of a fractional SDE
Stochastic Processes and their Applications | 2010-01-15 | Paper |
Delay equations driven by rough paths
Electronic Journal of Probability | 2009-11-20 | Paper |
Delay equations driven by rough paths
Electronic Journal of Probability | 2009-11-20 | Paper |
Delay equations driven by rough paths
Electronic Journal of Probability | 2009-11-20 | Paper |
ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING
Stochastics and Dynamics | 2009-11-09 | Paper |
Trees and asymptotic expansions for fractional stochastic differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-08-24 | Paper |
ON HOMOGENEOUS PINNING MODELS AND PENALIZATIONS
Stochastics and Dynamics | 2008-12-11 | Paper |
Itô's formula for linear fractional PDEs
Stochastics | 2008-11-25 | Paper |
Superdiffusivity for a Brownian polymer in a continuous Gaussian environment
The Annals of Probability | 2008-10-20 | Paper |
Sharp asymptotics for the partition function of some continuous-time directed polymers
Potential Analysis | 2008-09-15 | Paper |
A diluted version of the perceptron model
Stochastic Processes and their Applications | 2007-12-17 | Paper |
On the multiple overlap function of the SK model
Publicacions Matemàtiques | 2007-10-22 | Paper |
The 1-d stochastic wave equation driven by a fractional Brownian sheet
Stochastic Processes and their Applications | 2007-09-26 | Paper |
A central limit theorem for a localized version of the SK model
Potential Analysis | 2007-06-07 | Paper |
Young integrals and SPDEs
Potential Analysis | 2006-12-06 | Paper |
| Trees and asymptotic developments for fractional stochastic differential equations | 2006-11-10 | Paper |
| Convergence of a branching and interacting particle system to the solution of a nonlinear stochastic PDE | 2006-05-24 | Paper |
Asymptotic behavior of the magnetization for the perceptron model.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-05-18 | Paper |
Asymptotic behavior of the magnetization for the perceptron model.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-05-18 | Paper |
Asymptotic behavior of the magnetization for the perceptron model.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-05-18 | Paper |
| Superdiffusive behavior for a Brownian polymer in a Gaussian medium | 2006-03-16 | Paper |
Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
Journal of Functional Analysis | 2005-11-22 | Paper |
On the Brownian-directed polymer in a Gaussian random environment
Journal of Functional Analysis | 2005-06-01 | Paper |
On the stochastic calculus method for spins systems
The Annals of Probability | 2005-05-03 | Paper |
Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity
Potential Analysis | 2005-04-29 | Paper |
A Berry-Esseen theorem for Feynman-Kac and interacting particle models
The Annals of Applied Probability | 2005-04-29 | Paper |
Almost sure exponential behaviour for a parabolic SPDE on a manifold.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
Journal of Functional Analysis | 2005-01-26 | Paper |
The \(p\)-spin interaction model with external field
Potential Analysis | 2005-01-17 | Paper |
scientific article; zbMATH DE number 2127960 (Why is no real title available?)
(available as arXiv preprint) | 2005-01-14 | Paper |
Probabilistic models for vortex filaments based on fractional Brownian motion.
The Annals of Probability | 2004-07-01 | Paper |
| scientific article; zbMATH DE number 1971734 (Why is no real title available?) | 2004-02-08 | Paper |
Stochastic evolution equations with fractional Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-12-16 | Paper |
On Exponential Moments for Functionals Defined on the Loop Group
Stochastic Analysis and Applications | 2003-10-28 | Paper |
Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms
Stochastic Analysis and Applications | 2003-10-28 | Paper |
Onsager-Machlup functional for stochastic evolution equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-04-27 | Paper |
Onsager-Machlup functional for stochastic evolution equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-04-27 | Paper |
Quenched large deviation principle for the overlap of a \(p\)-spins system
Journal of Statistical Physics | 2003-03-11 | Paper |
| scientific article; zbMATH DE number 1867933 (Why is no real title available?) | 2003-02-12 | Paper |
On forward stochastic integrals over the loop space
Stochastic Analysis and Applications | 2003-01-01 | Paper |
Asymptotic evaluation of the Poisson measures for tubes around jump curves
Applicationes Mathematicae | 2002-08-27 | Paper |
Sharp large deviation estimates for the stochastic heat equation
Potential Analysis | 2002-01-22 | Paper |
| scientific article; zbMATH DE number 1595039 (Why is no real title available?) | 2001-12-10 | Paper |
Sharp large deviation estimates for a certain class of sets on the Wiener space
Bulletin des Sciences Mathématiques | 2001-09-02 | Paper |
Sharp Laplace Asymptotics For a Parabolic SPDE
Stochastics and Stochastic Reports | 2001-03-18 | Paper |
SPDEs with pseudodifferential generators: the existence of a density
Applicationes Mathematicae | 2001-01-07 | Paper |
On space-time regularity for the stochastic heat equation on Lie groups
Journal of Functional Analysis | 2000-07-31 | Paper |
Quasilinear stochastic elliptic equations with reflection: The existence of a density
Bernoulli | 1999-09-29 | Paper |
On two-parameter non-degenerate Brownian martingales
Bulletin des Sciences Mathématiques | 1999-04-19 | Paper |
Stochastic parabolic equations with anticipative initial condition
Stochastics and Stochastic Reports | 1998-08-09 | Paper |
Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient
Potential Analysis | 1998-05-04 | Paper |
| scientific article; zbMATH DE number 850220 (Why is no real title available?) | 1996-03-04 | Paper |
Quasilinear stochastic elliptic equations with reflection
Stochastic Processes and their Applications | 1995-05-23 | Paper |
Parabolic Anderson model in bounded domains of recurrent metric measure spaces
(available as arXiv preprint) | N/A | Paper |
On the signature of an image
(available as arXiv preprint) | N/A | Paper |
