Nicolas Victoir

Available identifiers

zbMath Open victoir.nicolas-bMaRDI QIDQ428556

List of research outcomes

Publication	Date of Publication	Type
A note on higher dimensional \(p\)-variation	2012-06-22	Paper
Differential equations driven by Gaussian signals	2010-07-21	Paper
Multidimensional Stochastic Processes as Rough Paths	2010-03-04	Paper
Enhanced Gaussian processes and applications	2010-01-21	Paper
Large deviation principle for enhanced Gaussian processes	2009-09-17	Paper
Non-degeneracy of Wiener functionals arising from rough differential equations	2009-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q3526646	2008-09-25	Paper
On uniformly subelliptic operators and stochastic area	2008-09-23	Paper
Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing	2008-05-22	Paper
Euler estimates for rough differential equations	2008-01-28	Paper
An extension theorem to rough paths	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	2007-06-22	Paper
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs	2007-06-11	Paper
A variation embedding theorem and applications	2007-01-09	Paper
A note on the notion of geometric rough paths	2006-10-16	Paper
On \((p,q)\)-rough paths	2006-07-20	Paper
Approximations of the Brownian rough path with applications to stochastic analysis	2005-08-05	Paper
Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures	2005-03-01	Paper
Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus	2005-01-13	Paper
Cubature on Wiener space	2004-08-06	Paper
Levy area for the free Brownian motion: existence and non-existence.	2004-03-29	Paper

Research outcomes over time

Doctoral students

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