The following pages link to Nicolas Victoir (Q428556):
Displayed 22 items.
- A note on higher dimensional \(p\)-variation (Q428557) (← links)
- Large deviation principle for enhanced Gaussian processes (Q841512) (← links)
- A variation embedding theorem and applications (Q860769) (← links)
- On uniformly subelliptic operators and stochastic area (Q946486) (← links)
- Differential equations driven by Gaussian signals (Q985327) (← links)
- Levy area for the free Brownian motion: existence and non-existence. (Q1428452) (← links)
- Good rough path sequences and applications to anticipating stochastic calculus (Q2370100) (← links)
- An extension theorem to rough paths (Q2467371) (← links)
- Euler estimates for rough differential equations (Q2467726) (← links)
- Approximations of the Brownian rough path with applications to stochastic analysis (Q2485743) (← links)
- On \((p,q)\)-rough paths (Q2496725) (← links)
- A note on the notion of geometric rough paths (Q2509001) (← links)
- Cubature on Wiener space (Q3043430) (← links)
- Multidimensional Stochastic Processes as Rough Paths (Q3407274) (← links)
- Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514) (← links)
- Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205) (← links)
- (Q3526646) (← links)
- Non-degeneracy of Wiener functionals arising from rough differential equations (Q3629400) (← links)
- Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures (Q4653154) (← links)
- Enhanced Gaussian processes and applications (Q5851020) (← links)
- Differential Equations Driven by Gaussian Signals II (Q6207390) (← links)
- Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus (Q6474952) (← links)