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Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional
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Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional
32 pages
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Lectures on Gaussian approximations with Malliavin calculus
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Lectures on Gaussian approximations with Malliavin calculus
72 pages
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Second order Poincaré inequalities and CLTs on Wiener space
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Etudes supérieures
Second order Poincaré inequalities and CLTs on Wiener space
16 pages
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Some linear fractional stochastic equations
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On the absolute continuity of one dimensional SDE's driven by a fractional Brownian motion
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On the absolute continuity of one dimensional SDE's driven by a fractional Brownian motion
7 pages
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M order integrals and generalized Ito's formula the case of a fractional Brownian motion with any
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M order integrals and generalized Ito's formula the case of a fractional Brownian motion with any
30 pages
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1UFR MIAE École Doctorale IAE M
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ASYMPTOTIC INDEPENDENCE OF MULTIPLE WIENER ITÔ INTEGRALS AND THE RESULTING LIMIT LAWS
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Etudes supérieures
ASYMPTOTIC INDEPENDENCE OF MULTIPLE WIENER ITÔ INTEGRALS AND THE RESULTING LIMIT LAWS
18 pages
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Cumulants on the Wiener Space
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Gaussian approximation of functionals: Malliavin calculus and Stein's method
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Gaussian approximation of functionals: Malliavin calculus and Stein's method
20 pages
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A simple theory for the study of SDEs driven by a fractional Brownian motion in dimension one
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A simple theory for the study of SDEs driven by a fractional Brownian motion in dimension one
12 pages
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