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Nicolas Victoir

Identifiers

  • name variant Nicolas Victoir 0.60 · backfill

Papers (15)

  1. A note on higher dimensional $p$-variation math.PR · 2011 · author #2
  2. Differential Equations Driven by Gaussian Signals II math.PR · 2007 · author #2
  3. Good rough path sequences and applications to anticipating stochastic calculus math.PR · 2007 · author #3
  4. Differential Equations Driven by Gaussian Signals I math.PR · 2007 · author #2
  5. Non-degeneracy of Wiener functionals arising from rough differential equations math.PR · 2007 · author #3
  6. On Uniformly Subelliptic Operators and Stochastic Area math.PR · 2006 · author #2
  7. The Burkholder-Davis-Gundy Inequality for Enhanced Martingales math.PR · 2006 · author #2
  8. Weak approximation of stochastic differential equations and application to derivative pricing math.PR · 2006 · author #2
  9. Euler Estimates of Rough Differential Equations math.CA · 2006 · author #2
  10. Large Deviation Principle for Enhanced Gaussian Processes math.PR · 2005 · author #2
  11. A Variation Embedding Theorem and Applications math.PR · 2005 · author #2
  12. Second order backward stochastic differential equations and fully non-linear parabolic PDEs math.PR · 2005 · author #4
  13. Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus math.PR · 2005 · author #3
  14. A Note on the Notion of Geometric Rough Paths math.FA · 2004 · author #2
  15. Approximations of the Brownian Rough Path with Applications to Stochastic Analysis math.PR · 2003 · author #2

Mentions

  • math/0605361 #2 · arxiv_oai · confidence 0.70 Nicolas Victoir
  • 1102.4587 #2 · backfill · confidence 0.70 Nicolas Victoir
  • 0711.0668 #2 · backfill · confidence 0.70 Nicolas Victoir
  • 0707.4546 #3 · backfill · confidence 0.70 Nicolas Victoir
  • 0707.0313 #2 · backfill · confidence 0.70 Nicolas Victoir
  • 0707.0154 #3 · backfill · confidence 0.70 Nicolas Victoir

Frequent Coauthors