The following pages link to Anthony Réveillac (Q282555):
Displaying 48 items.
- Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
- Density analysis of BSDEs (Q317487) (← links)
- Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Brownian motion martingales and stochastic calculus (Q444329) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- On the Malliavin differentiability of BSDEs (Q520787) (← links)
- FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity (Q554465) (← links)
- Stein estimation of Poisson process intensities (Q625309) (← links)
- The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 (Q638368) (← links)
- Local times for solutions of the complex Ginzburg-Landau equation and the inviscid limit (Q638466) (← links)
- Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions (Q640057) (← links)
- On the orthogonal component of BSDEs in a Markovian setting (Q654493) (← links)
- Rearrangements of Gaussian fields (Q719776) (← links)
- Stochastic analysis in discrete and continuous settings. With normal martingales. (Q730785) (← links)
- (Q841295) (redirect page) (← links)
- Moment identities for Poisson-Skorohod integrals and application to measure invariance (Q841296) (← links)
- Superefficient drift estimation on the Wiener space (Q857122) (← links)
- A note on the Malliavin-Sobolev spaces (Q899630) (← links)
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus (Q955152) (← links)
- Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching (Q969138) (← links)
- Dynamics of stochastic 2D Navier-Stokes equations (Q971822) (← links)
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
- Multivariate normal approximation using Stein's method and Malliavin calculus (Q974767) (← links)
- Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
- On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noisy dispersion (Q2136411) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- BSDEs with weak terminal condition (Q2338910) (← links)
- Stochastic inclusions with non-continuous set-valued operators (Q2380940) (← links)
- Energy image density property and the lent particle method for Poisson measures (Q2391272) (← links)
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- Hermite variations of the fractional Brownian sheet (Q2905264) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- A Note on BSDEs with Singular Driver Coefficients (Q3195068) (← links)
- UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (Q3460679) (← links)
- Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (Q3611809) (← links)
- SURE shrinkage of Gaussian paths and signal identification (Q4918487) (← links)
- (Q5039933) (← links)
- The It{\^o}-Tanaka Trick: a non-semimartingale approach (Q5093996) (← links)
- Likelihood Ratios and Inference for Poisson Channels (Q5346286) (← links)
- The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- Normal approximation of compound Hawkes functionals (Q6204793) (← links)
- Rough Weierstrass functions and dynamical systems: the smoothness of the SBR measure (Q6348663) (← links)
- Poisson imbedding meets the Clark-Ocone formula (Q6530128) (← links)
- On the chaotic expansion for counting processes (Q6620099) (← links)
- Normal approximation of Functionals of Point Processes: Application to Hawkes Processes (Q6738343) (← links)
