AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study the Sobolev regularity. This problem is associated to the pathwise definition of stochastic integrals
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
International audienceWe consider regularity properties of stochastic kinetic equations with multipl...
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelo...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
We study the pathwise regularity of the map $$ \phi \mapsto I(\phi) = \int_0^T $$ where $\phi$ is a ...
We study the regularity of stochastic current defined as Skorohod integral with respect to bifractio...
By using Malliavin calculus and multiple Wiener–Itô integrals, we study the existence and the regula...
By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener\u2...
Two problems are addressed for the path of certain stochastic processes: a) do they define currents?...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
AbstractThe objective of this paper is to present the principal results of a large part of stochasti...
A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes...
We consider regularity properties of stochastic kinetic equations with multiplicative noise and drif...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
International audienceWe consider regularity properties of stochastic kinetic equations with multipl...
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelo...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
We study the pathwise regularity of the map $$ \phi \mapsto I(\phi) = \int_0^T $$ where $\phi$ is a ...
We study the regularity of stochastic current defined as Skorohod integral with respect to bifractio...
By using Malliavin calculus and multiple Wiener–Itô integrals, we study the existence and the regula...
By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener\u2...
Two problems are addressed for the path of certain stochastic processes: a) do they define currents?...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
AbstractThe objective of this paper is to present the principal results of a large part of stochasti...
A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes...
We consider regularity properties of stochastic kinetic equations with multiplicative noise and drif...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
International audienceWe consider regularity properties of stochastic kinetic equations with multipl...
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelo...
DOI
Add to ORKG