To appear in "Journal of Functional Analysis"International audienceBy using Malliavin calculus and multiple Wiener-Itô integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian motion. We consider also the multidimensional multiparameter case and we compare the regularity of the current as a distribution in negative Sobolev spaces with its regularity in Watanabe space
This thesis consists of two quite distinct topics. In the first and bigger part we show that the Man...
In this dissertation, I investigate two types of stochastic differential equations driven by fracti...
International audienceA stochastic calculus similar to Malliavin's calculus is worked out for Browni...
To appear in "Journal of Functional Analysis"International audienceBy using Malliavin calculus and m...
International audienceWe prove the Malliavin regularity of the solution of a stochastic differential...
We study the regularity of stochastic current defined as Skorohod integral with respect to bifractio...
AbstractWe prove the Malliavin regularity of the solution of a stochastic differential equation driv...
This thesis deals with the stochastic integral with respect to Gaussian processes, which can be expr...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
Some applications of Malliavin calculus to stochastic partial differential equations (SPDEs) and to ...
International audienceWe develop a stochastic calculus of divergence type with respect to the fracti...
Stochastic analysis with respect to fractional Brownian motion. Fractional Brownian motion (fBM for ...
The aim of this PhD Thesis was to build and develop a stochastic calculus (in particular a stochasti...
This thesis is organized in three distinct parts, all of which focus on the application of the Malli...
This thesis consists of two quite distinct topics. In the first and bigger part we show that the Man...
In this dissertation, I investigate two types of stochastic differential equations driven by fracti...
International audienceA stochastic calculus similar to Malliavin's calculus is worked out for Browni...
To appear in "Journal of Functional Analysis"International audienceBy using Malliavin calculus and m...
International audienceWe prove the Malliavin regularity of the solution of a stochastic differential...
We study the regularity of stochastic current defined as Skorohod integral with respect to bifractio...
AbstractWe prove the Malliavin regularity of the solution of a stochastic differential equation driv...
This thesis deals with the stochastic integral with respect to Gaussian processes, which can be expr...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
Some applications of Malliavin calculus to stochastic partial differential equations (SPDEs) and to ...
International audienceWe develop a stochastic calculus of divergence type with respect to the fracti...
Stochastic analysis with respect to fractional Brownian motion. Fractional Brownian motion (fBM for ...
The aim of this PhD Thesis was to build and develop a stochastic calculus (in particular a stochasti...
This thesis is organized in three distinct parts, all of which focus on the application of the Malli...
This thesis consists of two quite distinct topics. In the first and bigger part we show that the Man...
In this dissertation, I investigate two types of stochastic differential equations driven by fracti...
International audienceA stochastic calculus similar to Malliavin's calculus is worked out for Browni...
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