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
Two problems are addressed for the path of certain stochastic processes: a) do they define currents?...
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equa...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
We study the pathwise regularity of the map $$ \phi \mapsto I(\phi) = \int_0^T $$ where $\phi$ is a ...
To appear in "Journal of Functional Analysis"International audienceBy using Malliavin calculus and m...
We study the regularity of stochastic current defined as Skorohod integral with respect to bifractio...
International audienceWe consider regularity properties of stochastic kinetic equations with multipl...
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms R d ∋ x 7−...
Two problems are addressed for the path of certain stochastic processes: a) do they define currents?...
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equa...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
We study the pathwise regularity of the map $$ \phi \mapsto I(\phi) = \int_0^T $$ where $\phi$ is a ...
To appear in "Journal of Functional Analysis"International audienceBy using Malliavin calculus and m...
We study the regularity of stochastic current defined as Skorohod integral with respect to bifractio...
International audienceWe consider regularity properties of stochastic kinetic equations with multipl...
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms R d ∋ x 7−...
Two problems are addressed for the path of certain stochastic processes: a) do they define currents?...
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equa...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
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