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Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions
Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions
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Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions

Harang, Fabian Andsem ; Wang, Xiaohua ; Tindel, Samy

Springer 2023

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ON PROBABILITY LAWS OF SOLUTIONS TO DIFFERENTIAL SYSTEMS DRIVEN BY A FRACTIONAL BROWNIAN MOTION
ON PROBABILITY LAWS OF SOLUTIONS TO DIFFERENTIAL SYSTEMS DRIVEN BY A FRACTIONAL BROWNIAN MOTION
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ON PROBABILITY LAWS OF SOLUTIONS TO DIFFERENTIAL SYSTEMS DRIVEN BY A FRACTIONAL BROWNIAN MOTION

Baudoin, F. ; Nualart, E. ; Ouyang, C. ; Tindel, S.

The Annals of probability, 2016-07, Vol.44 (4), p.2554-2590 [Periódico revisado por pares]

Hayward: Institute of Mathematical Statistics

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3
Precise local estimates for differential equations driven by fractional Brownian motion: Hypoelliptic case
Precise local estimates for differential equations driven by fractional Brownian motion: Hypoelliptic case
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Precise local estimates for differential equations driven by fractional Brownian motion: Hypoelliptic case

Geng, Xi ; Ouyang, Cheng ; Tindel, Samy

The Annals of probability, 2022-03, Vol.50 (2) [Periódico revisado por pares]

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4
Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term
Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term
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Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term

Salins, Michael ; Tindel, Samy

Stochastic processes and their applications, 2024-02, Vol.168, p.104263, Article 104263 [Periódico revisado por pares]

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5
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
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Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

Hu, Yaozhong ; Huang, Jingyu ; Nualart, David ; Tindel, Samy

Electronic journal of probability, 2015, Vol.20 (none), p.1-50 [Periódico revisado por pares]

Institute of Mathematical Statistics (IMS)

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6
Convergence of trapezoid rule to rough integrals
Convergence of trapezoid rule to rough integrals
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Convergence of trapezoid rule to rough integrals

Liu, Yanghui ; Selk, Zachary ; Tindel, Samy

Annales de l'I.H.P. Probabilités et statistiques, 2023-08, Vol.59 (3) [Periódico revisado por pares]

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7
SMOOTHNESS OF THE DENSITY FOR SOLUTIONS TO GAUSSIAN ROUGH DIFFERENTIAL EQUATIONS
SMOOTHNESS OF THE DENSITY FOR SOLUTIONS TO GAUSSIAN ROUGH DIFFERENTIAL EQUATIONS
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SMOOTHNESS OF THE DENSITY FOR SOLUTIONS TO GAUSSIAN ROUGH DIFFERENTIAL EQUATIONS

Cass, Thomas ; Hairer, Martin ; Litterer, Christian ; Tindel, Samy

The Annals of probability, 2015-01, Vol.43 (1), p.188-239 [Periódico revisado por pares]

Institute of Mathematical Statistics

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8
ON STRATONOVICH AND SKOROHOD STOCHASTIC CALCULUS FOR GAUSSIAN PROCESSES
ON STRATONOVICH AND SKOROHOD STOCHASTIC CALCULUS FOR GAUSSIAN PROCESSES
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ON STRATONOVICH AND SKOROHOD STOCHASTIC CALCULUS FOR GAUSSIAN PROCESSES

Hu, Yaozhong ; Jolis, Maria ; Tindel, Samy

The Annals of probability, 2013-05, Vol.41 (3), p.1656-1693 [Periódico revisado por pares]

Hayward: Institute of Mathematical Statistics

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9
Density Bounds for Solutions to Differential Equations Driven by Gaussian Rough Paths
Density Bounds for Solutions to Differential Equations Driven by Gaussian Rough Paths
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Density Bounds for Solutions to Differential Equations Driven by Gaussian Rough Paths

Gess, Benjamin ; Ouyang, Cheng ; Tindel, Samy

Journal of theoretical probability, 2020-06, Vol.33 (2), p.611-648 [Periódico revisado por pares]

New York: Springer US

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10
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case
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Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case

Geng, Xi ; Ouyang, Cheng ; Tindel, Samy

Journal of theoretical probability, 2023-09, Vol.36 (3), p.1341-1367 [Periódico revisado por pares]

New York: Springer US

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