Showing 1–20 of 92 results
/ Date/ Name
Dec 11, 2009Malliavin calculus for fractional delay equationsJul 13, 2023Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in lawMay 17, 2023Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimatesOct 10, 2008Rough Volterra equations 2: convolutional generalized integralsOct 23, 2024A coupling between random walks in random environments and Brox's diffusionApr 12, 2006The 1-d stochastic wave equation driven by a fractional Brownian motionNov 16, 2007Delay equations driven by rough pathsOct 10, 2025On the Fourier dimension of fractional Brownian graphsFeb 21, 2023Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction termNov 3, 2010Pathwise definition of second order SDEsMar 16, 2006Superdiffusive behavior for a Brownian polymer in a Gaussian mediumJul 6, 2017Discrete rough paths and limit theoremsJan 8, 2025Weighted Besov spaces on Heisenberg groups and applications to the Parabolic Anderson modelJan 8, 2026The Pontryagin maximum principle and $Q$-functions in rough environmentsJan 14, 2009Some differential systems driven by a fBm with Hurst parameter greater than 1/4Jan 19, 2010A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motionMay 10, 20222-d signature of images and texture classificationMay 13, 2020Convergence of trapezoid rule to rough integralsApr 10, 2020Infinite server queues in a random fast oscillatory environmentFeb 10, 2022Volterra equations driven by rough signals 3: Probabilistic construction of the Volterra rough path for fractional Brownian motions