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| hal-00905828v1
Book sections
Flows driven by Banach space-valued rough paths Donati-Martin Catherine, Lejay Antoine, Rouault Alain. Séminaire de Probabilités XLVI, 2123, Springer, pp.195-205, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. ⟨10.1007/978-3-319-11970-0_7⟩  |
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| hal-01346561v2
Journal articles
Construction and Skorohod representation of a fractional K-rough path Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2017, 22 (52), pp.1-40. ⟨10.1214/17-EJP69⟩ |
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| hal-01738241v3
Book sections
Sweeping Processes Perturbed by Rough Signals Séminaire de Probabilités LI, Lecture Notes in Mathematics, Springer, 2022 |
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| hal-00392336v1
Preprints, Working Papers, ...
A Lévy area by Fourier normal ordering for multidimensional fractional Brownian motion with small Hurst index 2009 |
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| hal-02871886v4
Journal articles
Constructing general rough differential equations through flow approximations Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2022, 27, pp.1-24. ⟨10.1214/21-EJP717⟩ |
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| hal-00003655v1
Journal articles
Large deviations for rough paths of the fractional Brownian motion Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2006, 42, pp.245-271. ⟨10.1016/j.anihpb.2005.04.003⟩ |
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| hal-00146698v2
Journal articles
A tree approach to $p$-variation and to integration Annals of Probability, Institute of Mathematical Statistics, 2008, 36 (6), pp.2235-2279. ⟨10.1214/07-AOP388⟩ |
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| hal-00958201v1
Reports
Controlled viscosity solutions of fully nonlinear rough PDEs [Research Report] non spécifié. 2014 |
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| hal-00859393v1
Journal articles
Scalar conservation laws with rough (stochastic) fluxes Stochastics and Partial Differential Equations: Analysis and Computations, Springer US, 2013, 1 (4), pp.664-686. ⟨10.1007/s40072-013-0021-3⟩ |
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| tel-03636790v1
Theses
Stochastic Analysis of non-Markovian irregular phenomena Numerical Analysis [math.NA]. Institut Polytechnique de Paris; Universidade federal da Paraíba (Brésil), 2022. English. ⟨NNT : 2022IPPAE006⟩ |
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| hal-01416950v3
Journal articles
On stochastic calculus with respect to q-Brownian motion Journal of Functional Analysis, Elsevier, 2018, 274 (4), pp.1047-1075. ⟨10.1016/j.jfa.2017.08.019⟩ |
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| inria-00092426v1
Journal articles
Stochastic Differential Equations Driven by Processes Generated by Divergence Form Operators I: A Wong-Zakai Theorem ESAIM: Probability and Statistics, EDP Sciences, 2006, 10, pp.356-379. ⟨10.1051/ps:2006015⟩ |
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| hal-02265268v2
Journal articles
The non-linear sewing lemma III : stability and generic properties Forum Mathematicum, De Gruyter, 2020, 32 (5), pp.1177-1197. ⟨10.1515/forum-2019-0309⟩ |
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| hal-01419770v1
Journal articles
Eikonal equations and pathwise solutions to fully non-linear SPDEs Stochastics and Partial Differential Equations: Analysis and Computations, Springer US, 2016, ⟨10.1007/s40072-016-0087-9⟩ |
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| hal-01110491v1
Journal articles
Rough linear transport equation with an irregular drift Stochastics and Partial Differential Equations: Analysis and Computations, Springer US, 2016, 4 (3), pp.477-534. ⟨10.1007/s40072-016-0069-y⟩ |
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| hal-00584938v1
Journal articles
Smooth density for some nilpotent rough differential equations Journal of Theoretical Probability, Springer, 2013, 26 (3), pp.722-749. ⟨10.1007/s10959-011-0388-x⟩ |
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| hal-01109973v1
Directions of work or proceedings
Séminaire de Probabilités XLVI France. 2123, Springer International Publishing, pp.512, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. ⟨10.1007/978-3-319-11970-0⟩ |
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| tel-00287738v1
Habilitation à diriger des recherches
Contributions à l'étude des processus gaussiens Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2008 |
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| hal-00143657v1
Journal articles
Gibbs measures on Brownian currents Communications on Pure and Applied Mathematics, Wiley, 2008, 62 (1), pp.1-56. ⟨10.1002/cpa.20260⟩ |
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| hal-00143655v1
Journal articles
Ramification of rough paths Journal of Differential Equations, Elsevier, 2010, 248 (4), pp.693-721. ⟨10.1016/j.jde.2009.11.015⟩ |
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| hal-00327355v1
Journal articles
The rough path associated to the multidimensional analytic fbm with any Hurst parameter Collectanea Mathematica, University of Barcelona / Springer Verlag, 2011, 62 (2), pp.197-223. ⟨10.1007/s13348-010-0021-9⟩ |
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| hal-03626402v1
Preprints, Working Papers, ...
Invariant imbedding and rough differential equations with affine boundary conditions 2022 |
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| inria-00092419v1
Conference papers
On the Importance of the Levy Area for Studying the Limits of Functions of Converging Stochastic Processes. Application to Homogenization Current Trends in Potential Theory, 2003, Bucarest |
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| inria-00092420v1
Journal articles
On (p,q)-rough paths Journal of Differential Equations, Elsevier, 2006, 225 (1), pp.103-133. ⟨10.1016/j.jde.2006.01.018⟩ |
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| tel-02383238v1
Theses
Chemins rugueux issus de processus discrets Probabilités [math.PR]. Sorbonne Université, 2018. Français. ⟨NNT : 2018SORUS074⟩ |
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| hal-01519405v1
Journal articles
A Generalized Mean-Reverting Equation and Applications ESAIM: Probability and Statistics, EDP Sciences, 2014, 18, pp.799-828. ⟨10.1051/ps/2014002⟩ |
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| tel-03481974v1
Theses
Regularization phenomena for stochastic (partial) differential equations via Itô- and pathwise stochastic calculi Probability [math.PR]. Sorbonne Université, 2021. English. ⟨NNT : 2021SORUS160⟩ |
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| tel-01958193v1
Theses
Flots rugueux et inclusions différentielles perturbées Probabilités [math.PR]. Université Toulouse 3 Paul Sabatier, 2018. Français |
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| hal-01839202v3
Journal articles
The non-linear sewing lemma II: Lipschitz continuous formulation Journal of Differential Equations, Elsevier, 2021, 293, pp.482-519. ⟨10.1016/j.jde.2021.05.020⟩ |
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