Annals of probability: An official journal of the Institute of Mathematical Statistics

• Stochastic heat equation with rough dependence in space

  febrero 2018

• The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals

  mayo 2017

• Quantitative stable limit theorems on the Wiener space

  junio 2016

• On L2 modulus of continuity of Brownian local times and Riesz potentials

  junio 2016

• Central limit theorem for an additive functional of the fractional Brownian motion

  septiembre 2015

• Central limit theorem for a Stratonovich integral with Malliavin calculus

  abril 2015

• Feynman–Kac formula for the heat equation driven by fractional noise with Hurst parameter H < 1/2

  abril 2015

Annals of applied probability: an official journal of the Institute of Mathematical Statistics

• Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions

  junio 2021

• Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions.

  mayo 2016

• Malliavin calculus for backward stochastic differential equations and application to numerical solutions.

  enero 2012

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