130 results on '"Réveillac, Anthony"'
Search Results
2. Poisson imbedding meets the Clark-Ocone formula
3. Normal Approximation of Compound Hawkes Functionals
4. Explicit correlations for the Hawkes processes
5. Normal approximation of compound Hawkes functionals
6. On the chaotic expansion for counting processes
7. The Malliavin-Stein method for Hawkes functionals
8. An expansion formula for Hawkes processes and application to cyber-insurance derivatives
9. Rough Weierstrass functions and dynamical systems: the smoothness of the SBR measure
10. The It{\^o}-Tanaka Trick: a non-semimartingale approach
11. An expansion formula for Hawkes processes and application to cyber-insurance derivatives
12. Analysis of the Risk-Sharing Principal-Agent problem through the Reverse-H{\'o}lder inequality
13. On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for the white noise dispersion
14. Pricing formulae for derivatives in insurance using the Malliavin calculus
15. Stochastic regularization effects of semi-martingales on random functions
16. Utility maximization with random horizon: a BSDE approach
17. A note on the Malliavin-Sobolev spaces
18. Functional limit theorems for generalized variations of the fractional Brownian sheet
19. On the Malliavin differentiability of BSDEs
20. Density analysis of BSDEs
21. A Note on BSDEs with singular coefficients
22. Risk measures for processes and BSDEs
23. BSDEs with weak terminal condition
24. Forward-backward systems for expected utility maximization
25. Weak martingale representation for continuous Markov processes and application to quadratic growth BSDEs
26. CRRA Utility Maximization under Risk Constraints
27. Hermite variations of the fractional Brownian sheet
28. FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity
29. The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
30. On the orthogonal component of BSDEs in a Markovian setting
31. Differentiability of quadratic BSDEs generated by continuous martingales
32. Stein estimation for the drift of Gaussian processes using the Malliavin calculus
33. SURE shrinkage of Gaussian paths and signal identification
34. Stochastic analysis on Gaussian space applied to drift estimation
35. Multivariate normal approximation using Stein's method and Malliavin calculus
36. Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case $H=1/4$
37. Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets
38. Estimation of quadratic variation for two-parameter diffusions
39. Likelihood ratios and Bayesian inference for Poisson channels
40. Functional limit theorems for generalized variations of the fractional Brownian sheet
41. DENSITY ANALYSIS OF BSDES
42. Normal Approximation of Compound Hawkes Functionals
43. Forward–backward systems for expected utility maximization
44. Pricing formulae for derivatives in insurance using Malliavin calculus
45. On a stochastic Hardy–Littlewood–Sobolev inequality with application to Strichartz estimates for a noisy dispersion
46. Risk measures for processes and BSDEs
47. DIFFERENTIABILITY OF QUADRATIC BSDES GENERATED BY CONTINUOUS MARTINGALES
48. ASYMPTOTIC BEHAVIOR OF WEIGHTED QUADRATIC VARIATIONS OF FRACTIONAL BROWNIAN MOTION: THE CRITICAL CASE H = 1/4
49. FBSDEs with time delayed generators: L p-solutions, differentiability, representation formulas and path regularity
50. The Itô-Tanaka Trick : a non-semimartingale approach
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.