Preprints
All my preprints can be found on
Arxiv.
This is a vertical space
Published
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Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term.
Stochastic Process. Appl. 168 (2024), 104263.
With M. Salins. -
Hyperbolic Anderson model 2: Strichartz estimates and Stratonovich setting.
Int. Math. Res. Not. IMRN(2023), no. 21, 18575-18628.
With X. Chen, A. Deya, J. Song. -
Convergence of trapezoid rule to rough integrals.
Ann. Inst. Henri Poincaré Probab. Stat. 59 (2023), no. 3, 1434-1462.
With Y. Liu, Z. Selk. -
Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case.
J. Theoret. Probab. 36 (2023), no. 3, 1341-1367.
With X. Geng, C. Ouyang. -
Sampling linear inverse problems with noise.
Asymptot. Anal. 132 (2023), no. 3-4, 331-382.
With P. Stefanov. -
Parabolic Anderson model on Heisenberg groups: the Itô setting.
J. Funct. Anal. 285 (2023), no. 1, 44 pp.
With F. Baudoin, C. Ouyang, J. Wang. -
Volterra equations driven by rough signals 2: Higher-order expansions.
Stoch. Dyn. 23 (2023), no. 1, 50 pp.
With F. Harang, S. Zhang. -
Two-dimensional signature of images and texture classification.
Proc. A. 478 (2022), 13 pp.
With G. Lin, S. Zhang. -
Skorohod and Stratonovich integrals for controlled processes.
Stochastic Process. Appl. 150 (2022), 569-595.
With J. Song. -
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case.
Ann. Probab. 50 (2022), no. 2, 649-687.
With X. Geng, C. Ouyang. -
Augmented Gaussian random field: theory and computation.
Discrete Contin. Dyn. Syst. Ser. S 15 (2022), no. 4, 931-957.
With G. Lin, X. Yang, S. Zhang. -
A $K$-rough path above the space-time fractional Brownian motion.
Stoch. Partial Differ. Equ. Anal. Comput. 9 (2021), no. 4, 819-866.
With X. Chen, A. Deya, C. Ouyang. -
Moment estimates for some renormalized parabolic Anderson models.
Ann. Probab. 49 (2021), no. 5, 2599-2636.
With X. Chen, A. Deya, C. Ouyang. -
Volterra equations driven by rough signals.
Stochastic Process. Appl. 142 (2021), 34-78.
With F. Harang. -
On the anticipative nonlinear filtering problem and its stability.
Appl. Math. Optim. 84 (2021), no. 1, 399-423.
With G. Lin, Y. Liu. -
Infinite server queues in a random fast oscillatory environment.
Queueing Syst. 98 (2021), no. 1-2, 145-179.
With Y. Liu, H. Honnappa, N-K. Yip. -
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise.
Stochastic Process. Appl. 130 (2020), no. 11, 6689-6732.
With P. Chakraborty, B. Gao. X. Chen. -
Discrete rough paths and limit theorems.
Ann. Inst. Henri Poincaré Probab. Stat. 56 (2020), no. 3, 1730-1774.
With Y. Liu. -
Density bounds for solutions to differential equations driven by Gaussian rough paths.
J. Theoret. Probab. 33 (2020), no. 2, 611-648.
With B. Gess, C. Ouyang. -
A general drift estimation procedure for stochastic differential equations with additive fractional noise.
Electron. J. Stat. 14 (2020), no. 1, 1075-1136.
With F. Panloup, M. Varvenne.
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On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise.
Acta Math. Sci. Ser. B 39 (2019), no. 3, 669-690.
With Y. Hu, Y. Liu. -
One-dimensional reflected rough differential equations.
Stochastic Process. Appl. 129 (2019), no. 9, 3261-3281.
With A. Deya, M. Hofmanová, M. Gubinelli. -
LAN property for stochastic differential equations with additive fractional noise and continuous time observation.
Stochastic Process. Appl. 129 (2019), no. 8, 2880-2902.
With Y. Liu, E. Nualart. -
A priori estimates for rough PDEs with application to rough conservation laws.
J. Funct. Anal. 276 (2019), no. 12, 3577-3645.
With A. Deya, M. Hofmanová, M. Gubinelli. -
Rough differential equations with power type nonlinearities.
Stochastic Process. Appl. 129 (2019), no. 5, 1533-1555.
With P. Chakraborty. -
First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case.
Ann. Appl. Probab. 29 (2019), no. 2, 758-826.
With Y. Liu. -
Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise.
Ann. Probab. 47 (2019), no. 1, 464-518.
With A. Deya, F. Panloup. -
Parabolic Anderson model with rough dependence in space.
Computation and combinatorics in dynamics, stochastics and control, 477-498, Abel Symp., 13, 2018.
With Y. Hu, J. Huang, K. Lê, D. Nualart. -
Stochastic heat equation with rough dependence in space.
Ann. Probab. 45 (2017), no. 6B, 4561-4616.
With Y. Hu, J. Huang, K. Lê, D. Nualart. -
On a priori estimates for rough PDEs.
Stochastic analysis and related topics, 117-138, Progr. Probab., 72, Birkhäuser, 2017.
With Q. Feng. -
Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise.
Electron. J. Probab. 22 (2017), Paper No. 65, 38 pp.
With X. Chen, Y. Hu, D. Nualart. -
Young differential equations with power type nonlinearities.
Stochastic Process. Appl. 127 (2017), no. 9, 3042-3067.
With J. León, D. Nualart. -
On probability laws of solutions to differential systems driven by a fractional Brownian motion.
Ann. Probab. 44 (2016), no. 4, 2554-2590.
With F. Baudoin, E. Nualart, C. Ouyang.
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Gaussian type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions.
Ann. Probab. 44 (2016), no. 1, 399-443.
With M. Besalú, A. Kohatsu-Higa.
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Monte Carlo methods for light propagation in biological tissues.
Math. Biosci. 269 (2015), 48-60.
With C. Lacaux, T. Obara, M. Thomassin, L. Vinckenbosch.
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Density convergence in the Breuer-Major theorem for Gaussian stationary sequences.
Bernoulli 21 (2015), no. 4, 2336-2350.
With Y. Hu, D. Nualart, F. Xu.
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Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency.
Electron. J. Probab. 20 (2015), no. 55, 50 pp.
With Y. Hu, J. Huang, D. Nualart.
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On ${\scriptsize L^{2}}$ modulus of continuity of Brownian local times and Riesz potentials.
Ann. Probab. 43 (2015), no. 3, 1493-1534.
With A. Deya, D. Nualart.
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Skorohod and Stratonovich integration in the plane.
Electron. J. Probab. 20 (2015), no. 39, 39 pp.
With Khalil Chouk.
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Smoothness of the density for solutions to Gaussian rough differential equations.
Ann. Probab. 43 (2015), no. 1, 188-239.
With T. Cass, M. Hairer, C. Litterer.
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Convergence and performance of the peeling wavelet denoising algorithm.
Metrika 77 (2014), no. 4, 509-537.
With A. Gueudin, C. Lacaux, R. Ranta.
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A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise.
Stat. Inference Stoch. Process. 17 (2014), no. 1, 99-120.
With A. Neuenkirch.
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Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions.
Ann. Inst. Henri Poincaré Probab. Stat. 50 (2014), no. 1, 111-135.
With F. Baudoin, C. Ouyang.
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Spectral Features Selection and Classification for Bimodal Optical Spectroscopy Applied to Bladder Cancer in vivo Diagnosis.
IEEE Trans. on Biomedical Engin. 61 (2014), no. 1, 207-216.
With E. Pery, W. Blondel, M. Ghribi, A. Leroux, F. Guillemin. -
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise.
Stochastic Process. Appl. 124 (2014), no. 3, 1197-1225.
With S. Cohen, F. Panloup.
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Model selection for the $\ell^{2}$-SVM by following the regularization path.
Transactions on Computational Intelligence 13 (2014), 83-112.
With R. Bonidal, Y. Guermeur.
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Malliavin calculus for fractional heat equation.
Malliavin calculus and stochastic analysis, 361-384, Springer Proc. Math. Stat. 34 , Springer, 2013.
With A. Deya.
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Smooth density for some nilpotent rough differential equations.
J. Theoret. Probab. 26 (2013), no. 3, 722-749.
With Y. Hu.
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On Stratonovich and Skorohod stochastic calculus for Gaussian processes.
Ann. Probab. 41 (2013), no. 3, 1656-1693.
With M. Jolis, Y. Hu.
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On inference for fractional differential equations.
Stat. Inference Stoch. Process. 16 (2013), no. 1, 29-61.
With A. Chronopoulou.
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An analysis of a stochastic model for bacteriophage systems.
Math. Biosci. 241 (2013), no. 1, 99-108.
With D. Bascompte, X. Bardina, C. Rovira.
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Malliavin Calculus for Fractional Delay Equations.
J. Theoret. Probab. 25 (2012), no.3, 854-889.
With J. León.
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Non-linear rough heat equations.
Probab. Theory Related Fields 153 (2012), no. 1-2, 97-147.
With A. Deya, M. Gubinelli.
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A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion.
Ann. Inst. Henri Poincaré Probab. Stat. 48 (2012), no. 2, 518-550.
With A. Deya, A. Neuenkirch.
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Pathwise definition of second-order SDEs.
Stochastic Process. Appl. 122 (2012), no. 2, 466-497.
With L. Quer.
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Rough Volterra equations 2: Convolutional generalized integrals.
Stochastic Process. Appl. 121 (2011), no. 8, 1864-1899.
With A. Deya.
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The rough path associated to the multidimensional analytic fBm with any Hurst parameter.
Collect. Math. 62 (2011), no. 2, 197-223.
With J. Unterberger.
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A construction of the rough path above fractional Brownian motion using Volterra's representation.
Ann. Probab. 39 (2011), no. 3, 1061-1096.
With D. Nualart.
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A model of continuous time polymer on the lattice.
Commun. Stoch. Anal. 5 (2011), no. 1, 103-120.
With D. Márquez, C. Rovira.
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Stochastic heat and wave equations on a Lie group.
Stoch. Anal. Appl. 28 (2010), no. 4, 662-695.
With S. Peszat.
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Weak approximation of fractional SDEs: the Donsker setting.
Electron. Commun. Probab. 15 (2010), 314-329.
With X. Bardina, C. Rovira.
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Rough evolution equations.
Ann. Probab. 38 (2010), no. 1, 1-75.
With M. Gubinelli.
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Discretizing the fractional Lévy area.
Stoch. Process. Appl. 120 (2010), no. 2, 223-254.
With A. Neuenkirch, J. Unterberger.
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Weak approximation of a fractional SDE.
Stoch. Process. Appl. 120 (2010), no. 1, 39-65.
With X. Bardina, I. Nourdin, C. Rovira.
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Rough Volterra equations 1: the algebraic integration setting.
Stoch. Dyn. 9 (2009), no. 3, 437-477.
With A. Deya.
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Trees and asymptotic expansions for fractional stochastic
differential equations. Ann. Inst. Poincaré 45 (2009), no. 1, 157-174.
With A. Neuenkirch, I. Nourdin, A. Rössler.
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Delay equations driven by rough paths.
Elec. J. of Probab. 13 (2008), no. 67, 2031-2068.
With A. Neuenkirch, I. Nourdin.
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Itô's formula for linear fractional PDEs.
Stoch. Stoch. Reports 80 (2008), 427-450.
With J. León.
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On homogeneous pinning models and penalizations.
Stoch. Dyn. 8 (2008), 383-396.
With M. Gradinaru.
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Sharp asymptotics for the partition function of some continuous-time directed polymers.
Potential Anal. 29 (2008), 139-166.
With A. Cadel, F. Viens.
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Superdiffusivity for a Brownian polymer in a continuous Gaussian environment.
Ann. Probab. 36 (2008), 1642-1675.
With S. de Carvalho, F. Viens.
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A diluted version of the perceptron model.
Stoch. Process. Appl. 117 (2007), 1756-1785.
With D. Márquez, C. Rovira.
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The 1-d stochastic wave equation driven by a fractional Brownian motion.
Stoch. Process. Appl. 117 (2007), 1448-1472.
With Ll. Quer.
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On the multiple overlap function of the SK model.
Publ. Mat. 51 (2007), 163-199.
With S. Bezerra.
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A central limit theorem for a localized version of the SK model.
Potential Anal. 25 (2006), 307-326.
With S. Bezerra.
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Young integrals and SPDEs.
Potential Anal. 19 (2006), 234-253.
With M. Gubinelli, A. Lejay.
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Asymptotic behavior of the magnetization for the perceptron model.
Ann. Inst. Poincaré 42 (2006), 327-342.
With D. Márquez, C. Rovira.
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Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity.
Potential Anal. 22 (2005), no. 2, 101-125.
With C. Tudor, F. Viens.
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Itô and Tanaka type formulae for the stochastic heat equation.
J. Funct. Anal. 228 (2005), 114-143.
With M. Gradinaru, I. Nourdin.
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On the Brownian directed polymer in a Gaussian random environment.
J. Funct. Anal. 222 (2005), 178-201.
With C. Rovira.
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On the stochastic calculus method for spin systems.
Ann. Probab. 33 (2005), 561-581.
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A Berry-Esseen theorem for Feynman-Kac and interacting particle models.
Ann. Appl. Probab. 15 (2005), 941-962.
With P. Del Moral.
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Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation.
J. Funct. Anal. 217 (2004), 280-313.
With C. Tudor, F. Viens.
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Higher order expansions for the overlap of the SK model.
Progress in Probability 58 (2004), 21-43.
With X. Bardina, D. Márquez, C. Rovira.
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The p-spins interaction model with external field.
Potential Anal. 21 (2004), 311-362.
With X. Bardina, D. Márquez, C. Rovira.
- Convergence of a branching particle system to the solution of a parabolic SPDE on the circle.
Random Operators Stoch. Equ. 12 (2004), 129-144.
With F. Viens.
- Stochastic evolution equations with fractional Brownian motion.
Probab. Theory Related Fields 127 (2003), 186-204.
With C. Tudor, F. Viens.
- Onsager-Machlup functional for stochastic evolution equations in a class of norms.
Stoch. Anal. Appl. 21 (2003), 1231-1253.
With X. Bardina, C. Rovira.
- On exponential moments for functionals defined on the loop group.
Stoch. Anal. Appl. 21 (2003), 1333-1352.
With D. Márquez.
- Probabilistic models for vortex filaments based on fractional Brownian motion.
Ann. Probab. 31 (2003), 1862-1899.
With D. Nualart, C. Rovira.
- Quenched large deviation principle for the overlap of a p-spins system.
J. Stat. Phys. 110 (2003), 51-72.
- Onsager Machlup functional for stochastic evolution equations.
Ann. Inst. Poincaré 39 (2003), 59-83.
With X. Bardina, C. Rovira.
- Almost sure exponential behaviour for a parabolic SPDE on a manifold.
Stoch. Process. Appl. 100 (2002), 53-74.
With F. Viens.
- Asymptotic evaluation of the Poisson measure for tubes around jump curves.
Appl. Matematicae 29 (2002), 145-156.
With X. Bardina, C. Rovira.
- Regularity conditions for parabolic SPDEs on Lie groups.
Progress in Probability 52 (2002), 269-291.
With F. Viens.
- On forward stochastic integrals over the loop space.
Stoch. Anal. Appl. 20 (2002), 221-241.
- Probabilistic models for vortex filaments based on fractional Brownian motion.
Revista de la Real Academia de Ciencias Serie A Matemáticas 95 (2001), 213-218.
With C. Rovira, D. Nualart.
- Sharp Laplace asymptotics for an hyperbolic SPDE.
Stochastic analysis and related topics VII: the Kusadasi workshop (2001).
With C. Rovira.
- Sharp large deviation estimates for the stochastic heat equation.
Potential Anal. 14 (2001), 409-435.
With C. Rovira.
- Sharp large deviation estimates for a certain class of sets on the Wiener space.
Bull. Sc. Math. 124 (2000), 525-555.
With C. Rovira.
- SPDEs with pseudo-differential generators: the existence of a density.
Appl. Matematicae 27 (2000), 287-308.
- Sharp Laplace asymptotics for a parabolic SPDE.
Stoch. Stoch. Reports 69 (2000), 11-30.
With C. Rovira.
- On space-time regularity for the stochastic heat equation on Lie groups.
J. Funct. Anal. 169 (1999), 559-603.
With F. Viens.
- On non-degenerate two parameter martingales.
Bull. Sc. Math. 122 (1998), 317-337.
With D. Nualart.
- Stochastic parabolic equations with anticipative initial condition.
Stoch. Stoch. Reports 62 (1997), 1-20.
- Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient.
Potential Anal. 7 (1997), 661-680.
With D. Nualart.
- Quasilinear stochastic elliptic differential equations with reflexion: the existence of a density.
Benoulli 5 (1997), 223-242.
- Diffusion approximation for elliptic stochastic differental equations.
Stochastic analysis and related topics V: the Silivri workshop (1996), 255-269.
- Quasilinear stochastic elliptic differential equations with reflexion.
Stoch. Process. Appl. 57 (1995), 73-82.
With D. Nualart.
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