S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Nicolas Victoir · Study
Home
/
Author
Nicolas Victoir
12 works
· latest 2010
· 3 institutions
cluster: provisional
Follow
Claim this profile
h-index
12
i10
12
Citations
1,856
Works here
12
04
05
06
07
08
09
10
Most cited in this library
Multidimensional Stochastic Processes as Rough Paths
2010 · 750 citations
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
2006 · 239 citations
Cubature on Wiener space
2004 · 196 citations
Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
2008 · 175 citations
Differential equations driven by Gaussian signals
2010 · 113 citations
Works
12 shown
Differential equations driven by Gaussian signals
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2010
·
2 authors
·
Open access
113
citations
Multidimensional Stochastic Processes as Rough Paths
Cambridge University Press eBooks
·
2010
·
2 authors
·
book
750
citations
Non-degeneracy of Wiener functionals arising from rough differential equations
Transactions of the American Mathematical Society
·
2009
·
3 authors
·
Open access
52
citations
Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
Applied Mathematical Finance
·
2008
·
2 authors
·
Open access
175
citations
Euler estimates for rough differential equations
Journal of Differential Equations
·
2007
·
2 authors
·
Open access
51
citations
Good rough path sequences and applications to anticipating stochastic calculus
The Annals of Probability
·
2007
·
3 authors
·
Open access
32
citations
An extension theorem to rough paths
Annales de l Institut Henri Poincaré C Analyse Non Linéaire
·
2006
·
2 authors
·
Open access
84
citations
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
Communications on Pure and Applied Mathematics
·
2006
·
4 authors
·
Open access
239
citations
On (p,q) -rough paths
Journal of Differential Equations
·
2006
·
2 authors
·
Open access
39
citations
A note on the notion of geometric rough paths
Probability Theory and Related Fields
·
2005
·
2 authors
·
Open access
60
citations
Approximations of the Brownian rough path with applications to stochastic analysis
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2004
·
2 authors
·
Open access
65
citations
Cubature on Wiener space
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
·
2004
·
2 authors
196
citations