S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Annie Millet · Study
Home
/
Author
Annie Millet
10 works
· latest 2007
· 6 institutions
cluster: provisional
ORCID 0000-0002-7021-1300
Follow
Suggest an ORCID correction
h-index
10
i10
10
Citations
602
Works here
10
82
89
92
94
95
99
00
05
07
Most cited in this library
A Stochastic Wave Equation in Two Space Dimension: Smoothness of the Law
1999 · 140 citations
Approximation and Support Theorem in Holder Norm for Parabolic Stochastic Partial Differential Equations
1995 · 126 citations
Integration by Parts and Time Reversal for Diffusion Processes
1989 · 82 citations
Large Deviations for a Class of Anticipating Stochastic Differential Equations
1992 · 48 citations
Large deviations for rough paths of the fractional Brownian motion
2005 · 44 citations
Works
10 shown
Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations
Interdisciplinary mathematical sciences
·
2007
·
2 authors
·
chapter
·
Open access
28
citations
Large deviations for rough paths of the fractional Brownian motion
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2005
·
2 authors
·
Open access
44
citations
On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
Stochastic Processes and their Applications
·
2005
·
2 authors
·
Open access
42
citations
On a stochastic wave equation in two space dimensions: regularity of the solution and its density
Stochastic Processes and their Applications
·
2000
·
2 authors
·
Open access
30
citations
A Stochastic Wave Equation in Two Space Dimension: Smoothness of the Law
The Annals of Probability
·
1999
·
2 authors
·
Open access
140
citations
Approximation and Support Theorem in Holder Norm for Parabolic Stochastic Partial Differential Equations
The Annals of Probability
·
1995
·
3 authors
·
Open access
126
citations
The support of the solution to a hyperbolic SPDE
Probability Theory and Related Fields
·
1994
·
2 authors
·
Open access
29
citations
Large Deviations for a Class of Anticipating Stochastic Differential Equations
The Annals of Probability
·
1992
·
2 authors
·
Open access
48
citations
Integration by Parts and Time Reversal for Diffusion Processes
The Annals of Probability
·
1989
·
2 authors
·
Open access
82
citations
On compactness and optimality of stopping times
Lecture notes in mathematics
·
1982
·
3 authors
·
chapter
33
citations