Samy Tindel

1. On probability laws of solutions to differential systems driven by a fractional Brownian motion
   2014/01/15 by Fabrice Baudoin, Baudoin, Fabrice, Eulàlia Nualart +5 · 4 citations
   Mathematics · Economics, Econometrics and Finance · #Nonlinear Differential Equations Analysis #Stochastic processes and financial applications #Nonlinear Partial Differential Equations
2. Stochastic heat equation with rough dependence in space
   2015/05/19 by Yaozhong Hu, Hu, Yaozhong, Jingyu Huang +7 · 4 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. Parabolic Anderson model with rough dependence in space
   2016/12/19 by Yaozhong Hu, Jingyu Huang, Hu, Yaozhong +7 · 2 citations
   Mathematics · Economics, Econometrics and Finance · Physics and Astronomy · #Stochastic processes and statistical mechanics #Stochastic processes and financial applications #Theoretical and Computational Physics
4. LAN property for stochastic differential equations with additive fractional noise and continuous time observation
   2015/08/31 by Yanghui Liu, Eulàlia Nualart, Liu, Yanghui +3 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Statistical Methods and Inference
5. Delay equations driven by rough paths
   2007/11/16 by Andreas Neuenkirch, Ivan Nourdin, Neuenkirch, Andreas +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60G15 #60H05 #60H07 #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
6. Rough Volterra equations 1: the algebraic integration setting
   2008/09/11 by Aurélien Deya, Samy Tindel, Deya, Aurélien +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60G15 #60H05 #60H20 #Complex Systems and Time Series Analysis #FOS: Mathematics #Fractional Differential Equations Solutions #Probability (math.PR) #Stochastic processes and financial applications
7. Non-linear Rough Heat Equations
   2009/11/03 by Aurélien Deya, Massimiliano Gubinelli, Deya, A. +3 · 1 citation
   Computer Science · Mathematics · #60G15 #60H05 #60H07 #Advanced Mathematical Modeling in Engineering #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #advanced mathematical theories
8. On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
   2018/03/21 by Yaozhong Hu, Hu, Yaozhong, Yanghui Liu +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60G15 #60H07 #60H15 #FOS: Mathematics #Numerical methods in inverse problems #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and financial applications
9. Parabolic Anderson model in bounded domains of recurrent metric measure spaces
   2024/01/03 by Fabrice Baudoin, Li Chen, Baudoin, Fabrice +9 · 2 citations
   Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Nonlinear Partial Differential Equations #Geometric Analysis and Curvature Flows
10. Convergence of trapezoid rule to rough integrals
    2020/05/13 by Yanghui Liu, Zachary Selk, Liu, Yanghui +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistical Distribution Estimation and Applications #Stochastic processes and financial applications
11. Skorohod and Stratonovich integrals for controlled processes
    2021/02/04 by Jian Song, Song, Jian, Samy Tindel +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Analytic Number Theory Research #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories
12. Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law
    2023/07/13 by Jorge A. Leòn, Yanghui Liu, León, Jorge +3 · 1 citation
    Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies
13. A coupling between random walks in random environments and Brox's diffusion
    2024/10/23 by Xi Geng, Mihai Gradinaru, Geng, Xi +3 · 1 citation
    Biochemistry, Genetics and Molecular Biology · #Diffusion and Search Dynamics #FOS: Mathematics #Probability (math.PR)