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See detailConvergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
Lechiheb, Atef; Nourdin, Ivan UL; Zheng, Guangqu UL et al

in Probability and Mathematical Statistics (2018), 38(2), 271-286

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See detailAsymptotic behaviour of the cross-variation of some integral long memory processes
Nourdin, Ivan UL; Zintout, Rola

in Probability and Mathematical Statistics (2016), 36(1),

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See detailConvergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
Lechiheb, Atef; Nourdin, Ivan UL; Zheng, Guangqu UL et al

in Probability and Mathematical Statistics (2016)

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See detailStochastic volatility: approximation and goodness-of-fit test
Gradinaru, Mihai; Nourdin, Ivan UL

in Probability and Mathematical Statistics (2008), 28(1), 1-19

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See detailTime depending Malliavin calculus on manifolds and application to nonlinear filtering
Schiltz, Jang UL

in Probability and Mathematical Statistics (1998), 18(2), 319-334

In this paper, we prove, using Malliavin calculus, that under a global Hormander condition the law of a Riemannian manifold valued stochastic process, a solution of a stochastic differential equation with ... [more ▼]

In this paper, we prove, using Malliavin calculus, that under a global Hormander condition the law of a Riemannian manifold valued stochastic process, a solution of a stochastic differential equation with time dependent coefficients, admits a smooth density with respect to the Riemannian volume element. This result is applied to a nonlinear filtering problem with time dependent coefficients on manifolds. [less ▲]

Detailed reference viewed: 43 (1 UL)