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See detailDelay equations driven by rough paths
Neuenkirch, Andreas; Nourdin, Ivan UL; Tindel, Samy

in Electronic Journal of Probability (2008), 13

Detailed reference viewed: 109 (1 UL)
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See detailStochastic derivatives for fractional diffusions
Darses, Sébastien; Nourdin, Ivan UL

in Annals of Probability (2007), 35(5), 1998-2020

Detailed reference viewed: 99 (7 UL)
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See detailCorrecting Newton-Cotes integrals by Lévy areas
Nourdin, Ivan UL; Simon, Thomas

in Bernoulli (2007), 13(3), 695-711

Detailed reference viewed: 107 (2 UL)
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See detailDynamical properties and characterization of gradient drift diffusions
Darses, Sébastien; Nourdin, Ivan UL

in Electronic Communications in Probability (2007), 12

Detailed reference viewed: 95 (1 UL)
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See detailOn the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
Nourdin, Ivan UL; Simon, Thomas

in Statistics and Probability Letters (2006), 76(9), 907-912

Detailed reference viewed: 126 (13 UL)
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See detailOn the absolute continuity of Lévy processes with drift
Nourdin, Ivan UL; Simon, Thomas

in Annals of Probability (2006), 34(3), 1035-1051

Detailed reference viewed: 98 (2 UL)
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See detailSome linear fractional stochastic equations
Nourdin, Ivan UL; Tudor, Ciprian

in Stochastics : An International Journal of Probability & Stochastic Processes (2006), 78(2), 51-65

Detailed reference viewed: 113 (1 UL)
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See detailSchémas d'approximation associés à une équation différentielle dirigée par une fonction höldérienne; cas du mouvement brownien fractionnaire
Nourdin, Ivan UL

in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (2005), 340(8), 611-614

Detailed reference viewed: 174 (5 UL)
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See detailItô's and Tanaka's type formulae for the stochastic heat equation: the linear case
Gradinaru, Mihai; Nourdin, Ivan UL; Tindel, Samy

in Journal of Functional Analysis (2005), 228(1), 114-143

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See detailm-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
Gradinaru, Mihai; Nourdin, Ivan UL; Russo, Francesco et al

in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2005), 41(4), 781-806

Detailed reference viewed: 120 (4 UL)
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See detailApproximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales
Gradinaru, Mihai; Nourdin, Ivan UL

in Electronic Journal of Probability (2003), 8(18), 1-26

Detailed reference viewed: 153 (3 UL)