Publication List
Preprints:
On inference for fractional differential equations
Preprint, 2011.
With Alexandra Chronopoulou.
Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions
Preprint, 2011.
With Fabrice Baudoin and Cheng Ouyang.
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
Preprint, 2011.
With Yaozhong Hu and Maria Jolis.
A stochastic model for bacteriophage therapies
Preprint, 2011.
With Xavier Bardina, David Bascompte and Carles Rovira.
To appear:
Smooth density for some nilpotent rough differential equations
To appear in Journal of Theoretical Probability.
With Yaozhong Hu.
Malliavin calculus for fractional delay equations
To appear in Journal of Theoretical Probability.
With Jorge León.
Rough
Volterra equations 2: convolutional generalized integrals
To appear in Stochastic Processes and Applications.
With Aurélien Deya.
Some differential systems driven by a fBm with Hurst parameter greater than 1/4
To appear in Progress in Probability (volume dedicated to A.S. Üstünel).
With Iván Torrecilla.
Pathwise definition of second order SDEs
To appear in Stochastic Processes and Applications.
With Lluís Quer.
Spectral Features Selection and Classification for Bimodal Optical Spectroscopy Applied to Bladder Cancer in vivo Diagnosis
To appear in IEEE Transactions in Biomedical Engineering.
With Walter Blondel, Emily Péry et al.
Non-linear rough heat equation
To appear in Probability Theory and Related Fields.
With Aurélien Deya and Massimiliano Gubinelli.
Published:
53. The rough path associated to the multidimensional analytic fractional Brownian motion with any Hurst parameter. [pdf]
Collectanea Matematica 62 (2011), no. 2, pp. 197-223.
With Jérémie Unterberger.
52. A construction of the rough path above fractional Brownian motion using Volterra's representation. [pdf]
Annals of Probability 39 (2011), no. 3, pp. 1061-1096.
With David Nualart.
51. A model of continuous time polymer on the lattice. [pdf]
Communications in Stochastic Analysis 5 (2011), no. 1, pp. 103-120.
With David Marquez
and Carles
Rovira.
50. Stochastic heat and wave equations on a Lie group. [pdf]
Stochastic Analysis and Applications 28 (2010), no. 4, pp. 662-695.
With Szymon Peszat.
49. Weak approximation of fractional SDEs: the Donsker setting. [pdf]
Electronic Communications in Probability 15 (2010), pp. 314-329.
With Xavier Bardina and Carles Rovira.
48. Rough evolution equations. [pdf]
Annals of Probability 38 (2010), no. 1, pp. 1-75.
With Massimiliano Gubinelli.
47. Weak approximation of a fractional SDE. [pdf]
Stochastic Processes and their Applications 120 (2010), no. 1, pp. 39-65.
With Xavier Bardina, Ivan Nourdin and Carles Rovira.
46. Discretizing the fractional Lévy area. [pdf]
Stochastic Processes and their Applications 120 (2010), no. 2, pp. 223--254.
With Andreas
Neuenkirch and Jérémie Unterberger.
45. Rough Volterra equations 1: the algebraic integration setting. [pdf]
Stochastics and Dynamics 9 (2009), no. 3, pp. 437--477.
With Aurélien Deya.
44. Trees and asymptotic expansions for fractional stochastic differential equations. [pdf]
Annales de l'IHP 45 (2009), no. 1, pp. 157--174.
With Andreas
Neuenkirch, Ivan Nourdin and Andreas Roessler.
43. Delay equations driven by rough paths. [pdf]
Electronic Journal of Probability 13 (2008), no. 67, pp. 2031--2068.
With Andreas
Neuenkirch and Ivan Nourdin.
42. Itô's formula for linear fractional PDEs. [pdf]
Stochastics 80 (2008), pp. 427-450.
With Jorge
León.
41. On homogeneous pinning models and penalizations. [pdf]
Stochastics and Dynamics 8 (2008), pp. 383-396, special issue dedicated to Ludwig Arnold.
With Mihai Gradinaru.
40. Superdiffusivity for a Brownian polymer in a continuous Gaussian environment. [pdf]
Annals of
Probability 36 (2008), pp. 1642-1675.
With Sergio de Carvalho and
Frederi Viens.
39. Sharp asymptotics for the partition function of some continuous-time directed polymers [pdf]
Potential Analysis 29 (2008), pp. 139-166.
With Agnese Cadel and Frederi Viens.
38. A diluted version
of the perceptron model [pdf]
Stochastic Processes and their
Applications 117 (2007), pp. 1764-1792.
With David
Marquez
and Carles
Rovira.
37. The 1-d
stochastic wave equation driven by a fractional Brownian sheet [pdf]
Stochastic Processes and their
Applications 117 (2007), pp. 1448-1472.
With Lluís Quer (evidentment!).
36. A central limit
theorem for a localized version of the SK model [pdf]
Potential Analysis 26 (2007), pp.
323-343.
With Sergio de Carvalho.
35. On the multiple overlap function of the SK model [pdf]
Publicacions Matematiques
51 (2007), pp. 163-199.
With Sergio de Carvalho.
34. Young integrals and SPDEs [pdf]
Potential Analysis 25 (2006), pp. 307--326.
With Massimiliano Gubinelli and Antoine
Lejay.
33. Asymptotic behavior of the magnetization for the perceptron model [pdf]
Annales de
l'Institut Henri Poincaré 42 (2006), pp.
327--342.
With David Marquez and Carles Rovira.
32. Relating the almost sure Lyapunov exponent of a parabolic SPDE and
its coefficients' spatial regularity
Potential Analysis 22 (2005), pp. 101--125.
With Frederi Viens.
31. Itô and Tanaka type formulae for the stochastic heat
equation: the linear case [pdf]
Journal of Functional Analysis 228 (2005), pp. 114--143.
With Mihai Gradinaru and Ivan Nourdin.
30. On the Brownian directed polymer in a Gaussian random environment [pdf]
Journal of Functional Analysis 222 (2005), pp. 178--201.
With Carles Rovira.
29. On the stochastic calculus method for spin systems [pdf]
Annals of Probability 33 (2005), 561--581.
28. A Berry-Esseen theorem for Feynman-Kac and interacting particle
models [pdf]
Annals of Applied Probability 15 (2005), pp. 941--962.
With Pierre Del Moral.
27. Sharp Gaussian regularity on the circle, and applications to the
fractional stochastic heat equation [pdf]
Journal of Functional Analysis 217 (2004), pp. 280--313.
With Ciprian Tudor and Frederi Viens.
26. Higher order expansions for the overlap of the SK model [pdf]
Progress
in Probability 58 (2004), pp. 21--43.
With Xavier Bardina, David Marquez and Carles Rovira.
25. The p-spins interaction model with
external field [pdf]
Potential Analysis 21 (2004), pp.
311--362.
With Xavier Bardina, David Marquez and Carles Rovira.
24. Convergence of a branching particle system to the solution of a
parabolic SPDE on the circle
Random Operators and Stochastic Equations 12 (2004),
pp. 129--144.
With Frederi Viens.
23. Onsager Machlup
functional for stochastic evolution equations
Annales de l'Institut
Henri Poincaré 39 (2003), pp. 59-83.
Written with Xavier Bardina and Carles Rovira.
22. Stochastic evolution equations
with fractional Brownian motion,
Probability
Theory and Related Fields 127 (2003), pp. 186--204.
With Ciprian Tudor and Frederi Viens.
21. Quenched
large deviation principle for the overlap of a p-spins system
Journal
of Statistical Physics 110 (2003), pp. 51--72.
20. Probabilistic
models for vortex filaments based on fractional Brownian motion
Annals of Probability
31 (2003), pp. 1862--1899.
Written with David Nualart and Carles Rovira.
19. On exponential
moments for functionals defined on the loop group
Stochastic Analysis and
Applications 21 (2003), pp. 1333--1352.
Written with David Marquez.
18. Onsager-Machlup
functional for stochastic evolution equations in a class of norms
Stochastic Analysis and
Applications 21 (2003), pp. 1231--1253.
Written with Xavier Bardina and Carles Rovira.
17. Almost sure exponential
behaviour
for a parabolic SPDE on a manifold
Stochastic Processes and
their Applications 100 (2002),
pp. 53-74.
Written with Frederi Viens.
16. On forward
stochastic integrals over the loop space
Stochastic Analysis and
Applications 20 (2002), pp. 221-241.
15. Asymptotic evaluation of the
Poisson
measure for tubes around jump curves
Applicationes Matematicae
29 (2002), pp. 145-156.
Written with Xavier Bardina and Carles Rovira.
14. Sharp Laplace asymptotics for
an
hyperbolic SPDE
Stochastic analysis and
related topics VII: the Kusadasi
workshop (2002), pp 225-244.
Written with Carles Rovira.
13. Regularity
conditions for parabolic SPDEs on Lie groups
Progress in Probability 52 (2002), pp. 269-291.
Written with Frederi Viens.
12. Sharp large deviation estimates
for the stochastic heat
equation
Potential Analysis 14
(2001), pp. 409-435.
Written with Carles Rovira.
11. Probabilistic models for
vortex filaments based on fractional Brownian motion
Revista
de la Real Academia de Ciencias Serie A Matematicas 95 (2001), pp.
213-218.
Written with Carles Rovira and David
Nualart.
10. Sharp large deviation estimates
for a certain class of
sets on the Wiener space
Bulletin des Sciences
Mathématiques 124 (2000),
pp. 525-555.
Written with Carles Rovira.
9. SPDEs with pseudo-differential
generators: the existence
of a density
Applicationes
Matematicae 27 (2000), pp. 287-308.
8. Sharp Laplace asymptotics for a
parabolic SPDE
Stochatics and
Stochastic Reports 69 (2000), pp. 11-30.
Written with Carles Rovira.
7. On space-time regularity for
the
stochastic heat equation
on Lie groups
Journal of Functional
Analysis 169 (1999), pp. 559-603.
Written with Frederi Viens.
6. On non-degenerate two parameter
martingales
Bulletin des Sciences
Mathématiques 122 (1998),
pp. 317-337.
Written with David Nualart.
5. Stochastic parabolic equations
with anticipative initial
condition
Stochastics and
Stochastic Reports 62 (1997), pp. 1-20.
4. Quasilinear stochastic
hyperbolic
differential equations
with nondecreasing coefficient
Potential analysis 7
(1997), pp. 661-680.
Written with David Nualart.
3. Quasilinear stochastic elliptic
differential equations
with reflexion: the existence of a density
Bernoulli 5 (1997), pp.
223-242.
2. Diffusion approximation for
elliptic stochastic differental
equations
Stochastic analysis and
related topics V: the Silivri
workshop (1996), pp. 255-269.
1. Quasilinear stochastic elliptic
differential equations
with reflexion
Stochastic Processes
and their Applications 57 (1995),
pp. 73-82.
Written with David Nualart.
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