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.



Back to homepage