XLIII: 12, 309-325, LNM 2006 (2011)
TUDOR, Ciprian A.
Asymptotic Cramér's theorem and analysis on Wiener space (
Limit theorems,
Stochastic analysis)
Keywords: Multiple stochastic integrals,
Limit theorems,
Malliavin calculus,
Stein's methodNature: Original
XLIII: 13, 327-340, LNM 2006 (2011)
LEHEC, Joseph
Moments of the Gaussian Chaos (
Stochastic analysis)
Nature: Original
XLVI: 04, 71-103, LNM 2123 (2014)
FRANCHI, Jacques
Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel (
Stochastic analysis)
Nature: Original
XLVI: 05, 105-123, LNM 2123 (2014)
COULIBALY-PASQUIER, ;
Koléhè, A.
Onsager-Machlup functional for uniformly elliptic time-inhomogeneous diffusion (
Stochastic analysis)
Nature: Original
XLVI: 06, 125-193, LNM 2123 (2014)
GENG, Xi;
QIAN, Zhongmin;
YANG, Danyu
$G$-Brownian Motion as Rough Paths and Differential Equations Driven by $G$-Brownian Motion (
Stochastic analysis)
This article studies stochastic differential equations driven by the $G$-Brownian motion in the context of rough paths theory
Keywords: rough path,
$G$-Brownian motionNature: Original
