Anthony R'eveillac

Finance · 2008–2011

A researcher in the Science corpus: 4 papers; trusts 10 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 27 citations into it; #3,522 of 10,518 by trust here, #3,946 by citations
• Mathematical Physics — 10 citations into it
• Economics and Econometrics — 9 citations into it
• Applied Mathematics — 6 citations into it
• Management Science and Operations Research — 6 citations into it
• Statistics and Probability — 6 citations into it; #5,192 of 12,932 by trust here, #5,294 by citations

Whom Anthony R'eveillac trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ivan Nourdin
2. David Nualart
3. Giovanni Peccati
4. Sourav Chatterjee
5. Jason Swanson
6. Gesine Reinert
7. Ciprian A. Tudor
8. Mihai Gradinaru
9. François Delarue

Who trusts Anthony R'eveillac overall

1. Ivan Nourdin
2. Giovanni Peccati

Papers from Anthony R'eveillac's perspective

Ordered by how strongly the researchers Anthony R'eveillac trusts endorse each paper. Same corpus, a different order for every researcher.

1. MULTIVARIATE NORMAL APPROXIMATION USING EXCHANGEABLE PAIRS
2. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4
3. The Malliavin Calculus and Related Topics
4. Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
5. Central limit theorems for sequences of multiple stochastic integrals
6. Gaussian Limits for Vector-valued Multiple Stochastic Integrals
7. Noncentral convergence of multiple integrals
8. m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index
9. Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
10. Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields

Their papers

• Multivariate normal approximation using Stein's method and Malliavin calculus (2008) — 151 citations
• Stein estimation for the drift of Gaussian processes using the Malliavin calculus (2008) — 34 citations
• Forward-backward systems for expected utility maximization (2011) — 72 citations
• Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/4 (2008) — 69 citations