Pierre Vallois

Finance · 2000–2006

A researcher in the Science corpus: 8 papers; trusts 16 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it; #1,453 of 10,518 by trust here, #2,179 by citations
• Mathematical Physics — 12 citations into it; #1,715 of 8,562 by trust here, #1,658 by citations
• Economics and Econometrics — 8 citations into it; #7,155 of 23,481 by trust here, #10,872 by citations

Whom Pierre Vallois trusts overall

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

1. Francesco Russo
2. Franco Flandoli
3. Mihai Gradinaru
4. Massimiliano Gubinelli
5. Laure Coutin
6. Nathalie Eisenbaum
7. Fausto Gozzi
8. Zhongmin Qian
9. David Nualart
10. Vladas Pipiras

Who trusts Pierre Vallois overall

1. Francesco Russo
2. Ivan Nourdin
3. Dung Nguyen Tien
4. Rama Cont
5. Jason Swanson
6. Mihai Gradinaru
7. Litan Yan
8. Ciprian A. Tudor
9. Franco Flandoli
10. Laurent Decreusefond

Papers from Pierre Vallois's perspective

Ordered by how strongly the researchers Pierre Vallois trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic calculus with respect to continuous finite quadratic variation processes
2. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4
3. Some SDEs with distributional drift.
4. Controlling rough paths
5. Introduction to Numerical Analysis
6. Regularizing fractional Brownian motion with a view towards stock price modelling
7. STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2
8. Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
9. System Control and Rough Paths
10. Integration with respect to local time

Their papers

• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4 (2003) — 84 citations
• m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index (2005) — 116 citations
• Some penalisations of the Wiener measure (2006) — 57 citations
• On the excursion theory for linear diffusions (2006) — 67 citations
• Elements of Stochastic Calculus via Regularization (2006) — 152 citations
• LIMITING LAWS ASSOCIATED WITH BROWNIAN MOTION PERTURBED BY NORMALIZED EXPONENTIAL WEIGHTS, I (2005) — 48 citations
• Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (2005) — 62 citations
• Stochastic calculus with respect to continuous finite quadratic variation processes (2000) — 160 citations