Nicolas Victoir
Finance · 2003–2010
A researcher in the Science corpus: 13 papers; trusts 30 researchers and is trusted by 49 researchers here, as inferred from the citation graph.
Subfields
- Finance — 67 citations into it; #822 of 10,518 by trust here, #936 by citations
- Mathematical Physics — 28 citations into it; #685 of 8,562 by trust here, #349 by citations
- Economics and Econometrics — 16 citations into it
- Applied Mathematics — 8 citations into it; #1,417 of 7,620 by trust here, #651 by citations
- Computational Theory and Mathematics — 6 citations into it; #1,580 of 12,182 by trust here, #1,157 by citations
- Modeling and Simulation — 5 citations into it
Whom Nicolas Victoir trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Peter K. Friz
- Terry Lyons
- Zhongmin Qian
- A. Davie
- Michel Ledoux
- Laure Coutin
- Yaozhong Hu David Nualart
- Paolo Guasoni
- T. Cass
- Richard Montgomery
Who trusts Nicolas Victoir overall
- Peter K. Friz
- T. Cass
- Martin Hairer
- Ismaël F. Bailleul
- Massimiliano Gubinelli
- Ilya Chevyrev
- Terry Lyons
- Antoine Lejay
- H. Gao
- M. Caruana
Papers from Nicolas Victoir's perspective
Ordered by how strongly the researchers Nicolas Victoir trusts endorse each paper. Same corpus, a different order for every researcher.
- LÉVY AREA OF WIENER PROCESSES IN BANACH SPACES
- The Malliavin Calculus and Related Topics
- A version of Hörmander’s theorem for the fractional Brownian motion
- Large deviations and support theorem for diffusion processes via rough paths
- Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
- User’s guide to viscosity solutions of second order partial differential equations
- Non-degeneracy of Wiener functionals arising from rough differential equations
- A variation embedding theorem and applications
- A note on the notion of geometric rough paths
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
Their papers
- Analysis on local Dirichlet spaces (2010) — 279 citations
- Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs (2005) — 283 citations
- An extension theorem to rough paths (2007) — 104 citations
- Non-degeneracy of Wiener functionals arising from rough differential equations (2007) — 64 citations
- Cubature on Wiener space (2004) — 234 citations
- Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (2010) — 621 citations
- Multidimensional Stochastic Processes as Rough Paths: Variation and Hölder spaces on free groups (2010) — 210 citations
- Multidimensional Stochastic Processes as Rough Paths by Peter K. Friz (2010) — 158 citations
- Differential equations driven by Gaussian signals (2007) — 143 citations
- Euler estimates for rough differential equations (2006) — 74 citations
- A variation embedding theorem and applications (2005) — 64 citations
- A note on the notion of geometric rough paths (2004) — 74 citations
- Approximations of the Brownian rough path with applications to stochastic analysis (2003) — 77 citations