Publications (52)
Malliavin calculus for fractional heat equation
Aurélien Deya, Samy Tindel
Discrete rough paths and limit theorems
Yanghui Liu, Samy Tindel
A Berry-Esseen theorem for Feynman-Kac and interacting particle models
Pierre Del Moral, Samy Tindel
Superdiffusivity for a Brownian polymer in a continuous Gaussian environment
Sérgio Bezerra, Samy Tindel, Frederi Viens
Weak approximation of fractional SDES: The Donsker setting
Xavier Bardina, Samy Tindel, Carles Rovira
Discretizing the fractional Levy area
Andreas Neuenkirch, Samy Tindel, Jérémie Unterberger
Stochastic heat equation with rough dependence in space
Yaozhong Hu, Jingyu Huang, Khoa Lê +2
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences
Yaozhong Hu, David Nualart, Samy Tindel +1
Young Differential Equations with Power Type Nonlinearities
Jorge A. León, David Nualart, Samy Tindel
Rough evolution equations
Massimiliano Gubinelli, Samy Tindel
Young integrals and SPDEs
Antoine Lejay, Massimiliano Gubinelli, Samy Tindel
First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
Yanghui Liu, Samy Tindel
Sharp asymptotics for the partition function of some continuous-time directed polymers
Agnese Cadel, Samy Tindel, Frederi Viens
A stochastic model for bacteriophage therapies
Xavier Bardina, David Bascompte, Carles Rovira +1
Controlled viscosity solutions of fully nonlinear rough PDEs
Massimiliano Gubinelli, Samy Tindel, Iván Torrecilla
Delay equations driven by rough paths
Andreas Neuenkirch, Ivan Nourdin, Samy Tindel
Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions
Fabrice Baudoin, Cheng Ouyang, Samy Tindel
Rough differential equations with power type nonlinearities
Prakash Chakraborty, Samy Tindel
Parabolic Anderson model with rough dependence in space
Yaozhong Hu, Jingyu Huang, Khoa Lê +2
On L2 modulus of continuity of Brownian local times and Riesz potentials
Aurélien Deya, David Nualart, Samy Tindel
On homogeneous pinning models and penalizations
Mihai Gradinaru, Samy Tindel
One-dimensional reflected rough differential equations
Aurelien Deya, Massimiliano Gubinelli, Martina Hofmanova +1
Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise
Xia Chen, Yaozhong Hu, David Nualart +1
Superdiffusive behavior for a Brownian polymer in a Gaussian medium
Sergio De Carvalho Bezerra, Samy Tindel, Frederi Viens
Malliavin calculus for fractional delay equations
Jorge A. Leon, Samy Tindel
A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
Andreas Neuenkirch, Samy Tindel
The 1-d stochastic wave equation driven by a fractional Brownian motion
Lluis Quer-Sardanyons, Samy Tindel
Skorohod and Stratonovich integration in the plane
Khalil Chouk, Samy Tindel
On the stochastic calculus method for spins systems
Samy Tindel
Smoothness of the density for solutions to Gaussian rough differential equations
Thomas Cass, Martin Hairer, Christian Litterer +1
A diluted version of the perceptron model
David Marquez-Carreras, Carles Rovira, Samy Tindel
Smooth density for some nilpotent rough differential equations
Yaozhong Hu, Samy Tindel
Some differential systems driven by a fBm with Hurst parameter greater than 1/4
Samy Tindel, Iván Torrecilla
A model of continuous time polymer on the lattice
David Marquez-Carreras, Carles Rovira, Samy Tindel
Rough Volterra equations 2: convolutional generalized integrals
Samy Tindel, Aurélien Deya
Itô's formula for linear fractional PDEs
Jorge A. Leon, Samy Tindel
Trees and asymptotic developments for fractional stochastic differential equations
Andreas Neuenkirch, Ivan Nourdin, Andreas RöÃler +1
A central limit theorem for a localized version of the SK model
Sergio De Carvalho Bezerra, Samy Tindel
Rough Volterra equations 1: the algebraic integration setting
Aurélien Deya, Samy Tindel
A construction of the rough path above fractional Brownian motion using Volterra's representation
David Nualart, Samy Tindel
On probability laws of solutions to differential systems driven by a fractional Brownian motion
Fabrice Baudoin, Eulalia Nualart, Cheng Ouyang +1
On inference for fractional differential equations
Alexandra Chronopoulou, Samy Tindel
A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion
Aurélien Deya, Andreas Neuenkirch, Samy Tindel
Pathwise definition of second order SDEs
Lluis Quer-Sardanyons, Samy Tindel
Weak approximation of a fractional SDE
Xavier Bardina, Ivan Nourdin, Carles Rovira +1
Monte Carlo methods for light propagation in biological tissues
Laura Vinckenbosch, Céline Lacaux, Samy Tindel +2
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
Samy Tindel, Maria Jolis, Yaozhong Hu
The rough path associated to the multidimensional analytic fbm with any Hurst parameter
Samy Tindel, Jérémie Unterberger
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
Serge Cohen, Fabien Panloup, Samy Tindel
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
Yaozhong Hu, Jingyu Huang, David Nualart +1
Convergence and performances of the peeling wavelet denoising algorithm
Céline Lacaux, Aurélie Muller, Radu Ranta +1
Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise
Aurélien Deya, Fabien Panloup, Samy Tindel