Instantaneous liquidity rate, its econometric measurement by volatility feedback

Paul Malliavin; Maria Elvira Mancino

Comptes Rendus. Mathématique, Volume 334 (2002) p. 505-508

Stochastic calculus of variations and Harnack inequality on Riemannian path spaces

Ana-Bela Cruzeiro; Paul Malliavin

Comptes Rendus. Mathématique, Volume 335 (2002) p. 817-820

Support of Virasoro unitarizing measures

Hélène Airault; Paul Malliavin; Anton Thalmaier

Comptes Rendus. Mathématique, Volume 335 (2002) p. 621-626