Geometrization of Monte-Carlo numerical analysis of an elliptic operator: strong approximation

Ana Bela Cruzeiro; Paul Malliavin; Anton Thalmaier

Comptes Rendus. Mathématique, Volume 338 (2004) p. 481-486

Geometry of foliations on the Wiener space and stochastic calculus of variations

Hélène Airault; Paul Malliavin; Jiagang Ren

Comptes Rendus. Mathématique, Volume 339 (2004) p. 637-642

Numerical error for SDE: Asymptotic expansion and hyperdistributions

Paul Malliavin; Anton Thalmaier

Comptes Rendus. Mathématique, Volume 336 (2003) p. 851-856

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