203 citations · 730 across the 42 of their papers we have counts for
Showing 2017 · math.PRShow all
2 papers · 2 filters
math.PR2017★ 3 cited
A Martingale Approach for Fractional Brownian Motions and Related Path Dependent PDEs
Frederi Viens, Jianfeng Zhang
In this paper we study dynamic backward problems, with the computation of conditional expectations as a main objective, in a framework where the (forward) state process satisfies a…
math.PR2017
Berry-Esséen bounds for parameter estimation of general Gaussian processes
Soukaina Douissi, Khalifa Es-Sebaiy, Frederi G. Viens
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of st…