1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2007
On homogeneous pinning models and penalizations
Mihai Gradinaru, Samy Tindel
In this note, we show how the penalization method, introduced in order to describe some non-trivial changes of the Wiener measure, can be applied to the study of some simple polyme…
math.PR2007★ 1 cited
Milstein's type schemes for fractional SDEs
Mihai Gradinaru, Ivan Nourdin
Weighted power variations of fractional Brownian motion B are used to compute the exact rate of convergence of some approximating schemes associated to one-dimensional stochastic d…