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20072026
most citedPenalisation techniques for one-dimensional reflected rough differential equations

6 citations · 16 across the 14 of their papers we have counts for

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Showing 2011Show all

2 papers · 1 filter

math.PR2011

A strong convergence to the Rosenblatt process

Johanna Garzon, Soledad Torres, Ciprian Tudor

We give a strong approximation of Rosenblatt process via transport processes and we give the rate of convergence.

math.PR2011

Is a Brownian skew?

Antoine Lejay, Ernesto Mordecki, Soledad Torres

We study the asymptotic behavior of the maximum likelihood estimator corresponding to the observation of a trajectory of a Skew Brownian motion, through a uniform time discretizati…