17 citations · 23 across the 3 of their papers we have counts for
3 papers
math.PR2011★ 6 cited
Smoothness of the law of manifold-valued Markov processes with jumps
Jean Picard, Catherine Savona
Consider on a manifold the solution of a stochastic differential equation driven by a Lévy process without Brownian part. Sufficient conditions for the smoothness of the law of…
math.PR2009
Representation formulae for the fractional Brownian motion
Jean Picard
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a…
math.PR2007★ 17 cited
A tree approach to -variation and to integration
Jean Picard
We consider a real-valued path; it is possible to associate a tree to this path, and we explore the relations between the tree, the properties of -variation of the path, and int…