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researcher

Nicolas Victoir

4 papers hereh-index 243.1k citations54 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • math.FA1

identity via Semantic Scholar / OpenAlex

activity
20032005
most citedSecond order backward stochastic differential equations and fully non-linear parabolic PDEs

4 citations · 5 across the 4 of their papers we have counts for

collaborators
Showing math.FAShow all

1 paper · 1 filter

math.FA2004★ 1 cited

A Note on the Notion of Geometric Rough Paths

Peter Friz, Nicolas Victoir

We use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted sm…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.