77 citations · 157 across the 35 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
math.PR2016★ 6 cited
The Hörmander condition for delayed stochastic differential equations
Reda Chhaibi, Ibrahim Ekren
In this paper, we are interested in path-dependent stochastic differential equations (SDEs) which are controlled by Brownian motion and its delays. Within this non-Markovian contex…
math.PR2016★ 77 cited
On the maximum of the CE field
Reda Chhaibi, Thomas Madaule, Joseph Najnudel
In this paper, we investigate the extremal values of (the logarithm of) the characteristic polynomial of a random unitary matrix whose spectrum is distributed according the Circula…