106 citations · 443 across the 89 of their papers we have counts for
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math.PR2019
Volterra Equations Driven by Rough Signals
Fabian A. Harang, Samy Tindel
This article is devoted to the extension of the theory of rough paths in the context of Volterra equations with possibly singular kernels. We begin to describe a class of two param…
math.PR2019★ 3 cited
Precise Local Estimates for Hypoelliptic Differential Equations driven by Fractional Brownian Motions
Xi Geng, Cheng Ouyang, Samy Tindel
This article is concerned with stochastic differential equations driven by a dimensional fractional Brownian motion with Hurst parameter , understood in the rough paths…
math.PR2019
On the anticipative nonlinear filtering problem and its stability
Guang Lin, Yanghui Liu, Samy Tindel
In this paper, we consider an anticipative nonlinear filtering problem, in which the observation noise is correlated with the past of the signal. This new signal-observation model…