106 citations · 443 across the 89 of their papers we have counts for
7 papers · 1 filter
Malliavin calculus for fractional delay equations
Jorge A. Leon, Samy Tindel
In this paper we study the existence of a unique solution to a general class of Young delay differential equations driven by a Hölder continuous function with parameter greater tha…
Convergence and performances of the peeling wavelet denoising algorithm
Céline Lacaux, Aurélie Muller, Radu Ranta +1
This note is devoted to an analysis of the so-called peeling algorithm in wavelet denoising. Assuming that the wavelet coefficients of the signal can be modeled by generalized Gaus…
Non-linear Rough Heat Equations
A. Deya, M. Gubinelli, S. Tindel
This article is devoted to define and solve an evolution equation of the form , where stands for the Laplace operator on a space of the form $L^p(\math…
A construction of the rough path above fractional Brownian motion using Volterra's representation
David Nualart, Samy Tindel
This note is devoted to construct a rough path above a multidimensional fractional Brownian motion with any Hurst parameter , by means of its representation as a Vol…
Weak approximation of fractional SDES: The Donsker setting
Xavier Bardina, Samy Tindel, Carles Rovira
In this note, we take up the study of weak convergence for stochastic differential equations driven by a (Liouville) fractional Brownian motion with Hurst parameter $H\in(1/3,1…
Discretizing the fractional Levy area
Andreas Neuenkirch, Samy Tindel, Jérémie Unterberger
In this article, we give sharp bounds for the Euler- and trapezoidal discretization of the Levy area associated to a d-dimensional fractional Brownian motion. We show that there ar…