18 citations · 37 across the 25 of their papers we have counts for
4 papers · 1 filter
On the law of the solution to a stochastic heat equation with fractional noise in time
Solesne Bourguin, Ciprian A. Tudor
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prov…
Density estimates for solutions to one dimensional Backward SDE's
Omar Aboura, Solesne Bourguin
In this paper, we derive sufficient conditions for each component of the solution to a general backward stochastic differential equation to have a density for which upper and lower…
Malliavin Calculus and Self Normalized Sums
Solesne Bourguin, Ciprian Tudor
We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry-Esséen…
Cramér theorem for Gamma random variables
Solesne Bourguin, Ciprian Tudor
In this paper we discuss the following problem: given a random variable with Gamma law such that and are independent, we want to understand if then and {\it…