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David-Antoine Fournie, Ph.D.

Affiliations: 
2010 Columbia University, New York, NY 
Area:
Mathematics, Theoretical Mathematics
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"David-Antoine Fournie"
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Rama Cont grad student 2010 Columbia
 (Functional Ito calculus and applications.)

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Publications

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Cont R, Fournié D. (2013) Functional Ito calculus and stochastic integral representation of martingales Annals of Probability. 41: 109-133
Cont R, Fournié D. (2010) Change of variable formulas for non-anticipative functionals on path space Journal of Functional Analysis. 259: 1043-1072
Cont R, Fournie D. (2010) A functional extension of the Ito formula Comptes Rendus Mathematique. 348: 57-61
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