David-Antoine Fournie, Ph.D. - Publications

Affiliations: 
2010 Columbia University, New York, NY 
Area:
Mathematics, Theoretical Mathematics

3 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2013 Cont R, Fournié D. Functional Ito calculus and stochastic integral representation of martingales Annals of Probability. 41: 109-133. DOI: 10.1214/11-Aop721  0.605
2010 Cont R, Fournié D. Change of variable formulas for non-anticipative functionals on path space Journal of Functional Analysis. 259: 1043-1072. DOI: 10.1016/J.Jfa.2010.04.017  0.594
2010 Cont R, Fournie D. A functional extension of the Ito formula Comptes Rendus Mathematique. 348: 57-61. DOI: 10.1016/J.Crma.2009.11.013  0.587
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