David-Antoine Fournie, Ph.D. - Publications
Affiliations: | 2010 | Columbia University, New York, NY |
Area:
Mathematics, Theoretical MathematicsYear | Citation | Score | |||
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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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