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Functional Ito calculus and stochastic integral representation of martingales
To appear in: Annals of Probability -
Large deviations for the largest eigenvalue of an Hermitian Brownian motion
International audience -
Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs Via Stochast...
International audience -
Cox process functional learning
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Séminaire de Probabilités XLV
International audience -
$L^{\infty}$-estimates for the Vlasov-Poisson-Fokker-Planck equation
International audience
