4. Mathematics
  5. Probability

Anthony Réveillac

Mathematics – Probability

Scientist

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CEREMADE
MIA

Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case $H=1/4$

Mathematics – Probability
Scientific paper

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Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

Mathematics – Probability
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CRRA Utility Maximization under Risk Constraints

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Differentiability of quadratic BSDEs generated by continuous martingales

Mathematics – Probability
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Estimation of quadratic variation for two-parameter diffusions

Mathematics – Probability
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