Victor Pérez-Abreu
Probability & Statistics/CIMAT

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Publications on multiple Wiener-Ito integrals and chaos expansions

 

1)   A transfer principle for multiple stochastic integrals, with Constantin Tudor, Boletín de la Sociedad Matemática Mexicana 8, 55-71 (2002).

2)   Large Deviations for Double Ito Equations, with Constantin Tudor, Finite and Infinite Dimensional Stochastic Calculus, In Honor of Gopinath Kallianpur. (Hida et al.  Editors), Birkhauser, 379,399, (2000).

3)   Covariance identities and inequalities for functionals on Wiener and  Poisson spaces, with Christian Houdré, Annals of Probability 23, 400-419 (1995).

4)   Chaos expansions of double intersection local times of Brownian motion in Rd, with Peter Imkeller and Joseph Vives, Stochastic Processes and Their Applications 56, 1-34 (1995).

5)   On the continuity of the Wiener chaos, with Yao Hu, Bulletin Sociedad Matemática Mexicana 1, 1-9 (1995).

6)   Large deviations for a class of chaos expansions, with Constantin Tudor, Journal of Theoretical Probability 7, 757-765 (1994).

7)   Multiple Wiener-Ito Integrals: An Introductory Survey, with Christian Houdré and Suleyman Ustunel, Chaos Expansions, Multiple Wiener-Ito Integrals and Their Applications. Series in Probability and Stochastics, CRC PRESS INC, Florida, 1-34 (1994).

8)   Chaos Expansions: A Review, Resehans, Journal of IME-USP 1 No. 2/3, 335-359 (1994).

9)   Strong solutions of stochastic bilinear equations with anticipating drift in the first Wiener chaos, with Jorge A. Leon, Stochastic Processes: A Festschrift in Honor of Gopinath Kallianpur. (Cambanis et al  Editors), 235-244, Springer Verlag (1993).

10)Large deviations for multiple stochastic integral processes, with Eddy Mayer Wolf and David Nualart, Séminaire Probabilités XXVI, Lecture Notes Mathematics 1526, 11-31 (1992).

11)The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion, with Gopinat Kallianpur, Applied Mathematics and Optimization 25, 11-29 (1992).

12)Anticipating solutions of stochastic bilinear equations in Hilbert Spaces. Contribuciones en Probabilidad y Estadística Matemática No. 3, 297-312 (1992). IV CLAPEM.

13) On the L2-theroy of product stochastic measures and multiple Wiener-Ito integrals. Stochastic Analysis and Applications, 9, 53-70 (1991).