Deya, Aurélien; Marty, Renaud A full discretization of the rough fractional linear heat equation. (English) Zbl 07596280 Electron. J. Probab. 27, Paper No. 122, 41 p. (2022). MSC: 65-XX 35K05 35R60 35R11 60H15 60G22 60H35 PDFBibTeX XMLCite \textit{A. Deya} and \textit{R. Marty}, Electron. J. Probab. 27, Paper No. 122, 41 p. (2022; Zbl 07596280) Full Text: DOI arXiv Link
Deya, Aurélien On ill-posedness of nonlinear stochastic wave equations driven by rough noise. (English) Zbl 1491.60096 Stochastic Processes Appl. 150, 215-249 (2022). MSC: 60H15 60G22 35L05 35R25 35R60 PDFBibTeX XMLCite \textit{A. Deya}, Stochastic Processes Appl. 150, 215--249 (2022; Zbl 1491.60096) Full Text: DOI arXiv
Chen, Xia; Deya, Aurélien; Ouyang, Cheng; Tindel, Samy A \(K\)-rough path above the space-time fractional Brownian motion. (English) Zbl 1478.60275 Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 4, 819-866 (2021). MSC: 60L30 60L50 60F10 60K37 PDFBibTeX XMLCite \textit{X. Chen} et al., Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 4, 819--866 (2021; Zbl 1478.60275) Full Text: DOI arXiv
Deya, Aurélien; Schaeffer, Nicolas; Thomann, Laurent A nonlinear Schrödinger equation with fractional noise. (English) Zbl 1473.60096 Trans. Am. Math. Soc. 374, No. 6, 4375-4422 (2021). Reviewer: Dimitra Antonopoulou (Chester) MSC: 60H15 35Q55 60G22 PDFBibTeX XMLCite \textit{A. Deya} et al., Trans. Am. Math. Soc. 374, No. 6, 4375--4422 (2021; Zbl 1473.60096) Full Text: DOI arXiv
Deya, Aurélien On a non-linear 2D fractional wave equation. (English. French summary) Zbl 1434.60152 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 477-501 (2020). MSC: 60H15 60G22 35L71 PDFBibTeX XMLCite \textit{A. Deya}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 477--501 (2020; Zbl 1434.60152) Full Text: DOI arXiv Euclid
Deya, Aurélien Integration with respect to the Hermitian fractional Brownian motion. (English) Zbl 1441.60029 J. Theor. Probab. 33, No. 1, 295-318 (2020). MSC: 60G22 60H05 46L53 PDFBibTeX XMLCite \textit{A. Deya}, J. Theor. Probab. 33, No. 1, 295--318 (2020; Zbl 1441.60029) Full Text: DOI arXiv
Deya, Aurélien A nonlinear wave equation with fractional perturbation. (English) Zbl 1427.60121 Ann. Probab. 47, No. 3, 1775-1810 (2019). MSC: 60H15 60G22 35L71 PDFBibTeX XMLCite \textit{A. Deya}, Ann. Probab. 47, No. 3, 1775--1810 (2019; Zbl 1427.60121) Full Text: DOI arXiv Euclid
Deya, Aurélien; Schott, René Integration with respect to the non-commutative fractional Brownian motion. (English) Zbl 1466.60109 Bernoulli 25, No. 3, 2137-2162 (2019). MSC: 60H05 60G22 46L35 PDFBibTeX XMLCite \textit{A. Deya} and \textit{R. Schott}, Bernoulli 25, No. 3, 2137--2162 (2019; Zbl 1466.60109) Full Text: DOI arXiv Euclid
Deya, Aurélien; Panloup, Fabien; Tindel, Samy Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise. (English) Zbl 1440.60028 Ann. Probab. 47, No. 1, 464-518 (2019). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60G22 37A25 60H10 PDFBibTeX XMLCite \textit{A. Deya} et al., Ann. Probab. 47, No. 1, 464--518 (2019; Zbl 1440.60028) Full Text: DOI arXiv Euclid
Deya, Aurélien Construction and Skorohod representation of a fractional \(K\)-rough path. (English) Zbl 1368.60066 Electron. J. Probab. 22, Paper No. 52, 40 p. (2017). MSC: 60H15 60G22 60H07 PDFBibTeX XMLCite \textit{A. Deya}, Electron. J. Probab. 22, Paper No. 52, 40 p. (2017; Zbl 1368.60066) Full Text: DOI arXiv Euclid
Deya, Aurélien On a modelled rough heat equation. (English) Zbl 1358.60071 Probab. Theory Relat. Fields 166, No. 1-2, 1-65 (2016). Reviewer: Isamu Dôku (Saitama) MSC: 60H15 60G22 60G15 PDFBibTeX XMLCite \textit{A. Deya}, Probab. Theory Relat. Fields 166, No. 1--2, 1--65 (2016; Zbl 1358.60071) Full Text: DOI arXiv
Deya, Aurélien; Tindel, Samy Malliavin calculus for fractional heat equation. (English) Zbl 1274.60218 Viens, Frederi (ed.) et al., Malliavin calculus and stochastic analysis. A Festschrift in honor of David Nualart. New York, NY: Springer (ISBN 978-1-4614-5905-7/hbk; 978-1-4614-5906-4/ebook). Springer Proceedings in Mathematics & Statistics 34, 361-384 (2013). MSC: 60H35 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{A. Deya} and \textit{S. Tindel}, Springer Proc. Math. Stat. 34, 361--384 (2013; Zbl 1274.60218) Full Text: DOI arXiv
Deya, A.; Gubinelli, M.; Tindel, S. Non-linear rough heat equations. (English) Zbl 1255.60106 Probab. Theory Relat. Fields 153, No. 1-2, 97-147 (2012). Reviewer: Constantin Vârsan (Bucureşti) MSC: 60H15 60G22 60H05 PDFBibTeX XMLCite \textit{A. Deya} et al., Probab. Theory Relat. Fields 153, No. 1--2, 97--147 (2012; Zbl 1255.60106) Full Text: DOI arXiv Link
Deya, Aurélien Numerical schemes for rough parabolic equations. (English) Zbl 1254.60073 Appl. Math. Optim. 65, No. 2, 253-292 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60H35 60H15 65M75 60G22 PDFBibTeX XMLCite \textit{A. Deya}, Appl. Math. Optim. 65, No. 2, 253--292 (2012; Zbl 1254.60073) Full Text: DOI arXiv
Deya, A.; Neuenkirch, A.; Tindel, S. A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion. (English. French summary) Zbl 1260.60135 Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 2, 518-550 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60H35 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{A. Deya} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 2, 518--550 (2012; Zbl 1260.60135) Full Text: DOI arXiv Euclid
Deya, Aurélien A discrete approach to rough parabolic equations. (English) Zbl 1246.60086 Electron. J. Probab. 16, Paper No. 55, 1489-1518 (2011). MSC: 60H15 60H05 60H07 PDFBibTeX XMLCite \textit{A. Deya}, Electron. J. Probab. 16, Paper No. 55, 1489--1518 (2011; Zbl 1246.60086) Full Text: DOI arXiv
Deya, Aurélien; Tindel, Samy Rough Volterra equations. II: Convolutional generalized integrals. (English) Zbl 1223.60031 Stochastic Processes Appl. 121, No. 8, 1864-1899 (2011). Reviewer: Constantin Vârsan (Bucureşti) MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{A. Deya} and \textit{S. Tindel}, Stochastic Processes Appl. 121, No. 8, 1864--1899 (2011; Zbl 1223.60031) Full Text: DOI arXiv
Deya, Aurélien; Tindel, Samy Rough Volterra equations. I: the algebraic integration setting. (English) Zbl 1181.60105 Stoch. Dyn. 9, No. 3, 437-477 (2009). Reviewer: Constantin Vârsan (Bucureşti) MSC: 60H20 60H05 PDFBibTeX XMLCite \textit{A. Deya} and \textit{S. Tindel}, Stoch. Dyn. 9, No. 3, 437--477 (2009; Zbl 1181.60105) Full Text: DOI arXiv