Concepedia

Nicolas Victoir

NV

15

Publications

1.1K

Citations

14

H-Index

2003

Active since

Affiliations

University of Cambridge(Current)

University of Oxford

Nicolas Victoir is an author at University of Cambridge specializing in engineering, stochastic calculus, and functional analysis.

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Publications per year

2003–2011

15

Publications

15

Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs

Patrick Cheridito, H. Meté Soner, Nizar Touzi et al. · Communications on Pure and Applied Mathematics · 2006 · 238 citations

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Cubature on Wiener space

Terry Lyons, Nicolas Victoir · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2004 · 204 citations

Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing

Syoiti Ninomiya, Nicolas Victoir · Applied Mathematical Finance · 2008 · 174 citations · Full text

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Approximations of the Brownian rough path with applications to stochastic analysis

Peter K. Friz, Nicolas Victoir · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 2004 · 75 citations · Full text

A note on the notion of geometric rough paths

Peter K. Friz, Nicolas Victoir · Probability Theory and Related Fields · 2005 · 64 citations · Full text

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