David-Antoine Fournié

Statistics

Publications

Citations

455

H-Index

Active since

2010

Affiliations

Laboratoire de Probabilités et Modèles Aléatoires(Current)

Columbia University

David-Antoine Fournié is an author at Laboratoire de Probabilités et Modèles Aléatoires specializing in mathematics, continuous-time stochastic processes, and stochastic processes.

Publications per year

2010–2013

Publications

Functional Itô calculus and stochastic integral representation of martingales

Rama Cont, David-Antoine Fournié · The Annals of Probability · 2013 · 269 citations · Full text

Engineering, Mathematics, Derivatives +15

Change of variable formulas for non-anticipative functionals on path space

Rama Cont, David-Antoine Fournié · Journal of Functional Analysis · 2010 · 186 citations · Full text

Natural Sciences, Mathematics, Differential Equations +2

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