Paul Gassiat
Author
Alternate names P. Gassiat, Paul Gassiat
Past institutions Université Paris Dauphine-PSL, Centre de Recherche en Mathématiques de la Décision, Université Paris Sciences et Lettres, Université Paris Cité, Centre National de la Recherche Scientifique +4 more
ORCID: Yes
H-index: 14
I10-index: 19
Works count: 79
Citations count: 534
A regularity structure for rough volatility
2019 · Christian Bayer, Peter K. Friz, et al. · Mathematical Finance
Physical Brownian motion in a magnetic field as a rough path
2015 · Peter K. Friz, Paul Gassiat, et al. · Transactions of the American Mathematical Society
Malliavin calculus for regularity structures: The case of gPAM
2016 · Giuseppe Cannizzaro, Peter K. Friz, et al. · Journal of Functional Analysis