Nicolas Victoir

Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures

Nicolas Victoir, 2004, SIAM J. Numer. Anal..

Cubature on Wiener space

Terry Lyons, Nicolas Victoir, Terry Lyons, 2004, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

Multidimensional Stochastic Processes as Rough Paths: Theory and Applications

Peter K. Friz, Nicolas Victoir, Nicolas Victoir, 2010 .

Euler estimates for rough differential equations

Nicolas Victoir, Peter Friz, 2006 .

Good rough path sequences and applications to anticipating stochastic calculus

Laure Coutin, Nicolas Victoir, Peter Friz, 2007, 0707.4546.