Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "15893"
  #_source: array:26 [
    "id" => "15893"
    "slug" => "15893-regularization-effects-of-time-integration-on-gaussian-process-functionals"
    "yearMonth" => "2025-12"
    "year" => "2025"
    "title" => "Regularization effects of time integration on Gaussian process functionals"
    "description" => "AMABA, T. et KRATZ, M. (2025). Regularization effects of time integration on Gaussian process functionals. <i>Stochastic Processes and their Applications</i>, 190, pp. 104761."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "KRATZ Marie"
        "bid" => "B00072305"
        "slug" => "kratz-marie"
      ]
      1 => array:1 [
        "name" => "Amaba Takafumi"
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:6 [
      0 => "Brownian motion"
      1 => "Chaos expansions"
      2 => "Covariance class"
      3 => "Malliavin calculus"
      4 => "Stationary process"
      5 => "Multiple Wiener–Itô integrals"
    ]
    "updatedAt" => "2025-08-28 10:05:01"
    "publicationUrl" => "https://doi.org/10.1016/j.spa.2025.104761"
    "publicationInfo" => array:3 [
      "pages" => "104761"
      "volume" => "190"
      "number" => ""
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "In this paper, we investigate the regularization effects, in the sense of Malliavin calculus, on functionals of Gaussian processes induced by time integration, focusing on their covariance functions. We study several examples of important covariance functions classes to verify whether they satisfy the sufficient conditions proposed for regularization. Additionally, we derive a weak implication for the smoothness of level-crossing functionals."
      "en" => "In this paper, we investigate the regularization effects, in the sense of Malliavin calculus, on functionals of Gaussian processes induced by time integration, focusing on their covariance functions. We study several examples of important covariance functions classes to verify whether they satisfy the sufficient conditions proposed for regularization. Additionally, we derive a weak implication for the smoothness of level-crossing functionals."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2025-12-06T06:21:43.000Z"
    "docTitle" => "Regularization effects of time integration on Gaussian process functionals"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>, Amaba Takafumi"
    "docDescription" => "<span class="document-property-authors">KRATZ Marie, Amaba Takafumi</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2025</span>"
    "keywordList" => "<a href="#">Brownian motion</a>, <a href="#">Chaos expansions</a>, <a href="#">Covariance class</a>, <a href="#">Malliavin calculus</a>, <a href="#">Stationary process</a>, <a href="#">Multiple Wiener–Itô integrals</a>"
    "docPreview" => "<b>Regularization effects of time integration on Gaussian process functionals</b><br><span>2025-12 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://doi.org/10.1016/j.spa.2025.104761" target="_blank">Regularization effects of time integration on Gaussian process functionals</a>"
  ]
  +lang: "en"
  +"_score": 8.739376
  +"_ignored": array:2 [
    0 => "abstract.en.keyword"
    1 => "abstract.fr.keyword"
  ]
  +"parent": null
}