Stochastic evolution equations with fractional Brownian motion S Tindel, CA Tudor, F Viens Probability Theory and Related Fields 127, 186-204, 2003 | 288 | 2003 |

Rough evolution equations M Gubinelli, S Tindel | 162 | 2010 |

Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency Y Hu, J Huang, D Nualart, S Tindel | 141 | 2015 |

Young integrals and SPDEs M Gubinelli, A Lejay, S Tindel Potential Analysis 25 (4), 307-326, 2006 | 119 | 2006 |

A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion A Deya, A Neuenkirch, S Tindel Annales de l'IHP Probabilités et statistiques 48 (2), 518-550, 2012 | 103 | 2012 |

Smoothness of the density for solutions to Gaussian rough differential equations T Cass, M Hairer, C Litterer, S Tindel | 90 | 2015 |

Non-linear rough heat equations A Deya, M Gubinelli, S Tindel Probability Theory and Related Fields 153 (1), 97-147, 2012 | 89 | 2012 |

Delay equations driven by rough paths A Neuenkirch, I Nourdin, S Tindel | 88 | 2008 |

The 1-d stochastic wave equation driven by a fractional Brownian sheet L Quer-Sardanyons, S Tindel Stochastic processes and their applications 117 (10), 1448-1472, 2007 | 79 | 2007 |

Stochastic heat equation with rough dependence in space Y Hu, J Huang, K Lê, D Nualart, S Tindel | 69 | 2017 |

A priori estimates for rough PDEs with application to rough conservation laws A Deya, M Gubinelli, M Hofmanová, S Tindel Journal of Functional analysis 276 (12), 3577-3645, 2019 | 61 | 2019 |

A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise A Neuenkirch, S Tindel Statistical Inference for Stochastic Processes 17, 99-120, 2014 | 59 | 2014 |

On probability laws of solutions to differential systems driven by a fractional Brownian motion F Baudoin, E Nualart, C Ouyang, S Tindel | 49 | 2016 |

On the Brownian-directed polymer in a Gaussian random environment C Rovira, S Tindel Journal of Functional Analysis 222 (1), 178-201, 2005 | 47 | 2005 |

First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case Y Liu, S Tindel The Annals of Applied Probability 29 (2), 758-826, 2019 | 45 | 2019 |

A construction of the rough path above fractional Brownian motion using Volterra’s representation D Nualart, S Tindel | 44 | 2011 |

Malliavin calculus for fractional delay equations JA León, S Tindel Journal of Theoretical Probability 25 (3), 854-889, 2012 | 42 | 2012 |

Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation S Tindel, CA Tudor, F Viens Journal of Functional Analysis 217 (2), 280-313, 2004 | 41 | 2004 |

Discretizing the fractional Lévy area A Neuenkirch, S Tindel, J Unterberger Stochastic Processes and their Applications 120 (2), 223-254, 2010 | 40 | 2010 |

Superdiffusivity for a Brownian polymer in a continuous Gaussian environment S Bezerra, S Tindel, F Viens | 39 | 2008 |