| Publication | Date of Publication | Type |
|---|
Smoothness of the law of manifold-valued Markov processes with jumps
Bernoulli | 2014-02-04 | Paper |
Representation formulae for the fractional Brownian motion
Séminaire de Probabilités XLIII | 2011-03-30 | Paper |
Erratum to: On the existence of smooth densities for jump processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-06-09 | Paper |
A tree approach to \(p\)-variation and to integration
The Annals of Probability | 2009-01-27 | Paper |
Brownian excursions, stochastic integrals, and representation of Wiener functionals
Electronic Journal of Probability | 2006-11-03 | Paper |
Stochastic calculus and martingales on trees
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
Stochastic calculus and martingales on trees
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
Stochastic calculus and martingales on trees
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
Smoothness of harmonic functions for processes with jumps.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
Approximate Nonlinear Filtering for a Two-Dimensional Diffusion with One-Dimensional Observations in a Low Noise Channel
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
Smoothness of harmonic maps for hypoelliptic diffusions.
The Annals of Probability | 2003-05-06 | Paper |
Gradient estimates for some diffusion semigroups
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-07-29 | Paper |
The manifold-valued Dirichlet problem for symmetric diffusions
Potential Analysis | 2001-02-18 | Paper |
| scientific article; zbMATH DE number 1124821 (Why is no real title available?) | 1998-10-01 | Paper |
Density in small time for Lévy processes
ESAIM: Probability and Statistics | 1998-04-26 | Paper |
Density in small time at accessible points for jump processes
Stochastic Processes and their Applications | 1998-03-29 | Paper |
Duality formulas on the Poisson space
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1997-04-09 | Paper |
Duality formulas on the Poisson space
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1997-04-09 | Paper |
On the existence of smooth densities for jump processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-12-16 | Paper |
Transformations and anticipative equations for Poisson processes
Annales Mathématiques Blaise Pascal | 1996-10-28 | Paper |
Transformations and anticipative equations for Poisson processes
Annales Mathématiques Blaise Pascal | 1996-10-28 | Paper |
Barycenters and martingales on a manifold
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1995-02-06 | Paper |
Barycenters and martingales on a manifold
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1995-02-06 | Paper |
Estimation of the Quadratic Variation of Nearly Observed Semimartingales with Application to Filtering
SIAM Journal on Control and Optimization | 1993-07-21 | Paper |
Martingales on Riemannian manifolds with prescribed limit
Journal of Functional Analysis | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 18211 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 18211 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19576 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19576 (Why is no real title available?) | 1992-06-26 | Paper |
Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise
SIAM Journal on Applied Mathematics | 1991-01-01 | Paper |
Convergence in probability for perturbed stochastic integral equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4055506 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050663 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4055503 (Why is no real title available?) | 1987-01-01 | Paper |
Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
SIAM Journal on Applied Mathematics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3997679 (Why is no real title available?) | 1986-01-01 | Paper |
A filtering problem with a small nonlinear term
Stochastics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3978964 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3990529 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3990529 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3858997 (Why is no real title available?) | 1984-01-01 | Paper |
Robustesse de la solution des problemes de filtrage avec bruit blanc independant†
Stochastics | 1984-01-01 | Paper |
