| Publication | Date of Publication | Type |
|---|
Continuity problem for BSDE and IPDE with singular terminal condition
Journal of Mathematical Analysis and Applications | 2024-11-20 | Paper |
Quasilinear stochastic PDEs with two obstacles: probabilistic approach
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Malliavin calculus for Markov chains using perturbations of time
Stochastics | 2016-11-25 | Paper |
The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions
Stochastics and Dynamics | 2015-11-20 | Paper |
Dirichlet forms methods for Poisson point measures and Lévy processes. With emphasis on the creation-annihilation techniques
Probability Theory and Stochastic Modelling | 2015-11-12 | Paper |
Maximum principle for quasilinear stochastic PDEs with obstacle
Electronic Journal of Probability | 2014-06-27 | Paper |
The obstacle problem for quasilinear stochastic PDEs: analytical approach
The Annals of Probability | 2014-05-19 | Paper |
The obstacle problem for quasilinear stochastic PDEs: analytical approach
The Annals of Probability | 2014-05-19 | Paper |
Chaotic extensions and the lent particle method for Brownian motion
Electronic Journal of Probability | 2014-01-17 | Paper |
Optimal investment under model uncertainty in nondominated models
SIAM Journal on Control and Optimization | 2013-09-26 | Paper |
| Moser iteration applied to parabolic SPDE's: first approach | 2013-04-03 | Paper |
Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Iteration of the lent particle method for existence of smooth densities of Poisson functionals
Potential Analysis | 2013-02-15 | Paper |
Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method
Stochastic Analysis with Financial Applications | 2012-09-07 | Paper |
Application of the lent particle method to Poisson-driven SDEs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2012-02-13 | Paper |
Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
Potential Analysis | 2011-02-14 | Paper |
Maximum principle and comparison theorem for quasi-linear stochastic PDE's
Electronic Journal of Probability | 2009-11-20 | Paper |
Maximum principle and comparison theorem for quasi-linear stochastic PDE's
Electronic Journal of Probability | 2009-11-20 | Paper |
ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS
Mathematical Finance | 2009-08-28 | Paper |
Energy image density property and the lent particle method for Poisson measures
Journal of Functional Analysis | 2009-07-24 | Paper |
Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
The Annals of Applied Probability | 2007-08-08 | Paper |
\(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-12-06 | Paper |
Solutions of stochastic partial differential equations considered as Dirichlet processes
Bernoulli | 2005-03-30 | Paper |
A general analytical result for non-linear {SPDE}'s and applications
Electronic Journal of Probability | 2005-03-08 | Paper |
A general analytical result for non-linear {SPDE}'s and applications
Electronic Journal of Probability | 2005-03-08 | Paper |
Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise
Stochastics and Stochastic Reports | 2005-02-28 | Paper |
A criterion of density for solutions of Poisson-driven SDEs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-10-02 | Paper |
| scientific article; zbMATH DE number 1500591 (Why is no real title available?) | 2000-11-09 | Paper |
| scientific article; zbMATH DE number 1500591 (Why is no real title available?) | 2000-11-09 | Paper |
Quasi-sure analysis related to a sub-Markovian semi-group
Potential Analysis | 2000-07-10 | Paper |
| scientific article; zbMATH DE number 836635 (Why is no real title available?) | 1996-05-27 | Paper |
| scientific article; zbMATH DE number 166507 (Why is no real title available?) | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 148776 (Why is no real title available?) | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 39359 (Why is no real title available?) | 1992-08-13 | Paper |
