Laurent Denis

Available identifiers

zbMath Open denis.laurent.1MaRDI QIDQ255476

List of research outcomes

Publication	Date of Publication	Type
Continuity problem for BSDE and IPDE with singular terminal condition	2024-11-20	Paper
Quasilinear stochastic PDEs with two obstacles: probabilistic approach	2021-02-18	Paper
Malliavin calculus for Markov chains using perturbations of time	2016-11-25	Paper
The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator	2016-03-09	Paper
The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions	2015-11-20	Paper
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes	2015-11-12	Paper
Maximum principle for quasilinear stochastic PDEs with obstacle	2014-06-27	Paper
The obstacle problem for quasilinear stochastic PDEs: analytical approach	2014-05-19	Paper
Chaotic extensions and the lent particle method for Brownian motion	2014-01-17	Paper
Optimal investment under model uncertainty in nondominated models	2013-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q4912177	2013-04-03	Paper
Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions	2013-03-06	Paper
Iteration of the lent particle method for existence of smooth densities of Poisson functionals	2013-02-15	Paper
Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method	2012-09-07	Paper
Application of the lent particle method to Poisson-driven SDEs	2012-02-13	Paper
Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths	2011-02-14	Paper
Maximum principle and comparison theorem for quasi-linear stochastic PDE's	2009-11-20	Paper
ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS	2009-08-28	Paper
Energy image density property and the lent particle method for Poisson measures	2009-07-24	Paper
Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes	2009-05-22	Paper
A theoretical framework for the pricing of contingent claims in the presence of model uncertainty	2007-08-08	Paper
\(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's	2005-12-06	Paper
Solutions of stochastic partial differential equations considered as Dirichlet processes	2005-03-30	Paper
A general analytical result for non-linear {SPDE}'s and applications	2005-03-08	Paper
Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise	2005-02-28	Paper
A criterion of density for solutions of Poisson-driven SDEs	2001-10-02	Paper
https://portal.mardi4nfdi.de/entity/Q4501613	2000-11-09	Paper
Quasi-sure analysis related to a sub-Markovian semi-group	2000-07-10	Paper
https://portal.mardi4nfdi.de/entity/Q4861751	1996-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q4033880	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4031252	1993-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q3992262	1992-08-13	Paper

Research outcomes over time

This page was built for person: Laurent Denis