| Publication | Date of Publication | Type |
|---|
Stochastic modeling for describing crystallization droplets in water emulsion
Stochastic Processes and their Applications | 2023-08-14 | Paper |
| Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process | 2023-02-10 | Paper |
Quadratic BSDEs with jumps and related PIDEs
Stochastics | 2022-07-08 | Paper |
Reflected BSDEs with jumps in time-dependent convex càdlàg domains
Stochastic Processes and their Applications | 2021-02-18 | Paper |
A balance sheet optimal multi-modes switching problem
Afrika Matematika | 2020-03-25 | Paper |
Mean-field optimal multi-modes switching problem: a balance sheet
Stochastics and Dynamics | 2019-08-13 | Paper |
Sensitivity analysis for time-inhomogeneous Lévy process: a Malliavin calculus approach and numerics
Springer Proceedings in Mathematics & Statistics | 2018-11-30 | Paper |
Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model
Innovations in Derivatives Markets | 2018-10-22 | Paper |
Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes
Applied Mathematical Finance | 2018-09-06 | Paper |
Characterization of submartingales of a new class \((\Sigma^r)\)
Stochastic Analysis and Applications | 2018-05-03 | Paper |
Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results
The Annals of Probability | 2017-10-05 | Paper |
\(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
Modern Stochastics. Theory and Applications | 2017-04-18 | Paper |
| Martingale property for the Scott correlated stochastic volatility model | 2016-06-11 | Paper |
| Computation of Greeks for jump-diffusion models | 2015-10-20 | Paper |
| Quadratic BSDEs with rough drivers and $L^2$--terminal condition | 2014-03-12 | Paper |
| Quadratic BSDEs with $\mathbb{L}^2$--terminal data Existence results, Krylov's estimate and It\^o--Krylov's formula | 2014-02-26 | Paper |
Corrigendum to ``Solvability of some quadratic BSDEs without exponential moments [C. R. Acad. Sci. Paris, Ser. I 351 (5-6) (2013) 229-233]
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-09-26 | Paper |
Solvability of some quadratic BSDEs without exponential moments
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-06-24 | Paper |
Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density
Osaka Journal of Mathematics | 2010-04-14 | Paper |
Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density
Osaka Journal of Mathematics | 2010-04-14 | Paper |
Stability and genericity for SPDE's driven by spatially correlated noise
Journal of Mathematics of Kyoto University | 2009-07-10 | Paper |
Stability and genericity for SPDE's driven by spatially correlated noise
Journal of Mathematics of Kyoto University | 2009-07-10 | Paper |
Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters
Nagoya Mathematical Journal | 2007-10-22 | Paper |
A Stroock formula for a certain class of Lévy processes and applications to finance
Journal of Applied Mathematics and Stochastic Analysis | 2006-08-28 | Paper |
Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
Stochastic Analysis and Applications | 2005-05-23 | Paper |
Quasi-linear parabolic SPDEs with continuous coefficients
African Diaspora Journal of Mathematics | 2005-03-21 | Paper |
Chaotic expansion and smoothness of some functionals of the fractional Brownian motion
Journal of Mathematics of Kyoto University | 2004-12-29 | Paper |
Strassen's local law for diffusion processes under strong topologies
Acta Mathematica Vietnamica | 2004-02-20 | Paper |
BSDE associated with Lévy processes and application to PDIE
Journal of Applied Mathematics and Stochastic Analysis | 2004-01-03 | Paper |
| scientific article; zbMATH DE number 1850753 (Why is no real title available?) | 2003-06-26 | Paper |
Limit theorems for BSDE with local time applications to non-linear PDE
Stochastics and Stochastic Reports | 2003-06-02 | Paper |
Hedging options in market models modulated by the fractional Brownian motion
Stochastic Analysis and Applications | 2001-12-06 | Paper |
Multivalued SPDEs driven by additive space-time white noise and additive white noise
Random Operators and Stochastic Equations | 2001-09-16 | Paper |
Large deviation estimates and functional law for diffusions in modulus spaces
Random Operators and Stochastic Equations | 2001-07-11 | Paper |
Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications
Stochastic Analysis and Applications | 2001-06-13 | Paper |
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space
Stochastic Processes and their Applications | 2001-01-17 | Paper |
On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients
Random Operators and Stochastic Equations | 1999-09-02 | Paper |
Grandes deviations des diffusions sur les espaces de besov-orlicz et application
Stochastics and Stochastic Reports | 1999-06-15 | Paper |
Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection
Annales Mathématiques Blaise Pascal | 1999-06-01 | Paper |
Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection
Annales Mathématiques Blaise Pascal | 1999-06-01 | Paper |
| scientific article; zbMATH DE number 1062618 (Why is no real title available?) | 1998-10-01 | Paper |
Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
Potential Analysis | 1998-08-31 | Paper |
On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients
Random Operators and Stochastic Equations | 1998-08-24 | Paper |
| scientific article; zbMATH DE number 1129547 (Why is no real title available?) | 1998-05-04 | Paper |
Large deviations of diffusions on Besov-Orlicz spaces
Bulletin des Sciences Mathématiques | 1998-01-27 | Paper |
| scientific article; zbMATH DE number 986671 (Why is no real title available?) | 1998-01-07 | Paper |
