| Publication | Date of Publication | Type |
|---|
Hedging portfolio for a market model of degenerate diffusions
Stochastics | 2023-07-27 | Paper |
Hedging portfolio for a market model of degenerate diffusions
Stochastics | 2023-07-27 | Paper |
| An anticipating tangent to a semimartingale | 2023-03-20 | Paper |
| A simple proof of logarithmic Sobolev inequality on the Heisenberg groups | 2022-02-20 | Paper |
Martingale representation for degenerate diffusions
Journal of Functional Analysis | 2019-04-24 | Paper |
| Variational characterization of the regularity of Monge-Brenier maps | 2017-04-02 | Paper |
Persistence of invertibility in the Wiener space
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Entropic solution of the innovation conjecture of T. Kailath
Kyoto Journal of Mathematics | 2015-10-05 | Paper |
Entropic solution of the innovation conjecture of T. Kailath
Kyoto Journal of Mathematics | 2015-10-05 | Paper |
Transportation cost inequalities for diffusions under uniform distance
Springer Proceedings in Mathematics & Statistics | 2015-07-02 | Paper |
| A sophisticated proof of the multiplication formula for multiple Wiener integrals | 2014-11-18 | Paper |
Variational calculation of Laplace transforms via entropy on Wiener space and applications
Journal of Functional Analysis | 2014-09-29 | Paper |
Local Invertibility of Adapted Shifts on Wiener Space and Related Topics
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
Parametric regularity of the conditional expectations via the Malliavin calculus and applications
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
| Regularity of the conditional expectations with respect to signal to noise ratio | 2011-05-06 | Paper |
Log-concave measures
(available as arXiv preprint) | 2010-08-27 | Paper |
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
Probability Surveys | 2010-06-29 | Paper |
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
Probability Surveys | 2010-06-29 | Paper |
| Analysis on Wiener Space and Applications | 2010-03-08 | Paper |
Entropy, invertibility and variational calculus of adapted shifts on Wiener space
Journal of Functional Analysis | 2009-11-30 | Paper |
Entropy, invertibility and variational calculus of adapted shifts on Wiener space
Journal of Functional Analysis | 2009-11-30 | Paper |
Probabilistic solution of the American options
Journal of Functional Analysis | 2009-06-04 | Paper |
Some covariance inequalities in Wiener space
Journal of Functional Analysis | 2009-02-10 | Paper |
| scientific article; zbMATH DE number 5356150 (Why is no real title available?) | 2008-10-23 | Paper |
A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2008-09-10 | Paper |
Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation
Stochastic Processes and their Applications | 2007-08-20 | Paper |
Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2007-08-17 | Paper |
The invertibility of adapted perturbations of identity on the Wiener space
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-08-14 | Paper |
Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
Journal of Functional Analysis | 2006-04-28 | Paper |
Some remarks about the positivity of random variables on a Gaussian probability space
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-02-23 | Paper |
scientific article; zbMATH DE number 2134061 (Why is no real title available?)
(available as arXiv preprint) | 2005-02-15 | Paper |
| scientific article; zbMATH DE number 2131672 (Why is no real title available?) | 2005-02-01 | Paper |
The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-08-20 | Paper |
| Solution of Monge-Amp\`ere Equation on Wiener Space for log-concave measures: General case | 2004-07-07 | Paper |
Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-07-01 | Paper |
| Solution of the Monge-Ampere Equation on Wiener Space for log-concave measures | 2004-03-29 | Paper |
| scientific article; zbMATH DE number 1981811 (Why is no real title available?) | 2003-09-16 | Paper |
| The Monge-Kantorovitch Problem and Monge-Ampere Equation on Wiener Space | 2003-06-23 | Paper |
Measure transport on Wiener space and the Girsanov theorem.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2002-10-14 | Paper |
Tangent processes on Wiener space
Journal of Functional Analysis | 2002-09-08 | Paper |
| scientific article; zbMATH DE number 1665397 (Why is no real title available?) | 2001-10-21 | Paper |
| Some Ergodic Theorems for Random Rotations on Wiener Space | 2001-10-16 | Paper |
The notion of convexity and concavity on Wiener space
Journal of Functional Analysis | 2001-09-02 | Paper |
| scientific article; zbMATH DE number 1595040 (Why is no real title available?) | 2001-05-06 | Paper |
Ergodicité des rotations sur l'espace de Wiener
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2001-03-07 | Paper |
On the uniform integrability of the Radon-Nikodym densities for Wiener measure
Journal of Functional Analysis | 2001-01-02 | Paper |
Embedding the abstract Wiener space in a probability space
Journal of Functional Analysis | 2000-08-28 | Paper |
| scientific article; zbMATH DE number 1304741 (Why is no real title available?) | 2000-06-07 | Paper |
| scientific article; zbMATH DE number 1121862 (Why is no real title available?) | 2000-04-10 | Paper |
Dérivabilité globale et locale des fonctionnelles de Wiener
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-02-20 | Paper |
| Transformation of measure on Wiener space | 2000-01-01 | Paper |
| scientific article; zbMATH DE number 1380631 (Why is no real title available?) | 1999-12-19 | Paper |
| scientific article; zbMATH DE number 1241995 (Why is no real title available?) | 1999-10-14 | Paper |
Stochastic analysis of the fractional Brownian motion
Potential Analysis | 1999-07-20 | Paper |
Fractional Brownian motion: theory and applications
ESAIM: Proceedings | 1999-01-27 | Paper |
| scientific article; zbMATH DE number 1121856 (Why is no real title available?) | 1998-08-09 | Paper |
The Sard inequality on Wiener space
Journal of Functional Analysis | 1998-04-01 | Paper |
| scientific article; zbMATH DE number 1066386 (Why is no real title available?) | 1998-03-24 | Paper |
| scientific article; zbMATH DE number 1047450 (Why is no real title available?) | 1997-08-11 | Paper |
| scientific article; zbMATH DE number 1047450 (Why is no real title available?) | 1997-08-11 | Paper |
Degree theory on Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-07-23 | Paper |
The construction of filtrations on abstract Wiener space
Journal of Functional Analysis | 1997-04-09 | Paper |
Radonification of cylindrical semimartingales on Hilbert spaces
Annales Mathématiques Blaise Pascal | 1997-02-17 | Paper |
Radonification of cylindrical semimartingales on Hilbert spaces
Annales Mathématiques Blaise Pascal | 1997-02-17 | Paper |
Measures induced on Wiener space by monotone shifts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-12-16 | Paper |
| scientific article; zbMATH DE number 850221 (Why is no real title available?) | 1996-09-16 | Paper |
| scientific article; zbMATH DE number 860010 (Why is no real title available?) | 1996-09-08 | Paper |
| scientific article; zbMATH DE number 898371 (Why is no real title available?) | 1996-08-15 | Paper |
| scientific article; zbMATH DE number 780883 (Why is no real title available?) | 1996-08-13 | Paper |
| scientific article; zbMATH DE number 774060 (Why is no real title available?) | 1996-08-13 | Paper |
Some exponential moment inequalities for the Wiener functionals
Journal of Functional Analysis | 1996-04-28 | Paper |
Random rotations of the Wiener path
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-02-13 | Paper |
An introduction to analysis on Wiener space
Lecture Notes in Mathematics | 1995-10-09 | Paper |
The Beneš equation and stochastic calculus of variations
Stochastic Processes and their Applications | 1995-08-07 | Paper |
| scientific article; zbMATH DE number 755583 (Why is no real title available?) | 1995-06-11 | Paper |
| scientific article; zbMATH DE number 708766 (Why is no real title available?) | 1995-02-16 | Paper |
Transformation of the Wiener measure under non-invertible shifts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-11-21 | Paper |
| scientific article; zbMATH DE number 503115 (Why is no real title available?) | 1994-09-08 | Paper |
Applications of the degree theorem to absolute continuity on Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-15 | Paper |
| scientific article; zbMATH DE number 559133 (Why is no real title available?) | 1994-07-14 | Paper |
The composition of Wiener functionals with non absolutely continuous shifts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-14 | Paper |
| scientific article; zbMATH DE number 559094 (Why is no real title available?) | 1994-04-28 | Paper |
| scientific article; zbMATH DE number 446482 (Why is no real title available?) | 1994-02-24 | Paper |
| scientific article; zbMATH DE number 446486 (Why is no real title available?) | 1993-12-12 | Paper |
| scientific article; zbMATH DE number 152118 (Why is no real title available?) | 1993-04-28 | Paper |
Transformation of Wiener measure under anticipative flows
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1993-03-22 | Paper |
| scientific article; zbMATH DE number 15790 (Why is no real title available?) | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 15791 (Why is no real title available?) | 1992-06-25 | Paper |
On the structure of independence on Wiener space
Journal of Functional Analysis | 1992-06-25 | Paper |
An explicit representation of local times of anticipative processes
Stochastics and Stochastic Reports | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4192797 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4215085 (Why is no real title available?) | 1991-01-01 | Paper |
Hypoellipticity of the stochastic partial differential operators
Stochastic Analysis and Applications | 1991-01-01 | Paper |
Geometric analysis of conditional independence on Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1991-01-01 | Paper |
Some relations among classes of \(\sigma\)-fields on Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
Diffusion approximation of videoconference networks
Queueing Systems | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4145053 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4122996 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4107811 (Why is no real title available?) | 1989-01-01 | Paper |
On independence and conditioning on Wiener space
The Annals of Probability | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4050659 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050660 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4042974 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4064177 (Why is no real title available?) | 1988-01-01 | Paper |
On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral
Stochastics | 1988-01-01 | Paper |
Extension of the ito calculus via the malliavin calculus
Stochastics | 1988-01-01 | Paper |
The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4011579 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4038944 (Why is no real title available?) | 1987-01-01 | Paper |
Representation of the distributions on Wiener space and stochastic calculus of variations
Journal of Functional Analysis | 1987-01-01 | Paper |
Representation of the distributions on Wiener space and stochastic calculus of variations
Journal of Functional Analysis | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3986317 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3973974 (Why is no real title available?) | 1986-01-01 | Paper |
Applications of integration by parts formula for infinite-dimensional semimartingales
Journal of Multivariate Analysis | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3888634 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3919477 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3947336 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3854129 (Why is no real title available?) | 1984-01-01 | Paper |
Additive processes on nuclear spaces
The Annals of Probability | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3820843 (Why is no real title available?) | 1983-01-01 | Paper |
Stochastic Feynman-Kac formula
Journal d'Analyse Mathématique | 1983-01-01 | Paper |
Erratum to ?A characterization of semimartingales on nuclear spaces?
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1983-01-01 | Paper |
Analytic semimartingales and their boundary values
Journal of Functional Analysis | 1983-01-01 | Paper |
Some applications of stochastic integration in infinite dimensions
Stochastics | 1982-01-01 | Paper |
A characterization of semimartingales on nuclear spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
Malliavin Calculus for Degenerate Diffusions
(available as arXiv preprint) | N/A | Paper |
