scientific article; zbMATH DE number 4122983
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Publication:4735879
zbMATH Open0685.60056MaRDI QIDQ4735879FDOQ4735879
Authors: Etienne Pardoux, Eric Carlen 
Publication date: 1990
Title of this publication is not available (Why is that?)
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- Using moment approximations to study the density of jump driven SDEs
- Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method
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- Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces
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- Differential equations with boundary conditions perturbed by a Poisson noise.
- Malliavin Monte Carlo Greeks for jump diffusions
- The full moment problem on subsets of probabilities and point configurations
- A Malliavin calculus approach to sensitivity analysis in insurance
- Analysis and geometry on configuration spaces
- Sensitivity analysis for averaged asset price dynamics with gamma processes
- Differential calculus relative to some point processes
- Poisson path integrals of the ``Riemann kind
- Anticipative Markovian transformations on the Poisson space.
- Partial mixing and Edgeworth expansion
- Differentiable measures and the Malliavin calculus
- A transfer principle from Wiener to Poisson space and applications
- Calculus on Poisson Manifolds
- Girsanov theorem for anticipative shifts on Poisson space
- Duality formulas on the Poisson space
- Integration by parts for Poisson processes
- Error calculus and regularity of Poisson functionals: The lent particle method
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
- Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition
- Extended covariance identities and inequalities
- A calculus on Fock space and its probabilistic interpretations
- Stochastic derivative of Poisson polynomial functionals and its application
- Existence and smoothness of the densities of stochastic functional differential equations with jumps
- Connections and curvature in the Riemannian geometry of configuration spaces
- Enlargement of filtration on Poisson space: a Malliavin calculus approach
- Integration by parts formula for locally smooth laws and applications to sensitivity computations
- De Rham-Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space
- Jumping SDEs: absolute continuity using monotonicity.
- Application of the lent particle method to Poisson-driven SDEs
- Integration by Parts for Point Processes and Monte Carlo Estimation
- Third cumulant Stein approximation for Poisson stochastic integrals
- Wick product and stochastic partial differential equations with Poisson measure
- Sensitivity analysis and density estimation for finite-time ruin probabilities
- Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps
- On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space
- Reciprocal class of jump processes
- Elements of Poisson integral calculus and quantum mechanics
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
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