scientific article; zbMATH DE number 4122983
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- Differentiable measures and the Malliavin calculus
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
- Wick product and stochastic partial differential equations with Poisson measure
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- Extended covariance identities and inequalities
- Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method
- Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces
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- Jumping SDEs: absolute continuity using monotonicity.
- Differential equations with boundary conditions perturbed by a Poisson noise.
- Partial mixing and Edgeworth expansion
- Differential calculus relative to some point processes
- A transfer principle from Wiener to Poisson space and applications
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- The full moment problem on subsets of probabilities and point configurations
- Using moment approximations to study the density of jump driven SDEs
- Third cumulant Stein approximation for Poisson stochastic integrals
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- Connections and curvature in the Riemannian geometry of configuration spaces
- Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition
- Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps
- Application of the lent particle method to Poisson-driven SDEs
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