The following pages link to Laurent Denis (Q255476):
Displaying 32 items.
- The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator (Q255478) (← links)
- Chaotic extensions and the lent particle method for Brownian motion (Q388931) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- Application of the lent particle method to Poisson-driven SDEs (Q662825) (← links)
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952) (← links)
- Maximum principle and comparison theorem for quasi-linear stochastic PDE's (Q1039113) (← links)
- (Q1362759) (redirect page) (← links)
- Quasi-sure analysis related to a sub-Markovian semi-group (Q1362760) (← links)
- A criterion of density for solutions of Poisson-driven SDEs (Q1596316) (← links)
- A general analytical result for non-linear {SPDE}'s and applications (Q1767527) (← links)
- Solutions of stochastic partial differential equations considered as Dirichlet processes (Q1769782) (← links)
- Iteration of the lent particle method for existence of smooth densities of Poisson functionals (Q1935425) (← links)
- Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions (Q1940244) (← links)
- Quasilinear stochastic PDEs with two obstacles: probabilistic approach (Q1994906) (← links)
- Maximum principle for quasilinear stochastic PDEs with obstacle (Q2248611) (← links)
- Energy image density property and the lent particle method for Poisson measures (Q2391272) (← links)
- The obstacle problem for quasilinear stochastic PDEs: analytical approach (Q2450242) (← links)
- \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's (Q2575674) (← links)
- Malliavin calculus for Markov chains using perturbations of time (Q2833703) (← links)
- Optimal Investment under Model Uncertainty in Nondominated Models (Q2848566) (← links)
- Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method (Q2909970) (← links)
- ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)
- Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes (Q3452538) (← links)
- The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions (Q3453142) (← links)
- Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes (Q3626715) (← links)
- (Q3992262) (← links)
- (Q4031252) (← links)
- (Q4033880) (← links)
- (Q4501613) (← links)
- Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise (Q4653007) (← links)
- (Q4861751) (← links)
- (Q4912177) (← links)
