The following pages link to Jean Picard (Q590986):
Displaying 50 items.
- Cumulant operators and moments of the Itô and Skorohod integrals (Q357427) (← links)
- Stochastic algorithms for computing means of probability measures (Q424479) (← links)
- Variational calculation of Laplace transforms via entropy on Wiener space and applications (Q457613) (← links)
- The \(W\)-entropy formula for the Witten Laplacian on manifolds with time dependent metrics and potentials (Q499900) (← links)
- Hardy-Littlewood-Paley-type inequalities on compact Lie groups (Q509073) (← links)
- Stochastic incompleteness for graphs and weak Omori-Yau maximum principle (Q531882) (← links)
- Riesz transform and integration by parts formulas for random variables (Q544522) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Integration by parts on the law of the reflecting Brownian motion (Q557582) (← links)
- (Q587281) (redirect page) (← links)
- Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric (Q609347) (← links)
- A Brownian motion on the diffeomorphism group of the circle (Q618783) (← links)
- Clark-Ocone type formula for non-semimartingales with finite quadratic variation (Q627755) (← links)
- Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure (Q633146) (← links)
- Heat semi-group and generalized flows on complete Riemannian manifolds (Q645938) (← links)
- Harnack inequalities in infinite dimensions (Q694772) (← links)
- Brownian excursions, stochastic integrals, and representation of Wiener functionals (Q850399) (← links)
- Estimates for the density of a nonlinear Landau process (Q852598) (← links)
- Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps (Q860698) (← links)
- Besov regularity for the generalized local time of the indefinite Skorohod integral (Q868051) (← links)
- Estimates of the Kantorovich norm on manifolds (Q892737) (← links)
- Jensen's inequality for filtration consistent nonlinear expectation without domination condition (Q932335) (← links)
- On filtration enlargements and purely discontinuous martingales (Q947156) (← links)
- Densities for rough differential equations under Hörmander's condition (Q974084) (← links)
- Erratum to: On the existence of smooth densities for jump processes (Q975312) (← links)
- A remark on the asymptotic expansion of density function of Wiener functionals (Q999856) (← links)
- Some covariance inequalities in Wiener space (Q999858) (← links)
- Clark-Ocone formula and variational representation for Poisson functionals (Q1019087) (← links)
- Density minoration of a strongly non-degenerated random variable (Q1028327) (← links)
- Heat kernel analysis on semi-infinite Lie groups (Q1039415) (← links)
- Brownian and fractional Brownian stochastic currents via Malliavin calculus (Q1048164) (← links)
- Filtering and analysis of linear discrete control systems under a nonparametric specification of the correlated noises (Q1070204) (← links)
- Generalization of the theory of constrained optimal filtering to the case of nonwhite noise in observations (Q1070207) (← links)
- On some finite dimensional nonlinear filters for certain diffusions observed in correlated noise (Q1076659) (← links)
- Recursive filtering algorithms for systems with piecewise-linear nonlinearities (Q1090303) (← links)
- Filtering, interpolation, and extrapolation of Markov chains with a continuous parameter (Q1090657) (← links)
- On a new class of finite dimensional estimation algebras (Q1093610) (← links)
- Filtering of stochastic processes in the case of continuous-discrete observation channels with memory (Q1095101) (← links)
- Statistiques de diffusions et temps local. (Statistics of diffusions and local times) (Q1098207) (← links)
- Diffusion first passage times: Approximations and related differential equations (Q1098500) (← links)
- Improvement in adaptive noise canceling using a nonlinear filter based on the Pontryagin minimum principle (Q1105547) (← links)
- Convergence in probability for perturbed stochastic integral equations (Q1112454) (← links)
- Approximate nonlinear filtering for piecewise linear systems (Q1114657) (← links)
- Brownian bridge on hyperbolic spaces and on homogeneous trees (Q1124997) (← links)
- Stochastic anticipative calculus on the path space over a compact Riemannian manifold (Q1128300) (← links)
- Non perturbative construction of invariant measure through confinement by curvature (Q1128305) (← links)
- Martingales on Riemannian manifolds with prescribed limit (Q1178625) (← links)
- Ergodicity and mixing conditions of Markov processes in nonparametric filtering problems (Q1180934) (← links)
- Existence and smoothness of transition density for jump-type Markov processes: Applications of Malliavin calculus (Q1198468) (← links)
- Integration by parts for Poisson processes (Q1209876) (← links)
