| Publication | Date of Publication | Type |
|---|
Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)
Stochastic Processes and their Applications | 2024-10-08 | Paper |
Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps
Journal of Mathematical Analysis and Applications | 2024-05-23 | Paper |
Construction of Boltzmann and McKean-Vlasov type flows (the sewing lemma approach)
The Annals of Applied Probability | 2024-01-15 | Paper |
Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)
| 2023-06-01 | Paper |
Total variation distance between a jump-equation and its Gaussian approximation
| 2022-12-14 | Paper |
Total variation distance between a jump-equation and its Gaussian approximation
Stochastic and Partial Differential Equations. Analysis and Computations | 2022-11-07 | Paper |
Using moment approximations to study the density of jump driven SDEs
Electronic Journal of Probability | 2022-06-13 | Paper |
A generic construction for high order approximation schemes of semigroups using random grids
Numerische Mathematik | 2021-08-27 | Paper |
Regularization lemmas and convergence in total variation
Electronic Journal of Probability | 2020-07-29 | Paper |
Total variation distance between stochastic polynomials and invariance principles
The Annals of Probability | 2020-06-15 | Paper |
Tube estimates for diffusions under a local strong Hörmander condition
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-01-31 | Paper |
Non universality for the variance of the number of real roots of random trigonometric polynomials
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2019-07-17 | Paper |
Upper bounds for the function solution of the homogeneous \(2D\) Boltzmann equation with hard potential
The Annals of Applied Probability | 2019-05-22 | Paper |
Transfer of regularity for Markov semigroups
| 2019-05-15 | Paper |
Regularity and stability for the semigroup of jump diffusions with state-dependent intensity
The Annals of Applied Probability | 2018-11-07 | Paper |
Convergence in distribution norms in the CLT for non identical distributed random variables
Electronic Journal of Probability | 2018-08-24 | Paper |
Convergence and regularity of probability laws by using an interpolation method
The Annals of Probability | 2017-10-24 | Paper |
Regularity of Wiener functionals under a Hörmander type condition of order one
The Annals of Probability | 2017-07-28 | Paper |
Diffusions under a local strong H\"ormander condition. Part II: tube estimates
| 2016-07-15 | Paper |
Asymptotic development for the CLT in total variation distance
Bernoulli | 2016-07-14 | Paper |
An Invariance Principle for Stochastic Series II. Non Gaussian Limits
| 2016-07-13 | Paper |
Regularity of probability laws by using an interpolation method
Advanced Courses in Mathematics - CRM Barcelona | 2016-06-24 | Paper |
Integration by parts formulas and the Riesz transform
Advanced Courses in Mathematics - CRM Barcelona | 2016-06-24 | Paper |
Construction of integration by parts formulas
Advanced Courses in Mathematics - CRM Barcelona | 2016-06-24 | Paper |
Approximation of Markov semigroups in total variation distance
Electronic Journal of Probability | 2016-05-23 | Paper |
Integration by parts formulas and regularity of probability laws
Stochastic Analysis: A Series of Lectures | 2016-02-09 | Paper |
A probabilistic interpretation of the parametrix method
The Annals of Applied Probability | 2015-11-24 | Paper |
An invariance principle for stochastic series I. Gaussian limits
| 2015-10-13 | Paper |
On the distances between probability density functions
Electronic Journal of Probability | 2015-02-03 | Paper |
Positivity and lower bounds for the density of Wiener functionals
Potential Analysis | 2013-08-05 | Paper |
Tubes estimates for diffusion processes under a local H\"ormander condition of order one
| 2012-02-21 | Paper |
Regularization properties of the 2D homogeneous Boltzmann equation without cutoff
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2012-02-13 | Paper |
Integration by parts formula and applications to equations with jumps
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2012-02-13 | Paper |
Estimates for the probability that Itô processes remain near a path
Stochastic Processes and their Applications | 2011-08-04 | Paper |
Integration by parts formula with respect to jump times for stochastic differential equations
Stochastic Analysis 2010 | 2011-07-13 | Paper |
Riesz transform and integration by parts formulas for random variables
Stochastic Processes and their Applications | 2011-06-15 | Paper |
Bounds on Stock Price probability distributions in Local-Stochastic Volatility models
| 2010-06-16 | Paper |
Lower bounds for densities of Asian type stochastic differential equations
Journal of Functional Analysis | 2010-05-17 | Paper |
Malliavin Calculus for Pure Jump Processes and Applications to Finance
Special Volume: Mathematical Modeling and Numerical Methods in Finance | 2009-06-05 | Paper |
Integration by parts formula for locally smooth laws and applications to sensitivity computations
The Annals of Applied Probability | 2008-01-18 | Paper |
A mixed PDE-Monte Carlo approach for pricing credit default index swaptions
Decisions in Economics and Finance | 2007-05-24 | Paper |
Lower bounds for the density of locally elliptic Itô processes
The Annals of Probability | 2007-04-10 | Paper |
Error analysis of the optimal quantization algorithm for obstacle problems.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach
Monte Carlo Methods and Applications | 2005-09-12 | Paper |
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
Mathematical Finance | 2005-08-17 | Paper |
Backward stochastic differential equations associated to a symmetric Markov process
Potential Analysis | 2005-05-13 | Paper |
A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs
Journal of Functional Analysis | 2004-08-16 | Paper |
The central limit theorem for a nonlinear algorithm based on quantization
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
Bernoulli | 2004-06-10 | Paper |
First-Order Schemes in the Numerical Quantization Method
Mathematical Finance | 2003-01-01 | Paper |
Approximation of the Snell Envelope and American Options Prices in dimension one
ESAIM: Probability and Statistics | 2002-06-11 | Paper |
Weak solutions for SPDE's and backward doubly stochastic differential equations
Journal of Theoretical Probability | 2001-07-12 | Paper |
A stochastic quantization method for nonlinear problems.
Monte Carlo Methods and Applications | 2001-01-01 | Paper |
Malliavin calculus for white noise driven parabolic SPDEs
Potential Analysis | 2000-01-02 | Paper |
ICIAM/GAMM 95 Numerical Analysis, Scientific computing Computer ScienceICIAM/GAMM 95 Numerical Analysis, Scientific computing Computer Science
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 1999-11-08 | Paper |
Construction of asymptotically optimal controls for control and game problems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-07-26 | Paper |
scientific article; zbMATH DE number 1066322 (Why is no real title available?)
| 1997-09-25 | Paper |
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
Monte Carlo Methods and Applications | 1997-07-20 | Paper |
The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-05-27 | Paper |
Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
The Annals of Probability | 1996-03-26 | Paper |
The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus
Mathematics and Computers in Simulation | 1995-10-31 | Paper |
White noise driven parabolic SPDEs with measurable drift
Journal of Functional Analysis | 1994-11-21 | Paper |
scientific article; zbMATH DE number 124137 (Why is no real title available?)
| 1993-02-18 | Paper |
The stability problem for functional stochastic Equations
Stochastics and Stochastic Reports | 1993-01-17 | Paper |
On the connection between the Malliavin covariance matrix and Hörmander's condition
Journal of Functional Analysis | 1991-01-01 | Paper |
approximation for the solutions of stochastic differential equations. iii. jointly weak convergence
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
Approximation models for the continuous additive functionals of multidimensional Brownian motion
Stochastic Processes and their Applications | 1989-01-01 | Paper |
Approximation for the solutions of stochastic differential equations. i: lp-convergence
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4122991 (Why is no real title available?)
| 1989-01-01 | Paper |
Approximation for the solutions of stochastic differential equations: ii strong convergence
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4109797 (Why is no real title available?)
| 1988-01-01 | Paper |
A class of Markov processes which admit local times
The Annals of Probability | 1987-01-01 | Paper |
scientific article; zbMATH DE number 3960708 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3986337 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3940329 (Why is no real title available?)
| 1985-01-01 | Paper |
An approximation theorem for Markov processes
Osaka Journal of Mathematics | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3852092 (Why is no real title available?)
| 1984-01-01 | Paper |
