Stochastic integration by parts and functional Itô calculus - Poche - Vlad Bally - Achat Livre | fnac
Positivity and lower bounds for the density of Wiener functionals
Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models
Conference in honor of Professor Vlad Bally
Stochastic Integration by Parts and Functional Itô Calculus: Vlad Bally Lucia Caramellino Rama Cont | Integral | Expected Value
The Central Limit Theorem for a Nonlinear Algorithm Based on Quantization
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Numerical method for optimal stopping of piecewise deterministic Markov processes
Integration by parts formula with respect to jump times for stochastic differential equations
Stochastic Integration by Parts and Functional Itô Calculus (Advanced Courses in Mathematics - CRM Barcelona) eBook: Bally, Vlad, Caramellino, Lucia, Cont, Rama, Utzet, Frederic, Vives, Josep: Amazon.in: Kindle Store
AN APPROXIMATION THEOREM FOR MARKOV PROCESSES
A quantization algorithm for solving multi- dimensional discrete-time optimal stopping problems
PDF) Asymptotic behavior for multi-scale PDMP's
Conference in honor of Professor Vlad Bally – Participants
Tubes estimates for Ito processes. Vlad Bally, University Paris Est ! Marne la Vallee. We consider a stochastic equation with pa
Regularity for jump equations using an interpolation method Vlad Bally, Lucia Caramellino
Thèse de doctorat
arXiv:1211.0052v1 [math.PR] 31 Oct 2012 Regularity of probability laws by using an interpolation method
Stochastic Integration by Parts and Functional Ito Calculus : Vlad Bally : 9783319271279
Lower Bounds for the Density of Asian Type SDE\s V. Bally, A. Kohatsu Higa
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The probabilistic parametrix method as a simulation method (tentative)
Stochastic Integration by Parts and Functional Itô Calculus: Vlad Bally Lucia Caramellino Rama Cont | Integral | Expected Value
Contributions to functional inequalities and limit theorems on configuration spaces
Stochastic Integration by Parts and Functional Itô Calculus (Advanced Courses in Mathematics - CRM Barcelona): Bally, Vlad, Caramellino, Lucia, Cont, Rama, Utzet, Frederic, Vives, Josep: 9783319271279: Amazon.com: Books
