Lower Bounds for the Density of Asian Type SDE\s V. Bally, A. Kohatsu Higa
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A Quantization Algorithm for Solving Multi-Dimensional Discrete-Time Optimal Stopping Problems
Stochastic Integration by Parts and Functional Itô Calculus: Vlad Bally Lucia Caramellino Rama Cont | Integral | Expected Value
Stochastic Integration by Parts and Functional Ito Calculus : Vlad Bally : 9783319271279
The probabilistic parametrix method as a simulation method (tentative)
Stochastic integration by parts and functional Itô calculus - Poche - Vlad Bally - Achat Livre | fnac
Stochastic Integration by Parts and Functional Itô Calculus: Vlad Bally Lucia Caramellino Rama Cont | Integral | Expected Value
index
Conference in honor of Professor Vlad Bally
AN APPROXIMATION THEOREM FOR MARKOV PROCESSES
mon site
Contributions to functional inequalities and limit theorems on configuration spaces
arXiv:1211.0052v1 [math.PR] 31 Oct 2012 Regularity of probability laws by using an interpolation method
Integration by parts formula with respect to jump times for stochastic differential equations
Vlad BALLY | LAMA
PDF) Regularity and Stability for the Semigroup of Jump Diffusions with State-Dependent Intensity
Integration by Parts Formulas, Malliavin Calculus, and Regularity of Probability Laws
Stochastic Integration by Parts and Functional Ito Calculus by Vlad Bally, Lucia Caramellino | Waterstones
Thèse de doctorat
Numerical method for optimal stopping of piecewise deterministic Markov processes
