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Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models
Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models

PDF) Asymptotic behavior for multi-scale PDMP's
PDF) Asymptotic behavior for multi-scale PDMP's

Numerical method for optimal stopping of piecewise deterministic Markov processes
Numerical method for optimal stopping of piecewise deterministic Markov processes

Stochastic Integration by Parts and Functional Itô Calculus: Vlad Bally Lucia Caramellino Rama Cont | Integral | Expected Value
Stochastic Integration by Parts and Functional Itô Calculus: Vlad Bally Lucia Caramellino Rama Cont | Integral | Expected Value

Lower Bounds for the Density of Asian Type SDE\s V. Bally, A. Kohatsu Higa
Lower Bounds for the Density of Asian Type SDE\s V. Bally, A. Kohatsu Higa

AN APPROXIMATION THEOREM FOR MARKOV PROCESSES
AN APPROXIMATION THEOREM FOR MARKOV PROCESSES

Stochastic Integration by Parts and Functional Ito Calculus by Vlad Bally, Lucia Caramellino | Waterstones
Stochastic Integration by Parts and Functional Ito Calculus by Vlad Bally, Lucia Caramellino | Waterstones

arXiv:1211.0052v1 [math.PR] 31 Oct 2012 Regularity of probability laws by using an interpolation method
arXiv:1211.0052v1 [math.PR] 31 Oct 2012 Regularity of probability laws by using an interpolation method

The Central Limit Theorem for a Nonlinear Algorithm Based on Quantization
The Central Limit Theorem for a Nonlinear Algorithm Based on Quantization

Conference in honor of Professor Vlad Bally
Conference in honor of Professor Vlad Bally

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
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

Stochastic Integration by Parts and Functional Ito Calculus : Vlad Bally : 9783319271279
Stochastic Integration by Parts and Functional Ito Calculus : Vlad Bally : 9783319271279

Approximation theorems for the local time of a Markov process
Approximation theorems for the local time of a Markov process

Tubes estimates for Ito processes. Vlad Bally, University Paris Est ! Marne la Vallee. We consider a stochastic equation with pa
Tubes estimates for Ito processes. Vlad Bally, University Paris Est ! Marne la Vallee. We consider a stochastic equation with pa

Vlad BALLY | Université Gustave Eiffel, Champs-sur-Marne | UFR Mathématiques
Vlad BALLY | Université Gustave Eiffel, Champs-sur-Marne | UFR Mathématiques

Vlad BALLY | LAMA
Vlad BALLY | LAMA

Integration by Parts Formulas, Malliavin Calculus, and Regularity of Probability Laws
Integration by Parts Formulas, Malliavin Calculus, and Regularity of Probability Laws

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
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

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Conference in honor of Professor Vlad Bally – Participants
Conference in honor of Professor Vlad Bally – Participants

Regularity for jump equations using an interpolation method Vlad Bally, Lucia Caramellino
Regularity for jump equations using an interpolation method Vlad Bally, Lucia Caramellino

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mon site

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The probabilistic parametrix method as a simulation method (tentative)
The probabilistic parametrix method as a simulation method (tentative)

A quantization algorithm for solving multi- dimensional discrete-time optimal stopping problems
A quantization algorithm for solving multi- dimensional discrete-time optimal stopping problems

Integration by parts formula with respect to jump times for stochastic differential equations
Integration by parts formula with respect to jump times for stochastic differential equations

PDF) Regularity and Stability for the Semigroup of Jump Diffusions with State-Dependent Intensity
PDF) Regularity and Stability for the Semigroup of Jump Diffusions with State-Dependent Intensity