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Contributions to functional inequalities and limit theorems on configuration spaces
Integration by parts formula with respect to jump times for stochastic differential equations
Stochastic integration by parts and functional Itô calculus - Poche - Vlad Bally - Achat Livre | fnac
Thèse de doctorat
Vlad BALLY | Université Gustave Eiffel, Champs-sur-Marne | UFR Mathématiques
Regularity for jump equations using an interpolation method Vlad Bally, Lucia Caramellino
41_1987.pdf
The Central Limit Theorem for a Nonlinear Algorithm Based on Quantization
Approximation theorems for the local time of a Markov process
Numerical probabilistic methods for high-dimensional problems in finance
AN APPROXIMATION THEOREM FOR MARKOV PROCESSES
Download PDF > Stochastic Integration by Parts and Functional It? Calculus \ CA46WIEFGXUF
Integration by Parts Formula with Respect to Jump Times for Stochastic Differential Equations
A Quantization Algorithm for Solving Multi-Dimensional Discrete-Time Optimal Stopping Problems
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Lower Bounds for the Density of Asian Type SDE\s V. Bally, A. Kohatsu Higa
Conference in honor of Professor Vlad Bally – Participants
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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 Ito Calculus by Vlad Bally, Lucia Caramellino | Waterstones
Positivity and lower bounds for the density of Wiener functionals
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