Vlad BALLY | LAMA
A Quantization Algorithm for Solving Multi-Dimensional Discrete-Time Optimal Stopping Problems
Conference in honor of Professor Vlad Bally
Read eBook > Stochastic Integration by Parts and Functional Itô Calculus // K2NEFXJU61J6
Approximation theorems for the local time of a Markov process
Stochastic Integration by Parts and Functional Itô Calculus: Vlad Bally Lucia Caramellino Rama Cont | Integral | Expected Value
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 Itô calculus - Poche - Vlad Bally - Achat Livre | fnac
The probabilistic parametrix method as a simulation method (tentative)
PDF) Asymptotic behavior for multi-scale PDMP's
Integration by Parts Formula with Respect to Jump Times for Stochastic Differential Equations
The Central Limit Theorem for a Nonlinear Algorithm Based on Quantization
Conference in honor of Professor Vlad Bally – Participants
A quantization algorithm for solving multi- dimensional discrete-time optimal stopping problems
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: Vlad Bally Lucia Caramellino Rama Cont | Integral | Expected Value
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
Regularity for jump equations using an interpolation method Vlad Bally, Lucia Caramellino
Vlad BALLY | Université Gustave Eiffel, Champs-sur-Marne | UFR Mathématiques
2
Integration by Parts Formulas, Malliavin Calculus, and Regularity of Probability Laws
AN APPROXIMATION THEOREM FOR MARKOV PROCESSES
index
Contributions to functional inequalities and limit theorems on configuration spaces
