| Publication | Date of Publication | Type |
|---|
| Construction of Boltzmann and McKean-Vlasov type flows (the sewing lemma approach) | 2024-01-15 | Paper |
| Approximation for the invariant measure with applications for jump processes (convergence in total variation distance) | 2023-06-01 | Paper |
| Total variation distance between a jump-equation and its Gaussian approximation | 2022-12-14 | Paper |
| Total variation distance between a jump-equation and its Gaussian approximation | 2022-11-07 | Paper |
| Using moment approximations to study the density of jump driven SDEs | 2022-06-13 | Paper |
| A generic construction for high order approximation schemes of semigroups using random grids | 2021-08-27 | Paper |
| Regularization lemmas and convergence in total variation | 2020-07-29 | Paper |
| Total variation distance between stochastic polynomials and invariance principles | 2020-06-15 | Paper |
| Tube estimates for diffusions under a local strong Hörmander condition | 2020-01-31 | Paper |
| Non universality for the variance of the number of real roots of random trigonometric polynomials | 2019-07-17 | Paper |
| Upper bounds for the function solution of the homogeneous \(2D\) Boltzmann equation with hard potential | 2019-05-22 | Paper |
| Transfer of regularity for Markov semigroups | 2019-05-15 | Paper |
| Regularity and stability for the semigroup of jump diffusions with state-dependent intensity | 2018-11-07 | Paper |
| Convergence in distribution norms in the CLT for non identical distributed random variables | 2018-08-24 | Paper |
| Convergence and regularity of probability laws by using an interpolation method | 2017-10-24 | Paper |
| Regularity of Wiener functionals under a Hörmander type condition of order one | 2017-07-28 | Paper |
| Diffusions under a local strong H\"ormander condition. Part II: tube estimates | 2016-07-15 | Paper |
| Asymptotic development for the CLT in total variation distance | 2016-07-14 | Paper |
| An Invariance Principle for Stochastic Series II. Non Gaussian Limits | 2016-07-13 | Paper |
| Integration by parts formulas and the Riesz transform | 2016-06-24 | Paper |
| Construction of integration by parts formulas | 2016-06-24 | Paper |
| Regularity of probability laws by using an interpolation method | 2016-06-24 | Paper |
| Approximation of Markov semigroups in total variation distance | 2016-05-23 | Paper |
| Integration by Parts Formulas and Regularity of Probability Laws | 2016-02-09 | Paper |
| A probabilistic interpretation of the parametrix method | 2015-11-24 | Paper |
| An invariance principle for stochastic series I. Gaussian limits | 2015-10-13 | Paper |
| On the distances between probability density functions | 2015-02-03 | Paper |
| Positivity and lower bounds for the density of Wiener functionals | 2013-08-05 | Paper |
| Tubes estimates for diffusion processes under a local H\"ormander condition of order one | 2012-02-21 | Paper |
| Integration by parts formula and applications to equations with jumps | 2012-02-13 | Paper |
| Regularization properties of the 2D homogeneous Boltzmann equation without cutoff | 2012-02-13 | Paper |
| Estimates for the probability that Itô processes remain near a path | 2011-08-04 | Paper |
| Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations | 2011-07-13 | Paper |
| Riesz transform and integration by parts formulas for random variables | 2011-06-15 | Paper |
| Bounds on Stock Price probability distributions in Local-Stochastic Volatility models | 2010-06-16 | Paper |
| Lower bounds for densities of Asian type stochastic differential equations | 2010-05-17 | Paper |
| Malliavin Calculus for Pure Jump Processes and Applications to Finance | 2009-06-05 | Paper |
| Integration by parts formula for locally smooth laws and applications to sensitivity computations | 2008-01-18 | Paper |
| A mixed PDE-Monte Carlo approach for pricing credit default index swaptions | 2007-05-24 | Paper |
| Lower bounds for the density of locally elliptic Itô processes | 2007-04-10 | Paper |
| Error analysis of the optimal quantization algorithm for obstacle problems. | 2005-11-29 | Paper |
| Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach | 2005-09-12 | Paper |
| A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS | 2005-08-17 | Paper |
| Backward stochastic differential equations associated to a symmetric Markov process | 2005-05-13 | Paper |
| A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs | 2004-08-16 | Paper |
| The central limit theorem for a nonlinear algorithm based on quantization | 2004-08-06 | Paper |
| A quantization algorithm for solving multidimensional discrete-time optimal stopping problems | 2004-06-10 | Paper |
| First-Order Schemes in the Numerical Quantization Method | 2003-01-01 | Paper |
| Approximation of the Snell Envelope and American Options Prices in dimension one | 2002-06-11 | Paper |
| Weak solutions for SPDE's and backward doubly stochastic differential equations | 2001-07-12 | Paper |
| A stochastic quantization method for nonlinear problems | 2001-01-01 | Paper |
| Malliavin calculus for white noise driven parabolic SPDEs | 2000-01-02 | Paper |
| ICIAM/GAMM 95 Numerical Analysis, Scientific computing Computer ScienceICIAM/GAMM 95 Numerical Analysis, Scientific computing Computer Science | 1999-11-08 | Paper |
| Construction of asymptotically optimal controls for control and game problems | 1999-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357509 | 1997-09-25 | Paper |
| The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density | 1997-07-20 | Paper |
| The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function | 1996-05-27 | Paper |
| Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations | 1996-03-26 | Paper |
| The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus | 1995-10-31 | Paper |
| White noise driven parabolic SPDEs with measurable drift | 1994-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4025843 | 1993-02-18 | Paper |
| The stability problem for functional stochastic Equations | 1993-01-17 | Paper |
| On the connection between the Malliavin covariance matrix and Hörmander's condition | 1991-01-01 | Paper |
| approximation for the solutions of stochastic differential equations. iii. jointly weak convergence | 1990-01-01 | Paper |
| Approximation models for the continuous additive functionals of multidimensional Brownian motion | 1989-01-01 | Paper |
| Approximation for the solutions of stochastic differential equations. i: lp-convergence | 1989-01-01 | Paper |
| Approximation for the solutions of stochastic differential equations: ii strong convergence | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4735884 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3833389 | 1988-01-01 | Paper |
| A class of Markov processes which admit local times | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3729780 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3749873 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711405 | 1985-01-01 | Paper |
| An approximation theorem for Markov processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321157 | 1984-01-01 | Paper |
