Showing 1–20 of 20 results
/ Date/ Name
Oct 12, 2012Maximum Principle for Quasilinear Stochastic PDEs with ObstacleApr 16, 2013The existence and uniqueness result for Quasilinear Stochastic PDEs with Obstacle under weaker integrability conditionsJan 16, 2012Chaotic extensions and the lent particle method for Brownian motionJan 5, 2012Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptionsFeb 15, 2012The obstacle problem for quasilinear stochastic PDEs: Analytical approachJan 27, 2013Drichlet forms for Poisson measures and Lévy processes : the lent particle methodJul 12, 2008Energy image density property and the lent particle method for Poisson measuresApr 23, 2009Application of the lent particle method to Poisson driven SDE'sDec 7, 2020Quasilinear Stochastic PDEs with two obstacles: Probabilistic approachJul 5, 2006A theoretical framework for the pricing of contingent claims in the presence of model uncertaintyOct 6, 2017The CODALEMA/EXTASIS experiment: Contributions to the 35th International Cosmic Ray Conference (ICRC 2017)Jan 27, 2013Iteration of the lent particle method for existence of smooth densities of Poisson functionalsDec 5, 2025Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential EquationsOct 21, 2021Spectral Analysis of Solar Radio Type III Bursts from 20 kHz to 410 MHzFeb 9, 2008Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion PathesMay 20, 2025Malliavin derivative and sensitivity for optimal liquidationMar 27, 2020Digitizing analogic spectrograms recorded by the Nançay Decameter Array on 35 mm film rolls from 1970 to 1990Feb 1, 2019MASER: A Science Ready Toolbox for Low Frequency Radio AstronomyJan 7, 2013The Obstacle Problem for Quasilinear Stochastic PDEs with non-homogeneous operatorOct 27, 2025Malliavin calculcus for a Hawkes process