Approximation theorems for the local time of a Markov process
Integration by Parts Formula with Respect to Jump Times for Stochastic Differential Equations
Regularity for jump equations using an interpolation method Vlad Bally, Lucia Caramellino
PDF) Regularity and Stability for the Semigroup of Jump Diffusions with State-Dependent Intensity
Vlad BALLY | Université Gustave Eiffel, Champs-sur-Marne | UFR Mathématiques
PDF) Asymptotic behavior for multi-scale PDMP's
A quantization algorithm for solving multi- dimensional discrete-time optimal stopping problems
Stochastic Integration by Parts and Functional Itô Calculus: Vlad Bally Lucia Caramellino Rama Cont | Integral | Expected Value
The probabilistic parametrix method as a simulation method (tentative)
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
arXiv:1211.0052v1 [math.PR] 31 Oct 2012 Regularity of probability laws by using an interpolation method
Lower Bounds for the Density of Asian Type SDE\s V. Bally, A. Kohatsu Higa
Positivity and lower bounds for the density of Wiener functionals
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Numerical probabilistic methods for high-dimensional problems in finance
Download PDF > Stochastic Integration by Parts and Functional It? Calculus \ CA46WIEFGXUF
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Conference in honor of Professor Vlad Bally – Participants
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Contributions to functional inequalities and limit theorems on configuration spaces
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