1. Recherche
24 résultats  enregistrer la recherche
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hal-01104866v1  Pré-publication, Document de travail
Vlad Bally, Lucia Caramellino. Asymptotic development for the CLT in total variation distance
2015
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hal-01104873v1  Pré-publication, Document de travail
Vlad Bally, Lucia Caramellino. Tubes estimates for diffusion processes under a local Hörmander condition of order one
2015
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hal-01109276v1  Pré-publication, Document de travail
Vlad Bally, Lucia Caramellino. Regularity of probability laws by using an interpolation method
2015
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hal-01110015v1  Pré-publication, Document de travail
Vlad Bally, Clément Rey. Approximation of Markov semigroups in total variation distance
2015
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hal-01413546v1  Pré-publication, Document de travail
Vlad Bally, Lucia Caramellino, Paolo Pigato. Diffusions under a local strong Hörmander condition. Part I: density estimates
2016
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hal-01413556v1  Pré-publication, Document de travail
Vlad Bally, Lucia Caramellino. Regularity of Wiener functionals under a Hörmander type condition of order one
2016
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hal-01413533v1  Pré-publication, Document de travail
Vlad Bally, Lucia Caramellino. An Invariance Principle for Stochastic Series II. Non Gaussian Limits
2016
hal-00692821v1  Article dans une revue
Vlad Bally, Begona Fernandez, Ana Meda. Estimates for the probability that Ito processes remain near a path
Stochastic Processes and their Applications, Elsevier, 2011, 121 (9), pp.2087--2113. <10.1016/j.spa.2011.05.004>
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hal-01407420v1  Pré-publication, Document de travail
Vlad Bally, Lucia Caramellino, Paolo Pigato. Diffusions under a local strong Hörmander condition. Part II: tube estimates
2016
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hal-00472657v1  Chapitre d'ouvrage
Vlad Bally, Emmanuelle Clément. Integration by parts formula with respect to jump times for stochastic differential equations
Stochastic Analysis 2010, Springer-Verlag, pp.7-29, 2010
hal-00676429v1  Article dans une revue
Vlad Bally, Stefano De Marco. Some estimates in extended stochastic volatility models of Heston type
Risk and Decision Analysis, IOS, 2011, 2 (4), pp.195-206. <10.3233/RDA-2011-0046>
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hal-00926479v1  Pré-publication, Document de travail
Vlad Bally, Arturo Kohatsu-Higa. A probabilistic interpretation of the parametrix method
2014
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hal-01144107v1  Pré-publication, Document de travail
Vlad Bally, Victor Rabiet. Asymptotic behavior for multi-scale PDMP's
2015
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hal-00936148v1  Article dans une revue
Vlad Bally, Lucia Caramellino. Positivity and lower bounds for the density of Wiener functionals
Potential Analysis, Springer Verlag, 2013, 39 (2), pp.141-168. <10.1007/s11118-012-9324-7>
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hal-00431632v1  Article dans une revue
Emmanuelle Clément, Vlad Bally. Integration by parts formula and applications to equations with jumps
Probability Theory and Related Fields, Springer Verlag, 2011, 151 (3-4), pp.613-657
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hal-01413548v1  Pré-publication, Document de travail
Vlad Bally, Lucia Caramellino, Guillaume Poly. Convergence in distribution norms in the CLT for non identical distributed random variables
2017
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hal-01558741v1  Pré-publication, Document de travail
Vlad Bally, Dan Goreac, Victor Rabiet. Regularity and Stability for the Semigroup of Jump Diffusions with State-Dependent Intensity
2017
hal-00693022v1  Article dans une revue
Vlad Bally, Arturo Kohatsu-Higa. Lower bounds for densities of Asian type stochastic differential equations
Journal of Functional Analysis, Elsevier, 2010, 258 (9), pp.3134--3164. <10.1016/j.jfa.2009.10.027>
hal-00692987v1  Article dans une revue
Vlad Bally, Lucia Caramellino. Riesz transform and integration by parts formulas for random variables
Stochastic Processes and their Applications, Elsevier, 2011, 121 (6), pp.1332--1355. <10.1016/j.spa.2011.02.006>
hal-00692754v1  Article dans une revue
Vlad Bally, Nicolas Fournier. Regularization properties of the 2D homogeneous Boltzmann equation without cutoff
Probability Theory and Related Fields, Springer Verlag, 2011, 151 (3-4), pp.659--704. <10.1007/s00440-010-0311-x>

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