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A probabilistic interpretation of the parametrix method
Vlad Bally
,
Arturo Kohatsu-Higa
Journal articles
hal-00926479v1
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A generic construction for high order approximation schemes of semigroups using random grids
Aurélien Alfonsi
,
Vlad Bally
Journal articles
hal-02406433v1
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Tube estimates for diffusions under a local strong Hörmander condition
Vlad Bally
,
Lucia Caramellino
,
Paolo Pigato
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2019, 55 (4), pp.2320--2369. ⟨10.1214/18-AIHP950⟩
Journal articles
hal-01413546v1
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A quantization tree method for pricing and hedging multi-dimensional American options
Vlad Bally
,
Gilles Pagès
,
Jacques Printems
[Research Report] RR-4465, INRIA. 2002
Reports
inria-00072123v1
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Convergence in distribution norms in the CLT for non identical distributed random variables
Vlad Bally
,
Lucia Caramellino
,
Guillaume Poly
Journal articles
hal-01413548v1
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An Invariance Principle for Stochastic Series II. Non Gaussian Limits
Vlad Bally
,
Lucia Caramellino
2016
Preprints, Working Papers, ...
hal-01413533v1
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Construction of Boltzmann and McKean Vlasov type flows (the sewing lemma approach)
Aurélien Alfonsi
,
Vlad Bally
2021
Preprints, Working Papers, ...
hal-03241604v1
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Transfer of regularity for Markov semigroups
Vlad Bally
,
Lucia Caramellino
Journal of Stochastic Analysis , 2021, 2 (3), pp.Article 13
Journal articles
hal-02429530v1
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A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear Stochastic P.D.Es
Vlad Bally
,
Bruno Saussereau
[Research Report] RR-4805, INRIA. 2003
Reports
inria-00071781v1
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Using moment approximations to study the density of jump driven SDEs
Vlad Bally
,
Lucia Caramellino
,
Arturo Kohatsu-Higa
Journal articles
hal-03808176v1
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Tubes estimates for diffusion processes under a local Hörmander condition of order one
Vlad Bally
,
Lucia Caramellino
2015
Preprints, Working Papers, ...
hal-01104873v1
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Asymptotic development for the CLT in total variation distance
Vlad Bally
,
Lucia Caramellino
Bernoulli, 2016, 22, pp.2442-2485
Journal articles
hal-01104866v1
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Reflected BSDE's , PDE's and Variational Inequalities
Vlad Bally
,
M.E. Caballero
,
B. Fernandez
,
Nicole El Karoui
[Research Report] RR-4455, INRIA. 2002
Reports
inria-00072133v1
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Regularity of Wiener functionals under a Hörmander type condition of order one
Vlad Bally
,
Lucia Caramellino
Annals of Probability, 2017, 45 (3), pp.1488-1511
Journal articles
hal-01413556v1
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Asymptotic behavior for multi-scale PDMP's
Vlad Bally
,
Victor Rabiet
2015
Preprints, Working Papers, ...
hal-01144107v1
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Convergence and regularity of probability laws by using an interpolation method
Vlad Bally
,
Lucia Caramellino
Annals of Probability, 2017, 45 (2)
Journal articles
hal-01109276v2
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On the distance between probability density functions
Vlad Bally
,
Lucia Caramellino
Electronic Journal of Probability, 2014, 19 (110), pp.1-33
Journal articles
hal-00926401v1
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Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)
Vlad Bally
,
Yifeng Qin
2023
Preprints, Working Papers, ...
hal-04112474v1
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Integration by parts formula for locally smooth laws and applications to sensitivity computations
Vlad Bally
,
Marie-Pierre Bavouzet
,
Marouen Messaoud
[Research Report] RR-5567, INRIA. 2005, pp.54
Reports
inria-00070439v1
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Regularity and Stability for the Semigroup of Jump Diffusions with State-Dependent Intensity
Vlad Bally
,
Dan Goreac
,
Victor Rabiet
Journal articles
hal-01558741v2
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Regularization lemmas and convergence in total variation
Vlad Bally
,
Lucia Caramellino
,
Guillaume Poly
Journal articles
hal-02429512v1
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Total variation distance between a jump-equation and its Gaussian approximation
Vlad Bally
,
Yifeng Qin
Journal articles
hal-03351643v3
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Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach
Vlad Bally
,
Lucia Caramellino
,
Antonino Zanette
[Research Report] RR-4804, INRIA. 2003
Reports
inria-00071782v1
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Some estimates in extended stochastic volatility models of Heston type
Vlad Bally
,
Stefano de Marco
Journal articles
hal-00676429v1
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Diffusions under a local strong Hörmander condition. Part II: tube estimates
Vlad Bally
,
Lucia Caramellino
,
Paolo Pigato
2016
Preprints, Working Papers, ...
hal-01407420v1
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Positivity and lower bounds for the density of Wiener functionals
Vlad Bally
,
Lucia Caramellino
Journal articles
hal-00936148v1
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An elementary introduction to Malliavin calculus
Vlad Bally
[Research Report] RR-4718, INRIA. 2003
Reports
inria-00071868v1
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Regularity of probability laws by using an interpolation method
Vlad Bally
,
Lucia Caramellino
2012
Preprints, Working Papers, ...
hal-00926415v1
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Approximation of Markov semigroups in total variation distance
Vlad Bally
,
Clément Rey
Electronic Journal of Probability, 2016, 21 (12)
Journal articles
hal-01110015v1
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The Central Limit Theorem for a non linear algorithm based on quantization
Vlad Bally
[Research Report] RR-4629, INRIA. 2002
Reports
inria-00071956v1
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