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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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Asymptotic behavior for multi-scale PDMP's

Vlad Bally , Victor Rabiet
Preprints, Working Papers, ... hal-01144107v1
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Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)

Vlad Bally , Yifeng Qin
Preprints, Working Papers, ... hal-04112474v1
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Tubes estimates for diffusion processes under a local Hörmander condition of order one

Vlad Bally , Lucia Caramellino
Preprints, Working Papers, ... hal-01104873v1

A generic construction for high order approximation schemes of semigroups using random grids

Aurélien Alfonsi , Vlad Bally
Numerische Mathematik, 2021, ⟨10.1007/s00211-021-01219-2⟩
Journal articles hal-02406433v1
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A probabilistic interpretation of the parametrix method

Vlad Bally , Arturo Kohatsu-Higa
Annals of Applied Probability, 2015, 25, pp.3095-3138. ⟨10.1214/14-AAP1068⟩
Journal articles hal-00926479v1
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Total variation distance between a jump-equation and its Gaussian approximation

Vlad Bally , Yifeng Qin
Stochastics and Partial Differential Equations: Analysis and Computations, 2022, ⟨10.1007/s40072-022-00270-w⟩
Journal articles hal-03351643v3
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Positivity and lower bounds for the density of Wiener functionals

Vlad Bally , Lucia Caramellino
Potential Analysis, 2013, 39 (2), pp.141-168. ⟨10.1007/s11118-012-9324-7⟩
Journal articles hal-00936148v1

Non universality for the variance of the number of real roots of random trigonometric polynomials

Vlad Bally , Lucia Caramellino , Guillaume Poly
Probability Theory and Related Fields, 2019, 174 (3-4), pp.887-927. ⟨10.1007/s00440-018-0869-2⟩
Journal articles hal-01634848v1