Vlad Bally

• Artículos de revistas (8)

• Artículos de revistas

  • Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)

    Aurélien Alfonsi, Vlad Bally

    Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 33, Nº. 5, 2023, págs. 3351-3386

    

  • Upper bounds for the function solution of the homogeneous 2D Boltzmann equation with hard potential

    Vlad Bally

    Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 29, Nº. 3, 2019, págs. 1929-1961

    

  • Regularity and stability for the semigroup of jump diffusions with state-dependent intensity

    Vlad Bally, Dan Goreac, Victor Rabiet

    Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 28, Nº. 5, 2018, págs. 3028-3074

    

  • Regularity of Wiener functionals under a Hörmander type condition of order one

    Vlad Bally, Lucia Caramellino

    Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 45, Nº. 3, 2017, págs. 1488-1511

    • Resumen
    • Texto completo
    

  • Convergence and regularity of probability laws by using an interpolation method

    Vlad Bally, Lucia Caramellino

    Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 45, Nº. 2, 2017, págs. 1110-1159

    • Resumen
    • Texto completo
    

  • A probabilistic interpretation of the parametrix method.

    Vlad Bally, Arturo Kohatsu-Higa

    Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 25, Nº. 6, 2015, págs. 3095-3138

    

  • Integration by parts formula for locally smooth laws and applications to sensitivity computations.

    Vlad Bally, Marie-Pierre Bavouzet, Marouen Messaoud

    Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 17, Nº. 1, 2007, págs. 33-66

    

  • Lower bounds for the density of locally elliptic Itô processes

    Vlad Bally

    Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 34, Nº. 6, 2006, págs. 2406-2440

    • Resumen
    

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