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Laurent Denis

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Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach

Laurent Denis , Anis Matoussi , Jing Zhang
Stochastic Processes and their Applications, 2021, ⟨10.1016/j.spa.2020.11.002⟩
Article dans une revue hal-03040517v1
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DUALITY AND GENERAL EQUILIBRIUM THEORY UNDER KNIGHTIAN UNCERTAINTY *

Patrick Beissner , Laurent Denis
SIAM Journal on Financial Mathematics, 2018, ⟨10.1137/17M1120877⟩
Article dans une revue hal-01585973v1

Malliavin calculus for Markov chains using perturbations of time

Laurent Denis , Tuyet Mai Nguyen
Stochastics: An International Journal of Probability and Stochastic Processes, 2016, 88 (6), pp.813-840. ⟨10.1080/17442508.2016.1148150⟩
Article dans une revue hal-03687223v1

The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator

Laurent Denis , Anis Matoussi , Jing Zhang
Discrete & Continuous Dynamical Systems - A, 2015, 35 (11), pp.5185-5202. ⟨10.3934/dcds.2015.35.5185⟩
Article dans une revue hal-03687270v1

The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions

Laurent Denis , Anis Matoussi , Jing Zhang
Stochastics and Dynamics, 2015, 15 (04), pp.1550023. ⟨10.1142/S0219493715500239⟩
Article dans une revue hal-02370116v1
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Chaotic extensions and the lent particle method for Brownian motion

Nicolas Bouleau , Laurent Denis
Electronic Journal of Probability, 2013, 18 (none), ⟨10.1214/ejp.v18-1838⟩
Article dans une revue hal-03687252v1
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Application of the lent particle method to Poisson driven SDE's

Nicolas Bouleau , Laurent Denis
Probability Theory and Related Fields, 2010, ⟨10.1007/s00440-010-0303-x⟩
Article dans une revue hal-00377800v1
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Energy image density property and the lent particle method for Poisson measures

Nicolas Bouleau , Laurent Denis
Journal of Functional Analysis, 2009, ⟨10.1016/j.jfa.2009.03.004⟩
Article dans une revue hal-00296582v3