Laurent Denis

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Publications

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LAMN property for stable-Lévy SDEs with constant scale coefficient

Alexandre Brouste , Laurent Denis , Thi-Bao-Trâm Ngô

Bernoulli, 2025, 31 (3), ⟨10.3150/24-BEJ1794⟩

Article dans une revue hal-04348383v4
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Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time

Dorian Cacitti-Holland , Laurent Denis , Alexandre Popier

Stochastic Processes and their Applications, 2024, ⟨10.1016/j.spa.2025.104588⟩

Article dans une revue hal-04449583v2
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Continuity problem for BSDE and IPDE with singular terminal condition

Dorian Cacitti-Holland , Laurent Denis , Alexandre Popier

Journal of Mathematical Analysis and Applications, 2023, 543 (1), pp.128845. ⟨10.1016/j.jmaa.2024.128845⟩

Article dans une revue hal-04193355v2
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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 and Continuous Dynamical Systems - Series 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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Iteration of the lent particle method for existence of smooth densities of Poisson functionals

Nicolas Bouleau , Laurent Denis

Potential Analysis, 2013, 38 (1), pp.169-205. ⟨10.1007/s11118-011-9269-2⟩

Article dans une revue hal-00781430v1
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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