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  2. Abbas-Turki, Lokman [Author] ; Paris Est [Contributor]; Lamberton, Damien [Contributor]

    Calcul parallèle pour les problèmes linéaires, non-linéaires et linéaires inverses en finance ; Parallel computing for linear, nonlinear and linear inverse problems in finance

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    theses.fr, 2012-09-21

  3. Khabou, Mahmoud [Author] ; Toulouse 3 [Contributor]; Réveillac, Anthony [Contributor]

    Sur l'approximation des processus de Hawkes : des séries temporelles aux théorèmes centraux limites quantitatifs ; On the appoximation of Hawkes processes : from time series to quantitative central limit theorems

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    theses.fr, 2022-12-05

  4. Rabiet, Victor [Author] ; Paris Est [Contributor]; Bally, Vlad [Contributor]

    Une équation stochastique avec sauts censurés liée à des PDMP à plusieurs régimes ; A stochastic equation with censored jumps related to multi-scale Piecewise Deterministic Markov Processes

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    theses.fr, 2015-06-23

  7. De Marco, Stefano [Author] ; Paris Est [Contributor]; Scuola normale superiore (Pise, Italie) [Contributor]; Bally, Vlad [Contributor]

    On probability distributions of diffusions and financial models with non-globally smooth coefficients ; Sur les lois de diffusions et de modèles financiers avec coefficients non globalement réguliers

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    theses.fr, 2010-11-23

  8. Gamain, Julie [Author] ; Université de Lille (2022-.) [Contributor]; Tudor, Ciprian A. [Contributor]

    Contributions à l'étude des matrices aléatoires et à l'inférence statistique des EDPS par le calcul de Stein-Malliavin ; Contribution to the study of random matrices and statistical inference for SPDE by the Stein-Malliavin method

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    theses.fr, 2023-12-08

  10. Vuong, Christophe [Author] ; Institut polytechnique de Paris [Contributor]; Decreusefond, Laurent [Contributor]; Glisse, Marc [Contributor]

    Contributions to stochastic analysis for non-diffusive structures ; Contributions à l'analyse stochastique pour structures sans propriété de diffusion

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    theses.fr, 2023-12-18

  11. Halconruy, Hélène [Author] ; Institut polytechnique de Paris [Contributor]; Decreusefond, Laurent [Contributor]

    Calcul de Malliavin et structures de Dirichlet pour des variables aléatoires indépendantes ; Malliavin calculus and Dirichlet structures for independent random variables

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    theses.fr, 2020-09-14

  12. Knani, Habiba [Author] ; Université de Lorraine [Contributor]; Université de Sousse (Tunisie) [Contributor]; Dozzi, Marco [Contributor]; El Mabrouk, Khalifa [Contributor]

    Backward stochastic differential equations driven by Gaussian Volterra processes ; Équations différentielles stochastiques rétrogrades dirigées par des processus de Volterra Gaussiens

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    theses.fr, 2020-05-07

  13. Qin, Yifeng [Author] ; Université Gustave Eiffel [Contributor]; Bally, Vlad [Contributor]; Goreac, Dan [Contributor]

    Approximation of the stochastic differential equation with jumps and convergence in total variation distance ; Approximation de l'équation différentielle stochastique avec sauts et convergence en distance de la variation totale

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    theses.fr, 2023-06-23

  15. Tran, Ngoc Khue [Author] ; Paris 13 [Contributor]; Nualart, Eulalia [Contributor]; Kohatsu-Higa, Arturo [Contributor]

    Propriété LAN pour des processus de diffusion avec sauts avec observations discrètes via le calcul de Malliavin. ; LAN property for jump-diffusion processes with discrete observations via Malliavin calculus

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    theses.fr, 2014-09-18

  16. Valentin, Jérôme [Author] ; Paris, ENST [Contributor]; Ustunel, Ali Suleyman [Contributor]

    Extensions de la formule d'Itô par le calcul de Malliavin et application à un problème variationnel ; Extensions of the Itô formula through Malliavin calculus and application to a variational problem

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    theses.fr, 2012-06-26