InstitucionesPeriodo de publicación recogido
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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
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
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
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