Riesz transform and integration by parts formulas for random variables. Stochastic Process, Appl, vol.121, pp.1332-1355, 2011. ,
URL : https://hal.archives-ouvertes.fr/hal-00692987
Integration by parts formula and applications to equations with jumps, Probability Theory and Related Fields, vol.105, issue.4, pp.613-657, 2011. ,
DOI : 10.1007/s00440-010-0310-y
URL : https://hal.archives-ouvertes.fr/hal-00431632
Integration by parts formulas with respect to jump times and stochastic differential equations. Stochastic Analysis, 2010. ,
Regularization properties od the 2D homogeneous Boltzmann equation without cutoff, PTRF, vol.151, pp.659-704, 2011. ,
Malliavin Calculus for White Noise Driven Parabolic SPDE's. Potential Analysis 9, pp.27-64, 1998. ,
Interpolation of operators, 1988. ,
Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontiere, Ann. Inst. H. Poincaré Probab. Stat, vol.22, pp.67-112, 1986. ,
Existence of densities for the 3D Navier???Stokes equations driven by Gaussian noise, Probability Theory and Related Fields, vol.354, issue.6, 2012. ,
DOI : 10.1007/s00440-013-0490-3
URL : https://hal.archives-ouvertes.fr/hal-00676454
Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions, The Annals of Applied Probability, vol.21, issue.4, pp.1282-1321, 2011. ,
DOI : 10.1214/10-AAP717
URL : https://hal.archives-ouvertes.fr/hal-00692982
Triebel-Lizorkin spaces associated with Laguerre and Hermite expansions, Proc. Amer, pp.3547-3554, 1997. ,
Hermite and Laguerre wave packet expansions, Studia Math. J, vol.34, pp.777-799, 1985. ,
Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump, Electronic Journal of Probability, vol.13, issue.0, pp.135-156, 2008. ,
DOI : 10.1214/EJP.v13-480
Finiteness of entropy for the homogeneous Boltzmann equation with measure initial condition, The Annals of Applied Probability, vol.25, issue.2, 2012. ,
DOI : 10.1214/14-AAP1012
URL : https://hal.archives-ouvertes.fr/hal-00731694
Absolute continuity for some one-dimensional processes, Bernoulli, vol.16, issue.2, pp.343-360, 2010. ,
DOI : 10.3150/09-BEJ215
URL : https://hal.archives-ouvertes.fr/hal-00693025
An optimal control variance reduction method for density estimation. Stochastic Process, Appl, vol.118, pp.2143-2180, 2008. ,
Optimization in Functional Spaces with stability considerations in Orlicz spaces. De Gruyter Series in Non Linear Analysis and Applications 13, 2011. ,
Applications of the Malliavin calculus, III. J. Fac. Sci. Univ. Tokyo Sect. IA Math, vol.34, pp.391-442, 1987. ,
Stochastic calculus of variations in mathematical finance, 2006. ,
Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing, Applied Mathematical Finance, vol.29, issue.2, pp.107-121, 2008. ,
DOI : 10.1016/0020-7225(65)90045-5
The Malliavin calculus and related topics. Second Edition, 2006. ,
Decomposition of Spaces of Distributions Induced by??Hermite Expansions, Journal of Fourier Analysis and Applications, vol.27, issue.5, pp.372-414, 2008. ,
DOI : 10.1007/s00041-008-9019-z
Absolute Continuity of the Law of the Solution of a Parabolic SPDE, Journal of Functional Analysis, vol.112, issue.2, pp.447-458, 1993. ,
DOI : 10.1006/jfan.1993.1040
Malliavin Calculus, with Applications to Stochastic Partial Differential Equations, 2005. ,
Stochastic analysis, Iwanami Series in Modern Mathematics, 2004. ,
Expansion of the global error for numerical schemes solving stochastic differential equations, Stochastic Analysis and Applications, vol.20, issue.4, pp.94-120, 1990. ,
DOI : 10.1080/07362999008809220
URL : https://hal.archives-ouvertes.fr/inria-00075490
An introduction to stochastic partial differential equations, Ecole d'Eté de Probabilités de Saint Flour XV, Lecture Notes in Math. 1180, pp.226-437, 1986. ,
DOI : 10.1007/BFb0074920