On the chaotic expansion for counting processes von Hillairet, Caroline, Réveillac, Anthony

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An expansion formula for Hawkes processes and application to cyber-insurance derivatives von Hillairet, Caroline, Réveillac, Anthony, Rosenbaum, Mathieu

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Normal Approximation of Compound Hawkes Functionals von Khabou, Mahmoud, Privault, Nicolas, Réveillac, Anthony

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Likelihood Ratios and Inference for Poisson Channels von Reveillac, Anthony

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The Malliavin-Stein method for Hawkes functionals von Hillairet, Caroline, Huang, Lorick, Khabou, Mahmoud, Réveillac, Anthony

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The Itô-Tanaka Trick : a non-semimartingale approach von Coutin, Laure, Duboscq, Romain, Réveillac, Anthony

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Multivariate normal approximation using Stein's method and Malliavin calculus von NOURDIN, Ivan, PECCATI, Giovanni, REVEILLAC, Anthony

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DENSITY ANALYSIS OF BSDES von Mastrolia, Thibaut, Possamaï, Dylan, Réveillac, Anthony

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Functional limit theorems for generalized variations of the fractional Brownian sheet von PAKKANEN, MIKKO S., RÉVEILLAC, ANTHONY

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Risk measures for processes and BSDEs von Penner, Irina, Réveillac, Anthony

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Forward–backward systems for expected utility maximization von Horst, Ulrich, Hu, Ying, Imkeller, Peter, Réveillac, Anthony, Zhang, Jianing

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On the orthogonal component of BSDEs in a Markovian setting von REVEILLAC, Anthony

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FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity von DOS REIS, Gonçalo, REVEILLAC, Anthony, JIANING ZHANG

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ASYMPTOTIC BEHAVIOR OF WEIGHTED QUADRATIC VARIATIONS OF FRACTIONAL BROWNIAN MOTION: THE CRITICAL CASE H = 1/4 von Nourdin, Ivan, Réveillac, Anthony

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Stein Estimation for the Drift of Gaussian Processes Using the Malliavin Calculus von Privault, Nicolas, Réveillac, Anthony

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Estimation of quadratic variation for two-parameter diffusions von REVEILLAC, Anthony

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UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH von JEANBLANC, MONIQUE, MASTROLIA, THIBAUT, POSSAMAÏ, DYLAN, RÉVEILLAC, ANTHONY

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Pricing formulae for derivatives in insurance using Malliavin calculus von Hillairet, Caroline, Jiao, Ying, Réveillac, Anthony

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DIFFERENTIABILITY OF QUADRATIC BSDES GENERATED BY CONTINUOUS MARTINGALES von Imkeller, Peter, Réveillac, Anthony, Richter, Anja

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A note on the Malliavin–Sobolev spaces von Imkeller, Peter, Mastrolia, Thibaut, Possamaï, Dylan, Réveillac, Anthony

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