Majka, Mateusz B. Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling. (English. French summary) Zbl 07161498 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2019-2057 (2019). Reviewer: Nikolaos Halidias (Athína) MSC: 60G51 60H10 60H07 60E15 PDF BibTeX XML Cite \textit{M. B. Majka}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2019--2057 (2019; Zbl 07161498) Full Text: DOI Euclid
Klartag, Bo’az; Lehec, Joseph Poisson processes and a log-concave Bernstein theorem. (English) Zbl 1453.26021 Stud. Math. 247, No. 1, 85-107 (2019). MSC: 26D15 44A10 PDF BibTeX XML Cite \textit{B. Klartag} and \textit{J. Lehec}, Stud. Math. 247, No. 1, 85--107 (2019; Zbl 1453.26021) Full Text: DOI arXiv
Hillairet, Caroline; Jiao, Ying; Réveillac, Anthony Pricing formulae for derivatives in insurance using Malliavin calculus. (English) Zbl 1435.62373 Probab. Uncertain. Quant. Risk 3, Paper No. 7, 19 p. (2018). MSC: 62P05 60G55 91G30 62M10 PDF BibTeX XML Cite \textit{C. Hillairet} et al., Probab. Uncertain. Quant. Risk 3, Paper No. 7, 19 p. (2018; Zbl 1435.62373) Full Text: DOI
Amaba, Takafumi A discrete-time Clark-Ocone formula for Poisson functionals. (English) Zbl 1321.60120 Asia-Pac. Financ. Mark. 21, No. 2, 97-120 (2014). MSC: 60H07 60G55 60G10 60F05 60F15 60G42 91G80 PDF BibTeX XML Cite \textit{T. Amaba}, Asia-Pac. Financ. Mark. 21, No. 2, 97--120 (2014; Zbl 1321.60120) Full Text: DOI
Picard, Jean; Savona, Catherine Smoothness of the law of manifold-valued Markov processes with jumps. (English) Zbl 1343.60075 Bernoulli 19, No. 5A, 1880-1919 (2013). MSC: 60H10 60J75 60G51 60H07 PDF BibTeX XML Cite \textit{J. Picard} and \textit{C. Savona}, Bernoulli 19, No. 5A, 1880--1919 (2013; Zbl 1343.60075) Full Text: DOI arXiv
Privault, Nicolas Invariance of Poisson measures under random transformations. (English. French summary) Zbl 1278.60084 Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 4, 947-972 (2012). Reviewer: Isamu Dôku (Saitama) MSC: 60G57 60G55 60H07 28D05 28C20 37A05 PDF BibTeX XML Cite \textit{N. Privault}, Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 4, 947--972 (2012; Zbl 1278.60084) Full Text: DOI Euclid arXiv
Privault, Nicolas Girsanov identities for Poisson measures under quasi-nilpotent transformations. (English) Zbl 1248.60056 Ann. Probab. 40, No. 3, 1009-1040 (2012). Reviewer: Almut Veraart (London) MSC: 60G57 60G30 60H07 28D05 28C20 11B73 PDF BibTeX XML Cite \textit{N. Privault}, Ann. Probab. 40, No. 3, 1009--1040 (2012; Zbl 1248.60056) Full Text: DOI Euclid arXiv
Last, Günter; Penrose, Mathew D. Martingale representation for Poisson processes with applications to minimal variance hedging. (English) Zbl 1219.60050 Stochastic Processes Appl. 121, No. 7, 1588-1606 (2011). MSC: 60G55 60G44 60G51 91G80 PDF BibTeX XML Cite \textit{G. Last} and \textit{M. D. Penrose}, Stochastic Processes Appl. 121, No. 7, 1588--1606 (2011; Zbl 1219.60050) Full Text: DOI
Wu, Liming Transportation inequalities for stochastic differential equations of pure jumps. (English) Zbl 1209.60015 Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 2, 465-479 (2010). Reviewer: Nicolas Privault (Singapore) MSC: 60E15 60H10 60J75 60H07 PDF BibTeX XML Cite \textit{L. Wu}, Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 2, 465--479 (2010; Zbl 1209.60015) Full Text: DOI EuDML
Peccati, G.; Solé, J. L.; Taqqu, M. S.; Utzet, F. Stein’s method and normal approximation of Poisson functionals. (English) Zbl 1195.60037 Ann. Probab. 38, No. 2, 443-478 (2010). Reviewer: V. M. Kruglov (Moskva) MSC: 60F05 60G51 60G60 60H05 PDF BibTeX XML Cite \textit{G. Peccati} et al., Ann. Probab. 38, No. 2, 443--478 (2010; Zbl 1195.60037) Full Text: DOI
Privault, Nicolas Moment identities for Poisson-Skorohod integrals and application to measure invariance. (English) Zbl 1179.60035 C. R., Math., Acad. Sci. Paris 347, No. 17-18, 1071-1074 (2009). Reviewer: A. Réveillac (Berlin) MSC: 60H07 60G30 PDF BibTeX XML Cite \textit{N. Privault}, C. R., Math., Acad. Sci. Paris 347, No. 17--18, 1071--1074 (2009; Zbl 1179.60035) Full Text: DOI
Zhang, Xicheng Clark-Ocone formula and variational representation for Poisson functionals. (English) Zbl 1179.60037 Ann. Probab. 37, No. 2, 506-529 (2009). Reviewer: Jean Picard (Aubière) MSC: 60H07 PDF BibTeX XML Cite \textit{X. Zhang}, Ann. Probab. 37, No. 2, 506--529 (2009; Zbl 1179.60037) Full Text: DOI arXiv
Ankirchner, Stefan On filtration enlargements and purely discontinuous martingales. (English) Zbl 1157.60038 Stochastic Processes Appl. 118, No. 9, 1662-1678 (2008). Reviewer: Jean Picard (Aubière) MSC: 60G44 60H07 60G57 PDF BibTeX XML Cite \textit{S. Ankirchner}, Stochastic Processes Appl. 118, No. 9, 1662--1678 (2008; Zbl 1157.60038) Full Text: DOI
Bally, Vlad; Bavouzet, Marie-Pierre; Messaoud, Marouen Integration by parts formula for locally smooth laws and applications to sensitivity computations. (English) Zbl 1139.60025 Ann. Appl. Probab. 17, No. 1, 33-66 (2007). Reviewer: Christian-Oliver Ewald (Leeds) MSC: 60H07 60J75 65C05 PDF BibTeX XML Cite \textit{V. Bally} et al., Ann. Appl. Probab. 17, No. 1, 33--66 (2007; Zbl 1139.60025) Full Text: DOI arXiv
Breton, Jean-Christophe; Houdré, Christian; Privault, Nicolas Dimension free and infinite variance tail estimates on Poisson space. (English) Zbl 1123.60020 Acta Appl. Math. 95, No. 3, 151-203 (2007). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F99 60E07 60G57 PDF BibTeX XML Cite \textit{J.-C. Breton} et al., Acta Appl. Math. 95, No. 3, 151--203 (2007; Zbl 1123.60020) Full Text: DOI
Carmona, Philippe; Guerra, Francesco; Hu, Yueyun; Mejane, Olivier Strong disorder for a certain class of directed polymers in a random environment. (English) Zbl 1123.60072 J. Theor. Probab. 19, No. 1, 134-151 (2006). Reviewer: Daniel Boivin (Brest) MSC: 60K37 60E07 60F10 82B44 PDF BibTeX XML Cite \textit{P. Carmona} et al., J. Theor. Probab. 19, No. 1, 134--151 (2006; Zbl 1123.60072) Full Text: DOI
Nicaise, Florent Anticipative Markovian transformations on the Poisson space. (English) Zbl 1059.60071 Stochastic Processes Appl. 95, No. 2, 245-283 (2001). MSC: 60H07 60G55 PDF BibTeX XML Cite \textit{F. Nicaise}, Stochastic Processes Appl. 95, No. 2, 245--283 (2001; Zbl 1059.60071) Full Text: DOI
Privault, Nicolas; Wu, Jiang-Lun Poisson stochastic integration in Hilbert spaces. (English) Zbl 1158.60351 Ann. Math. Blaise Pascal 6, No. 2, 41-61 (1999). MSC: 60G60 60J75 60H05 81S25 PDF BibTeX XML Cite \textit{N. Privault} and \textit{J.-L. Wu}, Ann. Math. Blaise Pascal 6, No. 2, 41--61 (1999; Zbl 1158.60351) Full Text: DOI Numdam EuDML
Privault, Nicolas Multiple stochastic integral expansions of arbitrary Poisson jump times functionals. (English) Zbl 0938.60077 Stat. Probab. Lett. 43, No. 2, 179-188 (1999). Reviewer: R.Buckdahn (Brest) MSC: 60J75 60H05 PDF BibTeX XML Cite \textit{N. Privault}, Stat. Probab. Lett. 43, No. 2, 179--188 (1999; Zbl 0938.60077) Full Text: DOI
Picard, J. Density in small time at accessible points for jump processes. (English) Zbl 0889.60088 Stochastic Processes Appl. 67, No. 2, 251-279 (1997). MSC: 60J75 60H07 PDF BibTeX XML Cite \textit{J. Picard}, Stochastic Processes Appl. 67, No. 2, 251--279 (1997; Zbl 0889.60088) Full Text: DOI
Picard, Jean Transformations and anticipative equations for Poisson processes. (Transformations et équations anticipantes pour les processus de Poisson.) (French) Zbl 0856.60059 Ann. Math. Blaise Pascal 3, No. 1, 111-123 (1996). MSC: 60H10 PDF BibTeX XML Cite \textit{J. Picard}, Ann. Math. Blaise Pascal 3, No. 1, 111--123 (1996; Zbl 0856.60059) Full Text: DOI Numdam EuDML