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Théorie des martingales
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Théorie des martingales (1980)Théorie des martingalesExponential Utility Maximization in an Incomplete Market with Defaults (2011)Exponential Utility Maximizat…The Föllmer–Schweizer decomposition: Comparison and description (2010)The Föllmer–Schweizer decompo…Harmonic analysis of stochastic equations and backward stochastic differential equations (2008)Harmonic analysis of stochast…Chaos Expansions and Malliavin Calculus for Lévy Processes (2007)Chaos Expansions and Malliavi…From the Macro-Micro Opposition to Multilevel Analysis in Demography (2003)From the Macro-Micro Oppositi…A Symmetry Characterization of Conditionally Independent Increment Martingales (1993)A Symmetry Characterization o…Ecological Correlations and the Behavior of Individuals (1950)The Cohort as a Concept in the Study of Social Change (1965)Sociological Methodology 1982 (1983)A multilevel approach to competence management in innovative small and medium-sized enterprises (SMEs): literature review and research agenda (2020)Stochastic Differential Equations and Diffusion Processes (1981)Stochastic Differential Equations and Diffusion Processes (1983)Limit Theorems for Stochastic Processes (1987)Some invariance properties (of the laws) of Ocone’s martingales (2000)Symmetric martingales and symmetric smiles (2009)Optimum consumption and portfolio rules in a continuous-time model (1971)Stochastic Integration and Differential Equations (2005)Brownian Motion and Stochastic Calculus (2007)Progressive Enlargement of Filtrations and Backward Stochastic Differential Equations with Jumps (2012)Existence and uniqueness results for BSDE with jumps: the whole nine yards (2018)Optimal investment and consumption under a continuous-time cointegration model with exponential utility (2019)Calcul Stochastique et Problèmes de Martingales (1979)Financial Modelling with Jump Processes (2003)Limit Theorems for Stochastic Processes (2003)Adapted solution of a backward stochastic differential equation (1990)Backward Stochastic Differential Equations in Finance (1997)L p Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space (2011)Bounded solutions, Lp(p>1) solutions and L1 solutions for one dimensional BSDEs under general assumptions (2015)Mean–Variance Asset–Liability Management Problem Under Non-Markovian Regime-Switching Models (2018)Multiple Wiener Integral (1951)Un Cours sur les Intégrales Stochastiques (2002)The Malliavin Calculus and Related Topics (2006)Nourdin–Peccati analysis on Wiener and Wiener–Poisson space for general distributions (2014)
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  • 2011Exponential Utility Maximization in an Incomplete Market with Defaults52 cited
  • 2008Harmonic analysis of stochastic equations and backward stochastic differential equations46 cited
  • 1993A Symmetry Characterization of Conditionally Independent Increment Martingales44 cited
  • 2007Chaos Expansions and Malliavin Calculus for Lévy Processes32 cited
  • 2010The Föllmer–Schweizer decomposition: Comparison and description26 cited
  • 2003From the Macro-Micro Opposition to Multilevel Analysis in Demography15 cited

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