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• 2010Densities for rough differential equations under Hörmander’s condition131 cited
• 2005Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control93 cited
• 2012Derivative formulas and gradient estimates for SDEs driven by α -stable processes88 cited
• 1988Methods de laplace et de la phase stationnaire sur l'espace de wiener86 cited
• 2013Maximum-likelihood estimation for diffusion processes via closed-form density expansions75 cited
• 2018Short-time near-the-money skew in rough fractional volatility models68 cited
• 1985The Malliavin calculus65 cited
• 1991Precise asymptotics of certain Wiener functionals63 cited
• 2010Stochastic flows and Bismut formulas for stochastic Hamiltonian systems62 cited
• 2003Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme59 cited
• 2019Bismut formula for Lions derivative of distribution dependent SDEs and applications59 cited
• 1997Differentiable measures and the Malliavin calculus54 cited
• 2009Non-degeneracy of Wiener functionals arising from rough differential equations52 cited
• 2012Derivative formula and applications for degenerate diffusion semigroups