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• 2001Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I107 cited
• 2004Stochastic differential equations with jumps101 cited
• 2006Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps90 cited
• 2009Smart expansion and fast calibration for jump diffusions73 cited
• 2010About the Pricing Equations in Finance42 cited
• 2010Bismut–Elworthy–Li-Type Formulae for Stochastic Differential Equations with Jumps37 cited
• 1997Density in small time at accessible points for jump processes37 cited
• 2018Canonical RDEs and general semimartingales as rough paths35 cited
• 20144 Second Order BSDEs with Jumps: Formulation and Uniqueness∗31 cited
• 2020Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients28 cited
• 1998Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios27 cited
• 2002The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem25 cited
• 1996Stochastic differential equations with jumps and stochastic flows of diffeomorphisms24 cited