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Stochastic Analysis in Discrete and Continuous Settings
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Stochastic Analysis in Discrete and Continuous Settings (2009)Stochastic Analysis in Discrete and Conti…Multi-Dimensional Gaussian Fluctuations on the Poisson Space (2010)Multi-Dimensional Gaussian Fl…The Malliavin Calculus and Related Topics (1995)Stochastic Analysis (1997)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Lectures on Gaussian Approximations with Malliavin Calculus (2013)The fourth moment theorem on the Poisson space (2018)
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  • 2010Multi-Dimensional Gaussian Fluctuations on the Poisson Space67 cited

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