9 citations · 20 across the 28 of their papers we have counts for
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math.PR2009★ 2 cited
Application of the lent particle method to Poisson driven SDE's
Nicolas Bouleau, Laurent Denis
We apply the Dirichlet forms version of Malliavin calculus to stochastic differential equations with jumps. As in the continuous case this weakens significantly the assumptions on…
math.PR2009
Stochastic approach for the subordination in Bochner sense
Nicolas Bouleau
It is possible to construct a double indexed process with sample paths a surface of a family of subordinators obtained by subordination. We study here a branch of this subordinatio…