360 citations · 435 across the 11 of their papers we have counts for
12 papers
Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations
Laurent Denis, Jing Zhang
Our aim is to study the well-posedness of quasilinear stochastic partial differential equations driven by G-Brownian motion (GSPDEs for short) and the associated backward doubly st…
Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach
Laurent Denis, Anis Matoussi, Jing Zhang
We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of…
The existence and uniqueness result for Quasilinear Stochastic PDEs with Obstacle under weaker integrability conditions
Laurent Denis, Anis Matoussi, Jing Zhang
We prove an existence and uniqueness result for quasilinear Stochastic PDEs with Obstacle (in short OSPDE) under a weaker integrability condition on the coefficient and the barrier…
Drichlet forms for Poisson measures and Lévy processes : the lent particle method
Nicolas Bouleau, Laurent Denis
We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool to study probability spaces. T…
Iteration of the lent particle method for existence of smooth densities of Poisson functionals
Nicolas Bouleau, Laurent Denis
In previous works we have introduced a new method called the lent particle method which is an efficient tool to establish existence of densities for Poisson functionals. We now go…
The obstacle problem for quasilinear stochastic PDEs: Analytical approach
Laurent Denis, Anis Matoussi, Jing Zhang
We prove an existence and uniqueness result for quasilinear Stochastic PDEs with obstacle (OSPDE in short). Our method is based on analytical technics coming from the parabolic pot…