◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

L. Denis

12 papers hereh-index 131.5k citations50 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author7
  • last author5

Across the 12 of 12 papers where every author was matched, so the position is known.

fields
  • math.PR12
same name
  • L. Denis — 19 papers, h 31
  • L. Denis — 10 papers, h 10
  • L. Denis — 5 papers, h 12
  • L. Denis — 4 papers, h 6
  • L. Denis — 1 paper, h 2
  • L. Denis — 1 paper, h 9

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20062025
most citedA theoretical framework for the pricing of contingent claims in the presence of model uncertainty

360 citations · 435 across the 11 of their papers we have counts for

collaborators
Showing 2013Show all

3 papers · 1 filter

math.PR2013

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…

math.PR2013

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…

math.PR2013★ 2 cited

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…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.