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20062025
most citedA duality approach for the weak approximation of stochastic differential equations

36 citations · 49 across the 10 of their papers we have counts for

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math.PR2009

Integration by parts formula and applications to equations with jumps

Emmanuelle Clement, Vlad Bally

We establish an integration by parts formula in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with j…