57 citations · 229 across the 42 of their papers we have counts for
Showing 2006Show all
2 papers · 1 filter
math.PR2006★ 32 cited
On the absolute continuity of Lévy processes with drift
Ivan Nourdin, Thomas Simon
We consider the problem of absolute continuity for the one-dimensional SDE \[X_t=x+\int_0^ta(X_s) ds+Z_t,\] where is a real Lévy process without Brownian part and a functio…
math.PR2006★ 11 cited
Correcting Newton--Côtes integrals by Lévy areas
Ivan Nourdin, Thomas Simon
In this note we introduce the notion of Newton--Côtes functionals corrected by Lévy areas, which enables us to consider integrals of the type where is…