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Denis, Laurent

  1. Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes
    2008/02/09 by Laurent Denis, Mingshang Hu, Denis, Laurent +4 · 17 citations
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · Social Sciences · #31A15 #60G05 #60G17 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR #msc:31A15 #msc:60G05 #msc:60G17
  2. Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions
    2012/01/05 by Laurent Denis, Denis, Laurent, Anis Matoussi +1 · 2 citations
    Mathematics · #35R60 #60G46 #60H15 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:35R60 #msc:60G46 #msc:60H15
  3. Energy image density property and the lent particle method for Poisson measures
    2008/07/12 by Nicolas Bouleau, Bouleau, Nicolas, Laurent Denis +1 · 1 citation
    Mathematics · #60G51 #60G57 #60H05 #60J45 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #math.FA #math.PR #msc:60G51 #msc:60G57 #msc:60H05 #msc:60J45