Vlad Bally - Concepedia

Author

Vlad Bally

Laboratoire d’Analyse et de Mathématiques Appliquées

Also Known As

Bally, V., Bally, Vlad, Vlad BALLY, Vlad Bally

Publications

1.1K

Citations

H-Index

Concepts

All Affiliations

Laboratoire d’Analyse et de Mathématiques Appliquées Centre National de la Recherche Scientifique Université Paris-Est Créteil Université Gustave Eiffel University of Rome Tor Vergata

About

Vlad Bally is an author at Laboratoire d’Analyse et de Mathématiques Appliquées specializing in engineering, stochastic calculus, and stochastic processes.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	11	12	420
2	Probability Theory	8	8	316
3	Stochastic Analysis	8	8	317
4	Natural Sciences	2	2	30
5	Physics	2	2	30

Vlad Bally

Publications

920

Citations

H-Index

Page 1

	Year	Citations
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density Vlad Bally, Denis Talay Monte Carlo Methods and Applications	1996	178
Approximation and Support Theorem in Holder Norm for Parabolic Stochastic Partial Differential Equations Vlad Bally, Annie Millet, Marta Sanz–Solé The Annals of Probability Dirichlet FormEngineeringHolder NormStochastic ProcessesStochastic Calculus	1995	127
Malliavin Calculus for White Noise Driven Parabolic SPDEs Vlad Bally, Étienne Pardoux Potential Analysis	1998	96
Integration by parts formula and applications to equations with jumps Vlad Bally, Emmanuelle Clément Probability Theory and Related Fields Numerical AnalysisDefinite IntegralParts Formula	2010	46
Integration by parts formula for locally smooth laws and applications to sensitivity computations Vlad Bally, Marie-Pierre Bavouzet, Marouen Messaoud The Annals of Applied Probability Numerical AnalysisLarge DeviationsDifferential OperatorsEngineeringVariational Analysis	2007	46
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach Vlad Bally, Lucia Caramellino, Antonino Zanette Monte Carlo Methods and Applications	2005	42
A stochastic quantization method for nonlinear problems Vlad Bally, Gilles Pagès, Jacques Printems Monte Carlo Methods and Applications EngineeringStochastic Quantization MethodStochastic OptimizationApproximation TheoryQuantization (Signal Processing)	2001	38
On the distances between probability density functions Vlad Bally, Lucia Caramellino Electronic Journal of Probability Measure TheoryDirichlet FormDensity EstimationTotal Variation DistanceEngineering	2014	37
The Euler scheme for stochastic differential equations: error analysis with Malliavin calculus Vlad Bally, Denis Talay Mathematics and Computers in Simulation Numerical AnalysisEngineeringStochastic SystemStochastic CalculusStochastic Dynamical System	1995	36
Convergence and regularity of probability laws by using an interpolation method Vlad Bally, Lucia Caramellino The Annals of Probability EngineeringInterpolation SpaceStochastic CalculusAbove Interpolation InequalityConvergence Analysis	2017	35

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