Concepedia

Vlad Bally

VB

Statistics

Publications

23

Citations

920

H-Index

17

Active since

1989

Affiliations

Laboratoire d’Analyse et de Mathématiques Appliquées(Current)

Centre National de la Recherche Scientifique

Université Paris-Est Créteil

Université Gustave Eiffel

University of Rome Tor Vergata

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

Top concepts

Publications per year

1989–2020

23

Publications

23

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 citations · Full text

Approximation and Support Theorem in Holder Norm for Parabolic Stochastic Partial Differential Equations

Vlad Bally, Annie Millet, Marta Sanz–Solé · The Annals of Probability · 1995 · 127 citations · Full text

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Malliavin Calculus for White Noise Driven Parabolic SPDEs

Vlad Bally, Étienne Pardoux · Potential Analysis · 1998 · 96 citations

Integration by parts formula and applications to equations with jumps

Vlad Bally, Emmanuelle Clément · Probability Theory and Related Fields · 2010 · 46 citations · Full text

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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 · 2007 · 46 citations · Full text

, , +22

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