Laurent Denis

Professeur des Universités (UEVE)

tel : +33 (0)1 64 85 34 85
fax :
Laboratoire Analyse et Probabilité
EA 2172
23 boulevard de France, 91037 Évry, France

Thèmes de recherche

Bouleau N., Denis L. Chaotic extensions and the lent particle method for Brownian motion,preprint.
Bouleau N., Denis L. Application of the lent particle method to existence of smooth densities of Poisson functionals, preprint.
Bouleau N., Denis L. Application of the lent particle method to Poisson driven SDE's, Probability Theory and Related Fields(2011).
Bouleau N., Denis L. Energy image density property and the lent particle method for Poisson measures, Jour. of Functional Analysis 257 (2009) 1144-1174

Denis L.et Matoussi A. , Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions , preprint.
Denis L., Matoussi A. et Stoica, I. L., Maximum principle for parabolic SPDE's: first approach, preprint.
Denis L., Matoussi A. et Stoica, I. L., Comparison theorem and Maximum principle for quasilinear Stochastic PDE's, Electronic Journal of Probability Vol. 14 (2009).
Denis L., Matoussi A. et Stoica, I. L. Lp estmates for the uniform norm of solutions of quasilinear SPDE’s, Probability Theory and Related Fields 113, pp. 437-463 (2005).

Denis L., Kervarec M. , Optimal investment under model uncertainty in non-dominated models, preprint.
Denis L., Hu Y et Peng S. , Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Paths, Potential Analysis, Vol. 34 n°2 (2011) 139-161.
Denis L., Fernandez B., Meda A., Estimation of value at risk and ruin probability for diffusion processes with jumps, Mathematical Finance Vol. 19 N°2, pp281-302 (2009).
Denis L. et Martini C., A theoretical framework for the pricing of contingent claims in the presence of model uncertainty , Annals of Applied Probability, Vol. 16 N° 2, pp 827-852 (2006).

by FR 3409