Riesz transform and integration by parts formulas for random variables, Stochastic Processes and their Applications, pp.1332-1355, 2011. ,
DOI : 10.1016/j.spa.2011.02.006
URL : https://hal.archives-ouvertes.fr/hal-00692987
Positivity and Lower Bounds for the Density of Wiener Functionals, Potential Analysis, vol.122, issue.2, pp.141-168, 2013. ,
DOI : 10.1007/s11118-012-9324-7
URL : https://hal.archives-ouvertes.fr/hal-00936148
On the distances between probability density functions, Electronic Journal of Probability, vol.19, issue.0, pp.1-33, 2014. ,
DOI : 10.1214/EJP.v19-3175
URL : http://projecteuclid.org/download/pdf_1/euclid.ejp/1465065752
Diffusions under a local strong Hörmander condition. Part I: density estimates. ArXiv e-prints, 1607, p.4542, 2016. ,
Diffusions under a local strong Hörmander condition. Part II: tube estimates. ArXiv e-prints, 1607, p.4544, 2016. ,
Estimates for the probability that a Itô process remains near a path, Stochastic Processes and their Applications, pp.2087-2113, 2011. ,
Lower bounds for densities of Asian type stochastic differential equations, Journal of Functional Analysis, vol.258, issue.9, pp.3134-3164, 2010. ,
DOI : 10.1016/j.jfa.2009.10.027
URL : https://hal.archives-ouvertes.fr/hal-00693022
A version of Hörmander's theorem for the fractional Brownian motion. Prob. Theory and Rel. Fields, pp.3-4373, 2007. ,
Hölder norms and the support theorem for diffusions, Annales de l'IHP -Probabilités et Statistiques, pp.415-436, 1994. ,
Décroissance exponentielle du noyau de la chaleur sur la diagonale. II. Probab. Theory Related Fields, pp.377-402, 1991. ,
Large deviations and the Malliavin calculus, Progress in mathematics. Birkhäuser, 1984. ,
Gaussian estimates for hypoelliptic operators via optimal control, Rendiconti Lincei - Matematica e Applicazioni, vol.18, issue.94, pp.333-342, 2007. ,
DOI : 10.4171/RLM/499
On the Onsager-Machlup functional for elliptic diffusion processes, Séminaire de Probabilités XXXIV, pp.313-328, 2000. ,
DOI : 10.1214/aop/1176991255
Bessel processes, the integral of geometric Brownian motion, and Asian options, Teoriya Veroyatnostei i ee Primeneniya, vol.48, issue.3, pp.503-533, 2003. ,
DOI : 10.4213/tvp268
Densities for rough differential equations under Hörmander's condition, pp.2115-2141, 2010. ,
DOI : 10.4007/annals.2010.171.2115
Hypoelliptic non-homogeneous diffusions. Prob. Theory and Rel. Fields, pp.453-483, 2002. ,
DOI : 10.1007/s004400100194
Control and nonlinearity, volume 136 of Mathematical Surveys and Monographs, 2007. ,
Density estimates for a random noise propagating through a chain of differential equations, Journal of Functional Analysis, vol.259, issue.6, pp.1577-1630, 2010. ,
DOI : 10.1016/j.jfa.2010.05.002
URL : https://hal.archives-ouvertes.fr/hal-00436051
Black-Scholes Formulae for Asian Options in Local Volatility Models, SSRN Electronic Journal, vol.237, pp.442-459, 2013. ,
DOI : 10.2139/ssrn.1898992
L??vy's area under conditioning, Annales de l'IHP - Probabilités et Statistiques, pp.89-101, 2006. ,
DOI : 10.1016/j.anihpb.2005.02.003
Averaging principle of SDE with small diffusion: Moderate deviations, The Annals of Probability, vol.31, issue.1, pp.413-443, 2003. ,
DOI : 10.1214/aop/1046294316
Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to a Hodgkin-Huxley system with periodic input. ArXiv e-prints, p.341, 1410. ,
Ergodicity for a stochastic Hodgkin???Huxley model driven by Ornstein???Uhlenbeck type input, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.52, issue.1, pp.483-501, 2016. ,
DOI : 10.1214/14-AIHP647
Stochastic differential equations and diffusion processes of North-Holland Mathematical Library, 1989. ,
Applications of the Malliavin calculus. I. Stochastic analysis, pp.271-306, 1982. ,
Applications of the Malliavin calculus, II. J. Fac. Sci. Univ. Tokyo Sect. IA Math, vol.32, 1985. ,
Applications of the Malliavin calculus. III, J. Fac. Sci. Univ. Tokyo Sect. IA Math, vol.34, issue.2, pp.391-442, 1987. ,
Stochastic Calculus of Variations in Mathematical Finance, 2006. ,
Balls and metrics defined by vector fields I: Basic properties, Acta Mathematica, vol.155, issue.0, pp.103-147, 1985. ,
DOI : 10.1007/BF02392539
Simplified malliavin calculus, Seminaire de Probabilites XX, pp.101-130, 1986. ,
DOI : 10.1007/BFb0067987
Malliavin Calculus and Related Topics, 2006. ,
DOI : 10.1007/978-1-4757-2437-0
Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators, Transactions of the American Mathematical Society, vol.358, issue.11, pp.4873-4893, 2006. ,
DOI : 10.1090/S0002-9947-06-04050-5
Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models, 2015. ,
URL : https://hal.archives-ouvertes.fr/tel-01323956
A Global Lower Bound for the Fundamental Solution of Kolmogorov-Fokker-Planck Equations, Archive for Rational Mechanics and Analysis, vol.137, issue.4, pp.321-340, 1997. ,
DOI : 10.1007/s002050050031
Principles of mathematical analysis, International Series in Pure and Applied Mathematics, 1976. ,
Stochastic analysis, volume 224 of Translations of Mathematical Monographs, 2004. ,
On the support of diffusion processes with applications to the strong maximum principle, Proc. Sixth Berkeley Symp. Math. Statist., volume Prob. III, pp.333-359, 1972. ,
On the extension of differentiable functions, Bulletin of the American Mathematical Society, vol.50, issue.2, pp.76-81, 1944. ,
DOI : 10.1090/S0002-9904-1944-08082-8
On some exponential functionals of Brownian motion, Advances in Applied Probability, vol.28, issue.03, pp.509-531, 1992. ,
DOI : 10.2307/3214805