1. Integration by parts on the law of the modulus of the Brownian bridge;Stochastics and Partial Differential Equations: Analysis and Computations;2018-02-23
2. BV-regularity for the Malliavin derivative of the maximum of the
Wiener process;Electronic Communications in Probability;2013-01-01
3. Bounded Variation with Respect to a Log-Concave Measure;Communications in Partial Differential Equations;2012-01
4. A Random String with Reflection in a Convex Domain;Stochastic Analysis and Applications;2011-04-20
5. Poincaré inequality for linear SPDE driven by Lévy Noise;Stochastic Processes and their Applications;2010-09