Browsing by Subject Càlcul de Malliavin
Showing results 11 to 17 of 17
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| Issue Date | Title | Author(s) |
|---|---|---|
| 11-Oct-2020 | Pricing cumulative loss derivatives under additive models via Malliavin calculus | Khalfallah, Mohammed El-arbi; Hadji, Mohammed Lakhdar; Vives i Santa Eulàlia, Josep, 1963- |
| 1-Oct-1996 | Problema de martingala i aproximació en llei per difusions amb dos paràmetres | Florit i Selma, Carmen |
| 1996 | Small perturbartions in a hyperbolic stochastic partial differential equation | Márquez, David (Márquez Carreras); Sanz-Solé, Marta |
| 1996 | Stochastic evolution equations with random generators | León, Jorge A.; Nualart, David, 1951- |
| 1997 | Stochastic Volterra equations in the plane: smoothness of the law | Rovira Escofet, Carles; Sanz-Solé, Marta |
| 23-Feb-2005 | The Stochastic wave equation: study of the law and approximations | Quer i Sardanyons, Lluís |
| 1998 | Taylor expansion of the density in a stochastic heat equation | Márquez, David (Márquez Carreras); Sanz-Solé, Marta |