Browsing by Subject Integrals estocàstiques

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 20 of 21  next >
Issue DateTitleAuthor(s)
1996A maximal inequality for the Skorohod integralAlòs, Elisa; Nualart, David, 1951-
1986A simple proof of uniqueness for torsion modules over P.I.D.’sGarcía Roig, Jaume Lluís
1996An extension of Itô's formula for anticipating processesAlòs, Elisa; Nualart, David, 1951-
28-Jun-2024An introduction to stochastic integrationBoukfal Lazaar, Salim
18-Jan-2019An introduction to the mathematical cornerstone of financial derivativesMorera Morales, Adrià
29-Jun-2017Càlcul estocàstic per a semimartingales i temps localsTorre i Estévez, Víctor de la
2000Chaotic Kabanov formula for the Azéma martingalesPrivault, Nicolas; Solé, Josep Lluís; Vives i Santa Eulàlia, Josep, 1963-
2014Delay Equations with Non-negativity Constraints Driven by a Hölder Continuous Function of Order $\beta \in\left(\frac{1}{3}, \frac{1}{2}\right)$Besalú, Mireia; Márquez, David (Márquez Carreras); Rovira Escofet, Carles
15-Jan-2025Epidemiologia estocàsticaMartı́nez i Escribano, Isaac
1990Integrator properties of the Skorohod integralJolis Giménez, Maria; Sanz-Solé, Marta
28-Jun-2018Una introducció a les equacions en derivades parcials estocàstiquesTorre i Estévez, Víctor de la
18-Jan-2019El moviment brownià i la seva aplicació al càlcul estocàsticPi Jaumà, Irina
2007On Ito's formula for elliptic diffusion processesBardina i Simorra, Xavier; Rovira Escofet, Carles
2021On the strong convergence of multiple ordinary integrals to multiple Stratonovich integralsBardina i Simorra, Xavier; Rovira Escofet, Carles
1982A singular stochastic integral equationNualart, David, 1951-; Sanz-Solé, Marta
29-Jun-2017Stochastic differential equations and applicationsMascaró Monserrat, Pep M.
18-Jan-2019Stochastic integrals and wong-zakai theoremsArmengol Collado, Josep-Maria
28-Jun-2023Study of stochastic differential equations driven by fractional brownian motionSerrat i Castella, Abel
13-Jun-2022Teorema de Girsanov i aplicació al model de Black-ScholesOvejero Torres, Laura
1985The distribution of a double stochastic integral with respect to two independent brownian sheetsJulià de Ferran, Olga; Nualart, David, 1951-