Browsing by Subject Stochastic analysis

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 33  next >
Issue DateTitleAuthor(s)
11-Jul-2016American optionsQuiles Petidier, Juan Raúl
13-Jun-2022An EEG based ‐ stochastic dynamical systems model of brain dynamicsOsa Bañales, David de la
3-Nov-2023Approximate option pricing under a two factor Heston-Kou stochastic volatility modelEl-Khatib, Youssef; Makumbe, Zororo Stanelake; Vives i Santa Eulàlia, Josep, 1963-
2000Approximation and support theorem for a wave equation in two space dimensionsMillet, Annie; Sanz-Solé, Marta
24-Jan-2021Càclul de les Gregues pel model Black-Scholes utilitzant el càlcul de MalliavinPuigtió Bernaus, Irene
24-Jan-1994Càlcul de variacions estocàstic en els espais de Wiener i de Poisson: aplicació a la regularitat del suprem i del temps localVives i Santa Eulàlia, Josep, 1963-
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
26-Feb-2024Detecting multiple level shifts in bounded time seriesCarrión i Silvestre, Josep Lluís; Gadea Rivas, María Dolores
2002Differential equations driven by fractional Brownian motionNualart, David, 1951-; Rascanu, Aurel
13-Jun-2023Dynamical analysis of mushroom bifurcations: deterministic and stochastic approachesFucho Rius, Mariona
24-Jan-2021From the classical to the stochastic heat equationPetchamé Guerrero, Jordi
2023Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time SeriesCarrión i Silvestre, Josep Lluís; Sansó Rosselló, Andreu
1-Jul-2016Generalized fractional kinetic equations: another point of viewMárquez, David (Márquez Carreras)
13-Jun-2023Introducció a les equacions en derivades parcials estocàstiquesBurés Mogollón, Òscar
13-Jun-2023Introducción a la volatilidad estocástica: El modelo de HestonSánchez González, Carla
14-Sep-2007Iterated logarithm law for anticipating stochastic differential equationsMárquez, David (Márquez Carreras); Rovira Escofet, Carles
19-Jan-2019Jocs de camp mitjàBorrós Cullell, Pau
2003Large deviation principle for a stochastic heat equation with spatially correlated noiseMárquez, David (Márquez Carreras); Sarrà, Mònica
28-Jun-2020Large deviationsZamora Font, Oriol