Browsing by Subject Stochastic processes

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Showing results 1 to 20 of 132  next >
Issue DateTitleAuthor(s)
2023A defined benefit pension plan model with stochastic salary and heterogeneous discountingJosa-Fombellida, Ricardo; López-Casado, Paula; Navas, Jorge
24-Jan-2023A Gaussian process-based approach to renderingGulyás, Masa Zsanett
9-Jan-2022A linear stochastic biharmonic heat equation: hitting probabilitiesHinojosa Calleja, Adrián; Sanz-Solé, Marta
29-Jun-2017An introduction to stochastic volatility modelsPuig Cortada, Matias
27-Feb-2021Anisotropic Gaussian random fields: criteria for hitting probabilities and applicationsHinojosa Calleja, Adrián; Sanz-Solé, Marta
5-Oct-2012Anticipating linear stochastic differential equations driven by a Lévy processLeón, J. A. (León Vázquez, Jorge A.); Márquez, David (Márquez Carreras); Vives i Santa Eulàlia, Josep, 1963-
Jan-2017Anticipative integrals with respect to a filtered Lévy process and Lévy-Itô decompositionSavy, Nicolas; Vives i Santa Eulàlia, Josep, 1963-
12-Jun-2014Applications of Stochastic calculus in economy and statistics: Extensions of the Kyle-Back model. Ambit processes and power variation.Farkas, Gergely
5-Jan-2022Approximate pricing formula to capture leverage effect and stochastic volatility of a financial assetEl-Khatib, Youssef; Goutte, Stephane; Makumbe, Zororo Stanelake; Vives i Santa Eulàlia, Josep, 1963-
30-Oct-2019Asymmetric and long range interactions in shaken granular mediaCodina Sala, Joan; Pagonabarraga Mora, Ignacio
21-Feb-2012Asymmetric stochastic switching driven by intrinsic molecular noiseFrigola, David; Casanellas Vilageliu, Laura; Sancho, José M.; Ibañes Miguez, Marta
1992Bistability driven by dichotomous noise: A commentPorrà i Rovira, Josep Maria; Masoliver, Jaume, 1951-; Lindenberg, Katja; L'Heureux, Ivan; Kapral, Raymond
1-Apr-2000Black-Scholes option pricing within Itô and Stratonovich conventionsPerelló, Josep, 1974-; Porrà i Rovira, Josep Maria; Montero Torralbo, Miquel; Masoliver, Jaume, 1951-
21-Jun-2020Brownian motionMases Solé, Ingrid
13-Jun-2023Cadena de Markov y el problema de la ruina del jugadorJi, Pablo
24-Jan-2022Cadenes de Markov a temps discretHernández Camacho, Asier
13-Jun-2022Cadenes de Markov a temps discret i la seva simulacióCastellà Camps, Xènia
2008Charged particle transport in antidot lattices in the presence of magnetic and electric fields: Langevin approachKhoury Arvelo, María José; Lacasta Palacio, Ana María; Sancho, José M.; Romero, A. H.; Lindenberg, Katja
1-May-2013Coarse-graining and thermodynamics in far-from-equilibrium systemsRubí Capaceti, José Miguel; Pérez Madrid, Agustín
May-1997Coarsening of solid-liquid mixtures in a random acceleration fieldThomson, J. Ross; Casademunt i Viader, Jaume; Drolet, François; Viñals Giménez, Jorge