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