Person:189114: Difference between revisions

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Person:189114
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m AuthorDisambiguator moved page Jaime San Martín to Jaime San Martín: Duplicate
 
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Latest revision as of 23:28, 8 December 2023

Available identifiers

zbMath Open san-martin.jaimeWikidataQ50775521 ScholiaQ50775521MaRDI QIDQ189114

List of research outcomes

PublicationDate of PublicationType
Proximinality and uniformly approximable sets in \(L^p\)2023-09-06Paper
Scaling limits of bisexual Galton–Watson processes2023-07-27Paper
Fermi acceleration in rotating drums2023-03-21Paper
Kepler in search of the ``Anaclastic2023-01-26Paper
Asset price bubbles: invariance theorems2022-08-30Paper
Powers of Brownian Green potentials2022-02-08Paper
https://portal.mardi4nfdi.de/entity/Q50097942021-08-06Paper
Modelling of auxin transport affected by gravity and differential radial growth2020-09-16Paper
Convergence to the mean field game limit: a case study2020-05-13Paper
Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients2020-04-07Paper
Inverse \(M\)-matrix, a new characterization2020-03-20Paper
Diffusions from infinity2019-10-24Paper
Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients2017-09-13Paper
Book Review: Optimal stochastic control, stochastic target problems, and backward SDE2017-03-14Paper
Additive representation of symmetric inverse \(M\)-matrices and potentials2016-12-28Paper
Potentials of random walks on trees2016-04-21Paper
Asymptotics for the heat kernel in multicone domains2016-01-26Paper
Existence and Uniqueness of a Quasistationary Distribution for Markov Processes with Fast Return from Infinity2014-10-15Paper
Inverse \(M\)-matrices and ultrametric matrices2014-09-05Paper
Stochastic Models for a Chemostat and Long-Time Behavior2013-10-23Paper
The Class of Inverse $M$-Matrices Associated to Random Walks2013-09-26Paper
Quasi-Stationary Distributions2012-10-05Paper
Hadamard Functions that Preserve Inverse $M$-Matrices2012-09-12Paper
Numerical Method for Reflected Backward Stochastic Differential Equations2012-02-19Paper
https://portal.mardi4nfdi.de/entity/Q30996682011-12-01Paper
Optimal Selection of Customers for a Last-Minute Offer2011-11-17Paper
Option pricing under a gamma-modulated diffusion process2011-11-15Paper
Quasi-stationary distributions for structured birth and death processes with mutations2011-11-07Paper
Hadamard Functions of Inverse M-Matrices2010-05-25Paper
Quasi-stationary distributions and diffusion models in population dynamics2009-11-04Paper
Ultrametric and tree potential2009-07-06Paper
https://portal.mardi4nfdi.de/entity/Q54470312008-03-06Paper
Level-wise approximation of a Markov process associated to the boundary of an infinite tree2007-10-12Paper
One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)2007-05-15Paper
Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/22007-02-15Paper
Ratio limit theorem for parabolic horn-shaped domains2007-02-01Paper
Stationary processes whose filtrations are standard2006-11-08Paper
A Class ofM-matrices whose Graphs are Trees2004-10-25Paper
Backward SDEs with two barriers and continuous coefficient: an existence result2004-09-24Paper
Classification of killed one-dimensional diffusions.2004-09-15Paper
Itô formula for uniformly elliptic diffusions and Dirichlet processes2004-08-20Paper
The λ-classification of continuous-time birth-and-death processes2004-03-07Paper
A New Class of Inverse M-Matrices of Tree-Like Type2004-01-18Paper
Asymptotic of the heat kernel in general Benedicks domains2003-08-14Paper
Numerical method for backward stochastic differential equations2003-05-06Paper
On the existence or non-existence of solutions for certain backward stochastic differential equations2002-10-15Paper
Euler scheme for solutions of a countable system of stochastic differential equations2002-04-21Paper
Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption2001-09-06Paper
Description of the sub-Markov kernel associated to generalized ultrametric matrices. An algorithmic approach2001-08-21Paper
Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain2001-08-02Paper
Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process2001-06-21Paper
Partial orders and minimization of records in a sequence of independent random variables2001-05-08Paper
Limiting conditional and conditional invariant distributions for the Poisson process with negative drift2001-05-08Paper
Asymptotic behaviour of a Brownian motion on exterior domains2000-09-28Paper
Phase transition for absorbed Brownian motion with drift1999-08-24Paper
Potential kernels associated to a filtration1999-06-20Paper
Domain of attraction of quasi-stationary distributions for the brownian motion with drift1999-05-16Paper
Existence for BSDE with superlinear–quadratic coefficient1999-04-19Paper
Backward stochastic differential equations with continuous coefficient1998-07-01Paper
Anticipating integrals for a class of martingales1998-05-25Paper
A pointwise spectrum and representation of operators1998-03-24Paper
Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption1997-08-04Paper
Ultrametric matrices and induced Markov chains1997-05-12Paper
Entropy values of chains of partitions of infinite countable sets1997-03-23Paper
Iterated law of iterated logarithm1996-07-07Paper
https://portal.mardi4nfdi.de/entity/Q43103381995-05-28Paper
Quasi-stationary distributions for a Brownian motion with drift and associated limit laws1995-03-20Paper
Asymptotic analysis of the exponential penalty trajectory in linear programming1995-01-05Paper
General change of variable formulas for semimartingales in one and finite dimensions1994-07-24Paper
Inverse of Strictly Ultrametric Matrices are of Stieltjes Type1994-05-09Paper
One-dimensional Stratonovich differential equations1993-06-29Paper
A regularisation result of the continuous pmc Markov semigroupsdagger;1992-06-27Paper
Curvature of the convex hull of planar Brownian motion near its minimum point1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37987991988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38055711988-01-01Paper

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