The following pages link to Jorge A. Leon (Q592478):
Displayed 50 items.
- (Q217472) (redirect page) (← links)
- (Q426352) (redirect page) (← links)
- Synchronization of nonlinear fractional order systems (Q426353) (← links)
- Anticipating linear stochastic differential equations driven by a Lévy process (Q456247) (← links)
- Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) (Q653654) (← links)
- A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
- On the distribution of explosion time of stochastic differential equations (Q740943) (← links)
- Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (Q785391) (← links)
- A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility (Q1009405) (← links)
- Stochastic heat equation with random coefficients (Q1124996) (← links)
- Stochastic evolution equations with random generators (Q1307072) (← links)
- Stochastic differential equations with random coefficients (Q1363405) (← links)
- Anticipating stochastic differential equations of Stratonovich type (Q1381314) (← links)
- Semilinear fractional stochastic differential equations (Q1394553) (← links)
- Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos (Q1567317) (← links)
- On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space (Q1580330) (← links)
- Stability for a class of semilinear fractional stochastic integral equations (Q1625703) (← links)
- Anticipating integral equations (Q1841270) (← links)
- On Lévy processes, Malliavin calculus and market models with jumps (Q1849791) (← links)
- Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
- A note on the implied volatility of floating strike Asian options (Q2292064) (← links)
- Fubini theorem for anticipating stochastic integrals in Hilbert space (Q2366979) (← links)
- On uniqueness for some non-Lipschitz SDE (Q2400597) (← links)
- Young differential equations with power type nonlinearities (Q2402434) (← links)
- On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (Q2463722) (← links)
- An extension of the divergence operator for Gaussian processes (Q2485837) (← links)
- Strong solutions of anticipating stochastic differential equations on the Poisson space (Q2563703) (← links)
- A pathwise approach to backward and forward stochastic differential equations on the poisson space<sup>*</sup> (Q2758171) (← links)
- Approximations of Fractional Stochastic Differential Equations by Means of Transport Processes (Q2787485) (← links)
- Local Malliavin calculus for Lévy processes and applications (Q2812011) (← links)
- A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes (Q2841788) (← links)
- (Q2944058) (← links)
- Some Feller and Osgood type criteria for semilinear stochastic differential equations (Q2970121) (← links)
- (Q3138649) (← links)
- Stochastic Fubini Theorem for Semimartingales in Hilbert Space (Q3201181) (← links)
- Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2 (Q3423698) (← links)
- Itô's formula for linear fractional PDEs (Q3541201) (← links)
- (Q3542499) (← links)
- (Q3611656) (← links)
- An anticipating It\^o formula for L\'evy processes (Q3623886) (← links)
- Stochastic evolution equations with respect to semimartingales in hilbert space (Q3830321) (← links)
- (Q3976826) (← links)
- (Q4217849) (← links)
- (Q4254839) (← links)
- A chaos approach to the anticipating calculus for the poisson process (Q4385258) (← links)
- An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
- THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY (Q4522396) (← links)
- (Q4524440) (← links)
- (Q4541879) (← links)
- Fractional stochastic differential equation with discontinuous diffusion (Q4602040) (← links)