The following pages link to Elisa Alòs (Q591979):
Displayed 50 items.
- (Q217471) (redirect page) (← links)
- Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion (Q408082) (← links)
- Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients (Q476460) (← links)
- Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? (Q485985) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type (Q609727) (← links)
- Remarks on an integral functional driven by sub-fractional Brownian motion (Q634857) (← links)
- Singular perturbations to semilinear stochastic heat equations (Q664350) (← links)
- Local and global well-posedness of SPDE with generalized coercivity conditions (Q695085) (← links)
- The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions (Q845813) (← links)
- A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
- Inverse scattering problem for a two dimensional random potential (Q926253) (← links)
- On the convergence of stochastic integrals with respect to \(p\)-semimartingales (Q951213) (← links)
- An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (Q952826) (← links)
- Existence, uniqueness and statistical theory of turbulent solutions of the stochastic Navier-Stokes equation, in three dimensions -- an overview (Q967162) (← links)
- The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons (Q972807) (← links)
- Lie theory: Applications to problems in mathematical finance and economics (Q1004433) (← 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)
- Rate of convergence of space time approximations for stochastic evolution equations (Q1016097) (← links)
- A martingale approach to minimal surfaces (Q1017685) (← links)
- Stochastic representation of partial differential inclusions (Q1018144) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- On anticipative Girsanov transformations for Lévy processes (Q1028624) (← links)
- Stochastic heat equation with random coefficients (Q1124996) (← links)
- An extension of Itô's formula for anticipating processes (Q1266791) (← links)
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
- Stochastic partial differential equations with Dirichlet white-noise boundary conditions (Q1599989) (← links)
- Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain (Q1627700) (← links)
- Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach (Q1739059) (← links)
- A decomposition formula for option prices in the Heston model and applications to option pricing approximation (Q1761451) (← links)
- Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
- Cluster point processes on manifolds (Q1931524) (← links)
- Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links (Q1946303) (← links)
- Lognormal \(\star\)-scale invariant random measures (Q1950382) (← links)
- Anticipating stochastic Volterra equations (Q1965886) (← links)
- Stochastic heat equation with white-noise drift (Q1978133) (← links)
- On the rate of escape or approach to the origin of a random string (Q2078120) (← links)
- Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems (Q2195112) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- A note on the implied volatility of floating strike Asian options (Q2292064) (← links)
- On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (Q2463722) (← links)
- Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
- CVA in fractional and rough volatility models (Q2700343) (← links)
- (Q2944056) (← links)
- A fractional Heston model with (Q2974870) (← links)
- An anticipating It\^o formula for L\'evy processes (Q3623886) (← links)
- (Q4357565) (← links)
- Stochastic integration with respect to the fractional Brownian motion (Q4707544) (← links)
- STABILITY FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH DIRICHLET WHITE-NOISE BOUNDARY CONDITIONS (Q4818908) (← links)
- On the Difference Between the Volatility Swap Strike and the Zero Vanna Implied Volatility (Q4958389) (← links)