Josep Lluís Solé

Available identifiers

zbMath Open sole.josep-lluisMaRDI QIDQ867844

List of research outcomes

Publication	Date of Publication	Type
Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments	2023-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q4641980	2018-05-18	Paper
Local Malliavin calculus for Lévy processes and applications	2016-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q2906530	2012-09-05	Paper
A family of martingales generated by a process with independent increments	2011-02-22	Paper
Stein's method and normal approximation of Poisson functionals	2010-04-21	Paper
Time-space harmonic polynomials relative to a Lévy process	2009-03-02	Paper
On the orthogonal polynomials associated with a Lévy process	2008-04-16	Paper
https://portal.mardi4nfdi.de/entity/Q5436618	2008-01-17	Paper
Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters	2007-10-22	Paper
Canonical Lévy process and Malliavin calculus	2007-02-19	Paper
A Stroock formula for a certain class of Lévy processes and applications to finance	2006-08-28	Paper
Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters	2005-05-23	Paper
Chaotic Kabanov formula for the Azéma martingales	2003-09-10	Paper
A pathwise approach to backward and forward stochastic differential equations on the poisson space*	2002-12-02	Paper
On Lévy processes, Malliavin calculus and market models with jumps	2002-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q4524440	2001-01-15	Paper
On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space	2000-09-13	Paper
https://portal.mardi4nfdi.de/entity/Q4884152	1996-08-15	Paper
https://portal.mardi4nfdi.de/entity/Q4028989	1993-03-28	Paper
Skorohod and Stratonovich line integrals in the plane	1992-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3979069	1992-06-26	Paper
Stratonovich integral and trace	1990-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Josep Lluís Solé