Josep Lluís Solé

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Person:867844

Available identifiers

zbMath Open sole.josep-lluisMaRDI QIDQ867844

List of research outcomes





PublicationDate of PublicationType
Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments2023-11-17Paper
https://portal.mardi4nfdi.de/entity/Q46419802018-05-18Paper
Local Malliavin calculus for Lévy processes and applications2016-06-10Paper
https://portal.mardi4nfdi.de/entity/Q29065302012-09-05Paper
A family of martingales generated by a process with independent increments2011-02-22Paper
Stein's method and normal approximation of Poisson functionals2010-04-21Paper
Time-space harmonic polynomials relative to a Lévy process2009-03-02Paper
On the orthogonal polynomials associated with a Lévy process2008-04-16Paper
https://portal.mardi4nfdi.de/entity/Q54366182008-01-17Paper
Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters2007-10-22Paper
Canonical Lévy process and Malliavin calculus2007-02-19Paper
A Stroock formula for a certain class of Lévy processes and applications to finance2006-08-28Paper
Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters2005-05-23Paper
Chaotic Kabanov formula for the Azéma martingales2003-09-10Paper
A pathwise approach to backward and forward stochastic differential equations on the poisson space*2002-12-02Paper
On Lévy processes, Malliavin calculus and market models with jumps2002-12-01Paper
https://portal.mardi4nfdi.de/entity/Q45244402001-01-15Paper
On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space2000-09-13Paper
https://portal.mardi4nfdi.de/entity/Q48841521996-08-15Paper
https://portal.mardi4nfdi.de/entity/Q40289891993-03-28Paper
Skorohod and Stratonovich line integrals in the plane1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39790691992-06-26Paper
Stratonovich integral and trace1990-01-01Paper

Research outcomes over time

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