David R. Baños

From MaRDI portal
Person:1621709

Available identifiers

zbMath Open banos.david-rMaRDI QIDQ1621709

List of research outcomes





PublicationDate of PublicationType
\(C^{\infty}\)-regularization by noise of singular ODE's2024-07-04Paper
Restoration of well-posedness of infinite-dimensional singular ODE's via noise2024-02-21Paper
Change of measure in a Heston-Hawkes stochastic volatility model2022-10-27Paper
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise2022-05-04Paper
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift2020-11-11Paper
Regularity properties of the stochastic flow of a skew fractional Brownian motion2020-07-14Paper
Variance and interest rate risk in unit-linked insurance policies2020-06-26Paper
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes2020-01-17Paper
Stochastic systems with memory and jumps2019-03-26Paper
Stochastic functional differential equations and sensitivity to their initial path2019-03-22Paper
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle2018-11-09Paper
The Bismut-Elworthy-Li formula for mean-field stochastic differential equations2018-06-01Paper
C-infinity-regularization by Noise of Singular ODE's2017-10-13Paper
Strong Uniqueness of Singular Stochastic Delay Equations2017-07-07Paper
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients2017-06-22Paper
Computing deltas without derivatives2017-04-13Paper
Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation2016-05-04Paper
Optimal bounds for the densities of solutions of SDEs with measurable and path dependent drift coefficients2014-08-11Paper
Sensitivity analysis in a market with memory2013-12-18Paper
Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility modelN/APaper

Research outcomes over time

This page was built for person: David R. Baños