David R. Baños

Available identifiers

zbMath Open banos.david-rMaRDI QIDQ1621709

List of research outcomes

Publication	Date of Publication	Type
\(C^{\infty}\)-regularization by noise of singular ODE's	2024-07-04	Paper
Restoration of well-posedness of infinite-dimensional singular ODE's via noise	2024-02-21	Paper
Change of measure in a Heston-Hawkes stochastic volatility model	2022-10-27	Paper
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise	2022-05-04	Paper
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift	2020-11-11	Paper
Regularity properties of the stochastic flow of a skew fractional Brownian motion	2020-07-14	Paper
Variance and interest rate risk in unit-linked insurance policies	2020-06-26	Paper
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes	2020-01-17	Paper
Stochastic systems with memory and jumps	2019-03-26	Paper
Stochastic functional differential equations and sensitivity to their initial path	2019-03-22	Paper
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle	2018-11-09	Paper
The Bismut-Elworthy-Li formula for mean-field stochastic differential equations	2018-06-01	Paper
C-infinity-regularization by Noise of Singular ODE's	2017-10-13	Paper
Strong Uniqueness of Singular Stochastic Delay Equations	2017-07-07	Paper
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients	2017-06-22	Paper
Computing deltas without derivatives	2017-04-13	Paper
Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation	2016-05-04	Paper
Optimal bounds for the densities of solutions of SDEs with measurable and path dependent drift coefficients	2014-08-11	Paper
Sensitivity analysis in a market with memory	2013-12-18	Paper
Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model	N/A	Paper

Research outcomes over time

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