Carles Rovira

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Person:185106

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zbMath Open rovira.carlesMaRDI QIDQ185106

List of research outcomes

PublicationDate of PublicationType
Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion2023-02-07Paper
Strong limit of processes constructed from a renewal proces2022-12-10Paper
A stochastic epidemic model of COVID-19 disease2022-04-27Paper
Rate of convergence of uniform transport processes to a Brownian sheet2021-11-29Paper
Weak convergence to the fractional Brownian sheet from a L\'evy sheet2021-11-11Paper
On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals2021-10-01Paper
Convergence of delay equations driven by a H\"older continuous function of order $\beta\in(\frac13,\frac12)$2020-09-07Paper
Strong approximations of Brownian sheet by uniform transport processes2020-04-22Paper
On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals2020-02-14Paper
Coinfection in a stochastic model for bacteriophage systems2019-10-10Paper
On a stochastic epidemic SEIHR model and its diffusion approximation2018-02-01Paper
Stochastic epidemic SEIRS models with a constant latency period2017-11-08Paper
The complex Brownian motion as a strong limit of processes constructed from a Poisson process2016-07-29Paper
A model of continuous time polymer on the lattice2016-03-04Paper
Approximations of a complex Brownian motion by processes constructed from a Lévy process2016-02-29Paper
Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)2014-07-31Paper
Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion2013-09-20Paper
A \(d\)-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process2013-08-08Paper
An analysis of a stochastic model for bacteriophage systems2013-01-30Paper
STOCHASTIC VOLTERRA EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H > 1/22012-12-07Paper
Convergence of delay differential equations driven by fractional Brownian motion2012-06-02Paper
Delay equations with non-negativity constraints driven by a H\"older continuous function of order \beta in (1/3,1/2)2012-05-17Paper
Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion2012-03-29Paper
Weak approximation of fractional SDEs: the Donsker setting2011-09-09Paper
The Sherrington Kirkpatrick model with ferromagnetic interaction2010-12-21Paper
Integration with respect to local time and Itô's formula for smooth nondegenerate martingales2010-02-05Paper
Weak approximation of a fractional SDE2010-01-15Paper
Iterated logarithm law for anticipating stochastic differential equations2008-08-21Paper
On Itô's formula for elliptic diffusion processes2008-02-06Paper
A diluted version of the perceptron model2007-12-17Paper
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)2006-11-06Paper
Asymptotic behavior of the magnetization for the perceptron model.2006-05-18Paper
On the Brownian-directed polymer in a Gaussian random environment2005-06-01Paper
The \(p\)-spin interaction model with external field2005-01-17Paper
https://portal.mardi4nfdi.de/entity/Q31549672005-01-14Paper
On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.2004-09-22Paper
Probabilistic models for vortex filaments based on fractional Brownian motion.2004-07-01Paper
Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms2003-10-28Paper
Onsager-Machlup functional for stochastic evolution equations2003-04-27Paper
https://portal.mardi4nfdi.de/entity/Q47936332003-02-12Paper
Asymptotic evaluation of the Poisson measures for tubes around jump curves2002-08-27Paper
Stochastic volterra equations in the plane: smoothness of the law2002-08-14Paper
Large deviations for stochastic Volterra equations in the plane2002-04-02Paper
Sharp large deviation estimates for the stochastic heat equation2002-01-22Paper
https://portal.mardi4nfdi.de/entity/Q27127272001-12-10Paper
Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case2001-11-07Paper
Stochastic delay equations with hereditary drift: Estimates of the density2001-10-06Paper
Sharp large deviation estimates for a certain class of sets on the Wiener space2001-09-02Paper
Large deviations for stochastic Volterra equations2001-04-22Paper
Sharp Laplace Asymptotics For a Parabolic SPDE2001-03-18Paper
On stochastic partial differential equations with polynomial nonlinearities2000-09-24Paper
https://portal.mardi4nfdi.de/entity/Q43793851998-02-25Paper
The law of the solution to a nonlinear hyperbolic SPDE1997-12-18Paper
Anticipating stochastic differential equations: Regularity of the law1997-12-07Paper
https://portal.mardi4nfdi.de/entity/Q48407051995-12-18Paper

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