Begoña Fernández Fernández

Available identifiers

zbMath Open fernandez.begona-fernandezMaRDI QIDQ1877011

List of research outcomes

Publication	Date of Publication	Type
On Itô's integral and the fundamental theorem of stochastic calculus	2024-08-20	Paper
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments	2014-04-15	Paper
Estimates for the probability that Itô processes remain near a path	2011-08-04	Paper
https://portal.mardi4nfdi.de/entity/Q3003962	2011-05-31	Paper
Bounds of ruin probabilities for insurance companies in the presence of stochastic volatility on investments	2011-05-10	Paper
ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS	2009-08-28	Paper
Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations	2009-06-09	Paper
Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes	2009-05-22	Paper
An optimal investment strategy with maximal risk aversion and its ruin probability	2009-03-25	Paper
Multidimensional dependency measures	2004-08-16	Paper
Asymptotic behaviour for interacting diffusion processes with space-time random birth	2000-04-09	Paper
A Hilbertian approach for fluctuations on the McKean-Vlasov model	2000-03-01	Paper
Estimation of densities and applications	1998-12-15	Paper
https://portal.mardi4nfdi.de/entity/Q4357550	1998-03-17	Paper
Smoothness of distributions for solutions of anticipating stochastic differential equations	1997-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q5688682	1997-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q5686966	1997-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q4884165	1996-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q4279411	1994-03-27	Paper
https://portal.mardi4nfdi.de/entity/Q3142956	1994-01-30	Paper
Stability of a class of transformations of distribution-valued processes and stochastic evolution equations	1993-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q4020275	1993-01-16	Paper
A Criterion of Convergence of Generalized Processes and an Application to a Supercritical Branching Particle System	1992-09-27	Paper
Markov properties of the fluctuation limit of a particle system with death	1991-01-01	Paper
Markov properties of the fluctuation limit of a particle system	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4721349	1986-01-01	Paper

Research outcomes over time

This page was built for person: Begoña Fernández Fernández