Marta Sanz-Solé

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The conditional independence property in filtrations associated to stopping lines
Publicacions. Secciò de Matemàtiques
2024-04-22Paper
Optimal regularity of SPDEs with additive noise
Electronic Journal of Probability
2024-01-17Paper
scientific article; zbMATH DE number 7622565 (Why is no real title available?)2022-11-23Paper
A linear stochastic biharmonic heat equation: hitting probabilities
Stochastic and Partial Differential Equations. Analysis and Computations
2022-11-07Paper
Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
Stochastic and Partial Differential Equations. Analysis and Computations
2022-01-20Paper
Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
Stochastic and Partial Differential Equations. Analysis and Computations
2022-01-20Paper
From gambling to random modelling2021-12-16Paper
Global solutions to stochastic wave equations with superlinear coefficients
Stochastic Processes and their Applications
2021-08-05Paper
Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
Springer Proceedings in Mathematics & Statistics
2018-04-09Paper
Systems of stochastic Poisson equations: hitting probabilities2016-12-14Paper
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case
Bernoulli
2016-05-12Paper
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case
Bernoulli
2016-05-12Paper
Non-elliptic SPDEs and ambit fields: existence of densities
Stochastics of Environmental and Financial Economics
2016-04-22Paper
Hitting probabilities for nonlinear systems of stochastic waves
Memoirs of the American Mathematical Society
2015-09-09Paper
Absolute continuity for SPDEs with irregular fundamental solution
Electronic Communications in Probability
2015-08-17Paper
EMS Paper on Open Access
European Mathematical Society Newsletter
2015-07-06Paper
Editorial: The EMS -- a strong society with a vibrant life
European Mathematical Society Newsletter
2015-07-06Paper
Smoothness of the functional law generated by a nonlinear SPDE
Chinese Annals of Mathematics. Series B
2015-02-23Paper
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm
Bernoulli
2014-11-11Paper
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm
Bernoulli
2014-11-11Paper
The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity
Electronic Journal of Probability
2014-01-17Paper
Interview with Marta Sanz-Solé, President of the European Mathematical Society
Wiadomości Matematyczne
2013-04-03Paper
Opening ceremony of the 6ECM Kraków, 2 July 2012
European Mathematical Society Newsletter
2013-04-03Paper
Friedrich Hirzebruch memorial session at the 6th European congress of mathematics. Kraków, July 5th, 2012
European Mathematical Society Newsletter
2013-04-03Paper
Mild solutions for a class of fractional SPDEs and their sample paths
Journal of Evolution Equations
2012-06-02Paper
A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three
Stochastic Analysis 2010
2011-07-13Paper
Criteria for hitting probabilities with applications to systems of stochastic wave equations
Bernoulli
2011-02-28Paper
A fractional Poisson equation: existence, regularity and approximations of the solution
Stochastics and Dynamics
2010-02-10Paper
Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
Memoirs of the American Mathematical Society
2009-07-13Paper
Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
Memoirs of the American Mathematical Society
2009-07-13Paper
Properties of the density for a three-dimensional stochastic wave equation
Journal of Functional Analysis
2008-07-31Paper
Approximation of rough paths of fractional Brownian motion
(available as arXiv preprint)
2008-07-01Paper
Probability density for a hyperbolic SPDE with time dependent coefficients
ESAIM: Probability and Statistics
2007-11-30Paper
Probability density for a hyperbolic SPDE with time dependent coefficients
ESAIM: Probability and Statistics
2007-11-30Paper
Probability density for a hyperbolic SPDE with time dependent coefficients
ESAIM: Probability and Statistics
2007-11-30Paper
SPDEs with coloured noise: Analytic and stochastic approaches
ESAIM: Probability and Statistics
2007-11-30Paper
SPDEs with coloured noise: Analytic and stochastic approaches
ESAIM: Probability and Statistics
2007-11-30Paper
SPDEs with coloured noise: Analytic and stochastic approaches
ESAIM: Probability and Statistics
2007-11-30Paper
A large deviation principle in H\"older norm for multiple fractional integrals2007-02-02Paper
A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\)
Applied Mathematics and Optimization
2007-01-29Paper
Space semi-discretisations for a stochastic wave equation
Potential Analysis
2006-08-16Paper
Large deviations for rough paths of the fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2006-04-28Paper
Large deviations for rough paths of the fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2006-04-28Paper
Large deviations for rough paths of the fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2006-04-28Paper
Large deviations for rough paths of the fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2006-04-28Paper
Regularity of the sample paths of a class of second-order SPDE's
Journal of Functional Analysis
2005-11-22Paper
Malliavin Calculus with Applications to Stochastic Partial Differential Equations2005-08-31Paper
scientific article; zbMATH DE number 2091800 (Why is no real title available?)2004-08-16Paper
A stochastic wave equation in dimension 3: Smoothness of the law
Bernoulli
2004-06-10Paper
Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
Journal of Functional Analysis
2004-03-15Paper
Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2003-07-30Paper
Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2003-07-30Paper
Positivity of the density for the stochastic wave equation in two spatial dimensions
ESAIM: Probability and Statistics
2003-06-23Paper
Positivity of the density for the stochastic wave equation in two spatial dimensions
ESAIM: Probability and Statistics
2003-06-23Paper
scientific article; zbMATH DE number 1779825 (Why is no real title available?)2003-02-01Paper
Hölder-Sobolev regularity of solutions to a class of SPDE's driven by a spatially colored noise
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2002-10-14Paper
Stochastic volterra equations in the plane: smoothness of the law
Stochastic Analysis and Applications
2002-08-14Paper
Asymptotic behavior of the density in a parabolic SPDE
Journal of Theoretical Probability
2002-08-14Paper
Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
Journal of Functional Analysis
2002-07-08Paper
Large deviations for stochastic Volterra equations in the plane
Potential Analysis
2002-04-02Paper
Path properties of a class of Gaussian processes with applications to SPDE's2001-10-16Paper
Stochastic delay equations with hereditary drift: Estimates of the density
Journal of Functional Analysis
2001-10-06Paper
Approximation and support theorem for a wave equation in two space dimensions
Bernoulli
2001-09-11Paper
Logarithmic estimates for the density of an anticipating stochastic differential equation
Stochastic Processes and their Applications
2001-01-17Paper
Taylor expansion of the density in a stochastic heat equation
Collectanea Mathematica
2000-07-05Paper
A stochastic wave equation in two space dimensions: smoothness of the law
The Annals of Probability
1999-11-09Paper
Expansion of the density: A Wiener-chaos approach
Bernoulli
1999-11-08Paper
scientific article; zbMATH DE number 1241986 (Why is no real title available?)1999-09-21Paper
Points of positive density for the solution to a hyperbolic SPDE
Potential Analysis
1998-08-09Paper
Small perturbations in a hyperbolic stochastic partial differential equation
Stochastic Processes and their Applications
1998-03-29Paper
scientific article; zbMATH DE number 1121870 (Why is no real title available?)1998-02-25Paper
The law of the solution to a nonlinear hyperbolic SPDE
Journal of Theoretical Probability
1997-12-18Paper
Anticipating stochastic differential equations: Regularity of the law
Journal of Functional Analysis
1997-12-07Paper
Existence and regularity of density for solutions to stochastic differential equations with boundary conditions
Stochastics and Stochastic Reports
1997-11-26Paper
Strong approximations for stochastic differential equations with boundary conditions
Stochastic Processes and their Applications
1996-08-05Paper
Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
The Annals of Probability
1996-03-26Paper
scientific article; zbMATH DE number 797349 (Why is no real title available?)1996-02-11Paper
scientific article; zbMATH DE number 780879 (Why is no real title available?)1996-01-15Paper
scientific article; zbMATH DE number 780716 (Why is no real title available?)1995-12-18Paper
Approximation and support theorems in modulus spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1995-09-11Paper
Green formulas in anticipating stochastic calculus
Stochastic Processes and their Applications
1995-05-23Paper
scientific article; zbMATH DE number 679781 (Why is no real title available?)1995-03-09Paper
scientific article; zbMATH DE number 679781 (Why is no real title available?)1995-03-09Paper
Hilbert-valued anticipating stochastic differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1994-09-20Paper
Hilbert-valued anticipating stochastic differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1994-09-20Paper
The support of the solution to a hyperbolic SPDE
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1994-09-05Paper
scientific article; zbMATH DE number 432959 (Why is no real title available?)1994-05-19Paper
scientific article; zbMATH DE number 432953 (Why is no real title available?)1993-12-09Paper
scientific article; zbMATH DE number 166510 (Why is no real title available?)1993-05-16Paper
scientific article; zbMATH DE number 140591 (Why is no real title available?)1993-03-28Paper
Large deviations for a class of anticipating stochastic differential equations
The Annals of Probability
1993-02-22Paper
Integrator properties of the skorohod integral
Stochastics and Stochastic Reports
1993-02-04Paper
The hu-meyer formula for non deterministic kernels
Stochastics and Stochastic Reports
1992-06-28Paper
scientific article; zbMATH DE number 19587 (Why is no real title available?)1992-06-26Paper
scientific article; zbMATH DE number 19587 (Why is no real title available?)1992-06-26Paper
scientific article; zbMATH DE number 19391 (Why is no real title available?)1992-06-26Paper
The doob‐meyer decomposition for anticipating processes
Stochastics and Stochastic Reports
1991-01-01Paper
scientific article; zbMATH DE number 4203360 (Why is no real title available?)1991-01-01Paper
scientific article; zbMATH DE number 4098426 (Why is no real title available?)1990-01-01Paper
On the relations between increasing functions associated with two- parameter continuous martingales
Stochastic Processes and their Applications
1990-01-01Paper
Application of Malliavin calculus to a class of stochastic differential equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1990-01-01Paper
scientific article; zbMATH DE number 4184536 (Why is no real title available?)1990-01-01Paper
scientific article; zbMATH DE number 4209226 (Why is no real title available?)1989-01-01Paper
scientific article; zbMATH DE number 4209226 (Why is no real title available?)1989-01-01Paper
Integration by parts and time reversal for diffusion processes
The Annals of Probability
1989-01-01Paper
Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1989-01-01Paper
Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1989-01-01Paper
Stochastic differential equations on the plane: Smoothness of the solution
Journal of Multivariate Analysis
1989-01-01Paper
Time reversal for infinite-dimensional diffusions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1989-01-01Paper
r-variations for two-parameter continuous martingales and Itô's formula
Stochastic Processes and their Applications
1989-01-01Paper
Local time for two-parameter continuous martingales with respect to the quadratic variation
The Annals of Probability
1988-01-01Paper
Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients
Statistics & Probability Letters
1986-01-01Paper
scientific article; zbMATH DE number 3930058 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3930058 (Why is no real title available?)1985-01-01Paper
Malliavin calculus for two-parameter Wiener functionals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1985-01-01Paper
Malliavin calculus for two-parameter Wiener functionals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1985-01-01Paper
A Singular Stochastic Integral Equation1982-01-01Paper
scientific article; zbMATH DE number 3720091 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3725399 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3725399 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3649788 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3637042 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3637042 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3651503 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3591136 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3591136 (Why is no real title available?)1977-01-01Paper
Approximation and support theorem for a two space-dimensional wave equation
(available as arXiv preprint)
N/APaper
Stochastic Partial Differential Equations, Space-time White Noise and Random Fields
(available as arXiv preprint)
N/APaper


Research outcomes over time


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