Miguel Martinez

Available identifiers

zbMath Open martinez.miguelMaRDI QIDQ373590

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5881791	2023-03-13	Paper
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	2021-09-10	Paper
A transformed stochastic Euler scheme for multidimensional transmission PDE	2021-06-03	Paper
Consistent procedures for multiclass classification of discrete diffusion paths	2020-09-08	Paper
Stochastic processes associated to multidimensional parabolic transmission problems in divergence form	2020-04-06	Paper
Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators	2018-06-13	Paper
Bouncing skew Brownian motions	2018-04-20	Paper
A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks	2017-03-28	Paper
Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes	2015-11-04	Paper
Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift	2015-02-17	Paper
Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time	2013-10-17	Paper
Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process	2013-04-12	Paper
The logarithmic Sobolev constant of the lamplighter	2013-01-24	Paper
One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times	2012-06-22	Paper
On the existence of a time inhomogeneous skew Brownian motion and some related laws	2012-06-22	Paper
Numerical Method for Reflected Backward Stochastic Differential Equations	2012-02-19	Paper
Statistical estimation for reflected skew processes	2011-04-08	Paper
On mean numbers of passage times in small balls of discretized Itô processes	2009-11-20	Paper
Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance	2009-05-05	Paper
Paths clustering and an existence result for stochastic vortex systems	2007-10-11	Paper
A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients	2006-06-29	Paper
Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient	2006-01-18	Paper
A probabilistic representation of the solution to a 1D evolution equation in a medium with negative index	N/A	Paper

Research outcomes over time

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