Mireia Besalú

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!

Publication	Date of Publication	Type
Semi-Markov multistate modeling approaches for multicohort event history data Biometrical Journal	2025-09-12	Paper
Second-order Markov multistate models SORT. Statistics and Operations Research Transactions	2024-11-26	Paper
Second Order Markov multistate models	2023-04-16	Paper
Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion	2023-02-07	Paper
Inference with median distances: an alternative to reduce the influence of outlier populations	2022-10-26	Paper
Time-dependent non-homogeneous stochastic epidemic model of SIR type	2022-09-24	Paper
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations Stochastics	2022-07-06	Paper
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations Stochastics	2022-07-06	Paper
Convergence of delay equations driven by a Hölder continuous function of order \(1/3<\beta<1/2\) (available as arXiv preprint)	2020-09-07	Paper
Convergence of delay equations driven by a Hölder continuous function of order \(1/3<\beta<1/2\)	2020-09-07	Paper
Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions The Annals of Probability	2016-04-21	Paper
Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions The Annals of Probability	2016-04-21	Paper
Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\) Potential Analysis	2014-07-31	Paper
Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter \(H>1/2\) Stochastics and Dynamics	2012-12-07	Paper
Delay equations with non-negativity constraints driven by a H\"older continuous function of order \beta in (1/3,1/2)	2012-05-17	Paper
Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion Bernoulli	2012-03-29	Paper
Estimates for the solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter \(H \in (\frac13, \frac12)\) Stochastics and Dynamics	2011-10-11	Paper

Research outcomes over time

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