Gerardo Hernandez-del-Valle

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
On the heat equation with a moving boundary and applications to hitting times for Brownian motion Stochastic Analysis and Applications	2024-04-18	Paper
On the zeros of the Pearcey integral and a Rayleigh-type equation Boletín de la Sociedad Matemática Mexicana. Third Series	2018-04-16	Paper
Optimal Execution of Derivatives: A Taylor Expansion Approach Optimization, Control, and Applications of Stochastic Systems	2017-11-22	Paper
Changes of measure and representations of the first hitting time of a Bessel process Communications on Stochastic Analysis	2016-03-04	Paper
On hitting times, Bessel bridges and Schrödinger's equation Bernoulli	2014-02-04	Paper
On hitting times, Bessel bridges and Schrödinger's equation Bernoulli	2014-02-04	Paper
On the first time that a 3-D Bessel bridge hits a boundary Stochastic Models	2012-12-20	Paper
On the first time that an Ito process hits a barrier	2012-09-10	Paper
Airy-heat functions, Hermite and higher order Hermite generating functions	2010-09-05	Paper
A note on Schr\"odinger equation with linear potential and hitting times	2010-09-03	Paper
Schr\"odinger equation with linear potential and hitting times	2010-08-28	Paper
An integral equation for the distribution of the first exit time of a reflected Brownian motion The ANZIAM Journal	2010-01-21	Paper
On Schroedinger's equation, 3-dimensional bessel bridges, and passage time problems	2009-05-12	Paper
On the first passage time density of a continuous Martingale over a moving boundary	2009-05-12	Paper

Research outcomes over time

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