Noèlia Viles

Available identifiers

Publication	Date of Publication	Type
Systems of stochastic Poisson equations: hitting probabilities	2016-12-14	Paper
A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process	2014-02-06	Paper
On the convergence of quadratic variation for compound fractional Poisson processes	2013-08-02	Paper
On the asymptotics of visible elements and homogeneous equations in surface groups.	2013-01-17	Paper
Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion	2010-08-18	Paper
Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion	2010-04-01	Paper
Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion	2007-08-20	Paper
Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals	2007-08-20	Paper

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