Quer-Sardanyons, Lluis
- Stochastic integrals for spde's: a comparison
2010/01/06 by Robert C. Dalang, Dalang, Robert C., Lluís Quer-Sardanyons +1 · 3 citations
Economics, Econometrics and Finance · #60H05 #60H15 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- A fully discrete approximation of the one-dimensional stochastic heat equation
2017/11/22 by Rikard Anton, Anton, Rikard, David Cohen +3 · 3 citations
Economics, Econometrics and Finance · Earth and Planetary Sciences · Physics and Astronomy · #Stochastic processes and financial applications #Meteorological Phenomena and Simulations #Advanced Thermodynamics and Statistical Mechanics
- Existence and smoothness of the density for spatially homogeneous SPDEs
2007/02/12 by David Nualart, Lluís Quer-Sardanyons, Nualart, David +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60H07 #60H15 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics