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Viser treff 1-17 av 17

2019
1 Baños, David; Bauer, Martin; Meyer-Brandis, Thilo; Proske, Frank Norbert.
Restoration of Well-Posedness of Infinite-dimensional Singular ODE's via Noise. arXiv.org 2019
UiO Untitled
 
2 Banos, David; Bølviken, Erik; Duedahl, Sindre; Proske, Frank Norbert.
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes. Scandinavian Actuarial Journal 2019
UiO Untitled
 
3 Banos, David; Cordoni, Francesco; Di Nunno, Giulia; Di Persio, Luca; Røse, Elin Engen.
Stochastic systems with memory and jumps. Journal of Differential Equations 2019 ;Volum 266.(9) s. 5772-5820
NHH UiO Untitled
 
4 Baños, David Ruiz; Nilssen, Torstein Kastberg; Proske, Frank Norbert.
Strong Existence and Higher Order Fréchet Differentiability of Stochastic Flows of Fractional Brownian Motion Driven SDEs with Singular Drift. Journal of Dynamics and Differential Equations 2019
UiO Untitled
 
2018
5 Amine, Oussama; Banos, David; Proske, Frank Norbert.
Regularity Properties of the Stochastic Flow of a Skew Fractional Brownian Motion. arXiv.org 2018
UiO Untitled
 
6 Baños, David; Di Nunno, Giulia; Haferkorn, Hannes Hagen; Proske, Frank Norbert.
Stochastic functional differential equations and sensitivity to their initial path. I: Computation and Combinatorics in Dynamics, Stochastics and Control. Springer 2018 ISBN 978-3-030-01592-3. s. 37-70
NHH UiO Untitled
 
7 Baños, David Ruiz.
The Bismut-Elworthy-Li formula for mean-field stochastic differential equations. Annales de l'I.H.P. Probabilites et statistiques 2018 ;Volum 54.(1) s. 220-233
UiO Untitled
 
8 Baños, David Ruiz; Duedahl, Sindre; Meyer-Brandis, Thilo; Proske, Frank Norbert.
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle. Annales de l'I.H.P. Probabilites et statistiques 2018 ;Volum 54.(3) s. 1464-1491
UiO Untitled
 
2017
9 Baños, David Ruiz; Haferkorn, Hannes Hagen; Proske, Frank Norbert.
Strong Uniqueness of Singular Stochastic Delay Equations. arXiv.org 2017
UiO Untitled
 
10 Baños, David Ruiz; Krühner, Paul.
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. Stochastic Processes and their Applications 2017 ;Volum 127.(6) s. 1785-1799
Untitled
 
11 Baños, David Ruiz; Meyer-Brandis, Thilo; Proske, Frank Norbert; Duedahl, Sindre.
Computing Deltas without Derivatives. Finance and Stochastics 2017 ;Volum 21.(2) s. 509-549
UiO Untitled
 
12 Baños, David Ruiz; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank Norbert.
Strong solutions of d-dimensional SDE's with generalized drift and fractional Brownian initial noise. arXiv.org 2017
UiO Untitled
 
13 Baños, David Ruiz; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank Norbert.
Strong solutions of SDE's with generalized drift and multidimensional fractional Brownian initial noise. FINEWSTOCH Networkshop II; 2017-11-08 - 2017-11-09
HINN UiO Untitled
 
14 Baños, David Ruiz; Proske, Frank Norbert.
C-infinity-regularization by Noise of Singular ODE's. arXiv.org 2017
UiO Untitled
 
2016
15 Baños, David Ruiz; Krühner, Paul.
Optimal density bounds for marginals of Itô processes. Communications on Stochastic Analysis 2016 ;Volum 10.(2) s. 131-150
UiO Untitled
 
16 Baños, David Ruiz; Nilssen, Torstein Kastberg.
Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation. Stochastics: An International Journal of Probability and Stochastic Processes 2016 ;Volum 88.(4) s. 540-566
UiO Untitled
 
17 Nilssen, Torstein Kastberg; Baños, David Ruiz; Proske, Frank Norbert.
Strong Existence and higher order differentiability of stochastic flows of fractional Brownian motion driven SDE's with singular drift. seminar; 2016-03-09 - 2016-03-09
UiO Untitled