Conferències i seminaris | Congressos | Grups de recerca | Publicacions | Persones

Activitats i publicacions del grup de recerca Anàlisi estocàstica

Symmetric reflected diffusions in non smooth domains ( 17/9/1991) - Ruth J. Williams

Segal model ( 17/9/1991) - Paul Malliavin

Generalized Feynman-kac formulas for p.d.e.´s and s.p.d.e.´s ( 19/9/1991) - Étienne Pardoux

Malliavin calculs on Lie groups ( 19/9/1991) - Ali S. Ustunel

When does the Ramer formula look like Girsanov formula? ( 1/10/1991) - Moshe Zakai

Crossings and local times ( 3/10/1991) - Mario Wschebor Wonsever

Girsanov transformation and anticipation ( 3/10/1991) - Hans Föllmer

Anticipative Girsanov transformations ( 8/10/1991) - Rainer Buckdahn

Occupation densities in anticipating calculus, I ( 10/10/1991) - Peter Imkeller

Gelfand triples on Wiener spaces and applications ( 15/10/1991) - Luis Gabriel Gorostiza Ortega

Occupation densities in anticipating calculus, II ( 17/10/1991) - Peter Imkeller

Symmetry and stochastic control ( 22/10/1991) - Daniel Ocone

Ventzell-Freidlin theory with homogenization ( 24/10/1991) - Paolo Baldi

Reflected solutions of s.p.d.e.´s ( 31/10/1991) - Étienne Pardoux

Skorohod integral in nuclear spaces ( 21/11/1991) - Tomasz Bojdecki

Occupation densities of stochastic processes on Wiener space ( 12/12/1991) - Peter Imkeller

Un théorème du support pour des E.D.P.S. ( 19/5/1993) - Annie Elisabeth Georges Millet

Stochastic analysis of options ( 22/9/1993) - Hans Föllmer

Estimacions de grans desviacions per equacions en derivades parcials parabòliques ( 12/1/1997) - Annie Elisabeth Georges Millet No en consta la data exacta

Lleis del logaritme iterat funcionals ( 1/2/1997) - Annie Elisabeth Georges Millet No en consta la data exacta

Heat equation and reflected Brownian motion in time-dependent domains ( 1/6/2000) - Krzysztof Burdzy No en consta la data exacta