Conferències i seminaris | Congressos | Grups de recerca | Publicacions | Persones Persones
Josep Vives Santa-Eulalia (Catalunya, Espanya)
Publicacions
A Stroock formula for a certain class of Lévy processes, 2002
EDDAHBI, M.; SOLÉ, J.L. & VIVES, J. *A Stroock formula for a certain class of Lévy processes*. Publicacions del CRM, núm. 512 (2002)
Chaotic expansion and smoothness of some functionals of the fractional Brownian motion, 2002
EDDAHBI, M. & VIVES, J. *Chaotic expansion and smoothness of some functionals of the fractional Brownian motion*. Publicacions del CRM, núm. 505 (2002)
Chaotic Kabanov formula for the Azéma martingales, 1997
PRIVAULT, N.; SOLÉ, J.L. & VIVES, J. *Chaotic Kabanov formula for the Azéma martingales*. Publicacions del CRM, núm. 367 (1997)
On the chaos expansion of some additive functionals of the Brownian motion and applications, 2000
EDDAHBI, M.; ERRAOUI, M. & VIVES, J. *On the chaos expansion of some additive functionals of the Brownian motion and applications*. Publicacions del CRM, núm. 436 (2000)
Regularity and asymptotic behaviour of the local time for the d-dimensional fractional Brownian motion with N-parameters, 2002
EDDAHBI, M.; LACAYO, R.; SOLÉ, J.L.; TUDOR, C.A. & VIVES, J. *Regularity and asymptotic behaviour of the local time for the d-dimensional fractional Brownian motion with N-parameters*. Publicacions del CRM, núm. 502 (2002)
Altres activitats (conferències, seminaris)
Ponent de congrés - Univ. Autónoma Barcelona - [1/9/1997 - 10/9/1997]
Some characterizations of Wiener and Poisson processes in the class of normal martingales (1/9/1997)
Dins el CRM Advanced Course on Stochastic Analysis, 1 a 10 setembre 1997. No en consta la data exacta
Ponent de congrés - Univ. Autónoma Barcelona - [1/7/2002 - 6/7/2002]
On Lévy processes, Malliavin calculus and market models with jumps (1/7/2002)
Dins el CRM Advanced Course on Mathematical Finance: Further Models, 1 a 6 juliol 2002. No en consta la data exacta