CMM

2007

Centro de Modelamiento Matemático - CMM

Universidad de Chile 2007

Our goal at CMM To establish meaningful and productive relationships
between advanced mathematics and all endeavors of modern society

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Publications

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  Felipe Alvarez   Jorge Amaya   Rodolfo Araya   Alexis Ballier
  Rommel Bustinza   Raimund Bürger   Carlos Conca   Rafael Correa
  Juan Dávila   Manuel Del Pino   Patricio Felmer   Fabián Flores
  Joaquín Fontbona   Anahí Gajardo   Laura Gallardo   Gabriel Gatica
  Mauricio González   Raúl Gouet   Abderrahim Hantoute   Alejandro Jofré
  Marcos Kiwi   Michal Kowalczyk   Yong Liu   Alejandro Maass
  Fethi Mahmoudi   Raúl Manásevich   Servet Martínez   Salomé Martínez
  Martín Matamala   Jaime Ortega   Axel Osses   Rodrigo Palma
  Tomás Pérez-Acle   Héctor Ramírez   Iván Rapaport   Rodolfo Rodríguez
  Jorge San Martín   Jaime San Martín   Michael Schraudner   Mauricio Sepúlveda
  Maya Stein


   Year  
  Jaime San Martín  
2010
Optimal Selection of Customers for a Last-Minute Offer
Cominetti R; Correa JR; Rothvoss T; San Martin J; Operations Research 58, pp.878-888. (2010)
2009
Hadamard functions of inverse M-Matrices
Dellacherie C; Martinez S; San Martin J; SIAM Journal on Matrix Analysis and Applications  31(2), pp. 289-315. (2009)
2009
Ultrametric and Tree Potential
Dellacherie C; Martinez S; San Martín J; Journal of theoretical Probability 22(2), pp. 311-347. (2009)
2009
Quasi-stationary distributions and diffusion models in population dynamics
Cattiaux P; Collet P; Lambert A; Martínez S; Méléard S; San Martín J;  Ann. Probab.  37(5), pp. 1926-1969. (2009)
2007
One-dimensional BSDE's whose coefficient is monotonic in y and non lipschitz in z
Briand P; Lepeltier JP; San Martín J; Bernoulli. Vol. 13, Nº 1, pp. 80-91. (2007)
2007
Linear stochastic differential equations driven by a fractional Brownian motion with parameter less than 1= 2
León J; San Martín J; Stochastic Analysis and Applications Vol. 25, no. 1, pp. 105-126. (2007)
2007
Level-wise approximation of a Markov process associated to the boundary of an infinite tree
Remenik D; Martínez S; San Martín J; Journal Theoretical Probability Vol. 20, No. 3, pp. 561-579. (2007)
2007
A model for the space-time spread of pine shoot moth
Cominetti R; San Martín J; Handbook of Operations Research in Natural Resources. International Series in Operations Research; Management Science, Vol. 99. Editors: Weintraub A; Romero C; Bjorndal T; Epstein R; Springer, pp. 511-524. (2007)
2006
Stationary processes whose filtrations are standard
X. Bressaud, Maass A; Martínez S; San Martín J; Annals of Probability. Vol. 34(4), pp. 1589-1600. (2006)
2006
Modelling of Auxin Transport affected by gravity and differential Radial Growth
L. Forest, F. Padilla, Martínez Sa; Demongeot J; San Martín J; Journal of Theoretical Biology. Vol. 241, pp. 241-251. (2006)
2006
Ratio limit theorem for parabolic horn-shaped domains
Collet P; Martínez S; San Martín J; Trans. Amer. Math. Soc. Vol. 358(11), pp. 5059-5082. (2006)
2004
Formule d'Itô pour des diffusions univormément ellptiques, et processus de Dirichlet
Dupoiron K; Mathieu P; San Martin J; Potential Analysis. Vol. 12(1). pp. 07-33. (2004)
2004
Backward SDE's with two Barriers and Continuous Coefficient

J. Lepeltier, San Martín J; J. Appl. Probab. Vol. 41(1). pp. 01-14. (2004)
2004
Classification of Killed one Dimensional Diffusions
Martínez S; San Martín J; Ann. Probab. Vol. 32 (1). pp. 530-552. (2004)
2004
A Class of M-matrices whose graphs are trees
Martínez S; San Martín J; Zang X; Linear and Multilinear Algebra. Vol. 52 (5). pp. 303-319. (2004)
2003
The lambda-classification of continuous-time birth-and-death processes
Hart A; Martínez S; San Martín J; Adv. in Appl. Probab. 35, no. 4, pp. 1111-1130. (2003)
2003
A new class of inverse M-matrices of tree-like type
Martínez S; San Martín J; Zhang XD; SIAM J. Matrix Anal. Appl. 24, no. 4, pp. 1136-1148. (2003)
2003
Asymptotic of the heat kernel in general Benedicks domains
Collet P; Martínez S; San Martín J; Probab. Theory Related Fields. 125, no. 3, pp. 350-364. (2003)
2003
The Classification of Continuous-Time Birth and Death Processes
Hart A; Martínez S; San Martín J; Adv. Appl. Probab. Vol. 35. pp. 1111-1130. (2003)
2002
Numerical method for backward stochastic differential equations
Ma J; Protter P; San Martín J; Torres S; Ann. Appl. Probab. 12, no. 1, pp. 302-316. (2002)
2002
On the existence or non-existence of solutions for certain backward stochastic differential equations.
Lepeltier JP; San Martín J; Bernoulli 8, no. 1, pp. 123-137. (2002)
2002
Global weak solutions for the two-dimensional motion of several rigid bodies in an incompressible viscous fluid
San Martín Jo; Starovoitov V; Tucsnak M; Arch. Ration. Mech. Anal. 161, no. 2, pp. 113-147. (2002)
2002
Field methodology for reconstruction of a radiata pine log New Zealand
Cominetti R; Padilla F; San Martín J; J. Forestry Sci. Vol 32 (3). pp. 309-321. (2002)
2001
Euler scheme for solutions of a countable system of stochastic differential equations
San Martín J; Torres S; Statist. Probab. Lett. 54, no. 3, pp. 251-259. (2001)
2001
Rates of decay and h-processes for one dimensional diffusions conditioned on non-absorption
Martínez S; San Martín J; J. Theoret. Probab. 14, no. 1, pp. 199-212. (2001)
2001
On the existence or non existence of solutions for some BSDE
J. Lepeltier, San Martín J; Bernoulli. Vol. 7(5). pp. 1 de 15. (2001).
2000
Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
Lladser M; San Martín J; J. Appl. Probab. 37, no. 2, pp. 511-520. (2000)
2000
Asymptotic behaviour of a Brownian motion on exterior domains.
Collet P; Martínez S; San Martín J; Probab. Theory Related Fields 116, no. 3, pp. 303-316. (2000)
2000
Description of the sub-Markov kernel associated to generalized ultrametric matrices. An algorithmic approach
Dellacherie C; Martínez S; San Martín J; Linear Algebra Appl. 318, no. 1-3, pp. 1-21. (2000)
1999
Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain
Collet P; Martínez S; San Martín J; Ann. Probab. 27, no. 3, pp. 1160-1182. (1999)
1999
Partial orders and minimization of records in a sequence of independent random variables
Gouet, Raúl; San Martín J; J. Appl. Probab. 36, no. 4, pp. 965-973. (1999)
1999
Limiting conditional and conditional invariant distributions for the Poisson process with negative drift
Fierro, Raúl; Martínez S; San Martín J; J. Appl. Probab. 36, no. 4, pp. 1194-1209. (1999)
1998
A pointwise spectrum and representation of operators
Bertoglio N; Martínez S; San Martín J; Proc. Amer. Math. Soc. 126, no. 2, pp. 375-382. (1998)
1998
Noyaux potentiels associés à une filtration
Dellacherie C; Taïbi D; Martínez S; San Martin, J. Ann. Inst. H. Poincaré Probab. Statist. 34, no. 6, pp. 707-725. (1998)
1998
Existence for BSDE with superlinear-quadratic coefficient
Lepeltier, JP; San Martín J; Stochastics Stochastics Rep. 63, no. 3-4, pp. 227-240. (1998)
1998
Anticipating integrals for a class of martingales
Ma J; Protter P; San Martin J; Bernoulli 4, no. 1, pp. 81-114. (1998)
1998
Domain of attraction of quasi-stationary distributions for the Brownian motion with drift
Martínez S; Picco P; San Martin J; Adv. in Appl. Probab. 30, no. 2, pp. 385-408. (1998)
1997
Backward stochastic differential equations with continuous coefficient
Lepeltier JP; San Martin J; Statist. Probab. Lett. 32, no. 4, pp. 425-430. (1997)
1997
Phase transition for absorbed Brownian motion with drift
Ferrari PA; Martínez S; San Martin, J. J. Statist. Phys. 86, no. 1-2, pp. 213-231. (1997)
1996
Ultrametric matrices and induced Markov chains
Dellacherie C; Martínez S; San Martín J; Adv. in Appl. Math. 17, no. 2, pp. 169-183. (1996)
1996
Entropy values of chains of partitions of infinite countable sets
Martínez S; San Martín J; Rocky Mountain J. Math. 26, no. 1, pp. 213-227. (1996)
1995
Iterated law of iterated logarithm
Burdzy K; San Martín J; Ann. Probab. 23, no. 4, pp. 1627-1643. (1995)
1995
Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption
Collet P; Martínez S; San Martín J; Ann. Probab. 23, no. 3, pp. 1300-1314. (1995)
1994
Asymptotic analysis of the exponential penalty trajectory in linear programming
Cominetti R; San Martín J; Math. Programming 67, no. 2, Ser. A, pp. 169-187. (1994)
1994
Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
Martínez S; San Martín J; J. Appl. Probab. 31, no. 4, pp. 911-920. (1994)
1994
Inverse of strictly ultrametric matrices are of Stieltjes type
Martínez S; Michon G; San Martín J; SIAM J. Matrix Anal. Appl.15, no. 1, pp. 98-106. (1994)
1993
General change of variable formulas for semimartingales in one and finite dimensions
Protter P; San Martín J; Probab. Theory Related Fields 97, no. 3, pp. 363-381. (1993)
1993
Polar decomposition and dense similarity to unitary operators. Instabilities and nonequilibrium structures, IV (Valparaíso, 1991), 101 - 107
Bertoglio N; Martínez S; San Martín J; Math. Appl., 267, Kluwer Acad. Publ., Dordrecht, 1993.
1993
One-dimensional Stratonovich differential equations
San Martín J; Ann. Probab. 21, no. 1, pp. 509-553. (1993)
1991
A regularisation result of the continuous PMC Markov semigroups
Bertoglio N; Dartnell P; Martínez S; San Martín J; Stochastic Anal. Appl. 9, no. 4, pp. 387-399. (1991)
1989
Curvature of the convex hull of planar Brownian motion near its minimum point
Burdzy K; San Martín J; Stochastic Process. Appl. 33, no. 1, pp. 89-103. (1989)
1988
Matrices supermétriques
Dartnell P; Martínez S; San Martin, J. Rev. Mat. Apl. 9, no. 2, pp. 42-52. (1988)
1988
Opérateurs filtrés et chaînes de tribus invariantes sur un espace probabilisé dénombrable. Séminaire de Probabilités, XXII, 197 - 213
Dartnell P; Martínez S; San Martin J; Lecture Notes in Math., 1321, Springer, Berlin. (1988)


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