Stochastic Modeling

Estimación de variación total y volatilidad en modelos unificados de GARCH-Ito con saltos.

Seminario Conjunto Núcleo MESCD/ Modelamiento Escolástico

Seminario Conjunto Núcleo MESCD/ Modelamiento Escolástico

Límites de escala para paseos aleatorios en ambientes dinámicos (spanish only)

Directed polymers and stochastic heat equation

Paseos Aleatorios en el Modulo Supersingular

Product-form Invariant Measure for Brownian Motion with Drift Staisfying a Skw-Symmetry Type Condition

Large deviations for self-intersection local times of random walks

Partition regularity of some quadratic equations / Long time behavior of a diffusion with Markov switching Partition regularity of some quadratic equations

23 Centuries of Geometry to describe Physics