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Rovira, Carles - Departament de Probabilitat, Lògica i Estadística, Universitat de Barcelona
arXiv:0802.3296v1[math.PR]22Feb2008 A MODEL OF CONTINUOUS TIME POLYMER ON THE LATTICE
Stochastic delay equations with non-negativity constraints driven by
A d-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process
WEAK APPROXIMATION OF FRACTIONAL SDES: THE DONSKER SETTING
Comisin Interministerial de Ciencia y Curriculum vitae
Stochastic Volterra equations driven by fractional Brownian motion with Hurst
