Alòs, Elisa
Titular d'Universitat Despatx: 20.164 PhD Universitat de Barcelona
+34 93 542 1925 [email protected] Ramon Trias Fargas, 25-27 08005 Barcelona
RESEARCH INTERESTS: Stochastic Calculus, Mathematical Finance
SELECTED PUBLICATIONS:
- Alòs, Elisa, and Bonaccorsi, Stefano. Stochastic Partial Differential Equations with Dirichlet White-Noise Boundary Conditions, Annales de l'Institute Henry Poincaré, 38, 2, pp. 125-154, 2002
- Alòs, Elisa, Mazet Olivier, and Nualart, David. Stochastic Calculus with Respect to Gaussian Processes, The Annals of Probability, 28, 3, 2001