Aureli
Alabert
Some papers
- A. Alabert, Sobre
l’optimització de la producció
hidroelèctrica amb aportacions naturals d’aigua aleatòries,
Quaderns d’Estadística, Sistemes,
Informàtica i Investigació Operativa, 15, no. 3,
1991, p. 307-348. (PDF
file)
- A. Alabert, D. Nualart, Some remarks on the conditional
independence and the Markov property,
in Stochastic Analysis and Related Topics
(Körezlioglu-Üstünel, eds.),
Birkhäuser, 1992, p. 343-363. (PDF
file)
- A. Alabert, Stochastic differential
equations with boundary conditions and the change of measure method,
en Stochastic Partial Differential Equations (Etheridge, ed.),
Cambridge University Press, 1995, p. 1-21. (PDF file)
- A. Alabert, D. Nualart, M. Ferrante, Markov field property of
stochastic differential equations,
The Annals of Probability, 23, no. 3, 1995, p. 1262-1288. (PDF
file)
- A. Alabert, R. Delgado, Una presentació de
les equacions diferencials estocàstiques,
Butlletí de la Societat Catalana de Matemàtiques,
10, 1995, p. 37-73. (PDF
file)
- A. Alabert, D. Nualart, A second-order Stratonovich
differential equation with boundary conditions,
Stochastic Processes and their Applications, 68, no. 1, 1997, p.
21-47. (PDF
file)
- A. Alabert, M. Ferrante, A conditional independence
property for the solution of a linear stochastic differential equation
with lateral conditions,
in Stochastic analysis and related topics: The Geilo workshop, 1996
(Decreusefond-Gjerde-Øksendal-Üstünel,
eds.), Birkhäuser, 1998, p. 159-173. (PDF
file)
- A. Alabert, M.A. Marmolejo, Reciprocal property for a class
of anticipating stochastic differential equations,
Markov Processes and Related Fields, 5, no. 3, 1999, p.
331-356. (PDF
file)
- A. Alabert, I. Gyöngy, On stochastic reaction-diffusion
equations with singular force term,
Bernoulli, 7, no. 1, 2001, p. 145-164. (PDF
file)
- A. Alabert, M.A. Marmolejo, Differential equations with
boundary conditions perturbed by a Poisson noise,
Stochastic Processes and their Applications, 91, no. 2, 2001, p.
255-276. (PDF
file)
- A. Alabert, Sistemes electorals,
Butlletí de la Societat Catalana de Matemàtiques,
16, no. 2, 2001, p. 7-30. (PDF file)
- A. Alabert, M. Ferrante, Linear stochastic differential
equations with functional boundary conditions,
The Annals of Probability, 31, no. 4, 2003, p. 2082-2108. (PDF
file)
- A. Alabert, M. Farré, R. Roy, Exit times from equilateral
triangles,
Applied Mathematics and Optimization, 49, no. 1, 2004, p.
43-53. (PDF
file)
- A. Alabert, M.A. Marmolejo, Stochastic differential
equations with boundary conditions driven by a Poisson noise,
Electronic Journal of Probability, 9, 2004, p. 230-254. (PDF
file)
- A. Alabert, I. Gyöngy, On numerical approximation of
stochastic Burger’s equation,
in From stochastic calculus to mathematical finance: The Shiryaev
Festschrift (Kabanov-Liptser-Stoyanov, eds.), p. 1–15,
Springer, Berlin, 2006. (PDF
file)
- A. Alabert, Democràcia: Dels vots
als escons,
Materials Matemàtics, vol. 2006, paper no. 11. (PDF file)
- A. Alabert, M. Ferrante, Linear stochastic
differential-algebraic equations with constant coefficients,
Electronic Communications in Probability, 11, 2006, p.
316-335. (PDF
file)
Research projects
- Title: Stochastic calculus
for Lévy and Gaussian processes
Reference:
MTM20006-06427
CICYT
(grant of the Spanish government), years 2006-2009.
Director: Frederic Utzet.
- Title: -
Reference: 2005 SGR 01043 CIRIT
(grant of the Catalan Goverment), years 2005-2008.
Director: Frederic Utzet.