Current position:
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Teaching 2011-2012:
Fall 2011:
- Statistics (Degree in Environmental Sciences)
- Probability and Stochastic Modeling (Degree in Mathematics)
- Statistics (Degree in Alimentary Science and Technology)
Spring 2012:
- Probability theory
(Degree in Applied Statistics)
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Research:
- Stochastic
analysis and Malliavin calculus.
- Stochastic
partial differential equations: existence and uniqueness of solutions,
path properties, existence and smoothness of the density, Gaussian
estimates for the density.
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Publications:
- Existence
of density for the solution to the three-dimensional stochastic wave
equation (with Marta Sanz-Solé), RACSAM Revista de la Real
Academia de Ciencias Exactas,
Físicas y Naturales Serie A Mat.
97 (2003), no. 1, 63-68.
- Absolute continuity of
the law of the solution to the 3-dimensional stochastic wave
equation (with Marta Sanz-Solé), Journal
of Functional Analysis 206 (2004), no. 1, 1-32.
- A stochastic wave
equation
in dimension 3: smoothness of the law (with Marta
Sanz-Solé),
Bernoulli 10 (2004), no. 1, 165-186.
- Space
semi-discretisations
for a stochastic wave equation (with Marta Sanz-Solé),
Potential Analysis 24 (2006), no. 4, 303-332.
- The
1-d stochastic wave equation driven by a fractional Brownian sheet
(with
Samy Tindel), Stochastic Processes and their Applications 117
(2007), 1448-1472.
- Existence
and smoothness of the density for spatially homogeneous SPDEs (with
David Nualart), Potential Analysis 27 (2007), 281-299.
- Gaussian density
estimates for solutions to quasi-linear stochastic partial
differential equations (with
David Nualart), Stochastic
Processes and their Applications 119 (2009), 3914-3938.
- Weak
convergence for the stochastic heat equation driven by Gaussian white
noise (with Xavier Bardina and Maria Jolis), Electronic Journal of
Probability 15 (2010), 1267-1295.
- Optimal Gaussian
density estimates for a class of stochastic equations with additive
noise (with
David Nualart), Infinite Dimensional
Analysis, Quantum Probability and Related Topics 14 (2011), no.1, 25-34.
- Stochastic integrals for spde's: a comparison
(with Robert C. Dalang), Expositiones Mathematicae 29 (2011), 67-109.
- Gaussian estimates
for the density of the non-linear stochastic heat equation in any space
dimension (with Eulàlia Nualart), Stochastic Processes and their Applications, to appear.
- Pathwise definition of second-order SDEs (with Samy Tindel), Stochastic Processes and their Applications, to appear.
- Existence
of weak solutions for a class of semilinear stochastic wave equations
(with Carlo Marinelli), SIAM Journal on Mathematical Analysis, to
appear.
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Some presentations in seminars and conferences:
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Curriculum |
Barcelona Probability Seminar |
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