- Statistics (Degree in Environmental Sciences)
- Probability and Stochastic Modeling (Degree in Mathematics)
- Descriptive Statistics (Degree in Applied Statistics)
- Stochasic Processes (Degree in Mathematics)
analysis, Malliavin calculus, Stochastic
partial differential equations
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
in dimension 3: smoothness of the law (with Marta
Bernoulli 10 (2004), no. 1, 165-186.
for a stochastic wave equation (with Marta Sanz-Solé),
Potential Analysis 24 (2006), no. 4, 303-332.
1-d stochastic wave equation driven by a fractional Brownian sheet
Samy Tindel), Stochastic Processes and their Applications 117
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.
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
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 122 (2012), no.1, 418-447.
- Pathwise definition of second-order SDEs (with
Samy Tindel), Stochastic Processes and their Applications 122 (2012),
no. 2, 466-497.
of weak solutions for a class of semilinear stochastic wave equations
(with Carlo Marinelli), SIAM Journal on Mathematical Analysis 44 (2012), 906-925.
upper density estimates for spatially homogeneous SPDEs, Malliavin
Calculus and Stochastic Analysis: A Festschrift in Honor of David
Nualart, Springer Proceedings in Mathematics and Statistics 34, 2013.
- Existence and regularity of the density for the
solution to semilinear dissipative parabolic SPDEs (with Carlo
Marinelli and Eulàlia Nualart), Potential Analysis 39 (2013), no. 3, 287-311.
- The Stratonovich heat equation: a continuity
result and weak approximations (with Aurélien Deya and Maria Jolis),
Electronic Journal of Probability 18 (2013), no. 3, 1-34.
Barcelona Probability Seminar