Edit Profile (opens in new tab) Baños, David R. Compute Distance To: Compute Author ID: banos.david-r Published as: Baños, David; Baños, David R.; Baños, D. R.; Baños, D. Documents Indexed: 11 Publications since 2016 Co-Authors: 14 Co-Authors with 10 Joint Publications 161 Co-Co-Authors all top 5 Co-Authors 1 single-authored 7 Proske, Frank Norbert 3 Duedahl, Sindre 2 Di Nunno, Giulia 2 Meyer-Brandis, Thilo 2 Nilssen, Torstein K. 1 Amine, Oussama 1 Bølviken, Erik 1 Cordoni, Francesco Giuseppe 1 Di Persio, Luca 1 Haferkorn, Hannes H. 1 Krühner, Paul 1 Ortiz-Latorre, Salvador 1 Pilipenko, Andrey Yu. 1 Røse, Elin Engen all top 5 Serials 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Journal of Differential Equations 1 Journal of Theoretical Probability 1 Stochastic Processes and their Applications 1 Journal of Dynamics and Differential Equations 1 Finance and Stochastics 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Scandinavian Actuarial Journal 1 Stochastics Fields 11 Probability theory and stochastic processes (60-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Ordinary differential equations (34-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 9 Publications have been cited 28 times in 26 Documents Cited by ▼ Year ▼ The Bismut-Elworthy-Li formula for mean-field stochastic differential equations. Zbl 1396.60063Baños, David 5 2018 Computing deltas without derivatives. Zbl 1378.91117Baños, D.; Meyer-Brandis, T.; Proske, F.; Duedahl, S. 5 2017 Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. Zbl 1456.60140Baños, David; Nilssen, Torstein; Proske, Frank 4 2020 Stochastic systems with memory and jumps. Zbl 1412.34228Baños, D. R.; Cordoni, F.; Di Nunno, G.; Di Persio, L.; Røse, E. E. 4 2019 Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. Zbl 1367.60064Baños, David; Krühner, Paul 4 2017 Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation. Zbl 1337.60115Baños, David; Nilssen, Torstein 3 2016 Regularity properties of the stochastic flow of a skew fractional Brownian motion. Zbl 1461.60038Amine, Oussama; Baños, David R.; Proske, Frank 1 2020 Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle. Zbl 1404.60077Baños, David R.; Duedahl, Sindre; Meyer-Brandis, Thilo; Proske, Frank 1 2018 Stochastic functional differential equations and sensitivity to their initial path. Zbl 1408.60042Baños, D. R.; Di Nunno, G.; Haferkorn, H. H.; Proske, F. 1 2018 Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. Zbl 1456.60140Baños, David; Nilssen, Torstein; Proske, Frank 4 2020 Regularity properties of the stochastic flow of a skew fractional Brownian motion. Zbl 1461.60038Amine, Oussama; Baños, David R.; Proske, Frank 1 2020 Stochastic systems with memory and jumps. Zbl 1412.34228Baños, D. R.; Cordoni, F.; Di Nunno, G.; Di Persio, L.; Røse, E. E. 4 2019 The Bismut-Elworthy-Li formula for mean-field stochastic differential equations. Zbl 1396.60063Baños, David 5 2018 Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle. Zbl 1404.60077Baños, David R.; Duedahl, Sindre; Meyer-Brandis, Thilo; Proske, Frank 1 2018 Stochastic functional differential equations and sensitivity to their initial path. Zbl 1408.60042Baños, D. R.; Di Nunno, G.; Haferkorn, H. H.; Proske, F. 1 2018 Computing deltas without derivatives. Zbl 1378.91117Baños, D.; Meyer-Brandis, T.; Proske, F.; Duedahl, S. 5 2017 Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. Zbl 1367.60064Baños, David; Krühner, Paul 4 2017 Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation. Zbl 1337.60115Baños, David; Nilssen, Torstein 3 2016 all cited Publications top 5 cited Publications all top 5 Cited by 46 Authors 5 Baños, David R. 4 Proske, Frank Norbert 2 Cordoni, Francesco Giuseppe 2 Di Persio, Luca 2 Meyer-Brandis, Thilo 2 Ren, Panpan 1 Agram, Nacira 1 Bao, Jianhai 1 Bauer, Martin 1 Bayraktar, Erhan 1 Benth, Fred Espen 1 Branicki, Michał 1 Butkovsky, Oleg A. 1 Crisan, Dan O. 1 Dareiotis, Konstantinos Anastasios 1 Di Nunno, Giulia 1 Dolinsky, Yan 1 Duedahl, Sindre 1 Galeati, Lucio 1 Gerencsér, Máté 1 Gubinelli, Massimiliano 1 Guo, Jia 1 Harang, Fabian Andsem 1 Kohatsu-Higa, Arturo 1 Krühner, Paul 1 Liu, Xingwen 1 Liu, Xinzhi 1 McMurray, Eamon 1 Menoukeu Pamen, Olivier 1 Mohammed, Salah-Eldin A. 1 Nakatsu, Tomonori 1 Nilssen, Torstein K. 1 Øksendal, Bernt Karsten 1 Oliva, Immacolata 1 Ortiz-Latorre, Salvador 1 Park, Hyungbin 1 Perkowski, Nicolas 1 Pilipenko, Andrey Yu. 1 Romito, Marco 1 Simonsen, Iben Cathrine 1 Taguchi, Dai 1 Tanaka, Akihiro 1 Uda, Kenneth 1 Wang, Fengyu 1 Yang, Jun 1 Yûki, Gô all top 5 Cited in 19 Serials 3 Stochastic Processes and their Applications 2 Journal of Differential Equations 2 Probability Theory and Related Fields 2 Journal of Theoretical Probability 2 Electronic Journal of Probability 2 Finance and Stochastics 1 Journal of the Franklin Institute 1 Applied Mathematics and Optimization 1 Journal of Functional Analysis 1 Revista Matemática Iberoamericana 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Journal of Dynamics and Differential Equations 1 NoDEA. Nonlinear Differential Equations and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Stochastics and Dynamics 1 SIAM Journal on Financial Mathematics 1 International Journal of Stochastic Analysis 1 SIAM/ASA Journal on Uncertainty Quantification all top 5 Cited in 14 Fields 26 Probability theory and stochastic processes (60-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Ordinary differential equations (34-XX) 4 Partial differential equations (35-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Statistics (62-XX) 2 Systems theory; control (93-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year