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Author ID: banos.david-r Recent zbMATH articles by "Baños, 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

Publications by Year

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 1396.60063
Baños, David
5
2018
Computing deltas without derivatives. Zbl 1378.91117
Baños, 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 1456.60140
Baños, David; Nilssen, Torstein; Proske, Frank
4
2020
Stochastic systems with memory and jumps. Zbl 1412.34228
Baños, 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 1367.60064
Baños, David; Krühner, Paul
4
2017
Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation. Zbl 1337.60115
Baños, David; Nilssen, Torstein
3
2016
Regularity properties of the stochastic flow of a skew fractional Brownian motion. Zbl 1461.60038
Amine, 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 1404.60077
Baños, David R.; Duedahl, Sindre; Meyer-Brandis, Thilo; Proske, Frank
1
2018
Stochastic functional differential equations and sensitivity to their initial path. Zbl 1408.60042
Baños, 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 1456.60140
Baños, David; Nilssen, Torstein; Proske, Frank
4
2020
Regularity properties of the stochastic flow of a skew fractional Brownian motion. Zbl 1461.60038
Amine, Oussama; Baños, David R.; Proske, Frank
1
2020
Stochastic systems with memory and jumps. Zbl 1412.34228
Baños, 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 1396.60063
Baños, David
5
2018
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle. Zbl 1404.60077
Baños, David R.; Duedahl, Sindre; Meyer-Brandis, Thilo; Proske, Frank
1
2018
Stochastic functional differential equations and sensitivity to their initial path. Zbl 1408.60042
Baños, D. R.; Di Nunno, G.; Haferkorn, H. H.; Proske, F.
1
2018
Computing deltas without derivatives. Zbl 1378.91117
Baños, 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 1367.60064
Baños, David; Krühner, Paul
4
2017
Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation. Zbl 1337.60115
Baños, David; Nilssen, Torstein
3
2016

Citations by Year