Edit Profile (opens in new tab) San Martín, Jaime Co-Author Distance Author ID: san-martin.jaime Published as: San Martín, Jaime; San Martin, Jaime; San Martin, J.; San Martín, J.; Martin, Jaime San; Martín, Jaime San; San Marín, Jaime; Martín, J. San more...less Homepage: http://www.cmm.uchile.cl/?cmm_people=jaime-san-martin External Links: MGP · ORCID · ResearchGate Documents Indexed: 95 Publications since 1984, including 2 Books and 1 Additional arXiv Preprint 4 Contributions as Editor Co-Authors: 55 Co-Authors with 77 Joint Publications 1,477 Co-Co-Authors all top 5 Co-Authors 3 single-authored 45 Martinez Aguilera, Servet 12 Dellacherie, Claude 11 Collet, Pierre 5 Lepeltier, Jean-Pierre 5 Méléard, Sylvie 5 Protter, Philip Elliott 5 Torres, Soledad 4 Maass, Alejandro 3 Bertoglio, Néstor 3 Burdzy, Krzysztof 3 Cominetti, Roberto 3 Dartnell, Pablo R. 3 Duarte, Mauricio A. 2 Bansaye, Vincent 2 de Vries, Gerda 2 Ma, Jin 2 Martínez, Salomé 2 Picco, Pierre 2 Tiemblo, Alfredo 2 Zhang, Xiaodong 1 Barrie, D. 1 Bouquet, Serge 1 Brax, Philippe 1 Bressaud, Xavier 1 Briand, Philippe 1 Caballero, María Emilia 1 Campión, María Jesús 1 Capilla, C. 1 Cattiaux, Patrick 1 Correa, José R. 1 Coullet, Pierre H. 1 Cui, Tiangang 1 Dawes, Adriana T. 1 Delgado-Lorenzo, J. R. 1 Demongeot, Jacques 1 Díaz, Irene 1 Dupoiron, K. 1 Ferrari, Pablo Augusto 1 Ferrer, A. J. 1 Fierro, Raúl 1 Forest, Loic 1 Garzón, Johanna 1 Gauthier, Carl-Erik 1 Gonzalez-Velasco, Miguel 1 Gouet, Raúl 1 Graham, C. Robin 1 Greese, B. 1 Grelier, Guillaume 1 Hart, Andrew G. 1 Hillen, Thomas 1 Iglesias, Pilar Loreto 1 Induráin, Esteban 1 Jarrow, Robert Alan 1 Lambert, Amaury 1 León, Jorge A. 1 Lladser, Manuel E. 1 Martinez, Miguel 1 Martínez, Rodrigo 1 Marzouk, Youssef M. 1 Mathieu, Pierre 1 Montes, Susana 1 Mota, Manuel 1 Nutz, Marcel 1 Padilla, Fernando 1 Polunchenko, Aleksey S. 1 Prat-Waldron, Arturo 1 Qiu, Lisha 1 Rañada, Antonio F. 1 Raventós-Pujol, Armajac 1 Remenik, Daniel 1 Rothvoß, Thomas 1 Solonen, Antti 1 Spantini, Alessio 1 Taïbi, Djaouad 1 Tan, Xiaowei 1 Tirapegui, Enrique 1 Vandaele, Pierre 1 Viens, Frederi G. 1 Villemonais, Denis 1 White, Diana all top 5 Serials 7 The Annals of Probability 6 Journal of Applied Probability 5 SIAM Journal on Matrix Analysis and Applications 4 Probability Theory and Related Fields 3 Advances in Applied Probability 3 Journal of Mathematical Physics 3 Fuzzy Sets and Systems 3 Stochastic Analysis and Applications 3 Journal of Theoretical Probability 3 Linear Algebra and its Applications 3 Bernoulli 2 Transactions of the American Mathematical Society 2 Advances in Applied Mathematics 2 Statistics & Probability Letters 2 The Annals of Applied Probability 2 Stochastic Processes and their Applications 2 Potential Analysis 2 International Journal of Geometric Methods in Modern Physics 2 Nonlinear Phenomena and Complex Systems 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Journal of Theoretical Biology 1 Inverse Problems 1 Journal of Fluid Mechanics 1 Journal of Statistical Physics 1 Linear and Multilinear Algebra 1 Physics Letters. B 1 Rocky Mountain Journal of Mathematics 1 Chaos, Solitons and Fractals 1 Theory of Probability and its Applications 1 Journal of Approximation Theory 1 Journal of Functional Analysis 1 Operations Research 1 Proceedings of the American Mathematical Society 1 Revista de Matemáticas Aplicadas 1 Bulletin of the American Mathematical Society. New Series 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Statistics and Data Analysis 1 Mathematical Programming. Series A. Series B 1 Stochastics and Stochastics Reports 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Stochastics 1 Lecture Notes in Mathematics 1 Progress in Probability 1 Travaux en Cours 1 Journal of Biological Dynamics 1 Annals of Finance 1 Probability and its Applications 1 Frontiers of Mathematical Finance all top 5 Fields 68 Probability theory and stochastic processes (60-XX) 12 Linear and multilinear algebra; matrix theory (15-XX) 10 Partial differential equations (35-XX) 9 Biology and other natural sciences (92-XX) 8 Dynamical systems and ergodic theory (37-XX) 6 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 5 Statistics (62-XX) 4 Combinatorics (05-XX) 4 Potential theory (31-XX) 4 Fluid mechanics (76-XX) 4 Relativity and gravitational theory (83-XX) 3 Mathematical logic and foundations (03-XX) 3 Operator theory (47-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Operations research, mathematical programming (90-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Systems theory; control (93-XX) 2 Measure and integration (28-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Mechanics of particles and systems (70-XX) 2 Quantum theory (81-XX) 1 History and biography (01-XX) 1 Group theory and generalizations (20-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 71 Publications have been cited 946 times in 704 Documents Cited by ▼ Year ▼ Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042 Lepeltier, J. P.; San Martin, J. 181 1997 Quasi-stationary distributions. Markov chains, diffusions and dynamical systems. Zbl 1261.60002 Collet, Pierre; Martínez, Servet; San Martín, Jaime 107 2013 Numerical method for backward stochastic differential equations. Zbl 1017.60074 Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad 74 2002 Quasi-stationary distributions and diffusion models in population dynamics. Zbl 1176.92041 Cattiaux, Patrick; Collet, Pierre; Lambert, Amaury; Martínez, Servet; Méléard, Sylvie; San Martín, Jaime 71 2009 On locally internal monotonic operations. Zbl 1022.03038 Martín, J.; Mayor, G.; Torrens, J. 66 2003 Likelihood-informed dimension reduction for nonlinear inverse problems. Zbl 1310.62030 Cui, T.; Martin, J.; Marzouk, Y. M.; Solonen, A.; Spantini, A. 62 2014 Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046 Lepeltier, J.-P.; San Martín, J. 59 1998 Asymptotic analysis of the exponential penalty trajectory in linear programming. Zbl 0833.90081 Cominetti, R.; San Martín, J. 40 1994 Inverses of strictly ultrametric matrices are of Stieltjes type. Zbl 0798.15030 Martínez, Servet; Michon, Gérard; San Martín, Jaime 38 1994 Quintessence and supergravity. Zbl 0993.83050 Brax, Ph.; Martin, J. 33 1999 Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066 Lepeltier, Jean-Pierre; San Martín, Jaime 28 2004 One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\). Zbl 1129.60057 Briand, Philippe; Lepeltier, Jean-Pierre; San Martín, Jaime 28 2007 Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption. Zbl 0867.60046 Collet, Pierre; Martínez, Servet; San Martín, Jaime 21 1995 Quasi-stationary distributions for a Brownian motion with drift and associated limit laws. Zbl 0818.60071 Martinez, Servet; San Martin, Jaime 19 1994 Inverse \(M\)-matrices and ultrametric matrices. Zbl 1311.15002 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 19 2014 Domain of attraction of quasi-stationary distributions for the Brownian motion with drift. Zbl 0911.60070 Martínez, Servet; Picco, Pierre; San Martín, Jaime 17 1998 Convergence to the mean field game limit: a case study. Zbl 1437.91058 Nutz, Marcel; Martin, Jaime San; Tan, Xiaowei 17 2020 Asymptotic behaviour of a Brownian motion on exterior domains. Zbl 0959.60077 Collet, Pierre; Martínez, Servet; San Martín, Jaime 14 2000 Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process. Zbl 0963.60075 Lladser, Manuel; San Martín, Jaime 14 2000 Existence and uniqueness of a quasistationary distribution for Markov processes with fast return from infinity. Zbl 1326.37005 Martínez, Servet; Martín, Jaime San; Villemonais, Denis 14 2014 Ultrametric matrices and induced Markov chains. Zbl 0861.60077 Dellacherie, Claude; Martínez, Servet; San Martín, Jaime 14 1996 Quasi-stationary distributions for structured birth and death processes with mutations. Zbl 1245.92062 Collet, Pierre; Martínez, Servet; Méléard, Sylvie; San Martín, Jaime 14 2011 Stochastic models for a chemostat and long-time behavior. Zbl 1274.60239 Collet, Pierre; Martínez, Servet; Méléard, Sylvie; San Martín, Jaime 11 2013 Anticipating integrals for a class of martingales. Zbl 0897.60058 Ma, Jin; Protter, Philip; San Martin, Jaime 10 1998 Classification of killed one-dimensional diffusions. Zbl 1045.60083 Martínez, Servet; San Martín, Jaime 10 2004 Multi-argument distances. Zbl 1214.54027 Martín, J.; Mayor, G. 10 2011 Linear stochastic differential equations driven by a fractional Brownian motion with Hurst parameter less than 1/2. Zbl 1108.60059 León, Jorge A.; San Martín, Jaime 10 2007 Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption. Zbl 0981.60073 Martínez, Servet; San Martín, Jaime 9 2001 On the existence or non-existence of solutions for certain backward stochastic differential equations. Zbl 1007.60051 Lepeltier, Jean-Pierre; San Martín, Jaime 8 2002 Description of the sub-Markov kernel associated to generalized ultrametric matrices. An algorithmic approach. Zbl 0967.65054 Dellacherie, Claude; Martínez, Servet; San Martín, Jaime 8 2000 Hadamard functions of inverse \(M\)-matrices. Zbl 1196.15031 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 7 2009 Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods. Zbl 1332.62116 González, M.; Martín, J.; Martínez, R.; Mota, M. 6 2008 Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain. Zbl 0965.60076 Collet, Pierre; Martínez, Servet; San Martín, Jaime 5 1999 Itô formula for uniformly elliptic diffusions and Dirichlet processes. (Formule d’Itô pour des diffusions uniformément elliptiques, et processus de Dirichlet.) Zbl 1086.31007 Dupoiron, K.; Mathieu, P.; San Martin, J. 5 2004 Microtubule patterning in the presence of moving motor proteins. Zbl 1343.92059 White, D.; de Vries, G.; Martin, J.; Dawes, A. 5 2015 A new class of inverse M-matrices of tree-like type. Zbl 1043.15018 Martínez, Servet; San Martín, Jaime; Zhang, Xiao-Dong 5 2003 The \(\lambda\)-classification of continuous-time birth-and-death processes. Zbl 1044.60082 Hart, Andrew G.; Martínez, Servet; San Martín, Jaime 5 2003 One-dimensional Stratonovich differential equations. Zbl 0773.60049 San Martín, Jaime 4 1993 Petrov type D perfect-fluid solutions in generalized Kerr-Schild form. Zbl 0608.76127 Martín, J.; Senovilla, J. M. M. 4 1986 Curvature of the convex hull of planar Brownian motion near its minimum point. Zbl 0696.60041 Burdzy, Krzysztof; San Martin, Jaime 4 1989 Locally internal aggregation functions. Zbl 1087.68667 Mayor, G.; Martin, J. 4 1999 Stationary processes whose filtrations are standard. Zbl 1104.60005 Bressaud, X.; Maass, A.; Martinez, S.; San Martin, J. 4 2006 Numerical method for reflected backward stochastic differential equations. Zbl 1243.60050 Martínez, Miguel; San Martín, Jaime; Torres, Soledad 4 2011 Hadamard functions that preserve inverse \(M\)-matrices. Zbl 1262.15032 Dellacherie, Claude; Martinez, Servet; Martin, Jaime San 4 2012 Diffusions from infinity. Zbl 1447.60131 Bansaye, Vincent; Collet, Pierre; Martinez, Servet; Méléard, Sylvie; San Martin, Jaime 4 2019 The role of translational invariance in nonlinear gauge theories of gravity. Zbl 1154.83315 Martín, J.; Tiemblo, A. 4 2008 Birth-jump processes and application to forest fire spotting. Zbl 1448.92374 Hillen, T.; Greese, B.; Martin, J.; de Vries, G. 4 2015 Potential kernels associated to a filtration. (Noyaux potentiels associés à une filtration.) Zbl 0914.60046 Dellacherie, C.; Taïbi, D.; Martinez, S.; San Martin, J. 3 1998 Opérateurs filtrés et chaînes de tribus invariantes sur un espace probabilisé dénombrable. (Filtered operators and chains of invariant \(\sigma\)-fields on a countable probability space). Zbl 0657.60073 Dartnell, P.; Martinez, S.; San Martin, J. 3 1988 Iterated law of iterated logarithm. Zbl 0857.60035 Burdzy, Krzysztof; San Martín, Jaime 3 1995 The class of inverse \(M\)-matrices associated to random walks. Zbl 1273.15036 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 3 2013 Ultrametric and tree potential. Zbl 1176.60069 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 3 2009 A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line. Zbl 1442.60078 Polunchenko, A. S.; Martínez, S.; Martín, J. San 3 2019 Ratio limit theorem for parabolic horn-shaped domains. Zbl 1115.60074 Collet, Pierre; Martinez, Servet; San Martin, Jaime 2 2006 General change of variable formulas for semimartingales in one and finite dimensions. Zbl 0792.60045 Protter, Philip; San Martin, Jaime 2 1993 Optimal selection of customers for a last-minute offer. Zbl 1228.90063 Cominetti, Roberto; Correa, José R.; Rothvoß, Thomas; San Martín, Jaime 2 2010 Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients. Zbl 07188050 Protter, Philip; Qiu, Lisha; Martin, Jaime San 2 2020 Level-wise approximation of a Markov process associated to the boundary of an infinite tree. Zbl 1132.60055 Martínez, Servet; Remenik, Daniel; San Martín, Jaime 2 2007 Asymptotic of the heat kernel in general Benedicks domains. Zbl 1020.60069 Collet, Pierre; Martínez, Servet; San Martín, Jaime 2 2003 Fermi acceleration in rotating drums. Zbl 1508.82002 Burdzy, Krzysztof; Duarte, Mauricio; Gauthier, Carl-Erik; Graham, C. Robin; San Martin, Jaime 2 2022 Phase transition for absorbed Brownian motion with drift. Zbl 0920.60094 Ferrari, P. A.; Martinez, S.; San Martín, J. 1 1997 Euler scheme for solutions of a countable system of stochastic differential equations. Zbl 0992.60062 San Martín, Jaime; Torres, Soledad 1 2001 Additive representation of symmetric inverse \(M\)-matrices and potentials. Zbl 1352.15036 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 1 2016 Search for first integrals in relativistic time-dependent Hamiltonian systems. Zbl 0798.70012 Martin, J.; Bouquet, S. 1 1994 Interpolation of some cones of function spaces. Zbl 0857.46052 Cerdà, J.; Martín, J. 1 1996 A class of \(M\)-matrices whose graphs are trees. Zbl 1064.15030 Martínez, Servet; San Martín, Jaime; Zhang, Xiao-Dong 1 2004 Option pricing under a gamma-modulated diffusion process. Zbl 1225.91063 Iglesias, Pilar; San Martín, Jaime; Torres, Soledad; Viens, Frederi 1 2011 Multidistances and inequality measures on abstract sets: an axiomatic approach. Zbl 1522.03243 Campión, M. J.; Díaz, I.; Induráin, E.; Martín, J.; Mayor, G.; Montes, S.; Raventós-Pujol, A. 1 2022 Inverse \(M\)-matrix, a new characterization. Zbl 1434.15006 Dellacherie, Claude; Martínez, Servet; San Martín, Jaime 1 2020 Asset price bubbles: invariance theorems. Zbl 1498.91469 Jarrow, Robert; Protter, Philip; San Martin, Jaime 1 2022 Modelling of auxin transport affected by gravity and differential radial growth. Zbl 1447.92243 Forest, Loïc; Padilla, Fernando; Martínez, Salomé; Demongeot, Jacques; San Martín, Jaime 1 2006 Fermi acceleration in rotating drums. Zbl 1508.82002 Burdzy, Krzysztof; Duarte, Mauricio; Gauthier, Carl-Erik; Graham, C. Robin; San Martin, Jaime 2 2022 Multidistances and inequality measures on abstract sets: an axiomatic approach. Zbl 1522.03243 Campión, M. J.; Díaz, I.; Induráin, E.; Martín, J.; Mayor, G.; Montes, S.; Raventós-Pujol, A. 1 2022 Asset price bubbles: invariance theorems. Zbl 1498.91469 Jarrow, Robert; Protter, Philip; San Martin, Jaime 1 2022 Convergence to the mean field game limit: a case study. Zbl 1437.91058 Nutz, Marcel; Martin, Jaime San; Tan, Xiaowei 17 2020 Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients. Zbl 07188050 Protter, Philip; Qiu, Lisha; Martin, Jaime San 2 2020 Inverse \(M\)-matrix, a new characterization. Zbl 1434.15006 Dellacherie, Claude; Martínez, Servet; San Martín, Jaime 1 2020 Diffusions from infinity. Zbl 1447.60131 Bansaye, Vincent; Collet, Pierre; Martinez, Servet; Méléard, Sylvie; San Martin, Jaime 4 2019 A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line. Zbl 1442.60078 Polunchenko, A. S.; Martínez, S.; Martín, J. San 3 2019 Additive representation of symmetric inverse \(M\)-matrices and potentials. Zbl 1352.15036 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 1 2016 Microtubule patterning in the presence of moving motor proteins. Zbl 1343.92059 White, D.; de Vries, G.; Martin, J.; Dawes, A. 5 2015 Birth-jump processes and application to forest fire spotting. Zbl 1448.92374 Hillen, T.; Greese, B.; Martin, J.; de Vries, G. 4 2015 Likelihood-informed dimension reduction for nonlinear inverse problems. Zbl 1310.62030 Cui, T.; Martin, J.; Marzouk, Y. M.; Solonen, A.; Spantini, A. 62 2014 Inverse \(M\)-matrices and ultrametric matrices. Zbl 1311.15002 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 19 2014 Existence and uniqueness of a quasistationary distribution for Markov processes with fast return from infinity. Zbl 1326.37005 Martínez, Servet; Martín, Jaime San; Villemonais, Denis 14 2014 Quasi-stationary distributions. Markov chains, diffusions and dynamical systems. Zbl 1261.60002 Collet, Pierre; Martínez, Servet; San Martín, Jaime 107 2013 Stochastic models for a chemostat and long-time behavior. Zbl 1274.60239 Collet, Pierre; Martínez, Servet; Méléard, Sylvie; San Martín, Jaime 11 2013 The class of inverse \(M\)-matrices associated to random walks. Zbl 1273.15036 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 3 2013 Hadamard functions that preserve inverse \(M\)-matrices. Zbl 1262.15032 Dellacherie, Claude; Martinez, Servet; Martin, Jaime San 4 2012 Quasi-stationary distributions for structured birth and death processes with mutations. Zbl 1245.92062 Collet, Pierre; Martínez, Servet; Méléard, Sylvie; San Martín, Jaime 14 2011 Multi-argument distances. Zbl 1214.54027 Martín, J.; Mayor, G. 10 2011 Numerical method for reflected backward stochastic differential equations. Zbl 1243.60050 Martínez, Miguel; San Martín, Jaime; Torres, Soledad 4 2011 Option pricing under a gamma-modulated diffusion process. Zbl 1225.91063 Iglesias, Pilar; San Martín, Jaime; Torres, Soledad; Viens, Frederi 1 2011 Optimal selection of customers for a last-minute offer. Zbl 1228.90063 Cominetti, Roberto; Correa, José R.; Rothvoß, Thomas; San Martín, Jaime 2 2010 Quasi-stationary distributions and diffusion models in population dynamics. Zbl 1176.92041 Cattiaux, Patrick; Collet, Pierre; Lambert, Amaury; Martínez, Servet; Méléard, Sylvie; San Martín, Jaime 71 2009 Hadamard functions of inverse \(M\)-matrices. Zbl 1196.15031 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 7 2009 Ultrametric and tree potential. Zbl 1176.60069 Dellacherie, Claude; Martinez, Servet; San Martin, Jaime 3 2009 Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods. Zbl 1332.62116 González, M.; Martín, J.; Martínez, R.; Mota, M. 6 2008 The role of translational invariance in nonlinear gauge theories of gravity. Zbl 1154.83315 Martín, J.; Tiemblo, A. 4 2008 One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\). Zbl 1129.60057 Briand, Philippe; Lepeltier, Jean-Pierre; San Martín, Jaime 28 2007 Linear stochastic differential equations driven by a fractional Brownian motion with Hurst parameter less than 1/2. Zbl 1108.60059 León, Jorge A.; San Martín, Jaime 10 2007 Level-wise approximation of a Markov process associated to the boundary of an infinite tree. Zbl 1132.60055 Martínez, Servet; Remenik, Daniel; San Martín, Jaime 2 2007 Stationary processes whose filtrations are standard. Zbl 1104.60005 Bressaud, X.; Maass, A.; Martinez, S.; San Martin, J. 4 2006 Ratio limit theorem for parabolic horn-shaped domains. Zbl 1115.60074 Collet, Pierre; Martinez, Servet; San Martin, Jaime 2 2006 Modelling of auxin transport affected by gravity and differential radial growth. Zbl 1447.92243 Forest, Loïc; Padilla, Fernando; Martínez, Salomé; Demongeot, Jacques; San Martín, Jaime 1 2006 Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066 Lepeltier, Jean-Pierre; San Martín, Jaime 28 2004 Classification of killed one-dimensional diffusions. Zbl 1045.60083 Martínez, Servet; San Martín, Jaime 10 2004 Itô formula for uniformly elliptic diffusions and Dirichlet processes. (Formule d’Itô pour des diffusions uniformément elliptiques, et processus de Dirichlet.) Zbl 1086.31007 Dupoiron, K.; Mathieu, P.; San Martin, J. 5 2004 A class of \(M\)-matrices whose graphs are trees. Zbl 1064.15030 Martínez, Servet; San Martín, Jaime; Zhang, Xiao-Dong 1 2004 On locally internal monotonic operations. Zbl 1022.03038 Martín, J.; Mayor, G.; Torrens, J. 66 2003 A new class of inverse M-matrices of tree-like type. Zbl 1043.15018 Martínez, Servet; San Martín, Jaime; Zhang, Xiao-Dong 5 2003 The \(\lambda\)-classification of continuous-time birth-and-death processes. Zbl 1044.60082 Hart, Andrew G.; Martínez, Servet; San Martín, Jaime 5 2003 Asymptotic of the heat kernel in general Benedicks domains. Zbl 1020.60069 Collet, Pierre; Martínez, Servet; San Martín, Jaime 2 2003 Numerical method for backward stochastic differential equations. Zbl 1017.60074 Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad 74 2002 On the existence or non-existence of solutions for certain backward stochastic differential equations. Zbl 1007.60051 Lepeltier, Jean-Pierre; San Martín, Jaime 8 2002 Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption. Zbl 0981.60073 Martínez, Servet; San Martín, Jaime 9 2001 Euler scheme for solutions of a countable system of stochastic differential equations. Zbl 0992.60062 San Martín, Jaime; Torres, Soledad 1 2001 Asymptotic behaviour of a Brownian motion on exterior domains. Zbl 0959.60077 Collet, Pierre; Martínez, Servet; San Martín, Jaime 14 2000 Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process. Zbl 0963.60075 Lladser, Manuel; San Martín, Jaime 14 2000 Description of the sub-Markov kernel associated to generalized ultrametric matrices. An algorithmic approach. Zbl 0967.65054 Dellacherie, Claude; Martínez, Servet; San Martín, Jaime 8 2000 Quintessence and supergravity. Zbl 0993.83050 Brax, Ph.; Martin, J. 33 1999 Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain. Zbl 0965.60076 Collet, Pierre; Martínez, Servet; San Martín, Jaime 5 1999 Locally internal aggregation functions. Zbl 1087.68667 Mayor, G.; Martin, J. 4 1999 Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046 Lepeltier, J.-P.; San Martín, J. 59 1998 Domain of attraction of quasi-stationary distributions for the Brownian motion with drift. Zbl 0911.60070 Martínez, Servet; Picco, Pierre; San Martín, Jaime 17 1998 Anticipating integrals for a class of martingales. Zbl 0897.60058 Ma, Jin; Protter, Philip; San Martin, Jaime 10 1998 Potential kernels associated to a filtration. (Noyaux potentiels associés à une filtration.) Zbl 0914.60046 Dellacherie, C.; Taïbi, D.; Martinez, S.; San Martin, J. 3 1998 Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042 Lepeltier, J. P.; San Martin, J. 181 1997 Phase transition for absorbed Brownian motion with drift. Zbl 0920.60094 Ferrari, P. A.; Martinez, S.; San Martín, J. 1 1997 Ultrametric matrices and induced Markov chains. Zbl 0861.60077 Dellacherie, Claude; Martínez, Servet; San Martín, Jaime 14 1996 Interpolation of some cones of function spaces. Zbl 0857.46052 Cerdà, J.; Martín, J. 1 1996 Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption. Zbl 0867.60046 Collet, Pierre; Martínez, Servet; San Martín, Jaime 21 1995 Iterated law of iterated logarithm. Zbl 0857.60035 Burdzy, Krzysztof; San Martín, Jaime 3 1995 Asymptotic analysis of the exponential penalty trajectory in linear programming. Zbl 0833.90081 Cominetti, R.; San Martín, J. 40 1994 Inverses of strictly ultrametric matrices are of Stieltjes type. Zbl 0798.15030 Martínez, Servet; Michon, Gérard; San Martín, Jaime 38 1994 Quasi-stationary distributions for a Brownian motion with drift and associated limit laws. Zbl 0818.60071 Martinez, Servet; San Martin, Jaime 19 1994 Search for first integrals in relativistic time-dependent Hamiltonian systems. Zbl 0798.70012 Martin, J.; Bouquet, S. 1 1994 One-dimensional Stratonovich differential equations. Zbl 0773.60049 San Martín, Jaime 4 1993 General change of variable formulas for semimartingales in one and finite dimensions. Zbl 0792.60045 Protter, Philip; San Martin, Jaime 2 1993 Curvature of the convex hull of planar Brownian motion near its minimum point. Zbl 0696.60041 Burdzy, Krzysztof; San Martin, Jaime 4 1989 Opérateurs filtrés et chaînes de tribus invariantes sur un espace probabilisé dénombrable. (Filtered operators and chains of invariant \(\sigma\)-fields on a countable probability space). Zbl 0657.60073 Dartnell, P.; Martinez, S.; San Martin, J. 3 1988 Petrov type D perfect-fluid solutions in generalized Kerr-Schild form. Zbl 0608.76127 Martín, J.; Senovilla, J. M. M. 4 1986 all cited Publications top 5 cited Publications all top 5 Cited by 885 Authors 34 Fan, Shengjun 27 Martinez Aguilera, Servet 23 San Martín, Jaime 17 Jiang, Long 13 Champagnat, Nicolas 13 Villemonais, Denis 11 Collet, Pierre 11 Hu, Ying 11 Méléard, Sylvie 11 Zhao, Weidong 10 Ma, Jin 9 Cloez, Bertrand 9 Zhang, Hanjun 8 El Otmani, Mohamed 7 Hamadene, Saïd 7 He, Guoman 7 Huillet, Thierry E. 7 Ji, Shaolin 7 Tang, Shanjian 7 Wu, Zhen 6 Bahlali, Khaled 6 Cominetti, Roberto 6 Dellacherie, Claude 6 Jentzen, Arnulf 6 Jia, Guangyan 6 Lelièvre, Tony 6 Neumann, Michael 6 Oçafrain, William 6 Palmowski, Zbigniew 6 Polunchenko, Aleksey S. 6 Tian, Dejian 5 Cattiaux, Patrick 5 Cohen, Samuel N. 5 Hening, Alexandru 5 Hu, Feng 5 Kolb, Martin 5 Ouknine, Youssef 5 Possamaï, Dylan 5 Richou, Adrien 5 Shi, Yufeng 5 Steinsaltz, David R. 5 Xu, Mingyu 5 Zhang, Qi 4 Bansaye, Vincent 4 Briand, Philippe 4 Carmona, Ángeles 4 Chassagneux, Jean-François 4 Crisan, Dan O. 4 El Karoui, Nicole 4 Essaky, El Hassan 4 Hassani, Mohammed 4 Hutzenthaler, Martin 4 Lin, Qian 4 Nabben, Reinhard 4 Nutz, Marcel 4 Peng, Shige 4 Schmitzer, Bernhard 4 Velleret, Aurélien 4 Zhang, Jianfeng 4 Zong, Zhaojun 4 Zwiernik, Piotr 3 Aman, Auguste 3 Aristoff, David 3 Aurzada, Frank 3 Bao, Feng 3 Beck, Christian 3 Benaïm, Michel 3 Buckdahn, Rainer 3 Cao, Yanzhao 3 Carlier, Guillaume 3 Chazottes, Jean-René 3 Colonius, Fritz 3 Deblassie, Dante 3 Diaconis, Persi Warren 3 Elliott, Robert James 3 Exarchos, Ioannis 3 Foucart, Clément 3 Gobet, Emmanuel 3 Groisman, Pablo 3 Guillin, Arnaud 3 Hansen, Mads Christian 3 Hössjer, Ola G. 3 Hu, Mingshang 3 Imkeller, Peter 3 Jonckheere, Matthieu 3 Klimsiak, Tomasz 3 Labart, Céline 3 Lepeltier, Jean-Pierre 3 Li, Juan 3 Li, Shoumei 3 Manolarakis, Konstantinos 3 Matoussi, Anis 3 Nguyen, Dang Hai 3 Owo, Jean-Marc 3 Papapantoleon, Antonis 3 Pardoux, Etienne 3 Peyré, Gabriel 3 Protter, Philip Elliott 3 Roberts, Gareth O. 3 Saloff-Coste, Laurent ...and 785 more Authors all top 5 Cited in 200 Serials 58 Stochastic Processes and their Applications 44 Statistics & Probability Letters 28 The Annals of Applied Probability 24 Linear Algebra and its Applications 19 The Annals of Probability 17 Journal of Theoretical Probability 16 Journal of Mathematical Analysis and Applications 15 Stochastic Analysis and Applications 15 Probability Theory and Related Fields 13 Journal of Mathematical Biology 12 Electronic Journal of Probability 11 Bernoulli 10 Advances in Applied Probability 10 Comptes Rendus. 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Series B 3 Journal of Applied Mathematics and Stochastic Analysis 3 SIAM Journal on Mathematical Analysis 3 Filomat 3 Finance and Stochastics 3 Stochastic Models 3 Journal of Applied Mathematics and Computing 3 Probability Surveys 3 Numerical Algebra, Control and Optimization 2 Rocky Mountain Journal of Mathematics 2 Chaos, Solitons and Fractals 2 Theory of Probability and its Applications 2 The Annals of Statistics 2 Journal of Economic Theory 2 Memoirs of the American Mathematical Society 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Numerische Mathematik 2 SIAM Journal on Numerical Analysis 2 Theoretical Population Biology 2 Advances in Applied Mathematics 2 Ergodic Theory and Dynamical Systems 2 Insurance Mathematics & Economics 2 Sequential Analysis 2 Queueing Systems 2 Mathematical Programming. Series A. Series B 2 Journal of Dynamics and Differential Equations 2 SIAM Journal on Optimization 2 Mathematical Population Studies 2 Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Communications of the Korean Mathematical Society 2 Annales Henri Poincaré 2 Brazilian Journal of Probability and Statistics 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Journal of Machine Learning Research (JMLR) 2 Multiscale Modeling & Simulation 2 Asia-Pacific Financial Markets 2 Acta Numerica 2 Advances in Difference Equations 2 Journal of Statistical Mechanics: Theory and Experiment 2 Oberwolfach Reports 2 Advances in Data Analysis and Classification. ADAC 2 Discrete and Continuous Dynamical Systems. Series S 2 Dynamic Games and Applications 2 Afrika Matematika 2 Journal of Theoretical Biology 2 SIAM/ASA Journal on Uncertainty Quantification 2 Annales Henri Lebesgue 2 SIAM Journal on Mathematics of Data Science 1 Applicable Analysis 1 Archive for Rational Mechanics and Analysis 1 Communications on Pure and Applied Mathematics ...and 100 more Serials all top 5 Cited in 41 Fields 572 Probability theory and stochastic processes (60-XX) 88 Numerical analysis (65-XX) 88 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 71 Biology and other natural sciences (92-XX) 66 Partial differential equations (35-XX) 53 Systems theory; control (93-XX) 48 Dynamical systems and ergodic theory (37-XX) 45 Calculus of variations and optimal control; optimization (49-XX) 37 Linear and multilinear algebra; matrix theory (15-XX) 36 Operations research, mathematical programming (90-XX) 34 Statistics (62-XX) 29 Ordinary differential equations (34-XX) 27 Statistical mechanics, structure of matter (82-XX) 24 Operator theory (47-XX) 12 Combinatorics (05-XX) 11 Global analysis, analysis on manifolds (58-XX) 9 Computer science (68-XX) 8 Difference and functional equations (39-XX) 6 Potential theory (31-XX) 4 Real functions (26-XX) 4 Special functions (33-XX) 4 Integral equations (45-XX) 4 Functional analysis (46-XX) 4 Information and communication theory, circuits (94-XX) 3 Field theory and polynomials (12-XX) 3 Measure and integration (28-XX) 3 Convex and discrete geometry (52-XX) 3 Mechanics of particles and systems (70-XX) 3 Quantum theory (81-XX) 2 General and overarching topics; collections (00-XX) 2 Algebraic geometry (14-XX) 2 Approximations and expansions (41-XX) 2 Geometry (51-XX) 2 Fluid mechanics (76-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 Number theory (11-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Abstract harmonic analysis (43-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) Citations by Year