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Sanz-Solé, Marta

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Author ID: sanz-sole.marta Recent zbMATH articles by "Sanz-Solé, Marta"
Published as: Sanz Sole, Marta; Sanz Solé, Marta; Sanz, M.; Sanz, Marta; Sanz-Sole, Marta; Sanz-Solé, M.; Sanz-Solé, Marta
External Links: MGP · Wikidata · GND
Documents Indexed: 101 Publications since 1977, including 8 Books
Reviewing Activity: 5 Reviews
all top 5

Serials

6 Journal of Functional Analysis
6 Stochastic Processes and their Applications
6 Bernoulli
5 The Annals of Probability
4 Probability Theory and Related Fields
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Stochastics and Stochastics Reports
4 European Mathematical Society Newsletter
3 Potential Analysis
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
2 Memoirs of the American Mathematical Society
2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2 Stochastica
2 Journal of Theoretical Probability
1 Applied Mathematics and Optimization
1 Collectanea Mathematica
1 Journal of Multivariate Analysis
1 Proceedings of the American Mathematical Society
1 Statistics & Probability Letters
1 Chinese Annals of Mathematics. Series B
1 Stochastic Analysis and Applications
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications
1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
1 Comptes Rendus de l’Académie des Sciences. Série I
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Journal of Evolution Equations
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas
1 Stochastics and Dynamics
1 Progress in Probability
1 Wiadomości Matematyczne

Publications by Year

Citations contained in zbMATH

76 Publications have been cited 603 times in 389 Documents Cited by Year
A stochastic wave equation in two space dimensions: smoothness of the law. Zbl 0944.60067
Millet, Annie; Sanz-Solé, Marta
59
1999
Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Zbl 0835.60053
Bally, Vlad; Millet, Annie; Sanz-Solé, Marta
53
1995
Malliavin calculus with applications to stochastic partial differential equations. Zbl 1098.60050
Sanz-Solé, Marta
39
2005
Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three. Zbl 1214.60028
Dalang, Robert C.; Sanz-Solé, Marta
31
2009
A simple proof of the support theorem for diffusion processes. Zbl 0807.60073
Millet, Annie; Sanz-Solé, Marta
25
1994
Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations. Zbl 1026.60080
Sanz-Solé, Marta; Vuillermot, Pierre-A.
22
2003
Integration by parts and time reversal for diffusion processes. Zbl 0681.60077
Millet, A.; Nualart, D.; Sanz, M.
19
1989
Large deviations for rough paths of the fractional Brownian motion. Zbl 1087.60035
Millet, Annie; Sanz-Solé, Marta
17
2006
Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation. Zbl 1039.60054
Quer-Sardanyons, L.; Sanz-Solé, M.
17
2004
The law of the solution to a nonlinear hyperbolic SPDE. Zbl 0878.60040
Rovira, Carles; Sanz-Solé, Marta
17
1996
Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065
Nualart, D.; Sanz, M.
17
1985
Approximation and support theorem for a wave equation in two space dimensions. Zbl 0968.60059
Millet, Annie; Sanz-Solé, Marta
16
2000
A stochastic wave equation in dimension 3: Smoothness of the law. Zbl 1045.60068
Quer-Sardanyons, Lluís; Sanz-Solé, Marta
15
2004
Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053
Millet, A.; Nualart, D.; Sanz, M.
15
1992
Space semi-discretisations for a stochastic wave equation. Zbl 1119.60061
Quer-Sardanyons, Lluís; Sanz-Solé, Marta
13
2006
Path properties of a class of Gaussian processes with applications to SPDE’s. Zbl 0970.60057
Sanz-Solé, Marta; Sarrà, Mònica
13
2000
The support of the solution to a hyperbolic SPDE. Zbl 0794.60061
Millet, Annie; Sanz-Solé, Marta
12
1994
Criteria for hitting probabilities with applications to systems of stochastic wave equations. Zbl 1218.60054
Dalang, Robert C.; Sanz-Solé, Marta
9
2010
Mild solutions for a class of fractional SPDEs and their sample paths. Zbl 1239.60028
Sanz-Solé, Marta; Vuillermot, Pierre-A.
9
2009
Stochastic differential equations on the plane: Smoothness of the solution. Zbl 0692.60044
Nualart, D.; Sanz, M.
9
1989
Time reversal for infinite-dimensional diffusions. Zbl 0659.60107
Millet, Annie; Nualart, David; Sanz, Marta
9
1989
A Markov property for two parameter Gaussian processes. Zbl 0417.60084
Nualart, D.; Sanz, M.
9
1979
Regularity of the sample paths of a class of second-order SPDE’s. Zbl 1085.60042
Dalang, Robert C.; Sanz-Solé, Marta
8
2005
Approximation and support theorems in modulus spaces. Zbl 0820.60038
Gyöngy, István; Nualart, David; Sanz-Sole, Marta
8
1995
The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity. Zbl 1288.60079
Sanz-Solé, Marta; Süss, André
7
2013
Points of positive density for the solution to a hyperbolic SPDE. Zbl 0892.60059
Millet, Annie; Sanz-Solé, Marta
6
1997
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm. Zbl 1306.60087
Delgado-Vences, Francisco J.; Sanz-Solé, Marta
5
2014
A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\). Zbl 1152.60047
Martinez, Teresa; Sanz-Sole, Marta
5
2006
Small perturbations in a hyperbolic stochastic partial differential equation. Zbl 0890.60057
Márquez-Carreras, David; Sanz-Solé, Marta
5
1997
Integrator properties of the Skorohod integral. Zbl 0765.60048
Jolis, Maria; Sanz-Solé, Marta
5
1992
A remark on the theory of large deviations. Zbl 0744.60027
Baldi, P.; Sanz, M.
5
1991
Hitting probabilities for nonlinear systems of stochastic waves. Zbl 1390.60230
Dalang, Robert C.; Sanz-Solé, Marta
4
2015
Absolute continuity for SPDEs with irregular fundamental solution. Zbl 1321.60138
Sanz-Solé, Marta; Süss, André
4
2015
A Laplace principle for a stochastic wave equation in spatial dimension three. Zbl 1223.60045
Ortiz-López, Víctor; Sanz-Solé, Marta
4
2011
A fractional Poisson equation: existence, regularity and approximations of the solution. Zbl 1194.60041
Sanz-Solé, Marta; Torrecilla, Iván
4
2009
SPDEs with coloured noise: analytic and stochastic approaches. Zbl 1185.60068
Ferrante, Marco; Sanz-Solé, Marta
4
2006
Large deviations for stochastic Volterra equations in the plane. Zbl 0983.60010
Rovira, Carles; Sanz-Solé, Marta
4
2000
Anticipating stochastic differential equations: Regularity of the law. Zbl 0877.60038
Rovira, Carles; Sanz-Solé, Marta
4
1997
The Hu-Meyer formula for non deterministic kernels. Zbl 0752.60038
Delgado, Rosario; Sanz, Marta
4
1992
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case. Zbl 1343.60083
Delgado-Vences, Francisco J.; Sanz-Solé, Marta
3
2016
Proceedings of the international congress of mathematicians (ICM), Madrid, Spain, August 22–30, 2006. Volume I: Plenary lectures and ceremonies. Zbl 1111.00009
Sanz-Solé, Marta (ed.); Soria, Javier (ed.); Varona, Juan Luis (ed.); Verdera, Joan (ed.)
3
2007
Positivity of the density for the stochastic wave equation in two spatial dimensions. Zbl 1021.60049
Chaleyat-Maurel, Mireille; Sanz-Solé, Marta
3
2003
Existence and regularity of density for solutions to stochastic differential equations with boundary conditions. Zbl 0877.60037
Kohatsu-Higa, Arturo; Sanz-Solé, Marta
3
1997
Strong approximations for stochastic differential equations with boundary conditions. Zbl 0856.60060
Ferrante, Marco; Kohatsu-Higa, Arturo; Sanz-Solé, Marta
3
1996
A nonlinear hyperbolic SPDE: Approximations and support. Zbl 0828.60042
Rovira, Carles; Sanz-Solé, Marta
3
1995
Hilbert-valued anticipating stochastic differential equations. Zbl 0796.60061
Grorud, Axel; Nualart, David; Sanz-Solé, Marta
3
1994
Application of Malliavin calculus to a class of stochastic differential equations. Zbl 0685.60057
Nguyen Minh Duc; Nualart, D.; Sanz, M.
3
1990
Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). Zbl 0688.60043
Lépingle, Dominique; Nualart, David; Sanz, Marta
3
1989
Entanglement classification with algebraic geometry. Zbl 1366.81073
Sanz, M.; Braak, D.; Solano, E.; Egusquiza, I. L.
2
2017
Properties of the density for a three-dimensional stochastic wave equation. Zbl 1152.60049
Sanz-Solé, Marta
2
2008
Hölder-Sobolev regularity of solutions to a class of SPDE’s driven by a spatially colored noise. Zbl 1005.60075
Sanz-Solé, Marta; Vuillermot, Pierre-A.
2
2002
Stochastic delay equations with hereditary drift: Estimates of the density. Zbl 0970.60063
Ferrante, Marco; Rovira, Carles; Sanz-Solé, Marta
2
2000
Logarithmic estimates for the density of an anticipating stochastic differential equation. Zbl 0962.60044
Sanz-Solé, Marta; Sarrà, Mònica
2
1999
Varadhan estimates for the density of the solution to a parabolic stochastic partial differential equation. Zbl 0921.60056
Millet, Annie; Sanz-Solé, Marta
2
1996
A Fubini theorem for generalized Stratonovich integrals. Zbl 0831.60062
Delgado, Rosario; Sanz-Solé, Marta
2
1995
Composition of large deviation principles and applications. Zbl 0728.60028
Millet, Annie; Nualart, David; Sanz, Marta
2
1991
The Doob-Meyer decomposition for anticipating processes. Zbl 0723.60049
Nguyen Minh Duc; Nualart, D.; Sanz, M.
2
1991
Small perturbations for quasilinear anticipating stochastic differential equations. Zbl 0742.60057
Millet, A.; Nualart, D.; Sanz, M.
2
1991
On generalized multiple stochastic integrals and multiparameter anticipative calculus. Zbl 0718.60051
Jolis, Maria; Sanz, Marta
2
1990
On the relations between increasing functions associated with two- parameter continuous martingales. Zbl 0691.60040
Nualart, D.; Sanz, M.; Zakai, M.
2
1990
r-variations for two-parameter continuous martingales and Itô’s formula. Zbl 0675.60041
Sanz, Marta
2
1989
Local time for two-parameter continuous martingales with respect to the quadratic variation. Zbl 0645.60066
Sanz, Marta
2
1988
Malliavin calculus for two-parameter Wiener functionals. Zbl 0577.60065
Nualart, D.; Sanz, M.
2
1985
A singular stochastic integral equation. Zbl 0505.60076
Nualart, David; Sanz, Marta
2
1982
Intégrales stochastiques par rapport au processus de Wiener à deux paramètres. Zbl 0379.60054
Rodon, D. Nualart; Sanz Solé, Marta
2
1977
Non-elliptic SPDEs and ambit fields: existence of densities. Zbl 1336.60124
Sanz-Solé, Marta; Süß, André
1
2016
Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise. Zbl 1390.60246
Sanz-Solé, Marta; Süß, André
1
2014
Approximation of rough paths of fractional Brownian motion. Zbl 1142.60027
Millet, Annie; Sanz-Solé, Marta
1
2008
Existence of density for the solution to the three-dimensional stochastic wave equation. Zbl 1053.60072
Quer-Sardanyons, Lluís; Sanz-Solé, Marta
1
2003
Logarithmic estimates for the density of hypoelliptic two-parameter diffusions. Zbl 1004.60057
Kohatsu-Higa, A.; Márquez-Carreras, D.; Sanz-Solé, M.
1
2002
Expansion of the density: A Wiener-chaos approach. Zbl 0924.60030
Márquez-Carreras, David; Sanz-Solé, Marta
1
1999
Taylor expansion of the density in a stochastic heat equation. Zbl 0939.60067
Márquez-Carreras, David; Sanz-Solé, Marta
1
1998
Modulus of continuity for stochastic flows. Zbl 0798.60041
Baldi, Paolo; Sanz-Solé, Marta
1
1993
Un théorème de support pour une équation aux dérivées partielles stochastique hyperbolique. (A support theorem for a hyperbolic stochastic partial differential equation). Zbl 0765.60061
Millet, Annie; Sanz-Solé, Marta
1
1992
Application of Malliavin calculus to a class of stochastic differential equations. Zbl 0671.60054
Nguyen Minh Duc; Nualart, D.; Sanz, M.
1
1990
Caractérisation des martingales à deux paramètres independantes du chemin. Zbl 0409.60050
Nualart, David; Sanz, Marta
1
1979
Entanglement classification with algebraic geometry. Zbl 1366.81073
Sanz, M.; Braak, D.; Solano, E.; Egusquiza, I. L.
2
2017
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case. Zbl 1343.60083
Delgado-Vences, Francisco J.; Sanz-Solé, Marta
3
2016
Non-elliptic SPDEs and ambit fields: existence of densities. Zbl 1336.60124
Sanz-Solé, Marta; Süß, André
1
2016
Hitting probabilities for nonlinear systems of stochastic waves. Zbl 1390.60230
Dalang, Robert C.; Sanz-Solé, Marta
4
2015
Absolute continuity for SPDEs with irregular fundamental solution. Zbl 1321.60138
Sanz-Solé, Marta; Süss, André
4
2015
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm. Zbl 1306.60087
Delgado-Vences, Francisco J.; Sanz-Solé, Marta
5
2014
Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise. Zbl 1390.60246
Sanz-Solé, Marta; Süß, André
1
2014
The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity. Zbl 1288.60079
Sanz-Solé, Marta; Süss, André
7
2013
A Laplace principle for a stochastic wave equation in spatial dimension three. Zbl 1223.60045
Ortiz-López, Víctor; Sanz-Solé, Marta
4
2011
Criteria for hitting probabilities with applications to systems of stochastic wave equations. Zbl 1218.60054
Dalang, Robert C.; Sanz-Solé, Marta
9
2010
Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three. Zbl 1214.60028
Dalang, Robert C.; Sanz-Solé, Marta
31
2009
Mild solutions for a class of fractional SPDEs and their sample paths. Zbl 1239.60028
Sanz-Solé, Marta; Vuillermot, Pierre-A.
9
2009
A fractional Poisson equation: existence, regularity and approximations of the solution. Zbl 1194.60041
Sanz-Solé, Marta; Torrecilla, Iván
4
2009
Properties of the density for a three-dimensional stochastic wave equation. Zbl 1152.60049
Sanz-Solé, Marta
2
2008
Approximation of rough paths of fractional Brownian motion. Zbl 1142.60027
Millet, Annie; Sanz-Solé, Marta
1
2008
Proceedings of the international congress of mathematicians (ICM), Madrid, Spain, August 22–30, 2006. Volume I: Plenary lectures and ceremonies. Zbl 1111.00009
Sanz-Solé, Marta (ed.); Soria, Javier (ed.); Varona, Juan Luis (ed.); Verdera, Joan (ed.)
3
2007
Large deviations for rough paths of the fractional Brownian motion. Zbl 1087.60035
Millet, Annie; Sanz-Solé, Marta
17
2006
Space semi-discretisations for a stochastic wave equation. Zbl 1119.60061
Quer-Sardanyons, Lluís; Sanz-Solé, Marta
13
2006
A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\). Zbl 1152.60047
Martinez, Teresa; Sanz-Sole, Marta
5
2006
SPDEs with coloured noise: analytic and stochastic approaches. Zbl 1185.60068
Ferrante, Marco; Sanz-Solé, Marta
4
2006
Malliavin calculus with applications to stochastic partial differential equations. Zbl 1098.60050
Sanz-Solé, Marta
39
2005
Regularity of the sample paths of a class of second-order SPDE’s. Zbl 1085.60042
Dalang, Robert C.; Sanz-Solé, Marta
8
2005
Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation. Zbl 1039.60054
Quer-Sardanyons, L.; Sanz-Solé, M.
17
2004
A stochastic wave equation in dimension 3: Smoothness of the law. Zbl 1045.60068
Quer-Sardanyons, Lluís; Sanz-Solé, Marta
15
2004
Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations. Zbl 1026.60080
Sanz-Solé, Marta; Vuillermot, Pierre-A.
22
2003
Positivity of the density for the stochastic wave equation in two spatial dimensions. Zbl 1021.60049
Chaleyat-Maurel, Mireille; Sanz-Solé, Marta
3
2003
Existence of density for the solution to the three-dimensional stochastic wave equation. Zbl 1053.60072
Quer-Sardanyons, Lluís; Sanz-Solé, Marta
1
2003
Hölder-Sobolev regularity of solutions to a class of SPDE’s driven by a spatially colored noise. Zbl 1005.60075
Sanz-Solé, Marta; Vuillermot, Pierre-A.
2
2002
Logarithmic estimates for the density of hypoelliptic two-parameter diffusions. Zbl 1004.60057
Kohatsu-Higa, A.; Márquez-Carreras, D.; Sanz-Solé, M.
1
2002
Approximation and support theorem for a wave equation in two space dimensions. Zbl 0968.60059
Millet, Annie; Sanz-Solé, Marta
16
2000
Path properties of a class of Gaussian processes with applications to SPDE’s. Zbl 0970.60057
Sanz-Solé, Marta; Sarrà, Mònica
13
2000
Large deviations for stochastic Volterra equations in the plane. Zbl 0983.60010
Rovira, Carles; Sanz-Solé, Marta
4
2000
Stochastic delay equations with hereditary drift: Estimates of the density. Zbl 0970.60063
Ferrante, Marco; Rovira, Carles; Sanz-Solé, Marta
2
2000
A stochastic wave equation in two space dimensions: smoothness of the law. Zbl 0944.60067
Millet, Annie; Sanz-Solé, Marta
59
1999
Logarithmic estimates for the density of an anticipating stochastic differential equation. Zbl 0962.60044
Sanz-Solé, Marta; Sarrà, Mònica
2
1999
Expansion of the density: A Wiener-chaos approach. Zbl 0924.60030
Márquez-Carreras, David; Sanz-Solé, Marta
1
1999
Taylor expansion of the density in a stochastic heat equation. Zbl 0939.60067
Márquez-Carreras, David; Sanz-Solé, Marta
1
1998
Points of positive density for the solution to a hyperbolic SPDE. Zbl 0892.60059
Millet, Annie; Sanz-Solé, Marta
6
1997
Small perturbations in a hyperbolic stochastic partial differential equation. Zbl 0890.60057
Márquez-Carreras, David; Sanz-Solé, Marta
5
1997
Anticipating stochastic differential equations: Regularity of the law. Zbl 0877.60038
Rovira, Carles; Sanz-Solé, Marta
4
1997
Existence and regularity of density for solutions to stochastic differential equations with boundary conditions. Zbl 0877.60037
Kohatsu-Higa, Arturo; Sanz-Solé, Marta
3
1997
The law of the solution to a nonlinear hyperbolic SPDE. Zbl 0878.60040
Rovira, Carles; Sanz-Solé, Marta
17
1996
Strong approximations for stochastic differential equations with boundary conditions. Zbl 0856.60060
Ferrante, Marco; Kohatsu-Higa, Arturo; Sanz-Solé, Marta
3
1996
Varadhan estimates for the density of the solution to a parabolic stochastic partial differential equation. Zbl 0921.60056
Millet, Annie; Sanz-Solé, Marta
2
1996
Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Zbl 0835.60053
Bally, Vlad; Millet, Annie; Sanz-Solé, Marta
53
1995
Approximation and support theorems in modulus spaces. Zbl 0820.60038
Gyöngy, István; Nualart, David; Sanz-Sole, Marta
8
1995
A nonlinear hyperbolic SPDE: Approximations and support. Zbl 0828.60042
Rovira, Carles; Sanz-Solé, Marta
3
1995
A Fubini theorem for generalized Stratonovich integrals. Zbl 0831.60062
Delgado, Rosario; Sanz-Solé, Marta
2
1995
A simple proof of the support theorem for diffusion processes. Zbl 0807.60073
Millet, Annie; Sanz-Solé, Marta
25
1994
The support of the solution to a hyperbolic SPDE. Zbl 0794.60061
Millet, Annie; Sanz-Solé, Marta
12
1994
Hilbert-valued anticipating stochastic differential equations. Zbl 0796.60061
Grorud, Axel; Nualart, David; Sanz-Solé, Marta
3
1994
Modulus of continuity for stochastic flows. Zbl 0798.60041
Baldi, Paolo; Sanz-Solé, Marta
1
1993
Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053
Millet, A.; Nualart, D.; Sanz, M.
15
1992
Integrator properties of the Skorohod integral. Zbl 0765.60048
Jolis, Maria; Sanz-Solé, Marta
5
1992
The Hu-Meyer formula for non deterministic kernels. Zbl 0752.60038
Delgado, Rosario; Sanz, Marta
4
1992
Un théorème de support pour une équation aux dérivées partielles stochastique hyperbolique. (A support theorem for a hyperbolic stochastic partial differential equation). Zbl 0765.60061
Millet, Annie; Sanz-Solé, Marta
1
1992
A remark on the theory of large deviations. Zbl 0744.60027
Baldi, P.; Sanz, M.
5
1991
Composition of large deviation principles and applications. Zbl 0728.60028
Millet, Annie; Nualart, David; Sanz, Marta
2
1991
The Doob-Meyer decomposition for anticipating processes. Zbl 0723.60049
Nguyen Minh Duc; Nualart, D.; Sanz, M.
2
1991
Small perturbations for quasilinear anticipating stochastic differential equations. Zbl 0742.60057
Millet, A.; Nualart, D.; Sanz, M.
2
1991
Application of Malliavin calculus to a class of stochastic differential equations. Zbl 0685.60057
Nguyen Minh Duc; Nualart, D.; Sanz, M.
3
1990
On generalized multiple stochastic integrals and multiparameter anticipative calculus. Zbl 0718.60051
Jolis, Maria; Sanz, Marta
2
1990
On the relations between increasing functions associated with two- parameter continuous martingales. Zbl 0691.60040
Nualart, D.; Sanz, M.; Zakai, M.
2
1990
Application of Malliavin calculus to a class of stochastic differential equations. Zbl 0671.60054
Nguyen Minh Duc; Nualart, D.; Sanz, M.
1
1990
Integration by parts and time reversal for diffusion processes. Zbl 0681.60077
Millet, A.; Nualart, D.; Sanz, M.
19
1989
Stochastic differential equations on the plane: Smoothness of the solution. Zbl 0692.60044
Nualart, D.; Sanz, M.
9
1989
Time reversal for infinite-dimensional diffusions. Zbl 0659.60107
Millet, Annie; Nualart, David; Sanz, Marta
9
1989
Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). Zbl 0688.60043
Lépingle, Dominique; Nualart, David; Sanz, Marta
3
1989
r-variations for two-parameter continuous martingales and Itô’s formula. Zbl 0675.60041
Sanz, Marta
2
1989
Local time for two-parameter continuous martingales with respect to the quadratic variation. Zbl 0645.60066
Sanz, Marta
2
1988
Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065
Nualart, D.; Sanz, M.
17
1985
Malliavin calculus for two-parameter Wiener functionals. Zbl 0577.60065
Nualart, D.; Sanz, M.
2
1985
A singular stochastic integral equation. Zbl 0505.60076
Nualart, David; Sanz, Marta
2
1982
A Markov property for two parameter Gaussian processes. Zbl 0417.60084
Nualart, D.; Sanz, M.
9
1979
Caractérisation des martingales à deux paramètres independantes du chemin. Zbl 0409.60050
Nualart, David; Sanz, Marta
1
1979
Intégrales stochastiques par rapport au processus de Wiener à deux paramètres. Zbl 0379.60054
Rodon, D. Nualart; Sanz Solé, Marta
2
1977
all top 5

Cited by 428 Authors

34 Sanz-Solé, Marta
23 Nualart, David
20 Dalang, Robert C.
13 Zhang, Tusheng S.
12 Tudor, Ciprian A.
10 Quer-Sardanyons, Lluís
9 Balan, Raluca M.
9 Tindel, Samy
8 Márquez-Carreras, David
8 Millet, Annie
8 Nualart, Eulalia
7 Hu, Yaozhong
7 Ondreját, Martin
7 Rovira, Carles
7 Süss, André
6 Friz, Peter Karl
6 Mohammed, Salah-Eldin A.
5 Brzeźniak, Zdzisław
5 Inahama, Yuzuru
5 Khoshnevisan, Davar
5 Lu, Kening
5 Mellouk, Mohamed
5 Olivera, Christian
5 Radchenko, Vadym Mykolaĭovych
5 Ren, Jiagang
5 Shevchenko, Georgiy M.
5 Vuillermot, Pierre-A.
5 Wang, Ran
4 Ascanelli, Alessia
4 Bardina, Xavier
4 Chen, Le
4 Cresson, Jacky
4 Darses, Sébastien
4 Matoussi, Anis
4 Müller, Carl E.
4 Ouknine, Youssef
4 Victoir, Nicolas B.
4 Wang, Bixiang
4 Wrzosek, Monika
4 Zhang, Xicheng
3 Bodnarchuk, I. M.
3 Boufoussi, Brahim
3 Boulanba, Lahcen
3 Coriasco, Sandro
3 Denis, Laurent
3 Eddahbi, M’hamed
3 Ferrante, Marco
3 Foondun, Mohammud
3 Kohatsu-Higa, Arturo
3 Larsson, Stig
3 Leszczyński, Henryk
3 Li, Yumeng
3 Liu, Xianming
3 Löcherbach, Eva
3 Morien, Pierre-Luc
3 Øksendal, Bernt Karsten
3 Ouyang, Cheng
3 Qian, Zhongmin M.
3 Ralchenko, Kostiantyn V.
3 Russo, Francesco
3 Sarrà, Mònica
3 Vallois, Pierre
3 Wang, Xiaojie
3 Yao, Nian
3 Yue, Wen
3 Zhang, Jing
3 Zhang, Shuguang
2 Bally, Vlad
2 Barbu, Viorel
2 Baudoin, Fabrice
2 Bianchi, Luigi Amedeo
2 Blömker, Dirk
2 Budhiraja, Amarjit S.
2 Cao, Yanzhao
2 Cerrai, Sandra
2 Chong, Carsten
2 Chueshov, Igor’ Dmitrievich
2 Clarke De la Cerda, Jorge
2 Clarke, Jorge
2 Da Prato, Giuseppe
2 Delgado-Vences, Francisco J.
2 Delgado, Rosario
2 Deya, Aurélien
2 Du, Kai
2 Duan, Jinqiao
2 Dupuis, Paul G.
2 Fournier, Nicolas G.
2 Freidlin, Mark I.
2 Gao, Fuqing
2 Gyöngy, István
2 Hairer, Martin
2 Hajji, Salah
2 Helin, Tapio
2 Hirsch, Francis
2 Hu, Ying
2 Huang, Jingyu
2 Ivanoff, B. Gail
2 Jiang, Xiaomeng
2 Jolis, Maria
2 Khalil, Marwa
...and 328 more Authors
all top 5

Cited in 112 Serials

47 Stochastic Processes and their Applications
22 The Annals of Probability
14 Journal of Functional Analysis
14 Stochastic Analysis and Applications
14 Journal of Theoretical Probability
13 Probability Theory and Related Fields
13 Potential Analysis
12 Stochastic and Partial Differential Equations. Analysis and Computations
10 Statistics & Probability Letters
10 Bernoulli
10 Stochastics and Dynamics
10 Stochastics
9 Journal of Differential Equations
8 Transactions of the American Mathematical Society
8 Theory of Probability and Mathematical Statistics
7 Journal of Mathematical Analysis and Applications
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 Infinite Dimensional Analysis, Quantum Probability and Related Topics
6 Acta Mathematica Sinica. English Series
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Communications in Mathematical Physics
4 Acta Applicandae Mathematicae
4 Journal of Evolution Equations
4 Discrete and Continuous Dynamical Systems. Series B
4 Modern Stochastics. Theory and Applications
3 Journal of Mathematical Physics
3 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
3 Journal of the Mathematical Society of Japan
3 Random Operators and Stochastic Equations
3 Discrete and Continuous Dynamical Systems
2 Applied Mathematics and Optimization
2 BIT
2 Czechoslovak Mathematical Journal
2 Journal of Applied Probability
2 Journal of Computational and Applied Mathematics
2 Journal of Multivariate Analysis
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Osaka Journal of Mathematics
2 Proceedings of the American Mathematical Society
2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2 Acta Mathematicae Applicatae Sinica. English Series
2 The Annals of Applied Probability
2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
2 Bulletin des Sciences Mathématiques
2 Electronic Journal of Probability
2 The Journal of Fourier Analysis and Applications
2 Abstract and Applied Analysis
2 International Journal of Stochastic Analysis
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Communications on Pure and Applied Mathematics
1 International Journal of Control
1 Israel Journal of Mathematics
1 Journal of Mathematical Biology
1 Journal of Statistical Physics
1 Reports on Mathematical Physics
1 Ukrainian Mathematical Journal
1 Mathematics of Computation
1 Collectanea Mathematica
1 Journal of Optimization Theory and Applications
1 Mathematische Annalen
1 Mathematics and Computers in Simulation
1 Memoirs of the American Mathematical Society
1 Monatshefte für Mathematik
1 Numerische Mathematik
1 Results in Mathematics
1 SIAM Journal on Numerical Analysis
1 Tohoku Mathematical Journal. Second Series
1 Systems & Control Letters
1 Bulletin of the Korean Mathematical Society
1 Chinese Annals of Mathematics. Series B
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications
1 Applied Numerical Mathematics
1 Revista Matemática Iberoamericana
1 Annales Scientifiques de l’Université Blaise Pascal Clermont-Ferrand II. Probabilités et Applications
1 Journal of Scientific Computing
1 Forum Mathematicum
1 Science in China. Series A
1 Numerical Algorithms
1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
1 Communications in Partial Differential Equations
1 Communications in Statistics. Theory and Methods
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Expositiones Mathematicae
1 Acta Mathematica Sinica. New Series
1 Stochastics and Stochastics Reports
1 Journal of Dynamics and Differential Equations
1 Journal of Mathematical Sciences (New York)
1 Annales Mathématiques Blaise Pascal
1 ETNA. Electronic Transactions on Numerical Analysis
1 Complexity
1 Electronic Communications in Probability
1 Annales Academiae Scientiarum Fennicae. Mathematica
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Geometry & Topology
1 Fractional Calculus & Applied Analysis
1 Journal of Dynamical and Control Systems
1 Algebraic & Geometric Topology
1 Milan Journal of Mathematics
...and 12 more Serials

Citations by Year

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