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Author ID: torres.soledad Recent zbMATH articles by "Torres, Soledad"
Published as: Torres, Soledad

Publications by Year

Citations contained in zbMATH Open

37 Publications have been cited 254 times in 223 Documents Cited by Year
Numerical method for backward stochastic differential equations. Zbl 1017.60074
Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad
74
2002
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
28
2002
Stochastic predator-prey model with Allee effect on prey. Zbl 1263.92043
Aguirre, Pablo; González-Olivares, Eduardo; Torres, Soledad
26
2013
Drift parameter estimation in fractional diffusions driven by perturbed random walks. Zbl 1233.62148
Bertin, Karine; Torres, Soledad; Tudor, Ciprian A.
24
2011
Donsker type theorem for the Rosenblatt process and a binary market model. Zbl 1166.60313
Torres, Soledad; Tudor, Ciprian A.
23
2009
Quadratic variations for the fractional-colored stochastic heat equation. Zbl 1314.60132
Torres, Soledad; Tudor, Ciprian A.; Viens, Frederi G.
15
2014
Maximum-likelihood estimators and random walks in long memory models. Zbl 1229.62112
Bertin, Karine; Torres, Soledad; Tudor, Ciprian A.
12
2011
A strong convergence to the Rosenblatt process. Zbl 1248.60043
Garzón, Johanna; Torres, Soledad; Tudor, Ciprian A.
10
2012
Fractional stochastic differential equation with discontinuous diffusion. Zbl 1387.60069
Garzón, Johanna; León, Jorge A.; Torres, Soledad
10
2017
Is a Brownian motion skew? Zbl 06298506
Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad
8
2014
Numerical method for reflected backward stochastic differential equations. Zbl 1243.60050
Martínez, Miguel; San Martín, Jaime; Torres, Soledad
4
2011
ARCH model and fractional Brownian motion. Zbl 1463.62255
Bahamonde, Natalia; Torres, Soledad; Tudor, Ciprian A.
4
2018
Full Bayesian analysis for a class of jump-diffusion models. Zbl 1167.62454
Rifo, Laura L. R.; Torres, Soledad
4
2009
Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion. Zbl 1205.91175
Levine, Michael; Torres, Soledad; Viens, Frederi
3
2009
On the consistency of the least squares estimator in models sampled at random times driven by long memory noise: the renewal case. Zbl 07688199
Araya, Héctor; Bahamonde, Natalia; Fermín, Lisandro; Roa, Tania; Torres, Soledad
3
2023
Penalisation techniques for one-dimensional reflected rough differential equations. Zbl 1482.60130
Richard, Alexandre; Tanré, Etienne; Torres, Soledad
3
2020
Comparative estimation for discrete fractional Ornstein-Uhlenbeck process. Zbl 1401.60065
Rifo, Laura; Torres, Soledad; Tudor, Ciprian A.
3
2013
Oscillating Gaussian processes. Zbl 1459.60082
Ilmonen, Pauliina; Torres, Soledad; Viitasaari, Lauri
3
2020
A stochastic scheme of approximation for ordinary differential equations. Zbl 1190.60058
Fierro, Raul; Torres, Soledad
2
2008
The Euler scheme for a class of anticipating stochastic differential equations. Zbl 1065.60070
Torres, Soledad; Tudor, Ciprian A.
2
2004
Euler scheme for fractional delay stochastic differential equations by rough paths techniques. Zbl 1499.60218
Garzón, Johanna; Tindel, Samy; Torres, Soledad
2
2019
Studies on the basic reproduction number in stochastic epidemic models with random perturbations. Zbl 1494.92143
Ríos-Gutiérrez, Andrés; Torres, Soledad; Arunachalam, Viswanathan
2
2021
Two consistent estimators for the skew Brownian motion. Zbl 1506.60057
Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad
2
2019
Donsker type theorem for fractional Poisson process. Zbl 1459.60074
Araya, Héctor; Bahamonde, Natalia; Torres, Soledad; Viens, Frederi
2
2019
Option pricing under a gamma-modulated diffusion process. Zbl 1225.91063
Iglesias, Pilar; San Martín, Jaime; Torres, Soledad; Viens, Frederi
1
2011
The Euler scheme for Hilbert space valued stochastic differential equations. Zbl 0979.60043
Fierro, Raúl; Torres, Soledad
1
2001
Euler scheme for solutions of a countable system of stochastic differential equations. Zbl 0992.60062
San Martín, Jaime; Torres, Soledad
1
2001
Price calculation for power exponential jump-diffusion models: a Hermite-series approach. Zbl 1045.60056
Galea, Manuel; Ma, Jin; Torres, Soledad
1
2003
Class of skew-distributions: theory and applications in biology. Zbl 1098.62013
Barrera, Nelson P.; Galea, Manuel; Torres, Soledad; Villalón, Manuel
1
2006
Bayesian inference on the memory parameter for gamma-modulated regression models. Zbl 1343.62049
Andrade, Plinio; Rifo, Laura; Torres, Soledad; Torres-Avilés, Francisco
1
2015
Bayesian inference for fractional oscillating Brownian motion. Zbl 1505.62032
Araya, Héctor; Slaoui, Meryem; Torres, Soledad
1
2022
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion. Zbl 07706265
Roa, Tania; Torres, Soledad; Tudor, Ciprian
1
2023
Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). Zbl 1464.60070
Araya, Héctor; León, Jorge A.; Torres, Soledad
1
2020
Vector-valued generalized Ornstein-Uhlenbeck processes: properties and parameter estimation. Zbl 1496.62158
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian
1
2022
Representation of solutions to sticky stochastic differential equations. Zbl 1523.60099
Garzón, Johanna; León, Jorge A.; Torres, Soledad
1
2023
On local linearization method for stochastic differential equations driven by fractional Brownian motion. Zbl 1469.60175
Araya, Héctor; León, Jorge A.; Torres, Soledad
1
2021
On the ARCH model with stationary liquidity. Zbl 1473.62318
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri
1
2021
On the consistency of the least squares estimator in models sampled at random times driven by long memory noise: the renewal case. Zbl 07688199
Araya, Héctor; Bahamonde, Natalia; Fermín, Lisandro; Roa, Tania; Torres, Soledad
3
2023
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion. Zbl 07706265
Roa, Tania; Torres, Soledad; Tudor, Ciprian
1
2023
Representation of solutions to sticky stochastic differential equations. Zbl 1523.60099
Garzón, Johanna; León, Jorge A.; Torres, Soledad
1
2023
Bayesian inference for fractional oscillating Brownian motion. Zbl 1505.62032
Araya, Héctor; Slaoui, Meryem; Torres, Soledad
1
2022
Vector-valued generalized Ornstein-Uhlenbeck processes: properties and parameter estimation. Zbl 1496.62158
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian
1
2022
Studies on the basic reproduction number in stochastic epidemic models with random perturbations. Zbl 1494.92143
Ríos-Gutiérrez, Andrés; Torres, Soledad; Arunachalam, Viswanathan
2
2021
On local linearization method for stochastic differential equations driven by fractional Brownian motion. Zbl 1469.60175
Araya, Héctor; León, Jorge A.; Torres, Soledad
1
2021
On the ARCH model with stationary liquidity. Zbl 1473.62318
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri
1
2021
Penalisation techniques for one-dimensional reflected rough differential equations. Zbl 1482.60130
Richard, Alexandre; Tanré, Etienne; Torres, Soledad
3
2020
Oscillating Gaussian processes. Zbl 1459.60082
Ilmonen, Pauliina; Torres, Soledad; Viitasaari, Lauri
3
2020
Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). Zbl 1464.60070
Araya, Héctor; León, Jorge A.; Torres, Soledad
1
2020
Euler scheme for fractional delay stochastic differential equations by rough paths techniques. Zbl 1499.60218
Garzón, Johanna; Tindel, Samy; Torres, Soledad
2
2019
Two consistent estimators for the skew Brownian motion. Zbl 1506.60057
Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad
2
2019
Donsker type theorem for fractional Poisson process. Zbl 1459.60074
Araya, Héctor; Bahamonde, Natalia; Torres, Soledad; Viens, Frederi
2
2019
ARCH model and fractional Brownian motion. Zbl 1463.62255
Bahamonde, Natalia; Torres, Soledad; Tudor, Ciprian A.
4
2018
Fractional stochastic differential equation with discontinuous diffusion. Zbl 1387.60069
Garzón, Johanna; León, Jorge A.; Torres, Soledad
10
2017
Bayesian inference on the memory parameter for gamma-modulated regression models. Zbl 1343.62049
Andrade, Plinio; Rifo, Laura; Torres, Soledad; Torres-Avilés, Francisco
1
2015
Quadratic variations for the fractional-colored stochastic heat equation. Zbl 1314.60132
Torres, Soledad; Tudor, Ciprian A.; Viens, Frederi G.
15
2014
Is a Brownian motion skew? Zbl 06298506
Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad
8
2014
Stochastic predator-prey model with Allee effect on prey. Zbl 1263.92043
Aguirre, Pablo; González-Olivares, Eduardo; Torres, Soledad
26
2013
Comparative estimation for discrete fractional Ornstein-Uhlenbeck process. Zbl 1401.60065
Rifo, Laura; Torres, Soledad; Tudor, Ciprian A.
3
2013
A strong convergence to the Rosenblatt process. Zbl 1248.60043
Garzón, Johanna; Torres, Soledad; Tudor, Ciprian A.
10
2012
Drift parameter estimation in fractional diffusions driven by perturbed random walks. Zbl 1233.62148
Bertin, Karine; Torres, Soledad; Tudor, Ciprian A.
24
2011
Maximum-likelihood estimators and random walks in long memory models. Zbl 1229.62112
Bertin, Karine; Torres, Soledad; Tudor, Ciprian A.
12
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
Donsker type theorem for the Rosenblatt process and a binary market model. Zbl 1166.60313
Torres, Soledad; Tudor, Ciprian A.
23
2009
Full Bayesian analysis for a class of jump-diffusion models. Zbl 1167.62454
Rifo, Laura L. R.; Torres, Soledad
4
2009
Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion. Zbl 1205.91175
Levine, Michael; Torres, Soledad; Viens, Frederi
3
2009
A stochastic scheme of approximation for ordinary differential equations. Zbl 1190.60058
Fierro, Raul; Torres, Soledad
2
2008
Class of skew-distributions: theory and applications in biology. Zbl 1098.62013
Barrera, Nelson P.; Galea, Manuel; Torres, Soledad; Villalón, Manuel
1
2006
The Euler scheme for a class of anticipating stochastic differential equations. Zbl 1065.60070
Torres, Soledad; Tudor, Ciprian A.
2
2004
Price calculation for power exponential jump-diffusion models: a Hermite-series approach. Zbl 1045.60056
Galea, Manuel; Ma, Jin; Torres, Soledad
1
2003
Numerical method for backward stochastic differential equations. Zbl 1017.60074
Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad
74
2002
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
28
2002
The Euler scheme for Hilbert space valued stochastic differential equations. Zbl 0979.60043
Fierro, Raúl; Torres, Soledad
1
2001
Euler scheme for solutions of a countable system of stochastic differential equations. Zbl 0992.60062
San Martín, Jaime; Torres, Soledad
1
2001
all top 5

Cited by 365 Authors

21 Torres, Soledad
16 Tudor, Ciprian A.
9 Zhao, Weidong
8 Araya, Héctor
7 Viitasaari, Lauri
6 Jentzen, Arnulf
6 Ji, Shaolin
6 Mishura, Yuliya Stepanivna
6 Yan, Litan
5 Roa, Tania
4 Bahamonde, Natalia
4 Cohen, Samuel N.
4 Garzón, Johanna
4 Hutzenthaler, Martin
4 Ilmonen, Pauliina
4 León, Jorge A.
4 Shen, Guangjun
4 Xiao, Weilin
3 Aguirre, Pablo
3 Bao, Feng
3 Beck, Christian
3 Cao, Yanzhao
3 Gobet, Emmanuel
3 Mahapatra, Ghanshaym Singha
3 Nualart, David
3 Pal, Debkumar
3 Possamaï, Dylan
3 Ralchenko, Kostiantyn V.
3 Ramos Rifo, Laura L.
3 San Martín, Jaime
3 Sun, Xichao
3 Viens, Frederi G.
3 Zhang, Weiguo
2 Assaad, Obayda
2 Bardina, Xavier
2 Bender, Christian
2 Bertin, Karine
2 Borkowski, Dariusz
2 Bouchard, Bruno
2 Cheridito, Patrick
2 Cordero, Fernando
2 Crisan, Dan O.
2 Đorđević, Jasmina
2 E, Weinan
2 Elliott, Robert James
2 Fang, Shuixin
2 Fermin, Lisandro Javier
2 Fu, Yu
2 Geiss, Christel
2 Grublytė, Ieva
2 Han, Qiang
2 Hildebrandt, Florian
2 Hinz, Michael
2 Hu, Yaozhong
2 Khalil, Marwa
2 Klein, Irene
2 Kruse, Thomas
2 Labart, Céline
2 Lejay, Antoine
2 Lemor, Jean-Philippe
2 Li, Yang
2 Li, Yumiao
2 Liu, Meng
2 Liu, Zaiming
2 Luoto, Antti
2 Manolarakis, Konstantinos
2 Nakamura, Nobuhiro
2 Oosterlee, Cornelis Willebrordus
2 Papapantoleon, Antonis
2 Perez-Ostafe, Lavinia
2 Rovira, Carles
2 Salminen, Paavo H.
2 Samanta, Guru Prasad
2 Saplaouras, Alexandros
2 Shevchenko, Georgiy M.
2 Škarnulis, Andrius
2 Slaoui, Meryem
2 Song, Na
2 Song, Xiaoming
2 Stadje, Mitja
2 Stibůrek, David
2 Sun, Lin
2 Tölle, Jonas M.
2 Touzi, Nizar
2 Trabs, Mathias
2 Voutilainen, Marko
2 Warin, Xavier
2 Xiao, Yimin
2 Xiong, Jie
2 Yang, Jie
2 Yin, Xiuwei
2 Zhang, Xili
2 Zhou, Tao
2 Zhu, Dongjin
2 Zili, Mounir
1 Allan, Andrew L.
1 Alvarez E., Luis H. R.
1 Aman, Auguste
1 An, Lifen
1 Anagnostakis, Alexis
...and 265 more Authors
all top 5

Cited in 108 Serials

15 Stochastic Processes and their Applications
9 Statistics & Probability Letters
9 Advances in Difference Equations
8 Communications in Statistics. Theory and Methods
7 Stochastics and Dynamics
6 Electronic Journal of Probability
6 Bernoulli
5 Physica A
5 Stochastic Analysis and Applications
5 The Annals of Applied Probability
4 Statistics
4 Discrete and Continuous Dynamical Systems. Series B
3 Chaos, Solitons and Fractals
3 SIAM Journal on Scientific Computing
3 Theory of Probability and Mathematical Statistics
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Methodology and Computing in Applied Probability
3 Mediterranean Journal of Mathematics
3 Electronic Journal of Statistics
3 Science China. Mathematics
2 Journal of Mathematical Analysis and Applications
2 Applied Mathematics and Computation
2 Journal of Computational and Applied Mathematics
2 Transactions of the American Mathematical Society
2 Journal of Theoretical Probability
2 Journal of Scientific Computing
2 Computational Statistics
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Computational and Applied Mathematics
2 Random Operators and Stochastic Equations
2 Statistica Sinica
2 Nonlinear Dynamics
2 International Journal of Theoretical and Applied Finance
2 Journal of Biological Systems
2 Qualitative Theory of Dynamical Systems
2 Nonlinear Analysis. Real World Applications
2 Nonlinear Analysis. Modelling and Control
2 Asia-Pacific Financial Markets
2 Journal of the Korean Statistical Society
2 Frontiers of Mathematics in China
2 Annals of Finance
2 Modern Stochastics. Theory and Applications
2 Probability, Uncertainty and Quantitative Risk
1 Advances in Applied Probability
1 Journal of Mathematical Biology
1 Metrika
1 Mathematics of Computation
1 Annals of the Institute of Statistical Mathematics
1 Journal of Statistical Planning and Inference
1 Mathematics and Computers in Simulation
1 SIAM Journal on Numerical Analysis
1 Studies in Applied Mathematics
1 Optimal Control Applications & Methods
1 Cybernetics and Systems
1 Insurance Mathematics & Economics
1 Journal of Time Series Analysis
1 Chinese Annals of Mathematics. Series B
1 Applied Numerical Mathematics
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Publicacions Matemàtiques
1 Numerical Algorithms
1 Communications in Statistics. Simulation and Computation
1 Journal of Statistical Computation and Simulation
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Journal of Nonlinear Science
1 Filomat
1 Bulletin des Sciences Mathématiques
1 Advances in Computational Mathematics
1 Electronic Communications in Probability
1 Differential Equations and Dynamical Systems
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Abstract and Applied Analysis
1 Mathematical Methods of Operations Research
1 Chaos
1 Fractional Calculus & Applied Analysis
1 Statistical Inference for Stochastic Processes
1 Acta Mathematica Sinica. English Series
1 Communications in Nonlinear Science and Numerical Simulation
1 Econometric Theory
1 Decisions in Economics and Finance
1 Stochastic Models
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Entropy
1 Journal of Numerical Mathematics
1 Journal of Applied Mathematics and Computing
1 Mathematical Biosciences and Engineering
1 Boundary Value Problems
1 Stochastics
1 Statistical Methodology
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Inverse Problems and Imaging
1 Mathematical Modelling of Natural Phenomena
1 Numerical Mathematics: Theory, Methods and Applications
1 International Journal of Biomathematics
1 São Paulo Journal of Mathematical Sciences
1 Advances in Mathematical Physics
1 Probability Surveys
1 Numerical Algebra, Control and Optimization
...and 8 more Serials

Citations by Year