Edit Profile (opens in new tab) Torres, Soledad Co-Author Distance Author ID: torres.soledad Published as: Torres, Soledad Documents Indexed: 52 Publications since 2001, including 3 Additional arXiv Preprints Co-Authors: 44 Co-Authors with 50 Joint Publications 870 Co-Co-Authors all top 5 Co-Authors 1 single-authored 13 Tudor, Ciprian A. 9 Araya, Héctor 6 Bahamonde, Natalia 6 Garzón, Johanna 6 Roa, Tania 6 Viitasaari, Lauri 5 León, Jorge A. 5 San Martín, Jaime 4 Ilmonen, Pauliina 4 Viens, Frederi G. 3 Bertin, Karine 3 Fermin, Lisandro Javier 3 Ramos Rifo, Laura L. 3 Voutilainen, Marko 2 Allende, Héctor 2 Arunachalam, Viswanathan 2 Fierro, Raúl 2 Galea, Manuel 2 Lejay, Antoine 2 Ma, Jin 2 Mordecki, Ernesto 2 Ríos-Gutiérrez, Andrés 1 Aguirre, Pablo 1 Andrade, Plinio L. D. 1 Barrera, Nelson P. 1 Elías, Carlos 1 Fuders, Felix 1 Gomez, Ledys Llasmin Salazar 1 Gómez, Silfrido 1 González-Olivares, Eduardo 1 Iglesias, Pilar Loreto 1 Ishimura, Naoyuki 1 Kiseľák, Jozef 1 Kobylanski, Magdalena 1 Lacourly, Nancy 1 Lepeltier, Jean-Pierre 1 Martinez, Miguel 1 Protter, Philip Elliott 1 Quenez, Marie-Claire 1 Richard, Alexandre 1 Slaoui, Meryem 1 Stehlík, Milan 1 Tanré, Etienne 1 Tindel, Samy 1 Torres-Avilés, Francisco J. 1 Villalón, Manuel 1 Yoshizawa, Yasukazu all top 5 Serials 5 Statistics & Probability Letters 4 Stochastic Analysis and Applications 4 Communications in Statistics. Theory and Methods 3 Statistics 2 Scandinavian Journal of Statistics 2 Journal of Theoretical Probability 2 Statistica Sinica 2 Bernoulli 2 Statistical Inference for Stochastic Processes 2 Advances in Difference Equations 1 Journal of Mathematical Analysis and Applications 1 Metrika 1 Applied Mathematics and Computation 1 International Statistical Review 1 Probability and Mathematical Statistics 1 The Annals of Applied Probability 1 Computational Statistics 1 Theory of Probability and Mathematical Statistics 1 Random Operators and Stochastic Equations 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Nonlinear Analysis. Real World Applications 1 Stochastic Models 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Entropy 1 Stochastics and Dynamics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Annals of Finance all top 5 Fields 41 Probability theory and stochastic processes (60-XX) 24 Statistics (62-XX) 8 Numerical analysis (65-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Ordinary differential equations (34-XX) 4 Biology and other natural sciences (92-XX) 2 Real functions (26-XX) 2 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 23 Fields 184 Probability theory and stochastic processes (60-XX) 59 Statistics (62-XX) 51 Numerical analysis (65-XX) 31 Ordinary differential equations (34-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Biology and other natural sciences (92-XX) 14 Systems theory; control (93-XX) 10 Partial differential equations (35-XX) 7 Dynamical systems and ergodic theory (37-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 5 Difference and functional equations (39-XX) 4 Computer science (68-XX) 3 Real functions (26-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Information and communication theory, circuits (94-XX) 2 Mathematical logic and foundations (03-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Operator theory (47-XX) 1 Combinatorics (05-XX) 1 Potential theory (31-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year