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Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures
(2021)
In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces.
The integral is constructed via the ...
Strong solution of the stochastic Burgers equation
(Taylor & Francis LtdAbingdonInglaterra, 2014)
On equilibrium prices in continuous time
(Escola de Pós-Graduação em Economia da FGV, 2008-02-28)
We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.
Stochastic Integration With Respect to Cylindrical Semimartingales
(2021)
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space Φ. Our construction of the stochastic integral is based on the theory of ...
From a systems theory of sociology to modeling the onset and evolution of criminality
(2015)
This paper proposes a systems theory approach to the modeling of onset and evolution of criminality in a territory. This approach aims at capturing the complexity features of social systems. Complexity is related to the ...
Net Cash Flow Analysis as Stochastic Processes Theory Application and the Real Options Theory: A New Approach-Edición Única
(Instituto Tecnológico y de Estudios Superiores de Monterrey, 2015)
Linear Processes in Stochastic Population Dynamics: Theory and Application to Insect Development
(Hindawi Publishing Corporation, 2014-02)
We consider stochastic population processes (Markov jump processes) that develop as a consequence of the occurrence of random events at random time intervals. The population is divided into subpopulations or compartments. ...
A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
(Institute of Mathematical Statidtics, 2016)
The dissipation of general convex entropies for continuous time Markov processes can be
described in terms of backward martingales with respect to the tail filtration. The relative
entropy is the expected value of a ...
Contextuality Scenarios Arising from Networks of Stochastic Processes
(Springer, 2016-09)
An empirical model is a generalization of a probability space. It consists of a simplicial complex of subsets of a class of random variables such that each simplex has an associated probability distribution. The ensuing ...