4 citations · 4 across the 6 of their papers we have counts for
7 papers
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations
Mireia Besalú, David Márquez-Carreras, Eulàlia Nualart
We consider stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst parameter H > 1/2 . We first derive supremum norm estimates for the solution an…
Stability for a class of semilinear fractional stochastic integral equations
Allan Fiel, Jorge A. León, David Márquez-Carreras
In this paper we study some stability criteria for some semilinear integral equations with a function as initial condition and with additive noise, which is a Young integral that c…
A model of continuous time polymer on the lattice
David Marquez-Carreras, Carles Rovira, Samy Tindel
In this article, we try to give a rather complete picture of the behavior of the free energy for a model of directed polymer in a random environment, in which the polymer is a simp…
Iterated logarithm law for anticipating stochastic differential equations
D. Marquez-Carreras, C. Rovira
We prove a functional law of iterated logarithm for the following kind of anticipating stochastic differential equations $$ξ^u_t=X_0^u+\frac{1}{\sqrt{\log\log u}}\sum_{j=1}^k \int_…
A diluted version of the perceptron model
David Marquez-Carreras, Carles Rovira, Samy Tindel
This note is concerned with a diluted version of the perceptron model. We establish a replica symmetric formula at high temperature, which is achieved by studying the asymptotic be…
The p-spin interaction model with external field
X. Bardina, D. Marquez, C. Rovira +1
This paper is devoted to a detailed study of a p-spins interaction model with external field, including some sharp bounds on the speed of self averaging of the overlap as well as a…