5 citations · 9 across the 10 of their papers we have counts for
5 papers · 1 filter
HJB equation for maximization of wealth under insider trading
Jorge A. León, Liliana Peralta, Iván Rodríguez
In this paper, we combine the techniques of enlargement of filtrations and stochastic control theory to establish an extension of the verification theorem, where the coefficients o…
Statistical inference for a stochastic partial differential equation related to an ecological niche
Fernando Baltazar-Larios, Francisco Delgado-Vences, Liliana Peralta
In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by th…
Rates of convergence for the number of zeros of random trigonometric polynomials
Laure Coutin, Liliana Peralta
In this paper, we quantify the rate of convergence between the distribution of number of zeros of random trigonometric polynomials (RTP) with i.i.d. centered random coefficients an…
Distribution function of the blow up time of the solution of an anticipating random fatigue equation
Liliana Peralta
In this paper, we study the distribution function of the time of explosion of a stochastic differential equation modeling the length of the dominant crack due to fatigue. The main…
An Osgood's criterion for a semilinear stochastic differential equation
Jorge A. León, Liliana Peralta, José Villa-Morales
The purpose of this paper is to give an Osgood's criterion for solutions of semilinear stochastic differential equations of the form $X_{t}=ξ+\int_{0}^{t}b(s,X_{s})ds+\int_{0}^{t}σ…