10 citations · 11 across the 3 of their papers we have counts for
3 papers
math.OC2014★ 1 cited
Robust utility maximization without model compactness
Julio Backhoff, Joaquín Fontbona
We formulate conditions for the solvability of the problem of robust utility maximization from final wealth in continuous time financial markets, without assuming weak compactness…
math.PR2012★ 10 cited
On SDE associated with continuous-state branching processes conditioned to never be extinct
M. C. Fittipaldi, J. Fontbona
We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) conditioned to be never extinct, as the solution to a stochastic differential equati…
math-ph2012
Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain
Mireille Bossy, Joaquin Fontbona, Pierre-Emmanuel Jabin +1
We consider an incompressible kinetic Fokker Planck equation in the flat torus, which is a simplified version of the Lagrangian stochastic models for turbulent flows introduced by…