108 citations · 419 across the 35 of their papers we have counts for
46 papers
Itô versus Stratonovich in a stochastic cosmological model
Carlos Escudero, Carlos Manada
In this work we study a stochastic version of the Friedmann acceleration equation. This model has been proposed in the cosmology literature as a possible explanation of the uncerta…
Explicit blowing up solutions for a higher order parabolic equation with Hessian nonlinearity
Carlos Escudero
In this work we consider a nonlinear parabolic higher order partial differential equation that has been proposed as a model for epitaxial growth. This equation possesses both globa…
Fluctuation-dissipation relation, Maxwell-Boltzmann statistics, equipartition theorem, and stochastic calculus
Carlos Escudero
We derive the fluctuation-dissipation relation and explore its connection with the equipartition theorem and Maxwell-Boltzmann statistics through the use of different stochastic an…
Optimal portfolios for different anticipating integrals under insider information
Carlos Escudero, Sandra Ranilla-Cortina
We consider the non-adapted version of a simple problem of portfolio optimization in a financial market that results from the presence of insider information. We analyze it via ant…
Kinetic energy of the Langevin particle
Carlos Escudero
We compute the kinetic energy of the Langevin particle using different approaches. We build stochastic differential equations that describe this physical quantity based on both the…
Numerical solutions for a class of singular boundary value problems arising in the theory of epitaxial growth
Amit Kumar Verma, Biswajit Pandit, Carlos Escudero
The existence of numerical solutions to a fourth order singular boundary value problem arising in the theory of epitaxial growth is studied. An iterative numerical method is applie…