J. Garz'on

collaborators

3 papers

math.PR2026

Euler scheme for stochastic functional differential equations driven by fractional Brownian motion

Johanna Garzón, Jorge A. León, Jorge Lozada +1

In this paper, we apply rough paths techniques to provide an approximation of the solution of stochastic functional differential equations driven by fractional Brownian motion with…

math.OC2026

Optimal extraction with an impact on diffusion-jump pricing

Johanna Garzón, Jhonatan S. Mora Rodríguez, Harold A. Moreno-Franco

We study an optimal extraction problem where the agent's actions in the spot market exert an additive proportional negative impact on the commodity price. The commodity price dynam…

nucl-ex2023

Inclusive e $^{+}$ e $^{-}$ production in collisions of pions with protons and nuclei in the second resonance region of baryons

R. Abou Yassine, J. Adamczewski-Musch, O. Arnold +125

Inclusive e $^{+}$ e $^{-}$ production has been studied with HADES in $π^{-}$ + p, $π^{-}$ + C and $π^{-} + CH_{2}$ reactions, using the GSI pion beam at $s_{π p}$ = 1.49 GeV. Inva…

Euler scheme for stochastic functional differential equations driven by fractional Brownian motion

Optimal extraction with an impact on diffusion-jump pricing

Inclusive e+e− production in collisions of pions with protons and nuclei in the second resonance region of baryons

Inclusive e $^{+}$ e $^{-}$ production in collisions of pions with protons and nuclei in the second resonance region of baryons