J. Villa‐Morales

activity

20122025

most citedBlow up of mild solutions of a system of partial differential equations with distinct fractional diffusions

7 citations · 12 across the 10 of their papers we have counts for

collaborators

Showing math.PRShow all

3 papers · 1 filter

math.PR2025

Some stochastic process techniques applied to deterministic models

Eric José Ávila-Vales, José Villa-Morales

Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical…

math.PR2016

Solution of the Dirichlet problem for the equation $a Δ u + b \cdot \nabla u = 0$ by the Monte Carlo method

José Villa-Morales

In this paper we study the Dirichlet problem corresponding to an open bounded set $D \subset R^{d}$ and the operator \begin{equation*} A=\sum_{i=1}^{d}a\frac{\partial ^{2}}…

math.PR2013★ 5 cited

On the Distribution of Explosion Time of Stochastic Differential Equations

Jorge A. León, Liliana Peralta Hernández, José Villa-Morales

In this paper we use the Itô's formula and comparison theorems to study the blow-up in finite time of stochastic differential equations driven by a Brownian motion. In particular,…

Some stochastic process techniques applied to deterministic models

Solution of the Dirichlet problem for the equation aΔu+b⋅∇u=0 by the Monte Carlo method

On the Distribution of Explosion Time of Stochastic Differential Equations

Solution of the Dirichlet problem for the equation $a Δ u + b \cdot \nabla u = 0$ by the Monte Carlo method