C. Rovira
Finance · 2000–2009
A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #7,391 of 10,518 by trust here, #7,575 by citations
Whom C. Rovira trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts C. Rovira overall
Papers from C. Rovira's perspective
Ordered by how strongly the researchers C. Rovira trusts endorse each paper. Same corpus, a different order for every researcher.
- Integration questions related to fractional Brownian motion
- Differential equations driven by fractional Brownian motion
- Stochastic analysis, rough path analysis and fractional Brownian motions
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H
- The partial differential equation ut + uux = μxx
- Cahn-Hilliard stochastic equation: existence of the solution and of its density
- A mathematical model illustrating the theory of turbulence
- Fractional Integrals and Derivatives: Theory and Applications
- Stieltjes Integrals of Hölder Continuous Functions with Applications to Fractional Brownian Motion
Their papers
- Convergence of delay differential equations driven by fractional Brownian motion (2009) — 60 citations
- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H (2006) — 86 citations
- On Lp-solutions of semilinear stochastic partial differential equations (2000) — 58 citations