Jorge A. León

Finance · 2001–2009

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it
• Mathematical Physics — 7 citations into it
• Economics and Econometrics — 6 citations into it

Whom Jorge A. León trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Caruana
2. David Nualart
3. Massimiliano Gubinelli
4. Zhongmin Qian
5. Terry Lyons
6. Laure Coutin
7. Bohdan Maslowski
8. Peter K. Friz
9. Samy Tindel
10. Antoine Lejay

Who trusts Jorge A. León overall

1. Francesco Russo
2. Mihai Gradinaru
3. Patrick Cheridito
4. Francesca Biagini
5. Pierre Vallois

Papers from Jorge A. León's perspective

Ordered by how strongly the researchers Jorge A. León trusts endorse each paper. Same corpus, a different order for every researcher.

1. System Control and Rough Paths
2. Young Integrals and SPDEs
3. Rough evolution equations
4. Large deviations and support theorem for diffusion processes via rough paths
5. Stochastic analysis, rough path analysis and fractional Brownian motions
6. Partial differential equations driven by rough paths
7. Evolution equations driven by a fractional Brownian motion
8. Differential equations driven by fractional Brownian motion
9. Non-linear rough heat equations
10. An Introduction to Rough Paths

Their papers

• An Anticipating Calculus Approach to the Utility Maximization of an Insider (2003) — 64 citations
• Malliavin Calculus for Fractional Delay Equations (2009) — 48 citations
• STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2 (2001) — 50 citations