Sanz-Solé, Marta; Süß, André Non-elliptic SPDEs and ambit fields: existence of densities. (English) Zbl 1336.60124 Benth, Fred Espen (ed.) et al., Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014–2015. Cham: Springer (ISBN 978-3-319-23424-3/hbk; 978-3-319-23425-0/ebook). Springer Proceedings in Mathematics & Statistics 138, 121-144 (2016). MSC: 60H15 60G60 60H05 60G51 60G52 PDFBibTeX XMLCite \textit{M. Sanz-Solé} and \textit{A. Süß}, Springer Proc. Math. Stat. 138, 121--144 (2016; Zbl 1336.60124) Full Text: DOI arXiv
Sanz-Solé, Marta; Süss, André Absolute continuity for SPDEs with irregular fundamental solution. (English) Zbl 1321.60138 Electron. Commun. Probab. 20, Paper No. 14, 11 p. (2015). MSC: 60H15 60H07 60H20 60H05 35R60 PDFBibTeX XMLCite \textit{M. Sanz-Solé} and \textit{A. Süss}, Electron. Commun. Probab. 20, Paper No. 14, 11 p. (2015; Zbl 1321.60138) Full Text: DOI arXiv
Sanz-Solé, Marta; Süss, André The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity. (English) Zbl 1288.60079 Electron. J. Probab. 18, Paper No. 64, 28 p. (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 60H07 60H20 60H05 PDFBibTeX XMLCite \textit{M. Sanz-Solé} and \textit{A. Süss}, Electron. J. Probab. 18, Paper No. 64, 28 p. (2013; Zbl 1288.60079) Full Text: DOI arXiv
Millet, Annie; Sanz-Solé, Marta Approximation of rough paths of fractional Brownian motion. (English) Zbl 1142.60027 Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications V. Proceedings of the 5th seminar, Centro Stefano Franscini, Ascona, Switzerland, May 30 to June 3, 2005. Basel: Birkhäuser (ISBN 978-3-7643-8457-9/hbk). Progress in Probability 59, 275-303 (2008). MSC: 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{A. Millet} and \textit{M. Sanz-Solé}, Prog. Probab. 59, 275--303 (2008; Zbl 1142.60027) Full Text: arXiv
Sanz-Solé, Marta; Torrecilla-Tarantino, Iván A large deviation principle in Hölder norm for multiple fractional integrals. arXiv:math/0702049 Preprint, arXiv:math/0702049 [math.PR] (2007). MSC: 60F10 60G17 60G15 60H07 60H05 BibTeX Cite \textit{M. Sanz-Solé} and \textit{I. Torrecilla-Tarantino}, ``A large deviation principle in H\"older norm for multiple fractional integrals'', Preprint, arXiv:math/0702049 [math.PR] (2007) Full Text: arXiv
Sanz-Solé, Marta; Sarrà, Mònica Path properties of a class of Gaussian processes with applications to SPDE’s. (English) Zbl 0970.60057 Gesztesy, Fritz (ed.) et al., Stochastic processes, physics and geometry: New interplays. I. A volume in honor of Sergio Albeverio. Proceedings of the conference on infinite dimensional (stochastic) analysis and quantum physics, Leipzig, Germany, January 18-22, 1999. Providence, RI: American Mathematical Society (AMS). CMS Conf. Proc. 28, 303-316 (2000). Reviewer: Constantin Vârsan (Bucureşti) MSC: 60H05 60H15 60G48 PDFBibTeX XMLCite \textit{M. Sanz-Solé} and \textit{M. Sarrà}, CMS Conf. Proc. 28, 303--316 (2000; Zbl 0970.60057)
Delgado, Rosario; Sanz-Solé, Marta A Fubini theorem for generalized Stratonovich integrals. (English) Zbl 0831.60062 Bolthausen, Erwin (ed.) et al., Seminar on stochastic analysis, random fields and applications. Proceedings of a seminar held at the Centro Stefano Franscini, Ascona, Switzerland, June 7-12, 1993. Basel: Birkhäuser. Prog. Probab. 36, 99-110 (1995). Reviewer: R.Delgado (Bellaterra) MSC: 60H05 PDFBibTeX XMLCite \textit{R. Delgado} and \textit{M. Sanz-Solé}, Prog. Probab. 36, 99--110 (1995; Zbl 0831.60062)
Bally, Vlad; Millet, Annie; Sanz-Solé, Marta Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. (English) Zbl 0835.60053 Ann. Probab. 23, No. 1, 178-222 (1995). Reviewer: J.H.Kim (Pusan) MSC: 60H15 60H05 PDFBibTeX XMLCite \textit{V. Bally} et al., Ann. Probab. 23, No. 1, 178--222 (1995; Zbl 0835.60053) Full Text: DOI
Delgado, Rosario; Sanz-Solé, Marta Green formulas in anticipating stochastic calculus. (English) Zbl 0822.60049 Stochastic Processes Appl. 57, No. 1, 113-148 (1995). Reviewer: R.Buckdahn (Brest) MSC: 60H05 PDFBibTeX XMLCite \textit{R. Delgado} and \textit{M. Sanz-Solé}, Stochastic Processes Appl. 57, No. 1, 113--148 (1995; Zbl 0822.60049) Full Text: DOI
Grorud, Axel; Nualart, David; Sanz-Solé, Marta Hilbert-valued anticipating stochastic differential equations. (English) Zbl 0796.60061 Ann. Inst. Henri Poincaré, Probab. Stat. 30, No. 1, 133-161 (1994). Reviewer: R.Buckdahn (Berlin) MSC: 60H10 60H05 PDFBibTeX XMLCite \textit{A. Grorud} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 30, No. 1, 133--161 (1994; Zbl 0796.60061) Full Text: Numdam EuDML
Jolis, Maria; Sanz-Solé, Marta Doob-Meyer decomposition and integrator properties of the Wong-Zakai anticipating integral. (English) Zbl 0829.60045 Lindstrøm, Tom (ed.) et al., Stochastic analysis and related topics. Proceedings of the fourth Oslo-Silivri workshop on stochastic analysis held at the University of Oslo, Oslo, Norway, July 6-10, 1992. Yverdon: Gordon and Breach Science Publishers. Stochastics Monogr. 8, 177-201 (1993). Reviewer: M.Jolis (Bellaterra) MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{M. Jolis} and \textit{M. Sanz-Solé}, Stochastics Monogr. 8, 177--201 (1993; Zbl 0829.60045)
Delgado, Rosario; Sanz, Marta The Hu-Meyer formula for non deterministic kernels. (English) Zbl 0752.60038 Stochastics Stochastics Rep. 38, No. 3, 149-158 (1992). Reviewer: Gong Guanglu (Beijing) MSC: 60H05 PDFBibTeX XMLCite \textit{R. Delgado} and \textit{M. Sanz}, Stochastics Stochastics Rep. 38, No. 3, 149--158 (1992; Zbl 0752.60038) Full Text: DOI Link
Frangos, Nikos; Nualart, David; Sanz-Solé, Marta On the Itô formula for two-parameter martingales. (English) Zbl 0780.60049 Stochastic partial differential equations and their applications, Proc. IFIP Int. Conf., Charlotte/NC (USA) 1991, Lect. Notes Control Inf. Sci. 176, 92-100 (1992). Reviewer: E.Dettweiler (Reutlingen) MSC: 60H05 60G60 60G44 PDFBibTeX XMLCite \textit{N. Frangos} et al., Lect. Notes Control Inf. Sci. 176, 92--100 (1992; Zbl 0780.60049)
Jolis, Maria; Sanz-Solé, Marta Integrator properties of the Skorohod integral. (English) Zbl 0765.60048 Stochastics Stochastics Rep. 41, No. 3, 163-176 (1992). Reviewer: R.Buckdahn (Berlin) MSC: 60H05 PDFBibTeX XMLCite \textit{M. Jolis} and \textit{M. Sanz-Solé}, Stochastics Stochastics Rep. 41, No. 3, 163--176 (1992; Zbl 0765.60048) Full Text: DOI Link
Jolis, Maria; Sanz, Marta On generalized multiple stochastic integrals and multiparameter anticipative calculus. (English) Zbl 0718.60051 Stochastic analysis and related topics II, Proc. 2nd Workshop, Silivri/Turk. 1988, Lect. Notes Math. 1444, 141-182 (1990). Reviewer: M.Jolis MSC: 60H05 PDFBibTeX XML
Sanz, Marta r-variations for two-parameter continuous martingales and Itô’s formula. (English) Zbl 0675.60041 Stochastic Processes Appl. 32, No. 1, 69-92 (1989). Reviewer: D.Nualart MSC: 60G44 60H05 60G48 60G60 PDFBibTeX XMLCite \textit{M. Sanz}, Stochastic Processes Appl. 32, No. 1, 69--92 (1989; Zbl 0675.60041) Full Text: DOI
Nualart, D.; Sanz, M. Malliavin calculus for two-parameter Wiener functionals. (English) Zbl 0577.60065 Z. Wahrscheinlichkeitstheor. Verw. Geb. 70, 573-590 (1985). Reviewer: G.Zbaganu MSC: 60H20 60G60 60H99 60J65 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{M. Sanz}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 70, 573--590 (1985; Zbl 0577.60065) Full Text: DOI
Nualart, David; Sanz, Marta A singular stochastic integral equation. (English) Zbl 0505.60076 Proc. Am. Math. Soc. 86, 139-142 (1982). MSC: 60H20 60H05 60G44 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{M. Sanz}, Proc. Am. Math. Soc. 86, 139--142 (1982; Zbl 0505.60076) Full Text: DOI
Nualart, D.; Sanz, M. Changing time for two-parameter strong martingales. (English) Zbl 0463.60040 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 17, 147-163 (1981). MSC: 60G44 60G40 60H05 60J65 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{M. Sanz}, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 17, 147--163 (1981; Zbl 0463.60040) Full Text: Numdam EuDML
Nualart, D.; Sanz, M. A Markov property for two parameter Gaussian processes. (English) Zbl 0417.60084 Stochastica 3, No. 1, 1-16 (1979). MSC: 60J99 60G15 60J35 60H15 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{M. Sanz}, Stochastica 3, No. 1, 1--16 (1979; Zbl 0417.60084) Full Text: EuDML
Nualart, David; Sanz, Marta Caractérisation des martingales à deux paramètres independantes du chemin. (French) Zbl 0409.60050 Ann. Sci. Univ. Clermont 67, Math. 17, 96-104 (1979). MSC: 60G44 60G48 60H05 60G60 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{M. Sanz}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 67(17), 96--104 (1979; Zbl 0409.60050) Full Text: Numdam EuDML
Sanz Sole, Marta Stochastic differential calculus for processes with \(n\)-dimensional parameter. (Spanish) Zbl 0418.60058 Stochastica 2, No. 4, 51-70 (1978). MSC: 60H05 60H15 60J65 PDFBibTeX XMLCite \textit{M. Sanz Sole}, Stochastica 2, No. 4, 51--70 (1978; Zbl 0418.60058) Full Text: EuDML
Rodon, D. Nualart; Sanz Solé, Marta Intégrales stochastiques par rapport au processus de Wiener à deux paramètres. (French) Zbl 0379.60054 Ann. Sci. Univ. Clermont 61, Math. 14 (1976) (Ec. Ete Calc. Probab. Saint-Flour, 22 Aout-8 Septembre 1976), 89-99 (1977). MSC: 60H05 PDFBibTeX XMLCite \textit{D. N. Rodon} and \textit{M. Sanz Solé}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 61(14), 89--99 (1977; Zbl 0379.60054) Full Text: Numdam EuDML