Edit Profile (opens in new tab) Sanz-Solé, Marta Compute Distance To: Compute Author ID: sanz-sole.marta Published as: Sanz-Solé, Marta; Sanz, M.; Sanz, Marta; Sanz Solé, Marta; Sanz-Solé, M.; Sanz-Sole, Marta; Sanz Sole, Marta more...less External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 100 Publications since 1977, including 3 Books 6 Contributions as Editor Reviewing Activity: 5 Reviews Co-Authors: 50 Co-Authors with 93 Joint Publications 1,653 Co-Co-Authors all top 5 Co-Authors 10 single-authored 24 Nualart, David 17 Millet, Annie 7 Rovira, Carles 5 Márquez-Carreras, David 4 Dalang, Robert C. 4 Kohatsu-Higa, Arturo 4 Nguyen Minh Duc 4 Quer-Sardanyons, Lluís 4 Süss, André 3 Delgado, Rosario 3 Ferrante, Marco 3 Jolis, Maria 3 Soria, Javier 3 Varona Malumbres, Juan Luis 3 Verdera, Joan 3 Vuillermot, Pierre-A. 2 Baldi, Paolo 2 Delgado-Vences, Francisco J. 2 Greuel, Gert-Martin 2 Sarrà, Mònica 1 Atiyah, Michael Francis 1 Ball, John MacLeod 1 Bally, Vlad 1 Bär, Christian 1 Bourguignon, Jean-Pierre 1 Braak, Daniel 1 Brezzi, Franco 1 Broto, Carles 1 Bruna Floris, Joaquim 1 Chaleyat-Maurel, Mireille 1 Egusquiza, Iñigo L. 1 Fialowski, Alice 1 Frangos, Nikos E. 1 Girbau, Joan 1 González-Guillén, Carlos E. 1 Grorud, Axel 1 Gyöngy, István 1 Halpern, Laurence 1 Hinojosa-Calleja, Adrián 1 Huggett, Stephen A. 1 Lépingle, Dominique 1 Malliavin, Paul 1 Manin, Yuri Ivanovich 1 Martinez, Teresa 1 Mehrmann, Volker 1 Ortiz-López, Víctor 1 Pérez-García, David 1 Raussen, Martin 1 Rodon, D. Nualart 1 Sergeev, Armen Glebovich 1 Solà-Morales, Joan 1 Solano, Enrique 1 Torrecilla-Tarantino, Iván 1 Torrecilla, Iván 1 Väänänen, Jouko Antero 1 Zakai, Moshe all top 5 Serials 7 Stochastic Processes and their Applications 6 Journal of Functional Analysis 6 Bernoulli 5 The Annals of Probability 4 Probability Theory and Related Fields 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Stochastics and Stochastics Reports 4 European Mathematical Society Newsletter 3 Potential Analysis 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques 2 Memoirs of the American Mathematical Society 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Stochastica 2 Journal of Theoretical Probability 1 Applied Mathematics and Optimization 1 Collectanea Mathematica 1 Journal of Multivariate Analysis 1 Proceedings of the American Mathematical Society 1 Statistics & Probability Letters 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications 1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 New Journal of Physics 1 Journal of Evolution Equations 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas 1 Stochastics and Dynamics 1 Progress in Probability 1 Journal of Physics A: Mathematical and Theoretical 1 Wiadomości Matematyczne 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 London Mathematical Society. Newsletter all top 5 Fields 94 Probability theory and stochastic processes (60-XX) 12 Partial differential equations (35-XX) 7 History and biography (01-XX) 5 General and overarching topics; collections (00-XX) 3 Numerical analysis (65-XX) 2 Quantum theory (81-XX) 1 Algebraic geometry (14-XX) 1 Ordinary differential equations (34-XX) 1 Geometry (51-XX) 1 Global analysis, analysis on manifolds (58-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 77 Publications have been cited 700 times in 455 Documents Cited by ▼ Year ▼ A stochastic wave equation in two space dimensions: smoothness of the law. Zbl 0944.60067Millet, Annie; Sanz-Solé, Marta 69 1999 Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Zbl 0835.60053Bally, Vlad; Millet, Annie; Sanz-Solé, Marta 65 1995 Malliavin calculus with applications to stochastic partial differential equations. Zbl 1098.60050Sanz-Solé, Marta 42 2005 Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three. Zbl 1214.60028Dalang, Robert C.; Sanz-Solé, Marta 38 2009 A simple proof of the support theorem for diffusion processes. Zbl 0807.60073Millet, Annie; Sanz-Solé, Marta 30 1994 Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations. Zbl 1026.60080Sanz-Solé, Marta; Vuillermot, Pierre-A. 26 2003 Integration by parts and time reversal for diffusion processes. Zbl 0681.60077Millet, A.; Nualart, D.; Sanz, M. 22 1989 Space semi-discretisations for a stochastic wave equation. Zbl 1119.60061Quer-Sardanyons, Lluís; Sanz-Solé, Marta 19 2006 The law of the solution to a nonlinear hyperbolic SPDE. Zbl 0878.60040Rovira, Carles; Sanz-Solé, Marta 18 1996 Large deviations for rough paths of the fractional Brownian motion. Zbl 1087.60035Millet, Annie; Sanz-Solé, Marta 18 2006 Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation. Zbl 1039.60054Quer-Sardanyons, L.; Sanz-Solé, M. 18 2004 Approximation and support theorem for a wave equation in two space dimensions. Zbl 0968.60059Millet, Annie; Sanz-Solé, Marta 17 2000 Criteria for hitting probabilities with applications to systems of stochastic wave equations. Zbl 1218.60054Dalang, Robert C.; Sanz-Solé, Marta 17 2010 Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053Millet, A.; Nualart, D.; Sanz, M. 16 1992 A stochastic wave equation in dimension 3: Smoothness of the law. Zbl 1045.60068Quer-Sardanyons, Lluís; Sanz-Solé, Marta 15 2004 Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065Nualart, D.; Sanz, M. 15 1985 Path properties of a class of Gaussian processes with applications to SPDE’s. Zbl 0970.60057Sanz-Solé, Marta; Sarrà, Mònica 15 2000 The support of the solution to a hyperbolic SPDE. Zbl 0794.60061Millet, Annie; Sanz-Solé, Marta 13 1994 Mild solutions for a class of fractional SPDEs and their sample paths. Zbl 1239.60028Sanz-Solé, Marta; Vuillermot, Pierre-A. 11 2009 Regularity of the sample paths of a class of second-order SPDE’s. Zbl 1085.60042Dalang, Robert C.; Sanz-Solé, Marta 10 2005 Stochastic differential equations on the plane: Smoothness of the solution. Zbl 0692.60044Nualart, D.; Sanz, M. 9 1989 Approximation and support theorems in modulus spaces. Zbl 0820.60038Gyöngy, István; Nualart, David; Sanz-Sole, Marta 9 1995 Time reversal for infinite-dimensional diffusions. Zbl 0659.60107Millet, Annie; Nualart, David; Sanz, Marta 9 1989 A Markov property for two parameter Gaussian processes. Zbl 0417.60084Nualart, D.; Sanz, M. 9 1979 Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm. Zbl 1306.60087Delgado-Vences, Francisco J.; Sanz-Solé, Marta 8 2014 The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity. Zbl 1288.60079Sanz-Solé, Marta; Süss, André 8 2013 Hitting probabilities for nonlinear systems of stochastic waves. Zbl 1390.60230Dalang, Robert C.; Sanz-Solé, Marta 8 2015 A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\). Zbl 1152.60047Martinez, Teresa; Sanz-Sole, Marta 7 2006 Large deviations for stochastic Volterra equations in the plane. Zbl 0983.60010Rovira, Carles; Sanz-Solé, Marta 6 2000 Points of positive density for the solution to a hyperbolic SPDE. Zbl 0892.60059Millet, Annie; Sanz-Solé, Marta 6 1997 A fractional Poisson equation: existence, regularity and approximations of the solution. Zbl 1194.60041Sanz-Solé, Marta; Torrecilla, Iván 6 2009 Characterizing symmetries in a projected entangled pair state. Zbl 1360.81074Pérez-García, D.; Sanz, M.; González-Guillén, C. E.; Wolf, M. M.; Cirac, J. I. 6 2010 A remark on the theory of large deviations. (Une remarque sur la théorie des grandes déviations.) Zbl 0744.60027Baldi, P.; Sanz, M. 5 1991 Integrator properties of the Skorohod integral. Zbl 0765.60048Jolis, Maria; Sanz-Solé, Marta 5 1992 Small perturbations in a hyperbolic stochastic partial differential equation. Zbl 0890.60057Márquez-Carreras, David; Sanz-Solé, Marta 5 1997 A Laplace principle for a stochastic wave equation in spatial dimension three. Zbl 1223.60045Ortiz-López, Víctor; Sanz-Solé, Marta 5 2011 SPDEs with coloured noise: analytic and stochastic approaches. Zbl 1185.60068Ferrante, Marco; Sanz-Solé, Marta 5 2006 Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case. Zbl 1343.60083Delgado-Vences, Francisco J.; Sanz-Solé, Marta 5 2016 The Hu-Meyer formula for non deterministic kernels. Zbl 0752.60038Delgado, Rosario; Sanz, Marta 4 1992 Application of Malliavin calculus to a class of stochastic differential equations. Zbl 0685.60057Nguyen Minh Duc; Nualart, D.; Sanz, M. 4 1990 Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). Zbl 0688.60043Lépingle, Dominique; Nualart, David; Sanz, Marta 4 1989 Absolute continuity for SPDEs with irregular fundamental solution. Zbl 1321.60138Sanz-Solé, Marta; Süss, André 4 2015 Composition of large deviation principles and applications. Zbl 0728.60028Millet, Annie; Nualart, David; Sanz, Marta 3 1991 Hilbert-valued anticipating stochastic differential equations. Zbl 0796.60061Grorud, Axel; Nualart, David; Sanz-Solé, Marta 3 1994 Existence and regularity of density for solutions to stochastic differential equations with boundary conditions. Zbl 0877.60037Kohatsu-Higa, Arturo; Sanz-Solé, Marta 3 1997 A nonlinear hyperbolic SPDE: Approximations and support. Zbl 0828.60042Rovira, Carles; Sanz-Solé, Marta 3 1995 Strong approximations for stochastic differential equations with boundary conditions. Zbl 0856.60060Ferrante, Marco; Kohatsu-Higa, Arturo; Sanz-Solé, Marta 3 1996 Stochastic delay equations with hereditary drift: Estimates of the density. Zbl 0970.60063Ferrante, Marco; Rovira, Carles; Sanz-Solé, Marta 3 2000 Positivity of the density for the stochastic wave equation in two spatial dimensions. Zbl 1021.60049Chaleyat-Maurel, Mireille; Sanz-Solé, Marta 3 2003 Hölder-Sobolev regularity of solutions to a class of SPDE’s driven by a spatially colored noise. Zbl 1005.60075Sanz-Solé, Marta; Vuillermot, Pierre-A. 3 2002 Proceedings of the international congress of mathematicians (ICM), Madrid, Spain, August 22–30, 2006. Volume I: Plenary lectures and ceremonies. Zbl 1111.00009 3 2007 Entanglement classification with algebraic geometry. Zbl 1366.81073Sanz, M.; Braak, D.; Solano, E.; Egusquiza, I. L. 3 2017 On generalized multiple stochastic integrals and multiparameter anticipative calculus. Zbl 0718.60051Jolis, Maria; Sanz, Marta 2 1990 The Doob-Meyer decomposition for anticipating processes. Zbl 0723.60049Nguyen Minh Duc; Nualart, D.; Sanz, M. 2 1991 Malliavin calculus for two-parameter Wiener functionals. Zbl 0577.60065Nualart, D.; Sanz, M. 2 1985 Intégrales stochastiques par rapport au processus de Wiener à deux paramètres. Zbl 0379.60054Rodon, D. Nualart; Sanz Solé, Marta 2 1977 Small perturbations for quasilinear anticipating stochastic differential equations. Zbl 0742.60057Millet, A.; Nualart, D.; Sanz, M. 2 1991 On the relations between increasing functions associated with two- parameter continuous martingales. Zbl 0691.60040Nualart, D.; Sanz, M.; Zakai, M. 2 1990 Anticipating stochastic differential equations: Regularity of the law. Zbl 0877.60038Rovira, Carles; Sanz-Solé, Marta 2 1997 A Fubini theorem for generalized Stratonovich integrals. Zbl 0831.60062Delgado, Rosario; Sanz-Solé, Marta 2 1995 Local time for two-parameter continuous martingales with respect to the quadratic variation. Zbl 0645.60066Sanz, Marta 2 1988 r-variations for two-parameter continuous martingales and Itô’s formula. Zbl 0675.60041Sanz, Marta 2 1989 Varadhan estimates for the density of the solution to a parabolic stochastic partial differential equation. Zbl 0921.60056Millet, Annie; Sanz-Solé, Marta 2 1996 A singular stochastic integral equation. Zbl 0505.60076Nualart, David; Sanz, Marta 2 1982 Properties of the density for a three-dimensional stochastic wave equation. Zbl 1152.60049Sanz-Solé, Marta 2 2008 Logarithmic estimates for the density of an anticipating stochastic differential equation. Zbl 0962.60044Sanz-Solé, Marta; Sarrà, Mònica 2 1999 Un théorème de support pour une équation aux dérivées partielles stochastique hyperbolique. (A support theorem for a hyperbolic stochastic partial differential equation). Zbl 0765.60061Millet, Annie; Sanz-Solé, Marta 1 1992 Taylor expansion of the density in a stochastic heat equation. Zbl 0939.60067Márquez-Carreras, David; Sanz-Solé, Marta 1 1998 Modulus of continuity for stochastic flows. Zbl 0798.60041Baldi, Paolo; Sanz-Solé, Marta 1 1993 Application of Malliavin calculus to a class of stochastic differential equations. Zbl 0671.60054Nguyen Minh Duc; Nualart, D.; Sanz, M. 1 1990 Expansion of the density: A Wiener-chaos approach. Zbl 0924.60030Márquez-Carreras, David; Sanz-Solé, Marta 1 1999 Existence of density for the solution to the three-dimensional stochastic wave equation. Zbl 1053.60072Quer-Sardanyons, Lluís; Sanz-Solé, Marta 1 2003 Logarithmic estimates for the density of hypoelliptic two-parameter diffusions. Zbl 1004.60057Kohatsu-Higa, A.; Márquez-Carreras, D.; Sanz-Solé, M. 1 2002 Approximation of rough paths of fractional Brownian motion. Zbl 1142.60027Millet, Annie; Sanz-Solé, Marta 1 2008 Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise. Zbl 1390.60246Sanz-Solé, Marta; Süß, André 1 2014 Non-elliptic SPDEs and ambit fields: existence of densities. Zbl 1336.60124Sanz-Solé, Marta; Süß, André 1 2016 Global solutions to stochastic wave equations with superlinear coefficients. Zbl 1475.60124Millet, Annie; Sanz-Solé, Marta 1 2021 Global solutions to stochastic wave equations with superlinear coefficients. Zbl 1475.60124Millet, Annie; Sanz-Solé, Marta 1 2021 Entanglement classification with algebraic geometry. Zbl 1366.81073Sanz, M.; Braak, D.; Solano, E.; Egusquiza, I. L. 3 2017 Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case. Zbl 1343.60083Delgado-Vences, Francisco J.; Sanz-Solé, Marta 5 2016 Non-elliptic SPDEs and ambit fields: existence of densities. Zbl 1336.60124Sanz-Solé, Marta; Süß, André 1 2016 Hitting probabilities for nonlinear systems of stochastic waves. Zbl 1390.60230Dalang, Robert C.; Sanz-Solé, Marta 8 2015 Absolute continuity for SPDEs with irregular fundamental solution. Zbl 1321.60138Sanz-Solé, Marta; Süss, André 4 2015 Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm. Zbl 1306.60087Delgado-Vences, Francisco J.; Sanz-Solé, Marta 8 2014 Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise. Zbl 1390.60246Sanz-Solé, Marta; Süß, André 1 2014 The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity. Zbl 1288.60079Sanz-Solé, Marta; Süss, André 8 2013 A Laplace principle for a stochastic wave equation in spatial dimension three. Zbl 1223.60045Ortiz-López, Víctor; Sanz-Solé, Marta 5 2011 Criteria for hitting probabilities with applications to systems of stochastic wave equations. Zbl 1218.60054Dalang, Robert C.; Sanz-Solé, Marta 17 2010 Characterizing symmetries in a projected entangled pair state. Zbl 1360.81074Pérez-García, D.; Sanz, M.; González-Guillén, C. E.; Wolf, M. M.; Cirac, J. I. 6 2010 Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three. Zbl 1214.60028Dalang, Robert C.; Sanz-Solé, Marta 38 2009 Mild solutions for a class of fractional SPDEs and their sample paths. Zbl 1239.60028Sanz-Solé, Marta; Vuillermot, Pierre-A. 11 2009 A fractional Poisson equation: existence, regularity and approximations of the solution. Zbl 1194.60041Sanz-Solé, Marta; Torrecilla, Iván 6 2009 Properties of the density for a three-dimensional stochastic wave equation. Zbl 1152.60049Sanz-Solé, Marta 2 2008 Approximation of rough paths of fractional Brownian motion. Zbl 1142.60027Millet, Annie; Sanz-Solé, Marta 1 2008 Proceedings of the international congress of mathematicians (ICM), Madrid, Spain, August 22–30, 2006. Volume I: Plenary lectures and ceremonies. Zbl 1111.00009 3 2007 Space semi-discretisations for a stochastic wave equation. Zbl 1119.60061Quer-Sardanyons, Lluís; Sanz-Solé, Marta 19 2006 Large deviations for rough paths of the fractional Brownian motion. Zbl 1087.60035Millet, Annie; Sanz-Solé, Marta 18 2006 A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\). Zbl 1152.60047Martinez, Teresa; Sanz-Sole, Marta 7 2006 SPDEs with coloured noise: analytic and stochastic approaches. Zbl 1185.60068Ferrante, Marco; Sanz-Solé, Marta 5 2006 Malliavin calculus with applications to stochastic partial differential equations. Zbl 1098.60050Sanz-Solé, Marta 42 2005 Regularity of the sample paths of a class of second-order SPDE’s. Zbl 1085.60042Dalang, Robert C.; Sanz-Solé, Marta 10 2005 Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation. Zbl 1039.60054Quer-Sardanyons, L.; Sanz-Solé, M. 18 2004 A stochastic wave equation in dimension 3: Smoothness of the law. Zbl 1045.60068Quer-Sardanyons, Lluís; Sanz-Solé, Marta 15 2004 Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations. Zbl 1026.60080Sanz-Solé, Marta; Vuillermot, Pierre-A. 26 2003 Positivity of the density for the stochastic wave equation in two spatial dimensions. Zbl 1021.60049Chaleyat-Maurel, Mireille; Sanz-Solé, Marta 3 2003 Existence of density for the solution to the three-dimensional stochastic wave equation. Zbl 1053.60072Quer-Sardanyons, Lluís; Sanz-Solé, Marta 1 2003 Hölder-Sobolev regularity of solutions to a class of SPDE’s driven by a spatially colored noise. Zbl 1005.60075Sanz-Solé, Marta; Vuillermot, Pierre-A. 3 2002 Logarithmic estimates for the density of hypoelliptic two-parameter diffusions. Zbl 1004.60057Kohatsu-Higa, A.; Márquez-Carreras, D.; Sanz-Solé, M. 1 2002 Approximation and support theorem for a wave equation in two space dimensions. Zbl 0968.60059Millet, Annie; Sanz-Solé, Marta 17 2000 Path properties of a class of Gaussian processes with applications to SPDE’s. Zbl 0970.60057Sanz-Solé, Marta; Sarrà, Mònica 15 2000 Large deviations for stochastic Volterra equations in the plane. Zbl 0983.60010Rovira, Carles; Sanz-Solé, Marta 6 2000 Stochastic delay equations with hereditary drift: Estimates of the density. Zbl 0970.60063Ferrante, Marco; Rovira, Carles; Sanz-Solé, Marta 3 2000 A stochastic wave equation in two space dimensions: smoothness of the law. Zbl 0944.60067Millet, Annie; Sanz-Solé, Marta 69 1999 Logarithmic estimates for the density of an anticipating stochastic differential equation. Zbl 0962.60044Sanz-Solé, Marta; Sarrà, Mònica 2 1999 Expansion of the density: A Wiener-chaos approach. Zbl 0924.60030Márquez-Carreras, David; Sanz-Solé, Marta 1 1999 Taylor expansion of the density in a stochastic heat equation. Zbl 0939.60067Márquez-Carreras, David; Sanz-Solé, Marta 1 1998 Points of positive density for the solution to a hyperbolic SPDE. Zbl 0892.60059Millet, Annie; Sanz-Solé, Marta 6 1997 Small perturbations in a hyperbolic stochastic partial differential equation. Zbl 0890.60057Márquez-Carreras, David; Sanz-Solé, Marta 5 1997 Existence and regularity of density for solutions to stochastic differential equations with boundary conditions. Zbl 0877.60037Kohatsu-Higa, Arturo; Sanz-Solé, Marta 3 1997 Anticipating stochastic differential equations: Regularity of the law. Zbl 0877.60038Rovira, Carles; Sanz-Solé, Marta 2 1997 The law of the solution to a nonlinear hyperbolic SPDE. Zbl 0878.60040Rovira, Carles; Sanz-Solé, Marta 18 1996 Strong approximations for stochastic differential equations with boundary conditions. Zbl 0856.60060Ferrante, Marco; Kohatsu-Higa, Arturo; Sanz-Solé, Marta 3 1996 Varadhan estimates for the density of the solution to a parabolic stochastic partial differential equation. Zbl 0921.60056Millet, Annie; Sanz-Solé, Marta 2 1996 Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Zbl 0835.60053Bally, Vlad; Millet, Annie; Sanz-Solé, Marta 65 1995 Approximation and support theorems in modulus spaces. Zbl 0820.60038Gyöngy, István; Nualart, David; Sanz-Sole, Marta 9 1995 A nonlinear hyperbolic SPDE: Approximations and support. Zbl 0828.60042Rovira, Carles; Sanz-Solé, Marta 3 1995 A Fubini theorem for generalized Stratonovich integrals. Zbl 0831.60062Delgado, Rosario; Sanz-Solé, Marta 2 1995 A simple proof of the support theorem for diffusion processes. Zbl 0807.60073Millet, Annie; Sanz-Solé, Marta 30 1994 The support of the solution to a hyperbolic SPDE. Zbl 0794.60061Millet, Annie; Sanz-Solé, Marta 13 1994 Hilbert-valued anticipating stochastic differential equations. Zbl 0796.60061Grorud, Axel; Nualart, David; Sanz-Solé, Marta 3 1994 Modulus of continuity for stochastic flows. Zbl 0798.60041Baldi, Paolo; Sanz-Solé, Marta 1 1993 Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053Millet, A.; Nualart, D.; Sanz, M. 16 1992 Integrator properties of the Skorohod integral. Zbl 0765.60048Jolis, Maria; Sanz-Solé, Marta 5 1992 The Hu-Meyer formula for non deterministic kernels. Zbl 0752.60038Delgado, Rosario; Sanz, Marta 4 1992 Un théorème de support pour une équation aux dérivées partielles stochastique hyperbolique. (A support theorem for a hyperbolic stochastic partial differential equation). Zbl 0765.60061Millet, Annie; Sanz-Solé, Marta 1 1992 A remark on the theory of large deviations. (Une remarque sur la théorie des grandes déviations.) Zbl 0744.60027Baldi, P.; Sanz, M. 5 1991 Composition of large deviation principles and applications. Zbl 0728.60028Millet, Annie; Nualart, David; Sanz, Marta 3 1991 The Doob-Meyer decomposition for anticipating processes. Zbl 0723.60049Nguyen Minh Duc; Nualart, D.; Sanz, M. 2 1991 Small perturbations for quasilinear anticipating stochastic differential equations. Zbl 0742.60057Millet, A.; Nualart, D.; Sanz, M. 2 1991 Application of Malliavin calculus to a class of stochastic differential equations. Zbl 0685.60057Nguyen Minh Duc; Nualart, D.; Sanz, M. 4 1990 On generalized multiple stochastic integrals and multiparameter anticipative calculus. Zbl 0718.60051Jolis, Maria; Sanz, Marta 2 1990 On the relations between increasing functions associated with two- parameter continuous martingales. Zbl 0691.60040Nualart, D.; Sanz, M.; Zakai, M. 2 1990 Application of Malliavin calculus to a class of stochastic differential equations. Zbl 0671.60054Nguyen Minh Duc; Nualart, D.; Sanz, M. 1 1990 Integration by parts and time reversal for diffusion processes. Zbl 0681.60077Millet, A.; Nualart, D.; Sanz, M. 22 1989 Stochastic differential equations on the plane: Smoothness of the solution. Zbl 0692.60044Nualart, D.; Sanz, M. 9 1989 Time reversal for infinite-dimensional diffusions. Zbl 0659.60107Millet, Annie; Nualart, David; Sanz, Marta 9 1989 Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). Zbl 0688.60043Lépingle, Dominique; Nualart, David; Sanz, Marta 4 1989 r-variations for two-parameter continuous martingales and Itô’s formula. Zbl 0675.60041Sanz, Marta 2 1989 Local time for two-parameter continuous martingales with respect to the quadratic variation. Zbl 0645.60066Sanz, Marta 2 1988 Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065Nualart, D.; Sanz, M. 15 1985 Malliavin calculus for two-parameter Wiener functionals. Zbl 0577.60065Nualart, D.; Sanz, M. 2 1985 A singular stochastic integral equation. Zbl 0505.60076Nualart, David; Sanz, Marta 2 1982 A Markov property for two parameter Gaussian processes. Zbl 0417.60084Nualart, D.; Sanz, M. 9 1979 Intégrales stochastiques par rapport au processus de Wiener à deux paramètres. Zbl 0379.60054Rodon, D. Nualart; Sanz Solé, Marta 2 1977 all cited Publications top 5 cited Publications all top 5 Cited by 481 Authors 35 Sanz-Solé, Marta 27 Nualart, David 21 Dalang, Robert C. 12 Quer-Sardanyons, Lluís 12 Tudor, Ciprian A. 12 Zhang, Tusheng S. 9 Balan, Raluca M. 9 Hu, Yaozhong 9 Millet, Annie 9 Nualart, Eulalia 9 Tindel, Samy 8 Márquez-Carreras, David 8 Ondreját, Martin 8 Süss, André 7 Rovira, Carles 6 Friz, Peter Karl 6 Khoshnevisan, Davar 6 Mohammed, Salah-Eldin A. 6 Radchenko, Vadym Mykolaĭovych 6 Shevchenko, Georgiy M. 5 Ascanelli, Alessia 5 Brzeźniak, Zdzisław 5 Inahama, Yuzuru 5 Li, Yumeng 5 Lu, Kening 5 Mellouk, Mohamed 5 Olivera, Christian 5 Ren, Jiagang 5 Wang, Ran 4 Bardina, Xavier 4 Bodnarchuk, I. M. 4 Chen, Le 4 Coriasco, Sandro 4 Cresson, Jacky 4 Darses, Sébastien 4 Foondun, Mohammud 4 Hong, Jialin 4 Lee, Cheuk-Yin 4 Löcherbach, Eva 4 Matoussi, Anis 4 Øksendal, Bernt Karsten 4 Ouknine, Youssef 4 Pu, Fei 4 Ralchenko, Kostiantyn V. 4 Salins, Michael 4 Vuillermot, Pierre-A. 4 Wang, Bixiang 4 Wrzosek, Monika 4 Xiao, Yimin 4 Zhang, Xicheng 3 Baudoin, Fabrice 3 Boufoussi, Brahim 3 Boulanba, Lahcen 3 Delgado-Vences, Francisco J. 3 Denis, Laurent 3 Du, Kai 3 Eddahbi, M’hamed 3 Ferrante, Marco 3 Hairer, Martin 3 Jolis, Maria 3 Kohatsu-Higa, Arturo 3 Kovács, Mihály 3 Larsson, Stig 3 Leszczyński, Henryk 3 Liu, Xianming 3 Liu, Zhihui 3 Ma, Dandan 3 Mishura, Yuliya Stepanivna 3 Morien, Pierre-Luc 3 Müller, Carl E. 3 Ouyang, Cheng 3 Qian, Zhongmin M. 3 Russo, Francesco 3 Sarrà, Mònica 3 Scheutzow, Michael K. R. 3 Schurz, Henri 3 Shu, Ji 3 Vallois, Pierre 3 Veraar, Mark C. 3 Victoir, Nicolas B. 3 Wang, Xiaojie 3 Yao, Nian 3 Yue, Wen 3 Zhang, Jing 3 Zhang, Shuguang 3 Zheng, Guangqu 2 Agram, Nacira 2 Bally, Vlad 2 Barbu, Viorel 2 Bianchi, Luigi Amedeo 2 Blömker, Dirk 2 Budhiraja, Amarjit S. 2 Cao, Yanzhao 2 Cerrai, Sandra 2 Chen, Zhenlong 2 Cheng, Lingyan 2 Chong, Carsten 2 Chueshov, Igor’ Dmitrievich 2 Clarke De la Cerda, Jorge 2 Clarke, Jorge ...and 381 more Authors all top 5 Cited in 124 Serials 53 Stochastic Processes and their Applications 24 The Annals of Probability 16 Potential Analysis 15 Stochastic Analysis and Applications 15 Stochastic and Partial Differential Equations. Analysis and Computations 14 Journal of Functional Analysis 14 Journal of Theoretical Probability 14 Stochastics and Dynamics 13 Journal of Differential Equations 13 Probability Theory and Related Fields 13 Stochastics 12 Theory of Probability and Mathematical Statistics 12 Bernoulli 10 Journal of Mathematical Analysis and Applications 10 Transactions of the American Mathematical Society 10 Statistics & Probability Letters 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 7 Acta Mathematica Sinica. English Series 6 Electronic Journal of Probability 6 Infinite Dimensional Analysis, Quantum Probability and Related Topics 5 Acta Applicandae Mathematicae 4 Communications in Mathematical Physics 4 Journal of Evolution Equations 4 Discrete and Continuous Dynamical Systems. Series B 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Modern Stochastics. Theory and Applications 3 Journal of Mathematical Physics 3 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques 3 Applied Mathematics and Optimization 3 Journal of the Mathematical Society of Japan 3 Journal of Scientific Computing 3 Random Operators and Stochastic Equations 3 Electronic Communications in Probability 3 Discrete and Continuous Dynamical Systems 3 The Journal of Fourier Analysis and Applications 3 Acta Mathematica Scientia. Series B. (English Edition) 2 BIT 2 Czechoslovak Mathematical Journal 2 Journal of Applied Probability 2 Journal of Computational and Applied Mathematics 2 Journal of Multivariate Analysis 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Osaka Journal of Mathematics 2 Proceedings of the American Mathematical Society 2 SIAM Journal on Numerical Analysis 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Acta Mathematicae Applicatae Sinica. English Series 2 The Annals of Applied Probability 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Bulletin des Sciences Mathématiques 2 Abstract and Applied Analysis 2 International Journal of Stochastic Analysis 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 Communications on Pure and Applied Mathematics 1 International Journal of Control 1 Israel Journal of Mathematics 1 Journal of Computational Physics 1 Journal of Mathematical Biology 1 Journal of Statistical Physics 1 Ukrainian Mathematical Journal 1 Mathematics of Computation 1 Theory of Probability and its Applications 1 Collectanea Mathematica 1 Journal of Optimization Theory and Applications 1 Mathematische Annalen 1 Mathematics and Computers in Simulation 1 Memoirs of the American Mathematical Society 1 Monatshefte für Mathematik 1 Numerische Mathematik 1 Results in Mathematics 1 Tôhoku Mathematical Journal. Second Series 1 Systems & Control Letters 1 Bulletin of the Korean Mathematical Society 1 Chinese Annals of Mathematics. Series B 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications 1 Applied Numerical Mathematics 1 Journal of Complexity 1 Revista Matemática Iberoamericana 1 Annales Scientifiques de l’Université Blaise Pascal Clermont-Ferrand II. Probabilités et Applications 1 Forum Mathematicum 1 Science in China. Series A 1 Numerical Algorithms 1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 1 Communications in Partial Differential Equations 1 Communications in Statistics. Theory and Methods 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 Expositiones Mathematicae 1 Acta Mathematica Sinica. New Series 1 Stochastics and Stochastics Reports 1 Journal of Dynamics and Differential Equations 1 Journal of Mathematical Sciences (New York) 1 Annales Mathématiques Blaise Pascal 1 ETNA. Electronic Transactions on Numerical Analysis 1 Complexity 1 Annales Academiae Scientiarum Fennicae. Mathematica 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Geometry & Topology 1 Fractional Calculus & Applied Analysis ...and 24 more Serials all top 5 Cited in 33 Fields 434 Probability theory and stochastic processes (60-XX) 141 Partial differential equations (35-XX) 37 Numerical analysis (65-XX) 27 Dynamical systems and ergodic theory (37-XX) 13 Ordinary differential equations (34-XX) 11 Functional analysis (46-XX) 11 Global analysis, analysis on manifolds (58-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Systems theory; control (93-XX) 8 Operator theory (47-XX) 8 Fluid mechanics (76-XX) 7 Potential theory (31-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 7 Statistics (62-XX) 5 Statistical mechanics, structure of matter (82-XX) 5 Biology and other natural sciences (92-XX) 4 Real functions (26-XX) 4 Measure and integration (28-XX) 3 Approximations and expansions (41-XX) 3 Integral equations (45-XX) 3 Differential geometry (53-XX) 3 Mechanics of particles and systems (70-XX) 3 Mechanics of deformable solids (74-XX) 3 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Manifolds and cell complexes (57-XX) 1 Computer science (68-XX) 1 Optics, electromagnetic theory (78-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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