David Márquez-Carreras

David Márquez-Carreras

David Márquez-Carreras
PhD in Mathematics from Universitat de Barcelona
Associate Professor at Universitat de Barcelona

Personal webpage

email: davidmarquez@ub.edu

Biosketch

Evarist Galois Prize, Catalan Mathematical Society, 1991
Research Fellow, Ministerio de Educación y Ciencia, 1995-97

 

Research Interests

• Asymptotic behavior of densities
• Anticipative calculus
• Fractional Brownian motion
• Funtionals on Loop groups
• Lévy Processes
• Malliavin calculus
• Random media
• Spin glasses
• Stochastic partial differential equations
• Stability

 

Selected publications

  • D.Márquez-Carreras (2014): Small stochastic perturbations in a general fractional kinetic equation. ESAIM, Probability and Statistics 19, 81-99
  • M.Besalú, D.Márquez-Carreras, C.Rovira (2014): Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion. Potential Analysis 41 (1), 117-141
  • J.León, D.Márquez-Carreras, J.Vives (2013): Anticipating linear stochastic differential equations driven by Lévy processes. Electronic Journal of Probability 17 (89), 26 pp.
  • D.Márquez-Carreras (2009): Generalized fractional kinetic equations: another point of view. Advances in Applied Probab. 41 (3), 893-910
  • D.Márquez-Carreras, C.Rovira, S.Tindel (2007): A dilutedversion of theperceptronmodel. StochasticProcess. Appl. 117, no 12, 1764-1792