David Márquez Carreras
Associate professor at UB
Research area: Probability
Email: davidmarquez@ub.edu
PhD in Mathematics obtained at UB
Biosketch
Evarist Galois Prize, Catalan Mathematical Society, 1991
Research Fellow, Ministerio de Educación y Ciencia, 1995-97
Research lines
- 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