Publicaciones (8) Publicaciones de Noelia Viles Cuadros

2018

  1. Systems of stochastic Poisson equations: Hitting probabilities

    Stochastic Processes and their Applications, Vol. 128, Núm. 6, pp. 1857-1888

2014

  1. A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process

    Stochastic Processes and their Applications, Vol. 124, Núm. 1, pp. 385-410

2012

  1. On the asymptotics of visible elements and homogeneous equations in surface groups

    Groups, Geometry, and Dynamics, Vol. 6, Núm. 4, pp. 619-638

  2. On the convergence of quadratic variation for compound fractional poisson processes

    Fractional Calculus and Applied Analysis, Vol. 15, Núm. 2, pp. 314-331

2010

  1. Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion

    Statistics and Probability Letters, Vol. 80, Núm. 7-8, pp. 566-572

  2. Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion

    Stochastic Processes and their Applications, Vol. 120, Núm. 9, pp. 1651-1679

2007

  1. Continuity in law with respect to the hurst parameter of the local time of the fractional brownian motion

    Journal of Theoretical Probability, Vol. 20, Núm. 2, pp. 133-152

  2. Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals

    Stochastic Processes and their Applications, Vol. 117, Núm. 9, pp. 1189-1207