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Baños, David R.

Co-Author Distance
Author ID: banos.david-r Recent zbMATH articles by "Baños, David R."
Published as: Baños, David; Baños, David R.; Baños, D. R.; Baños, D.
Documents Indexed: 19 Publications since 2013, including 6 Additional arXiv Preprints
Co-Authors: 17 Co-Authors with 18 Joint Publications
226 Co-Co-Authors
all top 5

Co-Authors

1 single-authored
11 Proske, Frank Norbert
4 Ortiz-Latorre, Salvador
3 Di Nunno, Giulia
3 Duedahl, Sindre
3 Meyer-Brandis, Thilo
2 Amine, Oussama
2 Font, Oriol Zamora
2 Haferkorn, Hannes H.
2 Krühner, Paul
2 Nilssen, Torstein K.
1 Bauer, Martin
1 Bølviken, Erik
1 Cordoni, Francesco Giuseppe
1 Di Persio, Luca
1 Lagunas-Merino, Marc
1 Pilipenko, Andrey Yu.
1 Røse, Elin Engen
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Serials

2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Journal of Dynamics and Differential Equations
1 Journal of Differential Equations
1 Journal of Theoretical Probability
1 Stochastic Processes and their Applications
1 Potential Analysis
1 Finance and Stochastics
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Scandinavian Actuarial Journal
1 Stochastics
all top 5

Fields

18 Probability theory and stochastic processes (60-XX)
6 Calculus of variations and optimal control; optimization (49-XX)
5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
4 Ordinary differential equations (34-XX)
1 Partial differential equations (35-XX)
1 Numerical analysis (65-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

10 Publications have been cited 78 times in 65 Documents Cited by ▼ Year ▼
Stochastic systems with memory and jumps. Zbl 1412.34228
Baños, D. R.; Cordoni, F.; Di Nunno, G.; Di Persio, L.; Røse, E. E.
16
2019
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. Zbl 1456.60140
Baños, David; Nilssen, Torstein; Proske, Frank
14
2020
The Bismut-Elworthy-Li formula for mean-field stochastic differential equations. Zbl 1396.60063
Baños, David
14
2018
Computing deltas without derivatives. Zbl 1378.91117
Baños, D.; Meyer-Brandis, T.; Proske, F.; Duedahl, S.
11
2017
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. Zbl 1502.60088
Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank
7
2022
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. Zbl 1367.60064
Baños, David; Krühner, Paul
6
2017
Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation. Zbl 1337.60115
Baños, David; Nilssen, Torstein
4
2016
Regularity properties of the stochastic flow of a skew fractional Brownian motion. Zbl 1461.60038
Amine, Oussama; Baños, David R.; Proske, Frank
4
2020
Stochastic functional differential equations and sensitivity to their initial path. Zbl 1408.60042
Baños, D. R.; Di Nunno, G.; Haferkorn, H. H.; Proske, F.
1
2018
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle. Zbl 1404.60077
Baños, David R.; Duedahl, Sindre; Meyer-Brandis, Thilo; Proske, Frank
1
2018
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. Zbl 1502.60088
Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank
7
2022
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. Zbl 1456.60140
Baños, David; Nilssen, Torstein; Proske, Frank
14
2020
Regularity properties of the stochastic flow of a skew fractional Brownian motion. Zbl 1461.60038
Amine, Oussama; Baños, David R.; Proske, Frank
4
2020
Stochastic systems with memory and jumps. Zbl 1412.34228
Baños, D. R.; Cordoni, F.; Di Nunno, G.; Di Persio, L.; Røse, E. E.
16
2019
The Bismut-Elworthy-Li formula for mean-field stochastic differential equations. Zbl 1396.60063
Baños, David
14
2018
Stochastic functional differential equations and sensitivity to their initial path. Zbl 1408.60042
Baños, D. R.; Di Nunno, G.; Haferkorn, H. H.; Proske, F.
1
2018
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle. Zbl 1404.60077
Baños, David R.; Duedahl, Sindre; Meyer-Brandis, Thilo; Proske, Frank
1
2018
Computing deltas without derivatives. Zbl 1378.91117
Baños, D.; Meyer-Brandis, T.; Proske, F.; Duedahl, S.
11
2017
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. Zbl 1367.60064
Baños, David; Krühner, Paul
6
2017
Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation. Zbl 1337.60115
Baños, David; Nilssen, Torstein
4
2016
all cited Publications top 5 cited Publications
all top 5

Cited by 119 Authors

8 Proske, Frank Norbert
7 Baños, David R.
4 Di Persio, Luca
4 Menoukeu Pamen, Olivier
4 Wang, Feng-Yu
3 Cordoni, Francesco Giuseppe
3 Duedahl, Sindre
3 Huang, Xing
2 Amine, Oussama
2 Butkovsky, Oleg A.
2 Chaudru De Raynal, Paul-Eric
2 Di Nunno, Giulia
2 Galeati, Lucio
2 Harang, Fabian Andsem
2 Mao, Xuerong
2 Meyer-Brandis, Thilo
2 Nilssen, Torstein K.
2 Pilipenko, Andrey Yu.
2 Ren, Panpan
2 Song, Yulin
2 Tangpi, Ludovic
1 Agram, Nacira
1 Anzeletti, Lukas
1 Athreya, Siva R.
1 Bandini, Elena
1 Bao, Jianhai
1 Bauer, Martin
1 Bayraktar, Erhan
1 Benth, Fred Espen
1 Bølviken, Erik
1 Branicki, Michał
1 Cao, Gang
1 Coffie, Emmanuel
1 Crisan, Dan O.
1 Dareiotis, Konstantinos Anastasios
1 Dolinsky, Yan
1 Elbarrimi, Oussama
1 Fan, Xiliang
1 Fei, Chen
1 Fei, Weiyin
1 Feng, Siqi
1 Frikha, Noufel
1 Gao, Lei
1 Garbelli, Matteo
1 Geng, Lian
1 Gerencsér, Máté
1 Giordano, Michele
1 Guambe, Calisto
1 Gubinelli, Massimiliano
1 Gui, Weihua
1 Guo, Jia
1 Hu, Yaozhong
1 Huang, Ziyu
1 Iksanov, Aleksander M.
1 Jiang, Xiaomeng
1 Kgomo, Shadrack Makwena
1 Kloeden, Peter Eris
1 Kohatsu-Higa, Arturo
1 Krühner, Paul
1 Kufakunesu, Rodwell
1 Le, Khoa
1 Li, Wenrui
1 Li, Xiaoyue
1 Li, Yong
1 Liu, Xingwen
1 Liu, Xinzhi
1 Liu, Yang
1 Liu, Youxin
1 Lu, Jianquan
1 Mabitsela, Lesedi
1 Mansouri, Abdol-Reza
1 Marx, Victor
1 Mayorcas, Avi
1 McMurray, Eamon
1 Mei, Chunhui
1 Mhlanga, Farai Julius
1 Mohammed, Salah-Eldin A.
1 Muradore, Riccardo
1 Mytnik, Leonid
1 Nakatsu, Tomonori
1 Nualart, David
1 Øksendal, Bernt Karsten
1 Oliva, Immacolata
1 Olivera, Christian
1 Ortiz-Latorre, Salvador
1 Ouknine, Youssef
1 Park, Hyungbin
1 Pellat, Rhoss Likibi
1 Perkowski, Nicolas
1 Ren, Jiagang
1 Richard, Alexandre
1 Romito, Marco
1 Russo, Francesco
1 Simonsen, Iben Cathrine
1 Song, Guoting
1 Sönmez, Ercan
1 Suo, Yongqiang
1 Taguchi, Dai
1 Tanaka, Akihiro
1 Tang, Shanjian
...and 19 more Authors
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Cited in 42 Serials

10 Stochastic Processes and their Applications
5 Electronic Journal of Probability
3 Journal of Differential Equations
3 Probability Theory and Related Fields
3 Stochastics and Dynamics
2 Journal of Theoretical Probability
2 Journal of Dynamics and Differential Equations
2 NoDEA. Nonlinear Differential Equations and Applications
2 Finance and Stochastics
1 Journal of the Franklin Institute
1 Journal of Statistical Physics
1 The Annals of Probability
1 Applied Mathematics and Optimization
1 Automatica
1 Journal of Computational and Applied Mathematics
1 Journal of Functional Analysis
1 Journal of Optimization Theory and Applications
1 Transactions of the American Mathematical Society
1 Systems & Control Letters
1 Revista Matemática Iberoamericana
1 Annals of Operations Research
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 SIAM Journal on Mathematical Analysis
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 International Journal of Robust and Nonlinear Control
1 Bernoulli
1 Discrete and Continuous Dynamical Systems
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Nonlinear Dynamics
1 Novi Sad Journal of Mathematics
1 Journal of Inequalities and Applications
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Brazilian Journal of Probability and Statistics
1 Scandinavian Actuarial Journal
1 Journal of Systems Science and Complexity
1 Discrete and Continuous Dynamical Systems. Series S
1 SIAM Journal on Financial Mathematics
1 International Journal of Stochastic Analysis
1 Mathematical Control and Related Fields
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 SIAM/ASA Journal on Uncertainty Quantification
1 Modern Stochastics. Theory and Applications
all top 5

Cited in 15 Fields

61 Probability theory and stochastic processes (60-XX)
13 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
10 Systems theory; control (93-XX)
9 Partial differential equations (35-XX)
8 Ordinary differential equations (34-XX)
7 Calculus of variations and optimal control; optimization (49-XX)
5 Numerical analysis (65-XX)
3 Global analysis, analysis on manifolds (58-XX)
2 Dynamical systems and ergodic theory (37-XX)
2 Statistics (62-XX)
1 Measure and integration (28-XX)
1 Difference and functional equations (39-XX)
1 Integral equations (45-XX)
1 Functional analysis (46-XX)
1 Information and communication theory, circuits (94-XX)

Citations by Year