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Josep Lluís Solé · Study

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Josep Lluís Solé

5 works· latest 2010· 2 institutionscluster: provisional

h-index5

i105

Citations364

Works here5

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Most cited in this library

Stein’s method and Normal approximation of Poisson functionals2010 · 152 citations
Canonical Lévy process and Malliavin calculus2006 · 76 citations
On Lévy processes, Malliavin calculus and market models with jumps2002 · 75 citations
Chaos Expansions and Malliavin Calculus for Lévy Processes2007 · 32 citations
Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters2005 · 29 citations

Works

5 shown

Stein’s method and Normal approximation of Poisson functionals

The Annals of Probability·2010·4 authors·Open access

152citations

Chaos Expansions and Malliavin Calculus for Lévy Processes

Springer eBooks·2007·3 authors·chapter

32citations

Canonical Lévy process and Malliavin calculus

Stochastic Processes and their Applications·2006·3 authors·Open access

76citations

Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters

Stochastic Analysis and Applications·2005·5 authors

29citations

On Lévy processes, Malliavin calculus and market models with jumps

Finance and Stochastics·2002·4 authors

75citations