Research topics

Stochastic differential and partial differential equations

Malliavin Calculus. Potential theory for SPDEs. Anticipative calculus. Large deviations. Support theorems. Fractional Brownian motion. Lévy processes

Mireia Besalú, Francisco Delgado Vences, David Márquez Carreras, Carles Rovira, Marta Sanz-Solé, André Suess, Noèlia Viles, Josep Vives

Financial mathematics

Quantitative Finance. Stochastic Volatility Price Models. Credit Risk. Malliavin Calculus. Anticipative calculus. Lévy processes. Gaussian processes. Ambit processes. Fractional Brownian motion

José Manuel Corcuera, Raúl Merino, Arturo Valdivia, Josep Vives