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pro vyhledávání: '"León, Jorge"'
In this paper, we combine the techniques of enlargement of filtrations and stochastic control theory to establish an extension of the verification theorem, where the coefficients of the stochastic controlled equation are adapted to the underlying fil
Externí odkaz:
http://arxiv.org/abs/2308.04680
In this note we consider stochastic differential equations driven by fractional Brownian motions (fBm) with Hurst parameter $H>1/3$. We prove that the corresponding modified Euler scheme and its Malliavin derivatives are integrable, uniformly with re
Externí odkaz:
http://arxiv.org/abs/2307.06759
The Malliavin differentiability of a SDE plays a crucial role in the study of density smoothness and ergodicity among others. For Gaussian driven SDEs the differentiability property is now well established. In this paper, we consider the Malliavin di
Externí odkaz:
http://arxiv.org/abs/2305.10365
Autor:
Bertossi, Leopoldo, Leon, Jorge E.
The use of Shap scores has become widespread in Explainable AI. However, their computation is in general intractable, in particular when done with a black-box classifier, such as neural network. Recent research has unveiled classes of open-box Boolea
Externí odkaz:
http://arxiv.org/abs/2303.06516
Autor:
León, Jorge Antonio Leoni de
Publikováno v:
Letras de Hoje, Vol 41, Iss 2, Pp 37-42 (2006)
Externí odkaz:
https://doaj.org/article/96063865a96c4782806359440ec7ce8b
Publikováno v:
In Stochastic Processes and their Applications September 2024 175
Autor:
Rodríguez-Alcántara, Joselin S., Contreras-Llin, Albert, Cruz-Pérez, Noelia, García-Gil, Alejandro, Baquedano, Carlos, Marazuela, Miguel Ángel, Diaz-Cruz, M. Silvia, León, Jorge Martínez, Santamarta, Juan C.
Publikováno v:
In Journal of Contaminant Hydrology April 2024 263
Autor:
Marazuela, Miguel Ángel, Baquedano, Carlos, Cruz-Pérez, Noelia, Martínez-León, Jorge, Laspidou, Chrysi, Santamarta, Juan Carlos, García-Gil, Alejandro
Publikováno v:
In Science of the Total Environment 15 November 2023 899
Autor:
León, Jorge, Gubler, Alejandra, Catalán, Patricio, Correa, Matías, Castañeda, Javiera, Beninati, Gianni, Ogueda, Alonso
Publikováno v:
In International Journal of Disaster Risk Reduction November 2023 98
Autor:
García-Gil, Alejandro, Jimenez, Jon, Gasco Cavero, Samanta, Marazuela, Miguel Ángel, Baquedano, Carlos, Martínez-León, Jorge, Cruz-Pérez, Noelia, Laspidou, Chrysi, Santamarta, Juan C.
Publikováno v:
In Groundwater for Sustainable Development November 2023 23