CORDIS Project
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This project investigates advanced techniques in Stochastic Calculus of Variations, focusing on stochastic differential equations influenced by Brownian motion and Poisson processes. It aims to enhance statistical inference methods for estimating parameters in these equations, particularly under discrete observation co…
Eulalia Nualart (the researcher, hereafter) broadly works in the field of Stochastic Calculus of Variations (Malliavin Calculus), and its applications to stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs).
In the last years, she has become interested in two new applications of the Malliavin calculus, which are Statistical Inference for SDEs and applications to Mathematical Finance.The aim of this proposal is to consider two different types of
SDES: (i)…
UNIVERSIDAD POMPEU FABRA
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