Concepedia

Robert C. Dalang

RC

Statistics

Publications

36

Citations

2.4K

H-Index

21

Active since

1988

Affiliations

École Polytechnique Fédérale de Lausanne(Current)

École Polytechnique

University of Utah

Universitat de Barcelona

Tufts University

Robert C. Dalang is an author at École Polytechnique Fédérale de Lausanne specializing in engineering, probability theory, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic AnalysisStochastic CalculusStochastic ProcessesBrownian MotionFunctional AnalysisPhysicsStochastic Differential EquationsSpectral Theory

Publications per year

1988–2018

36

Publications

36

Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s

Robert C. Dalang · Electronic Journal of Probability · 1999 · 529 citations · Full text

Spatially Homogeneous S.p.d.e, Schwartz Distribution, Engineering +15

Equivalent martingale measures and no-arbitrage in stochastic securities market models

Robert C. Dalang, A. J. Morton, Walter Willinger · Stochastics and stochastics reports · 1990 · 431 citations

Engineering, Vector-valued Stochastic Processes, Financial Mathematics +17

The stochastic wave equation in two spatial dimensions

Robert C. Dalang, Nikolaos E. Frangos · The Annals of Probability · 1998 · 229 citations · Full text

Engineering, Physics, Natural Sciences +15

Stochastic integrals for spde’s: A comparison

Robert C. Dalang, Lluís Quer-Sardanyons · Expositiones Mathematicae · 2010 · 151 citations · Full text

Engineering, Integrable Probability, Stochastic Calculus +6

Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three

Robert C. Dalang, Marta Sanz–Solé · Memoirs of the American Mathematical Society · 2009 · 83 citations · Full text

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