Josep Lluís Solé

Stein’s method and Normal approximation of Poisson functionals

Giovanni Peccati, Josep Lluís Solé, Murad S. Taqqu et al. · The Annals of Probability · 2010 · 151 citations · Full text

Canonical Lévy process and Malliavin calculus

Josep Lluís Solé, Frederic Utzet, Josep Vives · Stochastic Processes and their Applications · 2006 · 77 citations

Integrable Probability, Canonical Lévy Process, Levy Process +1

On Lévy processes, Malliavin calculus and market models with jumps

Jorge A. Leòn, Josep Lluís Solé, Frederic Utzet et al. · Finance and Stochastics · 2002 · 73 citations

Economics, Engineering, Asset Pricing +11

Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters

Mhamed Eddahbi, R. Lacayo, Josep Lluís Solé et al. · Stochastic Analysis and Applications · 2005 · 32 citations

Engineering, Wiener–itoˆ Chaotic Decomposition, Local Time +8

On the orthogonal polynomials associated with a Lévy process

Josep Lluís Solé, Frederic Utzet · The Annals of Probability · 2008 · 15 citations · Full text

Spectral Theory, Engineering, Orthogonal Polynomials +10