674 research outputs found
A Malliavin-Skorohod calculus in and for additive and Volterra-type processes
In this paper we develop a Malliavin-Skorohod type calculus for additive
processes in the and settings, extending the probabilistic
interpretation of the Malliavin-Skorohod operators to this context. We prove
calculus rules and obtain a generalization of the Clark-Hausmann-Ocone formula
for random variables in . Our theory is then applied to extend the
stochastic integration with respect to volatility modulated L\'evy-driven
Volterra processes recently introduced in the literature. Our work yields to
substantially weaker conditions that permit to cover integration with respect,
e.g. to Volterra processes driven by -stable processes with . The presentation focuses on jump type processes.Comment: 27 page
L'ombra ens fa veure la llum. Analogia de la fe i racionalitat en el pensament de J. H. Newman
Acciones para el impulso de la formación digital a través de las bibliotecas en Cataluña
Presentation of the activities carried out by the General Sub-Directorate of Libraries of the Government of Catalonia (Generalitat de Catalunya) to enhance digital training library staff and users
"Bonum est diffusivum sui". El depassament cristià del Neoplatonisme en els escrits areopagítics
Confidencialidad y derechos de autor en un proyecto de intranet
This study addresses two questions in the legal realm that affect the planning, development, and use of intranets. Protection of the author's rights and protection of the user's personal information are two basic considerations that must be taken into account by those responsible for an organization's intranet. Although intellectual property rights and confidentiality are totally different in nature, both are discussed in this article from the perspective of how they should be managed by information professionals. In recent years we have seen how technology can contribute to violation of copyright law and personal confidentiality. This conflict can occur in our intranets if proper measures are not taken to reconcile the interests of all users, of those whose personal information must be protected, and of copyright holders
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