J. Le'on

发表

The Local Time of the Classical Risk Process

F. Cortés, J. Le'on, J. Villa, 2008, 0801.2106.

Semilinear Backward Doubly Stochastic Differential Equations and SPDEs Driven by Fractional Brownian Motion with Hurst Parameter in (0,1/2)

J. Le'on, Shuai Jing, Shuai Jing, 2010 .

An anticipating It\^o formula for L\'evy processes

J. Vives, E. Alòs, J. Le'on, 2008, 0808.0035.

Anticipating linear stochastic differential equations driven by a Lévy process

J. Vives, J. Le'on, David M'arquez-Carreras, 2012, 1207.1692.

On the Distribution of Explosion Time of Stochastic Differential Equations

J. Le'on, J. Villa‐Morales, Liliana Peralta Hern'andez, 2013, 1305.2870.

Rough differential equations with power type nonlinearities

D. Nualart, S. Tindel, J. Le'on, 2016, Stochastic Processes and their Applications.

Approximations of fractional stochastic differential equations by means of transport processes

L. Gorostiza, J. Le'on, J. Garz'on, 2011, 1102.5067.

Fractional stochastic differential equation with discontinuous diffusion

S. Torres, J. Le'on, J. Garz'on, 2016, 1607.06748.

Local Malliavin calculus for Lévy processes and applications

F. Utzet, J. Vives, J. Le'on, 2012, 1210.1156.

An Osgood's criterion for a semilinear stochastic differential equation

J. Le'on, Liliana Peralta, J. Villa‐Morales, 2014, 1401.7905.