| Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift D Baños, T Nilssen, F Proske Journal of Dynamics and Differential Equations 32, 1819-1866, 2020 | 42 | 2020 |
| Stochastic systems with memory and jumps DR Baños, F Cordoni, G Di Nunno, L Di Persio, EE Røse Journal of Differential Equations 266 (9), 5772-5820, 2019 | 35 | 2019 |
| The Bismut–Elworthy–Li formula for mean-field stochastic differential equations D Baños Ann. Inst. H. Poincaré Probab. Statist. 54 (1), 220-233, 2018 | 31 | 2018 |
| Computing deltas without derivatives D Baños, T Meyer-Brandis, F Proske, S Duedahl Finance and Stochastics 21, 509-549, 2017 | 26 | 2017 |
| Regularity properties of the stochastic flow of a skew fractional Brownian motion O Amine, DR Baños, F Proske Infinite Dimensional Analysis, Quantum Probability and Related Topics 23 (01 …, 2020 | 15 | 2020 |
| Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada–Watanabe principle DR Baños, S Duedahl, T Meyer-Brandis, F Proske | 15 | 2018 |
| C-infinity-regularization by Noise of Singular ODE's O Amine, D Baños, F Proske arXiv preprint arXiv:1710.05760, 2017 | 15 | 2017 |
| C∞-regularization by noise of singular ODE’s O Amine, D Banos, F Proske arXiv preprint arXiv:1710.05760, 2017 | 15 | 2017 |
| Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise D Baños, S Ortiz-Latorre, A Pilipenko, F Proske Journal of Theoretical Probability, 1-58, 2022 | 14 | 2022 |
| Strong solutions of SDE's with generalized drift and multidimensional fractional Brownian initial noise DR Baños, S Ortiz-Latorre, A Pilipenko, F Proske arXiv preprint arXiv:1705.01616, 2017 | 13 | 2017 |
| Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients D Baños, P Krühner Stochastic Processes and Their Applications 127 (6), 1785-1799, 2017 | 9 | 2017 |
| Optimal density bounds for marginals of Itô processes D Baños, P Krühner Communications on Stochastic Analysis 10 (2), 1, 2016 | 9 | 2016 |
| Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation D Baños, T Nilssen Stochastics 88 (4), 540-566, 2016 | 8 | 2016 |
| Variance and interest rate risk in unit-linked insurance policies D Baños, M Lagunas-Merino, S Ortiz-Latorre Risks 8 (3), 84, 2020 | 7 | 2020 |
| Strong uniqueness of singular stochastic delay equations D Baños, HH Haferkorn, F Proske arXiv preprint arXiv:1707.02271, 2017 | 6 | 2017 |
| Stochastic functional differential equations and sensitivity to their initial path DR Baños, G Di Nunno, HH Haferkorn, F Proske Computation and Combinatorics in Dynamics, Stochastics and Control: The Abel …, 2018 | 4 | 2018 |
| Optimal bounds for the densities of solutions of SDEs with measurable and path dependent drift coefficients D Baños, P Krühner arXiv preprint arXiv:1408.2386, 2014 | 4 | 2014 |
| Change of measure in a Heston-Hawkes stochastic volatility model DR Baños, S Ortiz-Latorre, OZ Font arXiv preprint arXiv:2210.15343, 2022 | 3 | 2022 |
| Life insurance policies with cash flows subject to random interest rate changes DR Baños arXiv preprint arXiv:2012.15541, 2020 | 3 | 2020 |
| Malliavin regularity and regularity of densities of sdes. a classical solution to the stochastic transport equation D Baños, T Nilssen To appear, 2014 | 3 | 2014 |
