Address:

Dept. of Mathematics ♦ IST - Instituto Superior Técnico ♦ Technical University of Lisbon ♦ 1049-001, Lisbon ♦ Portugal

Research:

  • Combination of Logic Systems; Probabilistic Logics and Probabilistic Reasoning;
  • Security; Behavioral Type systems.
\[ f(s,X_s^{t,x}) = f(t,X_{t}^{t,x}) + \int_t^s \mu_u\frac{\partial f}{\partial x}(u,X_u^{t,x}) + \frac{\partial f}{\partial s}(u,X_u^{t,x}) + \frac{1}{2}\sigma^2_u\frac{\partial^2 f}{\partial x^2}(u,X_u^{t,x})d u + \int_t^s \sigma_u\frac{\partial f}{\partial x}(u,X_u^{t,x}) d W_u\]

Publications:

last update on April 26 2012, by Pedro Baltazar