PUBLICACIONES

2009. State Dependent Utility. Journal of Applied Probability. Vol. 46, No.1.

2009. Inter-temporal equilibrium with state dependent utilities. A rtículo en progreso.

2008. A more general valuation and arbitrage theory for Ito processes. Stochastic Analysis and Applications. Stoch. Anal. Appl., Vol. 26, No.4, p.p 809-831.

2008. A Wong-Zakai type approximation for solutions of stochastic differential equations. Artículo en progreso.

2007. Estimation of Strong Markov Processes Sampled at Random Times. Articulo en progreso.

2004. State Tameness: A New Approach for Credit Constrains. Electronic Communications in Probability, Vol.9, p.p 1-13.

2003. Parametric Estimation of Diffusion Processes Sampled at First Exit Times. International Journal of Pure and Applied Mathematics, Vol. 7, p.p 449-486.

1998. Discrete Estimation of Continuous-Time Markov Processes. Thesis.  University of California, Riverside