Publications

Papers in peer-reviewed journals

2022

• On some path-dependent SDEs involving distributional drifts
  Alberto Ohashi, Francesco Russo and Alan Teixeira
  Modern Stochastics: Theory and Applications, jan, 2022    [ ]   

2021

• Rough paths and regularization
  André O. Gomes, Alberto Ohashi, Francesco Russo and Alan Teixeira
  Journal of Stochastic Analysis (JOSA)., vol. 2 (4), pp. 1-21, dec, 2021    [ ]   
• Smoothness of densities for path-dependent SDEs under Hörmander’s condition
  Alberto Ohashi, Francesco Russo and Evelina Shamarova
  Journal of Functional Analysis, vol. 281, pp. 109-225, Elsevier, nov, 2021   

2020

• Discrete-type approximations for non-Markovian optimal stopping problems: Part II
  Sergio C. Bezerra, Alberto Ohashi, Francys De Souza and Francesco Russo
  Methodology and Computing in Applied Probability, vol. 22, pp. 1221-1255, nov, 2020    [ ]   

2019

• Discrete-type approximations for non-Markovian optimal stopping problems: Part I
  Dorival Leao, Alberto Ohashi and Francesco Russo
  Journal of Applied Probability, vol. 56, pp. 981-1005, apr, 2019    [ ]