Selected Papers

‍Dalang, Robert C.; Sanz-Solé, Marta. Hitting probabilities for non-linear systems of stochastic waves. Mem. Amer. Math. Soc. 237 (2015) nº 1120, v+75 pp. ISSN 1947-6221 (online); ISSN 0065-9266 (print).

Dalang, Robert C.; Sanz-Solé, Marta. Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three. Mem. Amer. Math. Soc. 199 (2009), no. 931, vi+70 pp. ISBN: 978-0-8218-4288-1.

Millet, Annie; Sanz-Solé, Marta. Large deviations for rough paths of the fractional Brownian motion. Ann. Inst. H. Poincaré Probab. Statist. 42 (2006), no. 2, 245–271.

Quer-Sardanyons, L.; Sanz-Solé, M. Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation. J. Funct. Anal. 206 (2004), no. 1, 1–32.

Sanz-Solé, Marta; Vuillermot, Pierre-A. Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations. Ann. Inst. H. Poincaré Probab. Statist. 39 (2003), no. 4, 703–742.

Sanz-Solé, M.; Sarrà, M. Hölder continuity for the stochastic heat equation with spatially correlated noise. Seminar on Stochastic Analysis, Random Fields and Applications, III (Ascona, 1999), 259–268, Progr. Probab., 52, Birkhäuser, Basel, 2002.

Millet, Annie; Sanz-Solé, Marta. A stochastic wave equation in two space dimension: smoothness of the law. Ann. Probab. 27 (1999), no. 2, 803–844.

Bally, Vlad; Millet, Annie; Sanz-Solé, Marta. Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Ann. Probab. 23 (1995), no. 1, 178–222.

Millet, Annie; Sanz-Solé, Marta. A simple proof of the support theorem for diffusion processes. Séminaire de Probabilités, XXVIII, 36–48, Lecture Notes in Math. 1583. Springer, Berlin, 1994.

Millet, Annie; Sanz-Solé, Marta. The support of the solution to a hyperbolic SPDE. Probab. Theory Related Fields 98 (1994), no. 3, 361–387.

Millet, A.; Nualart, D.; Sanz-Solé, M. Integration by parts and time reversal for diffusion processes. Ann. Probab. 17 (1989), no. 1, 208–238.

Nualart, D.;  Sanz-Solé, M. Malliavin calculus for two-parameter Wiener functionals. Z. Wahrsch. Verw. Gebiete 70 (1985), no. 4, 573–590.

Full list of publications (here)

Profile at Google scholar: https://scholar.google.com/citations?user=WMG8pYQAAAAJ&hl=ca

Profile at Mathscinet: https://mathscinet-ams-org.sire.ub.edu/mathscinet/author?authorId=154450

Robert Dalang, Marta Sanz-Solé. Stochastic Partial Differential Equations, Space-time White Noise and Random Fields. Springer Monographs in Mathematics, Springer Cham, 2026, xix+634 pp. ISBN: 978-3-032-01649-2; 978-3-032-01650-8

https://link.springer.com/book/9783032016492

Review at zbMATH Open: https://zbmath.org/pdf/08092753.pdf

Marta Sanz-Solé. Malliavin calculus, with applications to stochastic partial differential equations. Fundam. Sci. EPFL Press, Lausanne; distributed by CRC Press, Boca Raton, FL, 2005. viii+162 pp. ISBN:2-940222-06-1; 0-8493-4030-6

Review at MathSciNet: https://mathscinet-ams-org.sire.ub.edu/mathscinet/article?mr=2167213

Review at the Bulletin of the AMS: https://www.ams.org/journals/bull/2007-44-03/S0273-0979-07-01150-0/S0273-0979-07-01150-0.pdf