Rafael Antonio Serrano Perdomo
Associate professor
Economy faculty
Universidad del Rosario
Spain
Biography
Doctorate in Mathematics University of York, UK Master of Mathematics, Financial Mathematics emphasis on Technische Universität Kaiserslautern, Germany Math, Actuary line deepening National University of Colombia, Bogotá
Research Interest
Economy
Publications
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R. Serrano. Backward Ornstein-Uhlenbeck transition operators and mild solutions of non-autonomous Hamilton-Jacobi equations in Banach spaces. Journal of Mathematics Research (2014)
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R. Serrano. A note on space-time Hölder regularity of mild solutions of stochastic Cauchy problems in Lp-spaces. Brazilian Journal of Probability and Statistics (2015)
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O. López, R. Serrano. Martingale approach to optimal portfolio-consumption in Markov-modulated pure-jump models. Stochastic models (2015)
