Stochastic differential equations with random coefficients

In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.

Large deviations for stochastic Volterra equations

This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Cava (Spanish sparkling wine) aroma: composition and determination methods

Cava (Spanish sparkling wine) is one of the mostimportant quality sparkling wines in Europe. It is produced by thetraditional method in which a base wine is re-fermented and agedin the same bottle that reaches the consumer. The special ageing incontact with lees gives the cava a particular bouquet with toasty,sweet or lactic notes. These nuances could be related with thechemical composition of aroma. The methods required to analyzethe flavor of cava are revised. Three approaches are necessary toobtain a wider profile: chemical, olfactometric and sensory.