Weak approximations. A Malliavin calculus approach

We introduce a variation of the proof for weak approximations that issuitable for studying the densities of stochastic processes which areevaluations of the flow generated by a stochastic differential equation on a random variable that maybe anticipating. Our main assumption is that the process and the initial random variable have to be smooth in the Malliavin sense. Furthermore if the inverse of the Malliavin covariance matrix associated with the process under consideration is sufficiently integrable then approximations fordensities and distributions can also be achieved. We apply theseideas to the case of stochastic differential equations with boundaryconditions and the composition of two diffusions.

Malliavin calculus in finance

This article is an introduction to Malliavin Calculus for practitioners.We treat one specific application to the calculation of greeks in Finance.We consider also the kernel density method to compute greeks and anextension of the Vega index called the local vega index.

Magnetic moments of the Lambda(1405) and Lambda(1670) resonances

By using techniques of unitarized chiral perturbation theory, where the Lamda(1405) and Lamda(1670) resonances are dynamically generated, we evaluate the magnetic moments of these resonances and their transition magnetic moment. The results obtained here differ appreciably from those obtained with existing quark models. The width for the Lamda(1670)->Lamda(1405)gamma transition is also evaluated, leading to a branching ratio of the order of 210-6.

Two nucleon induced Lambda decay and the proton to neutron induced ratio

We reanalyze the decay mode of Lambda hypernuclei induced by two nucleons modifying previous numerical results and the interpretation of the process. The repercussions of this channel in the ratio of neutron to proton induced Lambda decay is studied in detail in connection with the present experimental data. This leads to ratios that are in greater contradiction with usual one pion exchange models than those deduced before.