| Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H> ½ M Ferrante, C Rovira | 87 | 2006 |
| On Lp-solutions of semilinear stochastic partial differential equations I Gyöngy, C Rovira Stochastic Processes and their Applications 90 (1), 83-108, 2000 | 77 | 2000 |
| Convergence of delay differential equations driven by fractional Brownian motion M Ferrante, C Rovira Journal of Evolution Equations 10, 761-783, 2010 | 65 | 2010 |
| On the Brownian-directed polymer in a Gaussian random environment C Rovira, S Tindel Journal of Functional Analysis 222 (1), 178-201, 2005 | 47 | 2005 |
| Large deviations for stochastic Volterra equations D Nualart, C Rovira | 42 | 2000 |
| The law of the solution to a nonlinear hyperbolicSPDE C Rovira, M Sanz-Solé Journal of theoretical Probability 9 (4), 863-901, 1996 | 41 | 1996 |
| Probabilistic models for vortex filaments based on fractional Brownian motion D Nualart, C Rovira, S Tindel The Annals of Probability 31 (4), 1862-1899, 2003 | 34 | 2003 |
| A stochastic epidemic model of COVID-19 disease X Bardina, M Ferrante, C Rovira arXiv preprint arXiv:2005.02859, 2020 | 32 | 2020 |
| Stochastic differential equations with non-negativity constraints driven by fractional Brownian motion M Ferrante, C Rovira Journal of Evolution Equations 13, 617-632, 2013 | 26 | 2013 |
| Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion M Besalú, C Rovira | 26 | 2012 |
| On stochastic partial differential equations with polynomial nonlinearities I Gyöngy, C Rovira Stochastics: An International Journal of Probability and Stochastic …, 1999 | 25 | 1999 |
| The p-Spin Interaction Model with External Field X Bardina, D Márquez-Carreras, C Rovira, S Tindel Potential Analysis 21, 311-362, 2004 | 20 | 2004 |
| On a stochastic epidemic SEIHR model and its diffusion approximation M Ferrante, E Ferraris, C Rovira Test 25, 482-502, 2016 | 18 | 2016 |
| Delay equations with non-negativity constraints driven by a Hölder continuous function of order M Besalú, D Márquez-Carreras, C Rovira Potential Analysis 41 (1), 117-141, 2014 | 18 | 2014 |
| On Itô’s formula for elliptic diffusion processes X Bardina, C Rovira | 18 | 2007 |
| Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case X Bardina, M Jolis, C Rovira Statistics & probability letters 50 (3), 245-255, 2000 | 18 | 2000 |
| Large deviations for stochastic Volterra equations in the plane C Rovira, M Sanz-Solé Potential Analysis 12, 359-383, 2000 | 18 | 2000 |
| On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals X Bardina, C Rovira Publicacions Matematiques 65 (2), 859-876, 2021 | 16 | 2021 |
| Weak approximation of a fractional SDE X Bardina, I Nourdin, C Rovira, S Tindel Stochastic processes and their applications 120 (1), 39-65, 2010 | 16 | 2010 |
| On Lp-solutions of semilinear stochastic partial differential equations I Gyongy, C Rovira Stochastic Processes and their Applications 90 (1), 83-108, 2000 | 16 | 2000 |
