Person:963035

Available identifiers

zbMath Open graversen.svend-erikMaRDI QIDQ963035

List of research outcomes

Publication	Date of Publication	Type
Volatility determination in an ambit process setting	2011-10-25	Paper
Path and semimartingale properties of chaos processes	2010-04-08	Paper
On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. II	2007-05-03	Paper
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS	2006-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q5493536	2006-10-23	Paper
Power variation and stochastic volatility: a review and some new results	2004-10-25	Paper
An extension of Seshadri's identities for Brownian motion	2003-05-07	Paper
Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model	2002-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q2772039	2002-02-18	Paper
Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum	2001-10-22	Paper
An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift	2001-08-02	Paper
Optimal Stopping in the L log L -Inequality of Hardy and Littlewood	2000-11-22	Paper
Maximal inequalities for the Ornstein-Uhlenbeck process	2000-09-03	Paper
Optimal stopping and maximal inequalities for geometric Brownian motion	2000-01-24	Paper
On the Russian option: The expected waiting time	1999-01-21	Paper
On Doob's maximal inequality for Brownian motion	1999-01-14	Paper
Optimal stopping and maximal inequalities for linear diffusions	1999-01-14	Paper
Maximal inequalities for Bessel processes	1999-01-05	Paper
Extremal problems in the maximal inequalities of Khintchine	1998-03-04	Paper
On wald-type optimal stopping for Brownian motion	1997-11-10	Paper
Optimal Stopping in the L log L -Inequality of Hardy and Littlewood	1997-09-15	Paper
Some properties of the Feynman-Kac functional	1996-03-12	Paper
The continuity principle in exponential type Orlicz spaces	1995-09-06	Paper
Brownian motion and eigenvalues for the Dirichlet Laplacian	1990-01-01	Paper
A Riesz decomposition theorem	1989-01-01	Paper
On a theorem of Cartan	1987-01-01	Paper
Duality theory for self-similar processes	1986-01-01	Paper
\(\alpha\) -self-similar Markov processes	1986-01-01	Paper
Quadratic variation and energy	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3311443	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4748945	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3938310	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3951349	1982-01-01	Paper
“Polar”-functions for Brownian motion	1982-01-01	Paper
On strong Markov duals.	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3928763	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4197147	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4131397	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4144553	1977-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Svend-Erik Graversen