The following pages link to Frederi G. Viens (Q506096):
Displayed 34 items.
- Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise (Q2974872) (← links)
- Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator (Q3426326) (← links)
- (Q3462064) (← links)
- Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207) (← links)
- (Q3509347) (← links)
- (Q3533350) (← links)
- LYAPUNOV EXPONENTS FOR STOCHASTIC ANDERSON MODELS WITH NON-GAUSSIAN NOISE (Q3548298) (← links)
- (Q3581693) (← links)
- (Q4227212) (← links)
- Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter (Q4385259) (← links)
- (Q4421349) (← links)
- (Q4421381) (← links)
- A Didactic Introduction to Risk Management via Hedging in Discrete and Continuous Time (Q4558888) (← links)
- Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria (Q4576923) (← links)
- Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation (Q4884655) (← links)
- A probabilistic approach to Adomian polynomials (Q4965509) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Poisson Approximation to the Convolution of Power Series Distributions (Q5043616) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- (Q5296572) (← links)
- Convergence of a branching and interacting particle system to the solution of a nonlinear stochastic PDE (Q5467643) (← links)
- Berry-Ess\'een bounds for parameter estimation of general Gaussian processes (Q5742622) (← links)
- General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations (Q5746517) (← links)
- Yule's ``nonsense correlation'' for Gaussian random walks (Q6115257) (← links)
- Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093) (← links)
- Discussion on temperature reconstruction with sediment core data in Ilvonen <i>et al</i>. (Q6179748) (← links)
- Density estimates and concentration inequalities with Malliavin calculus (Q6210582) (← links)
- Hitting probabilities for general Gaussian processes (Q6241761) (← links)
- Gaussian and non-Gaussian processes of zero power variation, and related stochastic calculus (Q6253221) (← links)
- Parameter estimation for SDEs related to stationary Gaussian processes (Q6258307) (← links)
- Hausdorff dimensions and Hitting probabilities for some general Gaussian processes (Q6385008) (← links)
- Irregularity scales for Gaussian processes: Hausdorff dimensions and hitting probabilities (Q6445777) (← links)
- The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion $H< \frac{1}{2}$ (Q6451601) (← links)
- Superdiffusive behavior for a Brownian polymer in a Gaussian medium (Q6476882) (← links)