Infinite-dimensional divergence information analysis
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Cites work
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- Entropy coherent and entropy convex measures of risk
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- Linear processes in function spaces. Theory and applications
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- On Information and Sufficiency
- Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
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- Random Fields Estimation
- Spatial Cox processes in an infinite-dimensional framework
- Stochastic finance. An introduction in discrete time.
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
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