Nengli Lim
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Skorohod and rough integration for stochastic differential equations driven by Volterra processes Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
| Analytic bond pricing for short rate dynamics evolving on matrix Lie groups Quantitative Finance | 2021-07-16 | Paper |
| Young-Stieltjes integrals with respect to Volterra covariance functions Stochastic Analysis and Applications | 2021-03-02 | Paper |
| A Stratonovich-Skorohod integral formula for Gaussian rough paths The Annals of Probability | 2019-03-14 | Paper |
| A Stratonovich-Skorohod integral formula for Gaussian rough paths The Annals of Probability | 2019-03-14 | Paper |
| A Stratonovich-Skorohod integral formula for Volterra Gaussian rough paths | 2018-06-06 | Paper |
| On the integration of weakly geometric rough paths Journal of the Mathematical Society of Japan | 2016-12-30 | Paper |
Research outcomes over time
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