| Publication | Date of Publication | Type |
|---|
Quadratic approximation for log-likelihood ratio processes
| 2018-03-08 | Paper |
Random variables as pathwise integrals with respect to fractional Brownian motion
Stochastic Processes and their Applications | 2014-04-10 | Paper |
Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion
Statistical Inference for Stochastic Processes | 2013-08-02 | Paper |
A short rate model using ambit processes
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
scientific article; zbMATH DE number 6003165 (Why is no real title available?)
| 2012-02-04 | Paper |
Initial enlargement in a Markov chain market model
Stochastics and Dynamics | 2011-10-11 | Paper |
Fractional processes as models in stochastic finance
Advanced Mathematical Methods for Finance | 2011-08-08 | Paper |
An extension of the Lévy characterization to fractional Brownian motion
The Annals of Probability | 2011-04-15 | Paper |
Robust replication in \(H\)-self-similar Gaussian market models under uncertainty
Statistics & Decisions | 2011-03-29 | Paper |
When does fractional Brownian motion not behave as a continuous function with bounded variation?
Statistics & Probability Letters | 2010-09-01 | Paper |
On hedging European options in geometric fractional Brownian motion market model
Statistics & Decisions | 2010-07-30 | Paper |
On the approximation of geometric fractional Brownian motion
| 2010-02-05 | Paper |
Pricing by hedging and no-arbitrage beyond semimartingales
Finance and Stochastics | 2009-08-08 | Paper |
scientific article; zbMATH DE number 5370103 (Why is no real title available?)
| 2008-11-21 | Paper |
scientific article; zbMATH DE number 5370130 (Why is no real title available?)
| 2008-11-21 | Paper |
Gaussian bridges
| 2008-01-17 | Paper |
scientific article; zbMATH DE number 5220411 (Why is no real title available?)
| 2007-12-16 | Paper |
Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach
From Stochastic Calculus to Mathematical Finance | 2006-10-23 | Paper |
Statistical inference with fractional Brownian motion
Statistical Inference for Stochastic Processes | 2005-06-20 | Paper |
scientific article; zbMATH DE number 2169746 (Why is no real title available?)
| 2005-05-20 | Paper |
On arbitrage and replication in the fractional Black–Scholes pricing model
Statistics & Decisions | 2004-05-18 | Paper |
Approximations and limit theorems for likelihood ratio processes in the binary case
Statistics & Decisions | 2004-03-01 | Paper |
Information processes for semimartingale experiments
The Annals of Probability | 2003-05-06 | Paper |
scientific article; zbMATH DE number 1897425 (Why is no real title available?)
| 2003-04-27 | Paper |
scientific article; zbMATH DE number 1897419 (Why is no real title available?)
| 2003-04-27 | Paper |
scientific article; zbMATH DE number 1894364 (Why is no real title available?)
| 2003-04-08 | Paper |
Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model
Mathematical Finance | 2003-04-06 | Paper |
Martingale transforms and Girsanov theorem for long-memory Gaussian processes
Statistics & Probability Letters | 2002-09-05 | Paper |
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
Statistics & Probability Letters | 2002-04-02 | Paper |
Exponential statistical experiments: Their properties and convergence results
Statistics & Decisions | 2001-09-17 | Paper |
An isometric approach to generalized stochastic integrals
Journal of Theoretical Probability | 2001-07-25 | Paper |
Martingale models of stochastic approximation and their convergence
Theory of Probability and its Applications | 2001-05-02 | Paper |
An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
Bernoulli | 2001-02-16 | Paper |
scientific article; zbMATH DE number 1304742 (Why is no real title available?)
| 2000-11-07 | Paper |
On some maximal inequalities for fractional Brownian motions
Statistics & Probability Letters | 2000-11-06 | Paper |
scientific article; zbMATH DE number 1304726 (Why is no real title available?)
| 2000-10-03 | Paper |
scientific article; zbMATH DE number 1069544 (Why is no real title available?)
| 1997-10-01 | Paper |
scientific article; zbMATH DE number 721880 (Why is no real title available?)
| 1995-06-29 | Paper |
A note on the convergence of moments and the martingale central limit theorem
Annales Academiae Scientiarum Fennicae Series A I Mathematica | 1994-07-14 | Paper |
scientific article; zbMATH DE number 37586 (Why is no real title available?)
| 1992-06-28 | Paper |
A prohorov bound for a poisson process and an arbitrary counting process with some applications
Stochastics and Stochastic Reports | 1992-06-27 | Paper |
scientific article; zbMATH DE number 16760 (Why is no real title available?)
| 1992-06-26 | Paper |
On the Hellinger type distances for filtered experiments
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
On the Levy-Prokhorov distance between counting processes
Annales Academiae Scientiarum Fennicae Series A I Mathematica | 1988-01-01 | Paper |
An integral representation for the Hellinger distance.
MATHEMATICA SCANDINAVICA | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3905572 (Why is no real title available?)
| 1985-01-01 | Paper |
A Note on One-Dimensional Distances between Two Counting Processes
Theory of Probability & Its Applications | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3888610 (Why is no real title available?)
| 1984-01-01 | Paper |
A general poisson approximation theorem
Stochastics | 1982-01-01 | Paper |
