Anselm Hudde
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Person:2041809
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 |
|---|---|---|
| On the Itô-Alekseev-Gröbner formula for stochastic differential equations Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-09-02 | Paper |
| European and Asian Greeks for exponential Lévy processes Methodology and Computing in Applied Probability | 2023-07-04 | Paper |
| A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
| On moments and strong local H\"older regularity of solutions of stochastic differential equations and of their spatial derivative processes | 2019-03-22 | Paper |
| On the It\^o-Alekseev-Gr\"obner formula for stochastic differential equations | 2018-12-24 | Paper |
| European and Asian Greeks for exponential Lévy processes Methodology and Computing in Applied Probability | 2016-03-02 | Paper |
Research outcomes over time
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