John A. Daniels

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
Exponential growth in the solution of an affine stochastic differential equation with an average functional and financial market bubbles Discrete and Continuous Dynamical Systems	2015-03-02	Paper
Exact Pathwise and Mean--Square Asymptotic Behaviour of Stochastic Affine Volterra and Functional Differential Equations	2013-10-09	Paper
Long Memory and Financial Market Bubble Dynamics in Affine Stochastic Differential Equations with Average Functionals	2013-10-09	Paper
Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes Computers & Mathematics with Applications	2013-07-25	Paper
Exact Pathwise and Mean--Square Asymptotic Behaviour of Stochastic Affine Volterra and Functional Differential Equations (available as arXiv preprint)	2013-01-01	Paper
Long Memory and Financial Market Bubble Dynamics in Affine Stochastic Differential Equations with Average Functionals (available as arXiv preprint)	2013-01-01	Paper
On the Admissibility of Linear Stochastic Volterra Operators	2012-10-22	Paper
Long run behaviour of the autocovariance function of ARCH() models Journal of Mathematical Analysis and Applications	2012-06-19	Paper
On the Admissibility of Linear Stochastic Volterra Operators (available as arXiv preprint)	2012-01-01	Paper

Research outcomes over time

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