Nengli Lim

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Person:502093

Available identifiers

zbMath Open lim.nengliMaRDI QIDQ502093

List of research outcomes





PublicationDate of PublicationType
Skorohod and rough integration for stochastic differential equations driven by Volterra processes2021-07-23Paper
Analytic bond pricing for short rate dynamics evolving on matrix Lie groups2021-07-16Paper
Young-Stieltjes integrals with respect to Volterra covariance functions2021-03-02Paper
A Stratonovich-Skorohod integral formula for Gaussian rough paths2019-03-14Paper
A Stratonovich-Skorohod integral formula for Volterra Gaussian rough paths2018-06-06Paper
On the integration of weakly geometric rough paths2016-12-30Paper

Research outcomes over time

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