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
This page was built for person: Nengli Lim
