Joachim Lebovits

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Person:505568

Available identifiers

zbMath Open lebovits.joachimMaRDI QIDQ505568

List of research outcomes





PublicationDate of PublicationType
General transfer formula for stochastic integral with respect to multifractional Brownian motion2024-04-02Paper
Stochastic calculus with respect to Gaussian processes2019-01-22Paper
Stochastic Calculus with respect to Gaussian Processes: Part I2017-03-24Paper
Local Times of Gaussian Processes2017-03-15Paper
Estimation of the global regularity of a multifractional Brownian motion2017-01-26Paper
From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion2015-07-27Paper
White noise-based stochastic calculus with respect to multifractional Brownian motion2014-08-14Paper
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS2014-05-14Paper
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions2014-02-06Paper
Stochastic Calculus with respect to multifractional Brownian motion2011-03-28Paper

Research outcomes over time

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