Joachim Lebovits

Available identifiers

zbMath Open lebovits.joachimMaRDI QIDQ505568

List of research outcomes

Publication	Date of Publication	Type
General transfer formula for stochastic integral with respect to multifractional Brownian motion	2024-04-02	Paper
Stochastic calculus with respect to Gaussian processes	2019-01-22	Paper
Stochastic Calculus with respect to Gaussian Processes: Part I	2017-03-24	Paper
Local Times of Gaussian Processes	2017-03-15	Paper
Estimation of the global regularity of a multifractional Brownian motion	2017-01-26	Paper
From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion	2015-07-27	Paper
White noise-based stochastic calculus with respect to multifractional Brownian motion	2014-08-14	Paper
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS	2014-05-14	Paper
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions	2014-02-06	Paper
Stochastic Calculus with respect to multifractional Brownian motion	2011-03-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Joachim Lebovits