Joachim Lebovits

zbMath Openlebovits.joachimMaRDI QIDQ505568

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
General transfer formula for stochastic integral with respect to multifractional Brownian motion Journal of Theoretical Probability	2024-04-02	Paper
Stochastic calculus with respect to Gaussian processes Potential Analysis	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 Electronic Journal of Statistics	2017-01-26	Paper
From stochastic integral w.r.t. fractional Brownian motion to stochastic integral w.r.t. multifractional Brownian motion	2015-07-27	Paper
White noise-based stochastic calculus with respect to multifractional Brownian motion Stochastics	2014-08-14	Paper
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS Mathematical Finance	2014-05-14	Paper
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions Stochastic Processes and their Applications	2014-02-06	Paper
Stochastic Calculus with respect to multifractional Brownian motion	2011-03-28	Paper

Research outcomes over time

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