| Publication | Date of Publication | Type |
|---|
Internet Traffic and Multiresolution Analysis
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
| scientific article; zbMATH DE number 5552899 (Why is no real title available?) | 2009-05-12 | Paper |
Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
Statistical Science | 2008-11-25 | Paper |
Towards a Theory of Scale-Free Graphs: Definition, Properties, and Implications
Internet Mathematics | 2006-10-12 | Paper |
Wavelet analysis of conservative cascades
Bernoulli | 2003-10-09 | Paper |
| scientific article; zbMATH DE number 1944320 (Why is no real title available?) | 2003-07-01 | Paper |
| scientific article; zbMATH DE number 1893566 (Why is no real title available?) | 2003-04-07 | Paper |
Scaling analysis of conservative cascades, with applications to network traffic
IEEE Transactions on Information Theory | 1999-11-21 | Paper |
Stock market prices and long-range dependence
Finance and Stochastics | 1999-09-14 | Paper |
| scientific article; zbMATH DE number 1301872 (Why is no real title available?) | 1999-06-16 | Paper |
Is Network Traffic Self-Similar or Multifractal?
Fractals | 1999-03-09 | Paper |
A critical look at Lo's modified \(R/S\) statistic.
Journal of Statistical Planning and Inference | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 1233828 (Why is no real title available?) | 1998-12-28 | Paper |
| scientific article; zbMATH DE number 1222792 (Why is no real title available?) | 1998-11-11 | Paper |
FRACTAL TRAFFIC FLOWS IN HIGH-SPEED COMMUNICATIONS NETWORKS
Fractals | 1998-08-20 | Paper |
From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing
Mathematical Finance | 1998-04-05 | Paper |
| scientific article; zbMATH DE number 994729 (Why is no real title available?) | 1997-09-24 | Paper |
A Nonstandard Approach to Option Pricing
Mathematical Finance | 1997-08-31 | Paper |
Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup>
Mathematical Finance | 1997-08-31 | Paper |
ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
Fractals | 1997-06-26 | Paper |
From discrete to continuous stochastic calculus
Stochastics and Stochastic Reports | 1997-06-03 | Paper |
| scientific article; zbMATH DE number 994730 (Why is no real title available?) | 1997-03-31 | Paper |
| scientific article; zbMATH DE number 932439 (Why is no real title available?) | 1997-01-27 | Paper |
| scientific article; zbMATH DE number 797365 (Why is no real title available?) | 1995-12-04 | Paper |
| scientific article; zbMATH DE number 786529 (Why is no real title available?) | 1995-08-16 | Paper |
A nonstandard treatment of options driven by poisson processes
Stochastics and Stochastic Reports | 1994-11-22 | Paper |
Dynamic spanning without probabilities
Stochastic Processes and their Applications | 1994-07-12 | Paper |
Equivalent martingale measures and no-arbitrage in stochastic securities market models
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
Pathwise stochastic integration and applications to the theory of continuous trading
Stochastic Processes and their Applications | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4052846 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4052846 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4052846 (Why is no real title available?) | 1988-01-01 | Paper |
The analysis of finite security markets using martingales
Advances in Applied Probability | 1987-01-01 | Paper |
