Svend-Erik Graversen

Available identifiers

zbMath Open graversen.svend-erikMaRDI QIDQ963035

List of research outcomes

Publication	Date of Publication	Type
Volatility determination in an ambit process setting	2011-10-25	Paper
Path and semimartingale properties of chaos processes	2010-04-08	Paper
On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. II	2007-05-03	Paper
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS	2006-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q5493536	2006-10-23	Paper
Power variation and stochastic volatility: a review and some new results	2004-10-25	Paper
An extension of Seshadri's identities for Brownian motion	2003-05-07	Paper
Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model	2002-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q2772039	2002-02-18	Paper
Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum	2001-10-22	Paper
An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift	2001-08-02	Paper
Optimal Stopping in the L log L -Inequality of Hardy and Littlewood	2000-11-22	Paper
Maximal inequalities for the Ornstein-Uhlenbeck process	2000-09-03	Paper
Optimal stopping and maximal inequalities for geometric Brownian motion	2000-01-24	Paper
On the Russian option: The expected waiting time	1999-01-21	Paper
On Doob's maximal inequality for Brownian motion	1999-01-14	Paper
Optimal stopping and maximal inequalities for linear diffusions	1999-01-14	Paper
Maximal inequalities for Bessel processes	1999-01-05	Paper
Extremal problems in the maximal inequalities of Khintchine	1998-03-04	Paper
On wald-type optimal stopping for Brownian motion	1997-11-10	Paper
Optimal Stopping in the L log L -Inequality of Hardy and Littlewood	1997-09-15	Paper
Some properties of the Feynman-Kac functional	1996-03-12	Paper
The continuity principle in exponential type Orlicz spaces	1995-09-06	Paper
Brownian motion and eigenvalues for the Dirichlet Laplacian	1990-01-01	Paper
A Riesz decomposition theorem	1989-01-01	Paper
On a theorem of Cartan	1987-01-01	Paper
Duality theory for self-similar processes	1986-01-01	Paper
\(\alpha\) -self-similar Markov processes	1986-01-01	Paper
Quadratic variation and energy	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3311443	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4748945	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3938310	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3951349	1982-01-01	Paper
“Polar”-functions for Brownian motion	1982-01-01	Paper
On strong Markov duals.	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3928763	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4197147	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4131397	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4144553	1977-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Svend-Erik Graversen