On copulas and differential inclusions

DOI10.1007/978-3-642-33042-1_35MaRDI QIDQ2805805zbMATH OpenOpenAlexFDO

Authors Piotr Jaworski

Publication date 13 May 2016

Published in Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-33042-1_35

zbMATH Keywords

copulasdiscontinuous differential equationshorizontal sections of copulas

Mathematics Subject Classification ID

Discontinuous ordinary differential equations (34A36) Ordinary differential inclusions (34A60)

Recommendations

• Copulas Constructed from Horizontal Sections
• Copulas with given values on a horizontal and a vertical section
• On differential properties of copulas
• On the characterization of copulas by differential equations
• scientific article; zbMATH DE number 2037792

Cites work

• scientific article; zbMATH DE number 193287 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• A New Characterization of Bivariate Copulas
• An introduction to copulas.
• Functional analysis, Sobolev spaces and partial differential equations
• Invariant dependence structure under univariate truncation
• Spatial contagion between financial markets: a copula-based approach
• Univariate conditioning of copulas

Cited in

(7)

• scientific article; zbMATH DE number 5582282 (Why is no real title available?)
• scientific article; zbMATH DE number 7407395 (Why is no real title available?)
• On differential properties of copulas
• On an interaction function for copulas
• On the class of truncation invariant bivariate copulas under constraints
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
• Universal integrals based on copulas

This page was built for publication: On copulas and differential inclusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2805805)