On copulas and differential inclusions

DOI10.1007/978-3-642-33042-1_35zbMATH Open1341.34020OpenAlexW2261060019MaRDI QIDQ2805805FDOQ2805805

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

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zbMATH Keywords

copulasdiscontinuous differential equationshorizontal sections of copulas

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• A New Characterization of Bivariate Copulas

Cited In (7)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

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