Publication:3511640

zbMath1144.60314MaRDI QIDQ3511640

Neil Shephard, Ole Eiler Barndorff-Nielsen

Publication date: 11 July 2008

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)