Copulæ of processes related to the Brownian motion: a brief survey

DOI10.1007/978-3-319-28808-6_10MaRDI QIDQ5213718zbMATH OpenOpenAlexFDO

Authors Carlo Sempi

Publication date 4 February 2020

Published in On Logical, Algebraic, and Probabilistic Aspects of Fuzzy Set Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-28808-6_10

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Brownian motion (60J65)

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Cites work

• An introduction to copulas.
• Copulas and Markov processes
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• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1478492 (Why is no real title available?)
• Principles of copula theory

Cited in

(8)

• Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
• On copulas of self-similar Ito processes
• On Copula-Itô processes
• scientific article; zbMATH DE number 5977138 (Why is no real title available?)
• On the control of the difference between two Brownian motions: a dynamic copula approach
• scientific article; zbMATH DE number 3842922 (Why is no real title available?)
• scientific article; zbMATH DE number 3872430 (Why is no real title available?)
• scientific article; zbMATH DE number 3897966 (Why is no real title available?)

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