Entity usage
From MaRDI portal
This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.
Showing below up to 12 results in range #1 to #12.
- Stochastic Calculus via Regularizations: Label: en
- Affine diffusions and related processes: simulation, theory and applications: Label: en
- Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics: Label: en
- Selected topics in Malliavin calculus. Chaos, divergence and so much more: Label: en
- Asymptotic analysis of unstable solutions of stochastic differential equations: Label: en
- Functionals of multidimensional diffusions with applications to finance: Label: en
- Parameter estimation in fractional diffusion models: Label: en
- PDE and martingale methods in option pricing.: Label: en
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation: Label: en
- Peacocks and associated martingales, with explicit constructions: Label: en
- Selected aspects of fractional Brownian motion.: Label: en
- Stochastic analysis for Poisson point processes. Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry: Label: en
