Parameter estimation for the Langevin equation with stationary-increment Gaussian noise Lähettänyt globaladmin Pe, 22.09.2017 - 12.08 Lue lisää Parameter estimation for the Langevin equation with stationary-increment Gaussian noise
Hedging in fractional Black-Scholes model with transaction costs Lähettänyt globaladmin La, 26.08.2017 - 10.28 Lue lisää Hedging in fractional Black-Scholes model with transaction costs
Prediction Law of Fractional Brownian Motion Lähettänyt globaladmin La, 26.08.2017 - 10.21 Lue lisää Prediction Law of Fractional Brownian Motion
On the conditional small ball property of multivariate Lévy-driven moving average processes Lähettänyt globaladmin Pe, 28.04.2017 - 08.40 Lue lisää On the conditional small ball property of multivariate Lévy-driven moving average processes
Stein's method on the second Wiener chaos : 2-Wasserstein distance Lähettänyt globaladmin Ke, 04.01.2017 - 08.49 Lue lisää Stein's method on the second Wiener chaos : 2-Wasserstein distance
Generalization of the Nualart–Peccati criterion Lähettänyt globaladmin Ke, 04.01.2017 - 07.17 Lue lisää Generalization of the Nualart–Peccati criterion
The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds Lähettänyt globaladmin Ke, 04.01.2017 - 06.49 Lue lisää The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds
Walk on Spheres Algorithm for Helmholtz and Yukawa Equations via Duffin Correspondence Lähettänyt globaladmin To, 09.06.2016 - 12.42 Lue lisää Walk on Spheres Algorithm for Helmholtz and Yukawa Equations via Duffin Correspondence
Fredholm representation of multi-parameter Gaussian processes with applications to equivalence in law and series expansions Lähettänyt globaladmin To, 08.10.2015 - 13.58 Lue lisää Fredholm representation of multi-parameter Gaussian processes with applications to equivalence in law and series expansions
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model Lähettänyt globaladmin Ma, 27.04.2015 - 08.50 Lue lisää Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model
Necessary and Sufficient conditions for Hölder continuity of Gaussian Processes Lähettänyt globaladmin Pe, 14.11.2014 - 11.08 Lue lisää Necessary and Sufficient conditions for Hölder continuity of Gaussian Processes
