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Publications by Jan Večeř

Drawdowns Preceding Rallies in the Brownian Motion Model

Quantitative Finance

English

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Subordinated Brownian Motion Model for Sediment Transport

Physical Review E

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Brownian Motion in Parabolic Space

Journal of Modern Physics

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A Continuous Non-Brownian Motion Martingale With Brownian Motion Marginal Distributions

Statistics and Probability Letters

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Brownian Motion Model of Aq-Deformed Random Matrix Ensemble

Journal of Physics A: Mathematical and General

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An Application of the Voter Model–super-Brownian Motion Invariance Principle

Annales de l'institut Henri Poincare (B) Probability and Statistics

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On Hedging European Options in Geometric Fractional Brownian Motion Market Model

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Brownian and Quantum Motion

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Ergodicity Breaking in Geometric Brownian Motion

Physical Review Letters

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The Mössbauer Effect and Brownian Motion

Le Journal de Physique Colloques

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