Discover open access scientific publications

Search, annotate, share and cite publications

Publications in Statistics

Sufficient Conditions of Optimality for Backward Stochastic Evolution Equations

Communications on Stochastic Analysis

English

Applications of White Noise Calculus to the Computation of Greeks

Communications on Stochastic Analysis

English

Fractal Behavior of Multivariate Operator-Self-Similar Stable Random Fields

Communications on Stochastic Analysis

English

A New Approach to Sheppard’s Corrections

Mathematical Methods of Statistics

English

Bernstein Estimator for Unbounded Copula Densities

Statistics and Risk Modeling

English

Solutions of Linear Elliptic Equations in Gauss-Sobolev Spaces

Communications on Stochastic Analysis

English

How to Differentiate a Quantum Stochastic Cocycle

Communications on Stochastic Analysis

English

Temporal Correlation of Defaults in Subprime Securitization

Communications on Stochastic Analysis

English

QWN-conservation Operator and Associated Wick Differential Equation

Communications on Stochastic Analysis

English

Moments for the Parabolic Anderson Model: On a Result by Hu and Nualart

Communications on Stochastic Analysis

English