vix.ing · top · new · best · stats · spec

Oshanin, G.

  1. A unifying representation of path integrals for fractional Brownian motions
    2023/10/03 by Olivier Bénichou, Gleb Oshanin, Benichou, O. +1 · 1 citation
    Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Complex Systems and Time Series Analysis #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech) #Stochastic processes and financial applications