Čoupek, Petr
- A Stochastic Calculus for Rosenblatt Processes
2019/08/01 by Čoupek, Petr, Duncan, Tyrone E., Pasik-Duncan, Bozenna · 3 citations
#60G22 #60H05 #60H07 #FOS: Mathematics #Probability (math.PR)
- Stochastic integration with respect to fractional processes in Banach spaces
2020/12/16 by Petr Čoupek, Čoupek, Petr, Bohdan Maslowski +3 · 1 citation
Economics, Econometrics and Finance · #60G18 #60G22 #60H05 (Primary) 60G15 #60H07 (Secondary) #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- Besov-Orlicz path regularity of non-Gaussian processes
2021/11/24 by Petr Čoupek, Čoupek, Petr, Martin Ondreját +1 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling