Guillaume Szulda
- CBI-time-changed Lévy processes
2023/09/01 by Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda · 1 citation
- On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
2024/02/29 by Aurélien Alfonsi, Guillaume Szulda, Alfonsi, Aurélien +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics