Cédric Bernardin
- Hydrodynamic limit for a boundary driven super-diffusive symmetric exclusion
2020/07/03 by Cédric Bernardin, Pedro Cardoso, Bernardin, Cédric +5 · 2 citations
Mathematics · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Stochastic processes and financial applications #Markov Chains and Monte Carlo Methods
- Interpolation process between standard diffusion and fractional diffusion
2016/07/25 by Cédric Bernardin, Patrícia Gonçalves, Bernardin, Cédric +5 · 1 citation
Mathematics · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Stochastic processes and financial applications #Financial Risk and Volatility Modeling