Petr Čoupek

1. Stochastic integration with respect to fractional processes in Banach spaces
   2020/12/16 by Petr Čoupek, Bohdan Maslowski, Čoupek, Petr +3 · 3 citations
   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
2. Besov-Orlicz path regularity of non-Gaussian processes
   2021/11/24 by Petr Čoupek, Čoupek, Petr, Martin Ondreját +1 · 2 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling
3. Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
   2024/03/19 by Petr Čoupek, Čoupek, Petr, Pavel Kříž +3 · 2 citations
   Mathematics · #60G22 #62M09 #Advanced Differential Equations and Dynamical Systems #Differential Equations and Numerical Methods #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
4. Inference for SDEs driven by Hermite processes
   2025/06/20 by Petr Čoupek, Coupek, Petr, Pavel Kříž +1 · 2 citations
   Economics, Econometrics and Finance · Decision Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Risk and Portfolio Optimization