Benjamin Arras
- From forward integrals to Wick-Itô integrals: the fractional Brownian motion and the Rosenblatt process cases
2016/12/31 by Benjamin Arras, Arras, Benjamin · 1 citation
Economics, Econometrics and Finance · #60G12 #60G18 #60G22 #60H05 #60H07 #60H40 #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- A new approach to the Stein-Tikhomirov method: with applications to the\n second Wiener chaos and Dickman convergence
2016/05/22 by Benjamin Arras, Arras, Benjamin, Guillaume Mijoule +5 · 1 citation
Computer Science · Mathematics · #60E07 #60E10 #60F05 #60G50 #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Analysis and Transform Methods #Probability (math.PR) #Random Matrices and Applications