Dyson type formula for pure jump Lévy processes with some applications to finance
Jin, Sixian, Schellhorn, Henry, Vives, Josep
Published in Stochastic processes and their applications (01.02.2020)
Published in Stochastic processes and their applications (01.02.2020)
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Journal Article
Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients
Jin, Sixian, Peng, Qidi, Schellhorn, Henry
Published in Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems (01.04.2018)
Published in Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems (01.04.2018)
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Journal Article
A representation theorem for smooth Brownian martingales
Jin, Sixian, Peng, Qidi, Schellhorn, Henry
Published in Stochastics (Abingdon, Eng. : 2005) (03.07.2016)
Published in Stochastics (Abingdon, Eng. : 2005) (03.07.2016)
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Journal Article