SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Two results on continuity and boundedness of stochastic convolutions · Study

ArticleShelves

ArticleTwo results on continuity and boundedness of stochastic convolutions

Stanisław Kwapień2005

OA

Articlebronze2005

Two results on continuity and boundedness of stochastic convolutions

Stanisław Kwapień · Jan Rosiński

38 citations·0/0 files stored·Annales de l Institut Henri Poincaré Probabilités et Statistiques

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 38 citations exist upstream.

References

2005Stochastic Integration and Differential Equations 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation 1990Stochastic Integration and Differential Equations 2001Lévy processes : theory and applications 2001Series Representations of Lévy Processes from the Perspective of Point Processes 1989On path properties of certain infinitely divisible processes 2001Continuity of Stochastic Convolutions

Cited by

2011Forward rate models with linear volatilities

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001Modelling by Lévy Processess for Financial Econometricschapter · 4 shared references 2006On fractional tempered stable motionarticle · 4 shared references 1997Towards a general theory of bond marketsarticle · 3 shared references 2001Application of Generalized Hyperbolic Lévy Motions to Financechapter · 3 shared references 2001Modelling by Lévy Processes for Financial Econometricschapter · 3 shared references 2007Stochastic modeling of financial electricity contractsarticle · 3 shared references

Details

Year2005

Typearticle

Published2005-12-08

VenueAnnales de l Institut Henri Poincaré Probabilités et Statistiques

ISSN-L0246-0203

Languageen

Citations38

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.anihpb.2005.06.003

openalex_workW2052434703

Links

Imported from OpenAlex (CC0) — nothing here is generated.