Ivan Nourdin

Ivan Nourdin

University of Luxembourg
Email verificata su uni.lu
Citato da 6161
Malliavin calculus Stein's method fractional Brownian motion
khalifa Es-Sebaiy

khalifa Es-Sebaiy

Associate Professor, Kuwait University
Email verificata su ku.edu.kw
Citato da 800
Stochastic Analysis Malliavin Calculus Statistical Estimation
Nguyen Tien Dung

Nguyen Tien Dung

University of Science, Vietnam National University, Hanoi
Email verificata su vnu.edu.vn
Citato da 592
Malliavin calculus Density estimates Stein's method Concentration inequalities
Salvador Ortiz-Latorre

Salvador Ortiz-Latorre

Associate Professor, University of Oslo
Email verificata su math.uio.no
Citato da 421
Stochastic Analysis Mathematical Finance Stochastic Filtering Malliavin Calculus
David Ruiz Banos

David Ruiz Banos

Associate Professor, University of Oslo
Email verificata su math.uio.no
Citato da 258
Insurance mathematics Stochastic analysis Malliavin calculus Mathematical finance
Kihun Nam

Kihun Nam

Monash University
Email verificata su monash.edu
Citato da 177
Backward stochastic differential equations Malliavin Calculus Functional Ito Calculus Stochastic Graph Stochastic Analysis
Bilgi Yilmaz

Bilgi Yilmaz

Mathematics, Kahramanmaraş Sütçü İmam Univesity
Email verificata su ksu.edu.tr
Citato da 166
Stochastic models Malliavin calculus Computation of Greeks Mortgage Real Estate Finance
Benedykt Szozda

Benedykt Szozda

PostDoc, Department of Mathematics, TU Dortmund
Email verificata su tu-dortmund.de
Citato da 148
Probability Theory Stochastic Analysis White Noise Analysis Malliavin Calculus
Hoang Thi Phuong Thao

Hoang Thi Phuong Thao

Vietnam National University, Hanoi
Email verificata su vnu.edu.vn
Citato da 119
Malliavin calculus Mathematical finance Applied statistics
Arturo Jaramillo

Arturo Jaramillo

Centro de Investigación en matemáticas, CIMAT
Email verificata su cimat.mx
Citato da 116
Malliavin Calculus Stein's method Gaussian processes Random matrices Probabilistic Number Theory
1 - 10