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Fromm, Alexander ; Imkeller, Peter ; Prömel, David J. (2015) An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift. Electronic Journal of Probability : EJP Seattle, WA 20 Paper 127 1-38 [Article]

Imkeller, Peter ; Prömel, David J. (2015) Existence of Lévy's area and pathwise integration. Communications on Stochastic Analysis Baton Rouge, LA 9 1 93-111 [Article]

This list was created automatically on Sun Nov 29 04:59:43 2020 CET