The following pages link to Eberhard Mayerhofer (Q300275):
Displaying 33 items.
- Affine processes on symmetric cones (Q300276) (← links)
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- A characterization of the martingale property of exponentially affine processes (Q550153) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- (Q972478) (redirect page) (← links)
- On convexity of solutions of ordinary differential equations (Q972479) (← links)
- A characterization of Wishart processes and Wishart distributions (Q1743347) (← links)
- On the functional equation af \(Af^2 + Bg^2 = 1\) on the field of complex \(p\)-adic numbers (Q1760217) (← links)
- A discontinuous Colombeau differential calculus (Q1769064) (← links)
- Hölder--Zygmund regularity in algebras of generalized functions (Q1885059) (← links)
- On the existence of non-central Wishart distributions (Q1931882) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Minimal \(\mathcal{L}^p \)-densities with prescribed marginals (Q2214260) (← links)
- Exponential moments of affine processes (Q2341630) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Homogeneity in generalized function algebras (Q2465850) (← links)
- The wave equation on singular space-times (Q2517967) (← links)
- Towards a theory of some unbounded linear operators on \(p\)-adic Hilbert spaces and applications (Q2569345) (← links)
- Topological structures in Colombeau algebras: Topological \(\widetilde{\mathbb C}\)-modules and duality theory (Q2572929) (← links)
- Informational efficiency and welfare (Q2675365) (← links)
- On Lorentz geometry in algebras of generalized functions (Q3521224) (← links)
- On the characterization ofp -adic Colombeau–Egorov generalized functions by their point values (Q3592740) (← links)
- Affine Diffusion Processes: Theory and Applications (Q3656687) (← links)
- On Wishart and noncentral Wishart distributions on symmetric cones (Q4633772) (← links)
- Rational decompositions of complex meromorphic functions (Q4658626) (← links)
- (Q4675751) (← links)
- Technical Note—Options Portfolio Selection (Q5130505) (← links)
- (Q5446157) (← links)
- The limits of leverage (Q5743123) (← links)
- Rogue traders (Q6166332) (← links)
- Three essays on stopping (Q6326157) (← links)
- Asymptotic methods for transaction costs (Q6735879) (← links)