On Copulas and Differential Inclusions

DOI10.1007/978-3-642-33042-1_35zbMath1341.34020OpenAlexW2261060019MaRDI QIDQ2805805

Piotr Jaworski

Publication date: 13 May 2016

Published in: Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33042-1_35

zbMATH Keywords

copulasdiscontinuous differential equationshorizontal sections of copulas

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Discontinuous ordinary differential equations (34A36)

Related Items (2)

Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity ⋮ On the class of truncation invariant bivariate copulas under constraints

Cites Work

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• An introduction to copulas.
• Functional analysis, Sobolev spaces and partial differential equations
• Invariant dependence structure under univariate truncation
• A New Characterization of Bivariate Copulas
• Spatial contagion between financial markets: a copula-based approach

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