Copulæ of Processes Related to the Brownian Motion: A Brief Survey

DOI10.1007/978-3-319-28808-6_10zbMath1429.60025OpenAlexW2412490814MaRDI QIDQ5213718

Carlo Sempi

Publication date: 4 February 2020

Published in: On Logical, Algebraic, and Probabilistic Aspects of Fuzzy Set Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-28808-6_10

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Brownian motion (60J65)

Related Items (2)

On Copula-Itô processes ⋮ On copulas of self-similar Ito processes

Cites Work

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• An introduction to copulas.
• Copulas and Markov processes
• Principles of Copula Theory

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