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16 Publikationen

2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901338
Asymptotic proportion of arbitrage points in fractional binary markets
Cordero F, Klein I, Perez-Ostafe L (2016)
Stochastic Processes and Their Applications 126(2): 315-336.
PUB | DOI | WoS
 
2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906735
Strong asymptotic arbitrage in the large fractional binary market
Cordero F, Perez-Ostafe L (2016)
MATHEMATICS AND FINANCIAL ECONOMICS 10(2): 179-202.
PUB | DOI | WoS
 
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901041
Critical Transaction Costs and 1-step Asymptotic Arbitrage in Fractional Binary Markets
Cordero F, Perez-Ostafe L (2015)
International Journal of Theoretical and Applied Finance 18(5): 1550029.
PUB | DOI | WoS
 
2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2689692
Financial markets with volatility uncertainty
Vorbrink J (2014)
Journal of Mathematical Economics 53: 64-78.
PUB | DOI | WoS
 
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2584551
Differentiability of stochastic differential equations driven by the G-Brownian motion
Lin Q (2013)
Science China Mathematics 56(5): 1087-1107.
PUB | DOI | WoS
 
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635468
General Martingale Characterization of G-Brownian Motion
Lin Q (2013)
Stochastic Analysis And Applications 31(6): 1024-1048.
PUB | DOI | WoS
 
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2548344
Local time and Tanaka formula for the G-Brownian motion
Lin Q (2013)
Journal Of Mathematical Analysis And Applications 398(1): 315-334.
PUB | DOI | WoS | arXiv
 
2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2454755
Self-avoiding Fractional Brownian Motion-The Edwards Model
Grothaus M, Oliveira MJ, da Silva JL, Streit L (2011)
Journal of Statistical Physics 145(6): 1513-1523.
PUB | DOI | WoS
 
2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2003542
Intersection Local Times of Independent Fractional Brownian Motions as Generalized White Noise Functionals
Oliveira MJ, da Silva JL, Streit L (2011)
Acta Applicandae Mathematicae 113(1): 17-39.
PUB | DOI | WoS
 
2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909310
Financial markets with volatility uncertainty
Vorbrink J (2010) Working Papers. Institute of Mathematical Economics; 441.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2009 | Bielefelder E-Dissertation | PUB-ID: 2304939
Minimal stochastic models for non-equilibrium effects and atomic-scale friction phenomena
Gehlen S von (2009)
Bielefeld (Germany): Bielefeld University.
PUB | PDF
 
2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1634707
Ratchet effect of a dimer with broken friction symmetry in a symmetric potential
von Gehlen S, Evstigneev M, Reimann P (2009)
Physical Review E 79(3): 031114.
PUB | DOI | WoS | PubMed | Europe PMC
 
2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1635500
Interaction-controlled Brownian motion in a tilted periodic potential
Evstigneev M, von Gehlen S, Reimann P (2009)
Physical Review E 79(1): 011116.
PUB | DOI | WoS | PubMed | Europe PMC
 
2005 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1874478
Novel Migration Phenomena in Structured Microfluidic Devices
Regtmeier J, Duong TT, Eichhorn R, Anselmetti D, Reimann P, Ros A (2005)
In: Micro total analysis systems 2005. Proceedings of µTAS 2005. Jensen KF (Ed); Conference Proceedings on Miniaturized Systems for Chemistry and Life Sciences (µTAS), 1. Boston: The Chemical and Biological Microsystems Society (CBMS): 340-342.
PUB | PDF
 
2003 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1610907
Absolute negative mobility and current reversals of a meandering Brownian particle
Eichhorn R, Reimann P, Hänggi P (2003)
Physica A: Statistical Mechanics and its Applications 325(1-2): 101-109.
PUB | DOI | WoS
 
1997 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1637232
Intersection local times as generalized white noise functionals
DeFaria M, Hida T, Streit L, Watanabe H (1997)
ACTA APPLICANDAE MATHEMATICAE 46(3): 351-362.
PUB | DOI | WoS
 

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