Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
University of Bonn
Konkoly Observatory, Budapest, Hungary
Konkoly Obszervatorium, Budapest, Hungary
Analytic results and weighted Monte Carlo simulations for CDO pricing
Continuous time `true' self-avoiding random walk on Z
Diffusive limit for self-repelling Brownian polymers in three and more dimensions
Diffusive limit for the myopic (or "true") self-avoiding random walk in three and more dimension
Diffusive limits for "true" (or myopic) self-avoiding random walks and self-repellent Brownian polymers in d >= 3
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