Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
A Family of non-Gaussian Martingales with Gaussian Marginals
Compound Poisson approximation for triangular arrays with application to threshold estimation
Distribution of the Brownian motion on its way to hitting zero
On nonexistence of non-constant volatility in the Black-Scholes formula
On Solutions of First Order Stochastic Partial Differential Equations
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