4. Mathematics
  5. Probability

Maria Jolis

Mathematics – Probability

Scientist

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CES, SAMOS

Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion

Mathematics – Probability
Scientific paper

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Multiple Stratonovich integral and Hu--Meyer formula for Lévy processes

Mathematics – Probability
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On Stratonovich and Skorohod stochastic calculus for Gaussian processes

Mathematics – Probability
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On the convergence to the multiple Wiener-Ito integral

Mathematics – Probability
Scientific paper

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The Stratonovich heat equation: a continuity result and weak approximations

Mathematics – Probability
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