Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Continuity of the Ito-Map for Hoelder rough paths with applications to the support theorem in Hoelder norm
Marginal density expansions for diffusions and stochastic volatility
Parabolic comparison revisited and applications
The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance
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