Brownian intersection local times: Upper tail asymptotics and thick points

By W. König, Peter Mörters. 2002

52 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/23eaab06686bbe3365d1ee1e13f52a4b748acbd0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

  1. B. Mandel
  2. Xia Chen
  3. Yimin Xiao

In Finance

  1. Yimin Xiao
  2. B. Mandel
  3. Xia Chen
  4. Wenbo V. Li
  5. Dongsheng Wu
  6. Davar Khoshnevisan
  7. Antoine Ayache
  8. Hermine Bierm'e

In Mathematical Physics

  1. Yimin Xiao
  2. B. Mandel
  3. Xia Chen
  4. Wenbo V. Li
  5. Dongsheng Wu
  6. Antoine Ayache
  7. Davar Khoshnevisan
  8. Adam J Harper

Citations in the corpus