The stochastic Fubini theorem revisited

By Mark Veraar. 2012

162 citations recorded by the source corpus.

Subfields: Astronomy and Astrophysics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/b281d2ab7aa7850d4310b44849087eae52779d9c

How researchers see this paper

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

In Astronomy and Astrophysics

1. Paul Jusselin
2. Mathieu Rosenbaum

In Finance

1. Paul Jusselin
2. Mathieu Rosenbaum
3. Omar El Euch
4. Eduardo Abi Jaber
5. Jim Gatheral
6. Christa Cuchiero
7. Xinbing Kong
8. Christian-Yann Robert

In Mathematical Physics

1. Paul Jusselin
2. Mathieu Rosenbaum
3. Alexandre B. Tsybakov
4. Omar El Euch
5. David J. Biagioni

Citations in the corpus

• Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes (2015, unknown): “, [39]) to obtain D1−νZs = 1 (ν) d ds ∫ s”
• No‐arbitrage implies power‐law market impact and rough volatility (2018, background): “3 together with the stochastic Fubini theorem, see [30], we have”