Lucian Maticiuc
Finance · 2011
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 10 citations into it
Whom Lucian Maticiuc trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Lucian Maticiuc's perspective
Ordered by how strongly the researchers Lucian Maticiuc trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Integral Transformations and Anticipative Calculus for Fractional Brownian Motions
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12
- The Malliavin Calculus and Related Topics
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
- Stochastic Calculus with Respect to Gaussian Processes (Potential Analysis)
- Stochastic Calculus for Fractional Brownian Motion and Related Processes
- Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
- Financial Modelling with Jump Processes