Gerald Trutnau

Finance · 2000–2006

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it

Whom Gerald Trutnau trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francesco Russo

Who trusts Gerald Trutnau overall

1. P. Lescot

Papers from Gerald Trutnau's perspective

Ordered by how strongly the researchers Gerald Trutnau trusts endorse each paper. Same corpus, a different order for every researcher.

1. Some SDEs with distributional drift.
2. n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes
3. Stochastic differential equations for Dirichlet processes
4. Brownian Motion and Stochastic Calculus
5. Stochastic calculus with respect to continuous finite quadratic variation processes
6. Stochastic equations in infinite dimensions
7. ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH GENERALIZED DRIFT ∗
8. Strong solutions of stochastic equations with singular time dependent drift
9. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4
10. Regularizing fractional Brownian motion with a view towards stock price modelling

Their papers

• Some parabolic PDEs whose drift is an irregular random noise in space (2006) — 53 citations
• Stochastic calculus of generalized Dirichlet forms and applications to stochastic differential equations in infinite dimensions (2000) — 46 citations