Salvador Ortiz
Finance · 2007
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 25 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #1,098 of 10,518 by trust here, #4,039 by citations
Whom Salvador Ortiz trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Salvador Ortiz overall
- Ivan Nourdin
- Giovanni Peccati
- Yaozhong Hu
- Ciprian A. Tudor
- Michel Ledoux
- Alexandra Chronopoulou
- David Nualart
- Frederi G. Viens
- Ole E. Barndorff-Nielsen
- Igor Cialenco
Papers from Salvador Ortiz's perspective
Ordered by how strongly the researchers Salvador Ortiz trusts endorse each paper. Same corpus, a different order for every researcher.
- Renormalized self-intersection local time for fractional Brownian motion
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
- Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
- Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
- Table of Integrals, Series, and Products
- Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
- Evolution equations driven by a fractional Brownian motion
- Introduction to stochastic partial differential equations
- Analysis of the Rosenblatt process
Their papers
- Central limit theorems for multiple stochastic integrals and Malliavin calculus (2007) — 221 citations