P. Lei
Finance · with Nualart · 2008
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 — 5 citations into it
Whom P. Lei trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from P. Lei's perspective
Ordered by how strongly the researchers P. Lei trusts endorse each paper. Same corpus, a different order for every researcher.
- Arbitrage with fractional Brownian motion
- Are classes of deterministic integrands for fractional Brownian motion on an interval complete
- Sample path properties of bifractional Brownian motion
- On the Wiener integral with respect to the fractional Brownian motion on an interval
- An Example of Inflnite Dimensional Quasi{Helix
- Integration questions related to fractional Brownian motion
- Rate Optimality of Wavelet Series Approximations of Fractional Brownian Motion
- Ten Lectures on Wavelets
- Wavelets for the Analysis, Estimation, and Synthesis of Scaling Data
- Is network traffic approximated by stable Levy motion or fractional Brownian motion
Their papers
- A decomposition of the bifractional Brownian motion and some applications (2008) — 132 citations