J. L. Sol'e
Finance · 2008
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it; #2,756 of 10,518 by trust here, #5,523 by citations
Whom J. L. Sol'e trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. L. Sol'e overall
- Giovanni Peccati
- Matthias Schulte
- Ivan Nourdin
- Günter Last
- Mathew D. Penrose
- Raphaël Lachièze-Rey
- Matthias Reitzner
- Daniel Hug
- Ehsan Azmoodeh
Papers from J. L. Sol'e's perspective
Ordered by how strongly the researchers J. L. Sol'e trusts endorse each paper. Same corpus, a different order for every researcher.
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Multivariate normal approximation using Stein's method and Malliavin calculus
- Central limit theorems for sequences of multiple stochastic integrals
- A NEW METHOD OF NORMAL APPROXIMATION
- Canonical Lévy process and Malliavin calculus
- Gaussian Limits for Vector-valued Multiple Stochastic Integrals
- A bound for the error in the normal approximation to the distribution of a sum of dependent random variables
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- Stein’s method on Wiener chaos
- Renormalized self-intersection local time for fractional Brownian motion
Their papers
- Stein’s method and Normal approximation of Poisson functionals (2008) — 154 citations