Olav Kallenberg
2005–2021
A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 54 researchers here, as inferred from the citation graph.
Whom Olav Kallenberg trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Olav Kallenberg overall
- L. Lov'asz
- Tim Austin
- Yu-Xiong Wang
- Peter J. Bickel
- Ilya Chevyrev
- Benjamin Bloem-Reddy
- Sourav Chatterjee
- Ioana Bica
- Anna Goldenberg
- Svante Janson
Papers from Olav Kallenberg's perspective
Ordered by how strongly the researchers Olav Kallenberg trusts endorse each paper. Same corpus, a different order for every researcher.
- Markov Processes: Characterization and Convergence
- Information Theory, Inference, and Learning Algorithms
- Stable Paretian Models in Finance
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- The Variance Gamma (V.G.) Model for Share Market Returns
- System Control and Rough Paths
- Singular Integrals and Differentiability Properties of Functions.
- Stochastic equations in infinite dimensions
- On stationary solutions of delay differential equations driven by a Lévy process
- Invariant Measures and Symmetry Property of Lévy Type Operators
Their papers
- Foundations of Modern Probability (2021) — 2,431 citations
- Random Measures, Theory and Applications (2017) — 390 citations
- Probabilistic Symmetries and Invariance Principles (2005) — 522 citations