David Levanony
Finance · 2009–2010
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #6,647 of 10,518 by trust here, #7,920 by citations
Whom David Levanony trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts David Levanony overall
Papers from David Levanony's perspective
Ordered by how strongly the researchers David Levanony trusts endorse each paper. Same corpus, a different order for every researcher.
- Mock Fourier series and transforms associated with certain Cantor measures
- On the characteristics of a class of Gaussian processes within the white noise space setting
- Lectures on White Noise Functionals
- Fourier integrals and metric geometry
- A General Fractional White Noise Theory And Applications To Finance
- Introduction to Infinite Dimensional Stochastic Analysis
- Financial Modelling with Jump Processes
- Novel approach to nonlinear/non-Gaussian Bayesian state estimation
- Stochastic differential equations
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Their papers
- On the characteristics of a class of Gaussian processes within the white noise space setting (2009) — 33 citations
- A class of Gaussian processes with fractional spectral measures (2010) — 58 citations