Tyrone E. Duncan

2002–2006

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Tyrone E. Duncan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David Nualart

Who trusts Tyrone E. Duncan overall

1. David Nualart
2. Kexue Li
3. Yaozhong Hu
4. R. Balan

Papers from Tyrone E. Duncan's perspective

Ordered by how strongly the researchers Tyrone E. Duncan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Fractional Brownian motion
2. Fractional Integrals and Derivatives: Theory and Applications
3. Central limit theorems for multiple stochastic integrals and Malliavin calculus
4. System Control and Rough Paths
5. Integration questions related to fractional Brownian motion
6. Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
7. Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
8. Arbitrage with fractional Brownian motion
9. Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
10. Differential equations driven by rough paths

Their papers

• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE (2006) — 56 citations
• Robust maximum principle for multi-model LQ-problem (2002) — 51 citations
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES (2002) — 185 citations