Markus Riedle

Finance · 2005–2009

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Markus Riedle trusts overall

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

  1. Enrico Priola
  2. Yuhong Yang
  3. Jerzy Zabczyk
  4. Jin Feng

Papers from Markus Riedle's perspective

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

  1. Information Theory, Inference, and Learning Algorithms
  2. Stochastic equations in infinite dimensions
  3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  4. Structural properties of semilinear SPDEs driven by cylindrical stable processes
  5. On stationary solutions of delay differential equations driven by a Lévy process
  6. Invariant Measures and Symmetry Property of Lévy Type Operators
  7. Markov Processes: Characterization and Convergence
  8. Generalized Mehler Semigroups: The Non-Gaussian Case
  9. Spectral gaps in Wasserstein distances and the 2D stochastic Navier–Stokes equations
  10. Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing

Their papers