Jason Swanson

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Jason Swanson trusts overall

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

  1. Mihai Gradinaru
  2. Patrick Cheridito
  3. David Nualart
  4. Francesco Russo
  5. Pierre Vallois
  6. Ivan Nourdin
  7. Laure Coutin
  8. Salvador Ortiz

Who trusts Jason Swanson overall

  1. Ivan Nourdin
  2. Ciprian A. Tudor
  3. Markus Bibinger
  4. Frederi G. Viens
  5. Alexandra Chronopoulou
  6. Anthony R'eveillac
  7. Carsten H. Chong

Papers from Jason Swanson's perspective

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

  1. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4
  2. m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index
  3. Central limit theorems for multiple stochastic integrals and Malliavin calculus
  4. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
  5. Regularizing fractional Brownian motion with a view towards stock price modelling
  6. STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2
  7. Tanaka formula for the fractional Brownian motion
  8. Integration questions related to fractional Brownian motion
  9. Controlled Markov processes and viscosity solutions
  10. Introduction to Numerical Analysis

Their papers