C. Necula
2002
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom C. Necula trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts C. Necula overall
Papers from C. Necula's perspective
Ordered by how strongly the researchers C. Necula trusts endorse each paper. Same corpus, a different order for every researcher.
- Financial Modelling with Jump Processes
- Properties and numerical evaluation of the Rosenblatt distribution
- Differential equations driven by rough paths
- Table of Integrals, Series, and Products
- Semi-martingales and rough paths theory
- Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
- Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- Statistical aspects of the fractional stochastic calculus
Their papers
- Option Pricing in a Fractional Brownian Motion Environment (2002) — 167 citations