F. Kühn

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom F. Kühn trusts overall

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

  1. Jean Jacod
  2. A. Kulik
  3. René L. Schilling

Papers from F. Kühn's perspective

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

  1. The Euler Scheme for L?evy Driven Stochastic Difierential Equations: Limit Theorems
  2. Coupling property and gradient estimates of L\'{e}vy processes via the symbol
  3. On weak uniqueness and distributional properties of a solution to an SDE with α-stable noise (Stochastic Processes and their Applications)
  4. Tempering stable processes
  5. Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
  6. Stable process with singular drift
  7. Analytic Methods In The Theory Of Differential And Pseudo-Differential Equations Of Parabolic Type
  8. Brownian motion with singular drift
  9. Transition Probabilities for Symmetric Jump Processes
  10. Weighted Poincaré inequality and heat kernel estimates for finite range jump processes

Their papers