Joachim Lebovits

Finance · 2011–2014

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Joachim Lebovits trusts overall

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

  1. Christian Bender
  2. Laure Coutin
  3. Francesco Russo
  4. Marc Yor
  5. Peter K. Friz
  6. Ciprian A. Tudor
  7. Robert J. R. Elliott
  8. C. Houdr'e
  9. Oana Mocioalca
  10. David Nualart

Who trusts Joachim Lebovits overall

  1. Lucian Maticiuc

Papers from Joachim Lebovits's perspective

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

  1. Tanaka formula for the fractional Brownian motion
  2. Stochastic Calculus for Fractional Brownian Motion and Related Processes
  3. An S-transform approach to integration with respect to a fractional Brownian motion
  4. An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter
  5. Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
  6. An Example of Inflnite Dimensional Quasi{Helix
  7. The distribution of realized stock return volatility
  8. Wiener integrals, Malliavin calculus and covariance measure structure
  9. Elements of Stochastic Calculus via Regularization
  10. A General Fractional White Noise Theory And Applications To Finance

Their papers