Matches in SemOpenAlex for { <https://semopenalex.org/work/W2516804982> ?p ?o ?g. }
Showing items 1 to 99 of
99
with 100 items per page.
- W2516804982 abstract "We introduce a pathwise integration for Volterra processes driven by Levy noise or martingale noise. These processes are widely used in applications to turbulence, signal processes, biology, and in environmental finance. Indeed they constitute a very flexible class of models, which include fractional Brownian and Levy motions and it is part of the so-called ambit fields. A pathwise integration with respect of such Volterra processes aims at producing a framework where modelling is easily understandable from an information perspective. The techniques used are based on fractional calculus and in this there is a bridging of the stochastic and deterministic techniques. The present paper aims at setting the basis for a framework in which further computational rules can be devised. Our results are general in the choice of driving noise. Additionally we propose some further details in the relevant context subordinated Wiener processes." @default.
- W2516804982 created "2016-09-16" @default.
- W2516804982 creator A5007907173 @default.
- W2516804982 creator A5075520308 @default.
- W2516804982 creator A5091108120 @default.
- W2516804982 date "2016-08-30" @default.
- W2516804982 modified "2023-09-26" @default.
- W2516804982 title "Fractional calculus and path-wise integration for Volterra processes driven by L'evy and martingale noise" @default.
- W2516804982 cites W1496554474 @default.
- W2516804982 cites W1499969990 @default.
- W2516804982 cites W1506978447 @default.
- W2516804982 cites W2003427294 @default.
- W2516804982 cites W2005253016 @default.
- W2516804982 cites W2006609687 @default.
- W2516804982 cites W2007642833 @default.
- W2516804982 cites W2027012133 @default.
- W2516804982 cites W2040337767 @default.
- W2516804982 cites W2059525708 @default.
- W2516804982 cites W2073477519 @default.
- W2516804982 cites W2079937868 @default.
- W2516804982 cites W2084230656 @default.
- W2516804982 cites W2092633075 @default.
- W2516804982 cites W2312392440 @default.
- W2516804982 cites W3122603499 @default.
- W2516804982 cites W4861276 @default.
- W2516804982 cites W573310676 @default.
- W2516804982 hasPublicationYear "2016" @default.
- W2516804982 type Work @default.
- W2516804982 sameAs 2516804982 @default.
- W2516804982 citedByCount "0" @default.
- W2516804982 crossrefType "posted-content" @default.
- W2516804982 hasAuthorship W2516804982A5007907173 @default.
- W2516804982 hasAuthorship W2516804982A5075520308 @default.
- W2516804982 hasAuthorship W2516804982A5091108120 @default.
- W2516804982 hasConcept C105795698 @default.
- W2516804982 hasConcept C108819105 @default.
- W2516804982 hasConcept C112401455 @default.
- W2516804982 hasConcept C115961682 @default.
- W2516804982 hasConcept C126255220 @default.
- W2516804982 hasConcept C134306372 @default.
- W2516804982 hasConcept C154249771 @default.
- W2516804982 hasConcept C154945302 @default.
- W2516804982 hasConcept C199343813 @default.
- W2516804982 hasConcept C2777686260 @default.
- W2516804982 hasConcept C28826006 @default.
- W2516804982 hasConcept C33923547 @default.
- W2516804982 hasConcept C41008148 @default.
- W2516804982 hasConcept C48406656 @default.
- W2516804982 hasConcept C63331456 @default.
- W2516804982 hasConcept C71924100 @default.
- W2516804982 hasConcept C78045399 @default.
- W2516804982 hasConcept C84629840 @default.
- W2516804982 hasConcept C99498987 @default.
- W2516804982 hasConceptScore W2516804982C105795698 @default.
- W2516804982 hasConceptScore W2516804982C108819105 @default.
- W2516804982 hasConceptScore W2516804982C112401455 @default.
- W2516804982 hasConceptScore W2516804982C115961682 @default.
- W2516804982 hasConceptScore W2516804982C126255220 @default.
- W2516804982 hasConceptScore W2516804982C134306372 @default.
- W2516804982 hasConceptScore W2516804982C154249771 @default.
- W2516804982 hasConceptScore W2516804982C154945302 @default.
- W2516804982 hasConceptScore W2516804982C199343813 @default.
- W2516804982 hasConceptScore W2516804982C2777686260 @default.
- W2516804982 hasConceptScore W2516804982C28826006 @default.
- W2516804982 hasConceptScore W2516804982C33923547 @default.
- W2516804982 hasConceptScore W2516804982C41008148 @default.
- W2516804982 hasConceptScore W2516804982C48406656 @default.
- W2516804982 hasConceptScore W2516804982C63331456 @default.
- W2516804982 hasConceptScore W2516804982C71924100 @default.
- W2516804982 hasConceptScore W2516804982C78045399 @default.
- W2516804982 hasConceptScore W2516804982C84629840 @default.
- W2516804982 hasConceptScore W2516804982C99498987 @default.
- W2516804982 hasLocation W25168049821 @default.
- W2516804982 hasOpenAccess W2516804982 @default.
- W2516804982 hasPrimaryLocation W25168049821 @default.
- W2516804982 hasRelatedWork W13082189 @default.
- W2516804982 hasRelatedWork W1491753734 @default.
- W2516804982 hasRelatedWork W1804738669 @default.
- W2516804982 hasRelatedWork W1810652395 @default.
- W2516804982 hasRelatedWork W1899470363 @default.
- W2516804982 hasRelatedWork W195163203 @default.
- W2516804982 hasRelatedWork W2049273836 @default.
- W2516804982 hasRelatedWork W2185477524 @default.
- W2516804982 hasRelatedWork W2282196266 @default.
- W2516804982 hasRelatedWork W2332489218 @default.
- W2516804982 hasRelatedWork W2736532511 @default.
- W2516804982 hasRelatedWork W2750821333 @default.
- W2516804982 hasRelatedWork W2766424216 @default.
- W2516804982 hasRelatedWork W2774768617 @default.
- W2516804982 hasRelatedWork W2889274745 @default.
- W2516804982 hasRelatedWork W2899040817 @default.
- W2516804982 hasRelatedWork W2899232708 @default.
- W2516804982 hasRelatedWork W2952462537 @default.
- W2516804982 hasRelatedWork W76047647 @default.
- W2516804982 hasRelatedWork W83453374 @default.
- W2516804982 isParatext "false" @default.
- W2516804982 isRetracted "false" @default.
- W2516804982 magId "2516804982" @default.
- W2516804982 workType "article" @default.