Matches in SemOpenAlex for { <https://semopenalex.org/work/W2916454976> ?p ?o ?g. }
Showing items 1 to 94 of
94
with 100 items per page.
- W2916454976 abstract "In this thesis we study a class of multidimensional stochastic processes inwhich a component is the time integral of another. Our interest stems bothfrom the great variety of applications and the challenging structure of therelated Kolmogorov backward operators. In fact, while such processes arewidely used in physics and finance, the natural geometric framework to studythem is considerably far from the standard Euclidean one and still vague. Wewish to clarify it developing a new notion of Holder spaces of any order andproving a Taylor type formula for functions on them. As applications, weprove an error estimate for an asymptotic expansion arising in studying Asianfinancial options and we also present and analytically investigate a new modelfor mine valuation." @default.
- W2916454976 created "2019-03-02" @default.
- W2916454976 creator A5063746225 @default.
- W2916454976 date "2018-05-14" @default.
- W2916454976 modified "2023-09-27" @default.
- W2916454976 title "Averaged stochastic processes andKolmogorov operators" @default.
- W2916454976 doi "https://doi.org/10.6092/unibo/amsdottorato/8569" @default.
- W2916454976 hasPublicationYear "2018" @default.
- W2916454976 type Work @default.
- W2916454976 sameAs 2916454976 @default.
- W2916454976 citedByCount "0" @default.
- W2916454976 crossrefType "dissertation" @default.
- W2916454976 hasAuthorship W2916454976A5063746225 @default.
- W2916454976 hasConcept C10138342 @default.
- W2916454976 hasConcept C105795698 @default.
- W2916454976 hasConcept C121332964 @default.
- W2916454976 hasConcept C129782007 @default.
- W2916454976 hasConcept C134306372 @default.
- W2916454976 hasConcept C136119220 @default.
- W2916454976 hasConcept C136197465 @default.
- W2916454976 hasConcept C144237770 @default.
- W2916454976 hasConcept C154945302 @default.
- W2916454976 hasConcept C162324750 @default.
- W2916454976 hasConcept C168167062 @default.
- W2916454976 hasConcept C186027771 @default.
- W2916454976 hasConcept C199343813 @default.
- W2916454976 hasConcept C202444582 @default.
- W2916454976 hasConcept C2524010 @default.
- W2916454976 hasConcept C2777212361 @default.
- W2916454976 hasConcept C2777686260 @default.
- W2916454976 hasConcept C28826006 @default.
- W2916454976 hasConcept C33923547 @default.
- W2916454976 hasConcept C41008148 @default.
- W2916454976 hasConcept C63331456 @default.
- W2916454976 hasConcept C71924100 @default.
- W2916454976 hasConcept C78045399 @default.
- W2916454976 hasConcept C8272713 @default.
- W2916454976 hasConcept C84629840 @default.
- W2916454976 hasConcept C93373587 @default.
- W2916454976 hasConcept C97355855 @default.
- W2916454976 hasConceptScore W2916454976C10138342 @default.
- W2916454976 hasConceptScore W2916454976C105795698 @default.
- W2916454976 hasConceptScore W2916454976C121332964 @default.
- W2916454976 hasConceptScore W2916454976C129782007 @default.
- W2916454976 hasConceptScore W2916454976C134306372 @default.
- W2916454976 hasConceptScore W2916454976C136119220 @default.
- W2916454976 hasConceptScore W2916454976C136197465 @default.
- W2916454976 hasConceptScore W2916454976C144237770 @default.
- W2916454976 hasConceptScore W2916454976C154945302 @default.
- W2916454976 hasConceptScore W2916454976C162324750 @default.
- W2916454976 hasConceptScore W2916454976C168167062 @default.
- W2916454976 hasConceptScore W2916454976C186027771 @default.
- W2916454976 hasConceptScore W2916454976C199343813 @default.
- W2916454976 hasConceptScore W2916454976C202444582 @default.
- W2916454976 hasConceptScore W2916454976C2524010 @default.
- W2916454976 hasConceptScore W2916454976C2777212361 @default.
- W2916454976 hasConceptScore W2916454976C2777686260 @default.
- W2916454976 hasConceptScore W2916454976C28826006 @default.
- W2916454976 hasConceptScore W2916454976C33923547 @default.
- W2916454976 hasConceptScore W2916454976C41008148 @default.
- W2916454976 hasConceptScore W2916454976C63331456 @default.
- W2916454976 hasConceptScore W2916454976C71924100 @default.
- W2916454976 hasConceptScore W2916454976C78045399 @default.
- W2916454976 hasConceptScore W2916454976C8272713 @default.
- W2916454976 hasConceptScore W2916454976C84629840 @default.
- W2916454976 hasConceptScore W2916454976C93373587 @default.
- W2916454976 hasConceptScore W2916454976C97355855 @default.
- W2916454976 hasLocation W29164549761 @default.
- W2916454976 hasOpenAccess W2916454976 @default.
- W2916454976 hasPrimaryLocation W29164549761 @default.
- W2916454976 hasRelatedWork W130190165 @default.
- W2916454976 hasRelatedWork W1536233337 @default.
- W2916454976 hasRelatedWork W190666707 @default.
- W2916454976 hasRelatedWork W2044654734 @default.
- W2916454976 hasRelatedWork W2047712806 @default.
- W2916454976 hasRelatedWork W2092911205 @default.
- W2916454976 hasRelatedWork W2103446957 @default.
- W2916454976 hasRelatedWork W2181730996 @default.
- W2916454976 hasRelatedWork W2277927542 @default.
- W2916454976 hasRelatedWork W2561769385 @default.
- W2916454976 hasRelatedWork W2622053876 @default.
- W2916454976 hasRelatedWork W2803111487 @default.
- W2916454976 hasRelatedWork W2883863378 @default.
- W2916454976 hasRelatedWork W2950845867 @default.
- W2916454976 hasRelatedWork W2963618697 @default.
- W2916454976 hasRelatedWork W3045923360 @default.
- W2916454976 hasRelatedWork W3098641969 @default.
- W2916454976 hasRelatedWork W3122524279 @default.
- W2916454976 hasRelatedWork W940054724 @default.
- W2916454976 hasRelatedWork W2108476096 @default.
- W2916454976 isParatext "false" @default.
- W2916454976 isRetracted "false" @default.
- W2916454976 magId "2916454976" @default.
- W2916454976 workType "dissertation" @default.