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of 9
pro vyhledávání: '"Marquardt, Tina"'
Autor:
Bender, Christian, Marquardt, Tina
Publikováno v:
Bernoulli 2008, Vol. 14, No. 2, 499-518
We develop a stochastic calculus for processes which are built by convoluting a pure jump, zero expectation L\'{e}vy process with a Volterra-type kernel. This class of processes contains, for example, fractional L\'{e}vy processes as studied by Marqu
Externí odkaz:
http://arxiv.org/abs/0805.2084
Autor:
BENDER, CHRISTIAN, MARQUARDT, TINA
Publikováno v:
Journal of Applied Probability, 2009 Sep 01. 46(3), 609-628.
Externí odkaz:
https://www.jstor.org/stable/25662451
Autor:
Marquardt, Tina
Publikováno v:
Bernoulli, 2006 Dec 01. 12(6), 1099-1126.
Externí odkaz:
https://www.jstor.org/stable/25464855
Autor:
Brockwell, Peter J., Marquardt, Tina
Publikováno v:
Statistica Sinica, 2005 Apr 01. 15(2), 477-494.
Externí odkaz:
https://www.jstor.org/stable/24307365
Autor:
Marquardt, Tina, Pohlmann, Norbert
This paper analyses the status quo of large-scale decision making combined with the possibility of blockchain as an underlying decentralized architecture to govern common pool resources in a collective manner and evaluates them according to their req
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5cd0b3785e3cac18a2386815bf4c409e
Autor:
Marquardt, Tina, Stelzer, Robert
Publikováno v:
In Stochastic Processes and their Applications 2007 117(1):96-120
Autor:
Marquardt, Tina Marie
The thesis develops a new approach to generate long memory models by defining the class of fractional Lévy processes (FLPs) and investigates the probabilistic and sample path properties of FLPs. As for a fairly large class of Lévy measures the corr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______518::0cd9f21feb52e195a31f9c63b5b41403
https://mediatum.ub.tum.de/doc/602042/document.pdf
https://mediatum.ub.tum.de/doc/602042/document.pdf