START Prize Project: Geometry of Stochastic Differential Equations

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: Start
 
Project Title (de) Projekttitel (de)
START Prize Project: Geometry of Stochastic Differential Equations
 
Project Title (en) Projekttitel (en)
START Prize Project: Geometry of Stochastic Differential Equations
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
FWF Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Grant number Förderkennnummer
Y328-N13
 

Publications

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Subject:  Statistics and Probability

Results 1-6 of 6 (Search time: 0.005 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef Affine processes are regularArtikel Article2011
2Cuchiero, Christa ; Filipović, Damir ; Mayerhofer, Eberhard ; Teichmann, Josef Affine processes on positive semidefinite matricesArtikel Article2011
3Filipović, Damir ; Tappe, Stefan ; Teichmann, Josef Jump-Diffusions in Hilbert Spaces: Existence, Stability and NumericsArtikel Article2010
4Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. Esscher transform and the duality principle for multidimensional semimartingalesArtikel Article2009
5Keller-Ressel, Martin ; Steiner, Thomas Yield curve shapes and the asymptotic short rate distribution in affine one-factor modelsArtikel Article2008
6Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. On the duality principle in option pricing: semimartingale settingArtikel Article2008