( en | de | ru )

 

Disambiguation of "Anh, V."

Author of the publication

copydeleteadd this publication to your clipboard
Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization

, , and . Stochastic Analysis and Applications, 23 (2): 301--328 (2005)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

V Saile

V Geoffroy

V Wittwer

V Ustinov

V Fendrich

 

Other publications of authors with the same name

Financial Markets with Memory I: Dynamic Models, and . Stochastic Analysis and Applications, 23 (2): 275--300 (2005)Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization, , and . Stochastic Analysis and Applications, 23 (2): 301--328 (2005)Non-Gaussian scenarios for the heat equation with singular initial conditions, and . Stochastic Processes and their Applications, 84 (1): 91--114 (Nov 1, 1999)On a class of minimum contrast estimators for fractional stochastic processes and fields, , and . Journal of Statistical Planning and Inference, 123 (1): 161--185 (Jun 1, 2004)Fractional Generalized Random Fields on Bounded Domains, , and . Stochastic Analysis and Applications, 21 (2): 465--492 (2003)Minimum contrast estimation of random processes based on information of second and third orders, , and . Journal of Statistical Planning and Inference, 137 (4): 1302--1331 (Apr 1, 2007)Markovian representation and prediction of stochastic processes with time-varying rational spectrum, and . Signal Processing, 24 (2): 137--147 (August 1991)Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model. Stochastic Processes and their Applications, 29 (2): 317--333 (September 1988)DIFFERENTIAL REPRESENTATION AND MARKOV PROPERTY OF GENERALIZED RANDOM FIELDS, , and . Stochastic Analysis and Applications, 19 (4): 481--498 (2001)Strong convergence of stochastic taylor expansions of two-parameter random fields, , and . Stochastic Analysis and Applications, 15 (2): 137--149 (1997)