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Anzahl der Publikationen: 3
Zeitschriftenartikel
Biagini, Francesca 
ORCID: https://orcid.org/0000-0001-9801-5259; Øksendal, Bernt; Sulem, Agnès und Wallner, Naomi
(2004):
An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion.
In: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, Bd. 460, Nr. 2041: S. 347-372
ORCID: https://orcid.org/0000-0001-9801-5259; Øksendal, Bernt; Sulem, Agnès und Wallner, Naomi
(2004):
An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion.
In: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, Bd. 460, Nr. 2041: S. 347-372
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Hu, Yaozhong; Øksendal, Bernt und Sulem, Agnès
(2002):
A stochastic maximum principle for processes driven by fractional Brownian motion.
In: Stochastic Processes and their Applications, Bd. 100, Nr. 1-2: S. 233-253
ORCID: https://orcid.org/0000-0001-9801-5259; Hu, Yaozhong; Øksendal, Bernt und Sulem, Agnès
(2002):
A stochastic maximum principle for processes driven by fractional Brownian motion.
In: Stochastic Processes and their Applications, Bd. 100, Nr. 1-2: S. 233-253
Buchbeitrag
Sulem, Agnès; Kohatsu-Higa, Arturo; ksendal, Bernt; Proske, Frank; Di Nunno, Giulia und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2009):
Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading.
In: Du, Qiang (Hrsg.):
Special Volume: Mathematical Modeling and Numerical Methods in Finance. Handbook of Numerical Analysis, Bd. 15. Amsterdam: North-Holland. S. 573-593
ORCID: https://orcid.org/0000-0002-6374-7983
(2009):
Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading.
In: Du, Qiang (Hrsg.):
Special Volume: Mathematical Modeling and Numerical Methods in Finance. Handbook of Numerical Analysis, Bd. 15. Amsterdam: North-Holland. S. 573-593