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Financial Applications of Gaussian Processes and Bayesian Optimization
Gonzalvez, Joan, (2019)
Non-Modellable Risk Factor (NMRF) Measurement Using Gaussian Process Regression (GPR)
Slime, Badreddine, (2019)
Empirical Asset Pricing via Ensemble Gaussian Process Regression
Filipović, Damir, (2022)
Local time and Tanaka formulae for super Brownian and super stable processes
Adler, Robert J., (1992)
On stable Markov processes
Adler, Robert J., (1990)
The Burgers superprocess
Bonnet, Guillaume, (2007)