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  • Search: subject:"Anisotropic Gaussian fields"
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Subject
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Anisotropic Gaussian fields 2 Calibration 2 European option 2 Hausdorff dimension 2 Hitting probabilities 2 Jump diffusion 2 Polar sets 2 Analysis 1 Optionspreistheorie 1 Stochastischer Prozess 1 Theorie 1
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Free 2
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2
Author
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Söhl, Jakob 2
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Polar sets of anisotropic Gaussian random fields
Söhl, Jakob - 2009
This paper studies polar sets of anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that the canonical metric associated with the Gaussian random...
Persistent link: https://www.econbiz.de/10010270700
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Cover Image
Polar sets of anisotropic Gaussian random fields
Söhl, Jakob - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
This paper studies polar sets of anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that the canonical metric associated with the Gaussian random...
Persistent link: https://www.econbiz.de/10008472096
Saved in:
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