Carsten Chong
Identifiers
- name variant Carsten Chong 0.60 · backfill
Papers (9)
- Path properties of the solution to the stochastic heat equation with L\'evy noise math.PR · 2017 · author #1
- Intermittency for the stochastic heat equation with L\'evy noise math.PR · 2017 · author #1
- Contagion in financial systems: A Bayesian network approach q-fin.RM · 2017 · author #1
- Volterra-type Ornstein-Uhlenbeck processes in space and time math.PR · 2016 · author #2
- Stochastic PDEs with heavy-tailed noise math.PR · 2016 · author #1
- Simulation of stochastic Volterra equations driven by space--time L\'evy noise math.PR · 2015 · author #2
- L\'evy-driven Volterra equations in space and time math.PR · 2014 · author #1
- Superposition of COGARCH processes math.PR · 2013 · author #2
- Integrability conditions for space-time stochastic integrals: Theory and applications math.PR · 2013 · author #1
Mentions
Frequent Coauthors
- Claudia Kl\"uppelberg 4 shared papers
- Anita Behme 1 shared papers
- Bohan Chen 1 shared papers
- P\'eter Kevei 1 shared papers
- Robert C. Dalang 1 shared papers
- Thomas Humeau 1 shared papers
- Viet Son Pham 1 shared papers