Characterizes duals of white-noise-driven continuous stochastic flows by explicit SDEs and introduces a self-dual polynomially self-repelling flow model.
An introduction to stochastic partial differential equations
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
Matrix-HAR model with multi-horizon lags and renewable generation inputs improves one-week forecasts of realized covariation and spread risk premia versus standard backward-looking volatility methods in electricity markets.
citing papers explorer
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Continuous stochastic flows driven by white noise and their duals
Characterizes duals of white-noise-driven continuous stochastic flows by explicit SDEs and introduces a self-dual polynomially self-repelling flow model.
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Forecasting of volatility and risk premia in electricity markets
Matrix-HAR model with multi-horizon lags and renewable generation inputs improves one-week forecasts of realized covariation and spread risk premia versus standard backward-looking volatility methods in electricity markets.