Proske, Frank.
Proske, Frank 1970-
VIAF ID: 74966698 ( Personal )
Permalink: http://viaf.org/viaf/74966698
Preferred Forms
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- 100 1 _ ‡a Proske, Frank
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- 100 1 _ ‡a Proske, Frank
- 100 1 _ ‡a Proske, Frank
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- 100 1 _ ‡a Proske, Frank ‡d 1970-
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4xx's: Alternate Name Forms (3)
5xx's: Related Names (4)
- 551 _ _ ‡a Berlin
- 510 2 _ ‡a Matematisk Institutt (Oslo)
- 510 2 _ ‡a Matematisk Institutt ‡9 g:Oslo ‡e Affiliation
- 510 2 _ ‡a Ulm, University
Works
Title | Sources |
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The Cauchy problem for the wave equation with Lévy noise initial data | |
The Donsker delta function of a Lévy process with application to chaos expansion of local time | |
Explicit strong solutions of stochastic differential equations on Hilbert spaces | |
Malliavin calculus for Lévy processes with applications to finance | |
A maximum principle approach to risk indifference pricing with partial information | |
On explicit strong solution of Itô-SDE's and the Donsker delta function of a diffusion | |
On the existence and explicit representability of strong solutions of Lévy noise driven SDE's with irregular coefficients | |
The stochastic transport equation driven by space-time Lévy white noise | |
White noise analysis for Lévy processes | |
White noise of Poisson random measures |