HIGH-FREQUENCY ANALYSIS OF PARABOLIC STOCHASTIC PDES von Chong, Carsten

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Volatility of volatility and leverage effect from options von Chong, Carsten H., Todorov, Viktor

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Statistical inference for rough volatility: Minimax theory von Chong, Carsten H., Hoffmann, Marc, Liu, Yanghui, Rosenbaum, Mathieu, Szymansky, Grégoire

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Statistical inference for rough volatility: Central limit theorems von Chong, Carsten H., Hoffmann, Marc, Liu, Yanghui, Rosenbaum, Mathieu, Szymanski, Grégoire

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Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs von Chong, Carsten, Dalang, Robert C.

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Stochastic PDEs with heavy-tailed noise von Chong, Carsten

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Lévy-driven Volterra Equations in Space and Time von Chong, Carsten

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When Frictions Are Fractional: Rough Noise in High-Frequency Data von Chong, Carsten H., Delerue, Thomas, Li, Guoying

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A landscape of peaks: The intermittency islands of the stochastic heat equation with Lévy noise von Chong, Carsten, Kevei, Péter

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The Stochastic Heat Equation with Multiplicative Lévy Noise: Existence, Moments, and Intermittency von Berger, Quentin, Chong, Carsten, Lacoin, Hubert

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INTERMITTENCY FOR THE STOCHASTIC HEAT EQUATION WITH LÉVY NOISE von Chong, Carsten, Kevei, Péter

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THE ALMOST-SURE ASYMPTOTIC BEHAVIOR OF THE SOLUTION TO THE STOCHASTIC HEAT EQUATION WITH LÉVY NOISE von Chong, Carsten, Kevei, Péter

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Extremes of the stochastic heat equation with additive Lévy noise von Chong, Carsten, Kevei, Péter

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Normal approximation of the solution to the stochastic heat equation with Lévy noise von Chong, Carsten, Delerue, Thomas

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Partial mean field limits in heterogeneous networks von Chong, Carsten, Klüppelberg, Claudia

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Contagion in Financial Systems: A Bayesian Network Approach von Chong, Carsten, Klüppelberg, Claudia

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Volterra-type Ornstein–Uhlenbeck processes in space and time von Pham, Viet Son, Chong, Carsten

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Integrability conditions for space—time stochastic integrals: Theory and applications von CHONG, CARSTEN, KLÜPPELBERG, CLAUDIA

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Path properties of the solution to the stochastic heat equation with Lévy noise von Chong, Carsten, Dalang, Robert C., Humeau, Thomas

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Superposition of COGARCH processes von Behme, Anita, Chong, Carsten, Klüppelberg, Claudia

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