output
20052026
most citedWhat are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis

999 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2015 · math.PRShow all

3 papers · 2 filters

math.PR2015

The limiting shape of a full mailbox

M. Formentin, J. M. Swart

We study a model for email communication due to Gabrielli and Caldarelli, where someone receives and answers emails at the times of independent Poisson processes with intensities $…

math.PR2015

Pathwise duals of monotone and additive Markov processes

Anja Sturm, Jan M. Swart

This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process…

math.PR2015

The Brownian web, the Brownian net, and their universality

Emmanuel Schertzer, Rongfeng Sun, Jan M. Swart

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allow…