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Carsten H. Chong

20 papers hereh-index 12388 citations34 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author15
  • middle author2
  • last author1

Across the 20 of 20 papers where every author was matched, so the position is known.

fields
  • math.PR10
  • math.ST6
  • q-fin.ST2
  • econ.EM1
  • q-fin.RM1
same name
  • Carsten H. Chong — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162023
most citedStatistical inference for rough volatility: Central limit theorems

12 citations · 39 across the 11 of their papers we have counts for

collaborators
Showing 2022 · math.PRShow all

2 papers · 2 filters

math.PR2022

A landscape of peaks: The intermittency islands of the stochastic heat equation with Lévy noise

Carsten Chong, Péter Kevei

We show that the spatial profile of the solution to the stochastic heat equation features multiple layers of intermittency islands if the driving noise is non-Gaussian. On the one…

math.PR2022

Extremes of the stochastic heat equation with additive Lévy noise

Carsten Chong, Péter Kevei

We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive Lévy space-time white noise. For fixed time t>0 and space $x…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.