50 citations · 244 across the 25 of their papers we have counts for
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math.PR2017★ 10 cited
Path properties of the solution to the stochastic heat equation with Lévy noise
Carsten Chong, Robert C. Dalang, Thomas Humeau
We consider sample path properties of the solution to the stochastic heat equation, in or bounded domains of , driven by a Lévy space-time white noise.…
math.PR2017★ 15 cited
Intermittency for the stochastic heat equation with Lévy noise
Carsten Chong, Péter Kevei
We investigate the moment asymptotics of the solution to the stochastic heat equation driven by a -dimensional Lévy space--time white noise. Unlike the case of Gaussian nois…
q-fin.RM2017★ 21 cited
Contagion in financial systems: A Bayesian network approach
Carsten Chong, Claudia Klüppelberg
We develop a structural default model for interconnected financial institutions in a probabilistic framework. For all possible network structures we characterize the joint default…