A. Ayache

activity

20062020

most citedJoint continuity of the local times of fractional Brownian sheets

51 citations · 54 across the 10 of their papers we have counts for

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Showing 2012Show all

2 papers · 1 filter

math.PR2012

Hölder regularity and series representation of a class of stochastic volatility models

Antoine Ayache, Qidi Peng

Let $Φ : R \to R$ be an arbitrary continuously differentiable deterministic function such that $∣Φ∣ + ∣ Φ^{'} ∣$ is bounded by a polynomial. In this article we consider the class of…

math.PR2012

Sharp estimates on the tail behavior of a multistable distribution

Antoine Ayache

Multistable distributions, which have been introduced recently by Falconer, Lévy Véhel and their co-authors, are natural generalizations of symmetric "alpha" stable distributions;…