5 citations · 18 across the 22 of their papers we have counts for
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math.PR2016
On the law of the iterated logarithm for Brownian motion on compact manifolds
Cheng Ouyang, Jennifer Pajda-De La O
By taking a functional analytic point of view, we consider a family of distributions (continuous linear functionals on smooth functions), denoted by , associated to th…
stat.ME2016
Efficient posterior inference on the volatility of a jump diffusion process
Ryan Martin, Cheng Ouyang, Francois Domagni
Jump diffusion processes are widely used to model asset prices over time, mainly for their ability to capture complex discontinuous behavior, but inference on the model parameters…