3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2024
On small deviations of Gaussian multiplicative chaos with a strictly logarithmic covariance on Euclidean ball
Anna Talarczyk, Maciej Wiśniewolski
Recognizing the regime of positive definiteness for a strictly logarithmic covariance kernel, we prove that the small deviations of a related Gaussian multiplicative chaos (GMC) $M…
math.PR2011★ 3 cited
On some Brownian functionals and their applications to moments in lognormal and Stein stochastic volatility models
Jacek Jakubowski, Maciej Wisniewolski
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a pro…