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researcher

Umut cCet.in

13 papers hereh-index 6131 citations20 works total

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

author position
  • sole author9
  • first author1
  • middle author2
  • last author1

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.PR10
  • q-fin.TR2
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedOn certain integral functionals of squared Bessel processes

3 citations · 4 across the 9 of their papers we have counts for

collaborators
Showing 2013 · math.PRShow all

1 paper · 2 filters

math.PR2013

Explicit construction of a dynamic Bessel bridge of dimension 3

Luciano Campi, Umut Çetin, Albina Danilova

Given a deterministically time-changed Brownian motion Z starting from 1, whose time-change V(t) satisfies V(t)>t for all t>0, we perform an explicit construction of a…

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