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math.PR2023★ 3 cited
Long-time existence of Brownian motion on configurations of two landmarks
Karen Habermann, Philipp Harms, Stefan Sommer
We study Brownian motion on the space of distinct landmarks in , considered as a homogeneous space with a Riemannian metric inherited from a right-invariant metric on…
math.PR2022★ 1 cited
Cylindrical stochastic integration and applications to financial term structure modeling
Johannes Assefa, Philipp Harms
We develop a novel - cylindrical - solution concept for stochastic evolution equations. Our motivation is to establish a Heath-Jarrow-Morton framework capable of analysing financia…