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researcher

K. Glau

22 papers hereh-index 11546 citations53 works total

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

author position
  • sole author2
  • first author8
  • middle author7
  • last author5

Across the 22 of 22 papers where every author was matched, so the position is known.

fields
  • q-fin.CP11
  • math.NA3
  • math.PR3
  • q-fin.MF2
  • q-fin.PR2
  • math.AP1

identity via Semantic Scholar / OpenAlex

activity
20082021
most citedAnalysis of Fourier transform valuation formulas and applications

170 citations · 200 across the 17 of their papers we have counts for

collaborators
Showing 2012 · math.PRShow all

1 paper · 2 filters

math.PR2012★ 2 cited

Sobolev index: A classification of Lévy processes

Kathrin Glau

We classify Lévy processes according to the solution spaces of the associated parabolic PIDEs. This classification reveals structural characteristics of the processes and is releva…

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