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researcher

D. Hackmann

3 papers hereh-index 476 citations14 works total

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

author position
  • sole author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20162019
most citedWiener-Hopf Factorization for the Normal Inverse Gaussian Process

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

math.PR2016

Karhunen-Loeve expansions of Levy processes

Daniel Hackmann

Karhunen-Loeve expansions (KLE) of stochastic processes are important tools in mathematics, the sciences, economics, and engineering. However, the KLE is primarily useful for those…

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