Showing 1 - 6 results of 6 for search 'Sojmark, A', query time: 0.02s
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An SPDE model for systemic risk with endogenous contagion by Hambly, B, Søjmark, A
Published 2019Journal article -
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A McKean–Vlasov equation with positive feedback and blow-ups by Hambly, B, Ledger, S, Søjmark, A
Published 2019Journal article -
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An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line by Hambly, B, Meier, J, Sojmark, A
Published 2024Journal article -
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Functional central limit theorems for rough volatility by Horvath, B, Jacquier, A, Muguruza, A, Søjmark, A
Published 2024Journal article -
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On the weak convergence of stochastic integrals on Skorokhod space: From general theory to applications within the realm of continuous-time random walks by Wunderlich, F
Published 2024Other Authors: “…Søjmark, A…”
Thesis