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06/21/2022
The heat modulated infinite dimensional Heston model and its numerical approximation
The HEat modulated Infinite DImensional Heston (HEIDIH) model and its nu...
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12/21/2021
SPDE bridges with observation noise and their spatial approximation
This paper introduces SPDE bridges with observation noise and contains a...
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01/21/2021
A Topological Proof of Sklar's Theorem in Arbitrary Dimensions
We prove Sklar's theorem in infinite dimensions via a topological argume...
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12/21/2020