Browsing NHH Brage by Journals "Stochastics: An International Journal of Probability and Stochastic Processes"
Now showing items 1-2 of 2
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A Malliavin-Skorohod calculus in L^0 and L^1 for additive and Volterra-type processes
(Peer reviewed; Journal article, 2017)In this paper we develop a Malliavin–Skorohod type calculus for additive processes in the L1 and L1 settings, extending the probabilistic interpretation of the Malliavin–Skorohod operators to this context. We prove calculus ... -
Some aspects of random utility, extreme value theory and multinomial logit models
(Journal article; Peer reviewed, 2012)In this paper we give a survey on some basic ideas related to random utility, extreme value theory and multinomial logit models. These ideas are well known within the eld of spatial economics, but do not appear to be ...