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Svend-Erik Graversen

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  1. 2012
  2. Published

    Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes. / Basse-O'Connor, Andreas ; Graversen, Svend-Erik ; Pedersen, Jan.

    In: Seminaire de Probabilites, Vol. 44, 2012, p. 61-74.

    Publication: Research - peer-review › Journal article

  3. Accepted

    Stochastic integration on the real line. / Pedersen, Jan ; Graversen, Svend-Erik ; Basse-O'Connor, Andreas.

    In: Theory of Probability and Its Applications, 2012.

    Publication: Research - peer-review › Journal article

  4. 2011
  5. Published

    Multiparameter processes with stationary increments : spectral representation and integration. / Basse-O'Connor, Andreas ; Graversen, Svend-Erik ; Pedersen, Jan.

    Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2011. (Thiele Research Reports; 9).

    Publication: Research › Working paper

  6. Published

    Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes. / Graversen, Svend-Erik ; Pedersen, Jan.

    In: Electronic Communications in Probability, Vol. 16, 2011, p. 200-212.

    Publication: Research - peer-review › Journal article

  7. Published

    Volatility determination in an ambit process setting. / Barndorff-Nielsen, Ole E. ; Graversen, Svend-Erik.

    In: Journal of Applied Probability, Vol. 48A, No. special volume, 2011, p. 263-275.

    Publication: Research - peer-review › Journal article

  8. 2010
  9. Published

    A unified approach to stochastic integration on the real line. / Basse-O'Connor, Andreas ; Graversen, Svend-Erik ; Pedersen, Jan.

    Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2010. (Thiele Research Reports; 8).

    Publication: Research › Working paper

  10. Published

    Volatility Determination in an Ambit Process Setting. / Barndorff-Nielsen, Ole ; Graversen, Svend-Erik.

    Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2010. (Thiele Research Reports; 13).

    Publication: Research › Working paper

  11. Published

    Martingale-type processes indexed by the real line. / Basse-O'Connor, Andreas ; Graversen, Svend-Erik ; Pedersen, Jan.

    In: Alea (Rio de Janeiro), Vol. 7, 2010, p. 117-137.

    Publication: Research - peer-review › Journal article

  12. Published

    Path and semimartingale properties of chaos processes. / Basse-O'Connor, Andreas ; Graversen, Svend-Erik.

    In: Stochastic Processes and Their Applications, Vol. 120, No. 4, 2010, p. 522-540.

    Publication: Research - peer-review › Journal article

  13. 2007
  14. Published

    On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. II. / Graversen, Svend-Erik ; Shiryaev, Albert N. ; Yor, Marc.

    In: Theory of Probability and Its Applications, Vol. 51, No. 1, 15.01.2007, p. 65-77.

    Publication: Research - peer-review › Journal article

  15. 2006
  16. Published

    A central limit theorem for realised power and bipower variations of continuous semimartingales. / Barndorff-Nielsen, Ole Eiler ; Graversen, Svend-Erik ; Jacod, Jean ; Podolskij, Mark ; Shephard, Neil.

    In: From stochastic calculus to mathematical finance: the Shiryaev Festschrift. ed. / Yuri Kabanov ; Robert Liptser ; Jordan Stoyanov. Berlin : Springer, 2006. p. 33-68.

    Publication: Research › Book chapter

  17. Published

    Limit theorems for bipower variation in financial econometrics. / Barndorff-Nielsen, Ole Eiler ; Graversen, Svend-Erik ; Jacod, Jean ; Shephard, Neil.

    In: Econometric Theory, Vol. 22, No. 4, 2006, p. 677-719.

    Publication: Research - peer-review › Journal article

  18. 2002
  19. Published

    An Extension of Seshadris Identities for Brownian Motion. / Ghomrasni, Raouf ; Graversen, Svend-Erik.

    Århus : Department of Mathematical Sciences , University of Aarhus, 2002. (Research reports).

    Publication: Research › Working paper

  20. 2000
  21. Published

    Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model. / Christensen, Peter Ove ; Graversen, Svend-Erik ; Miltersen, Kristian R..

    In: Review of Finance (Print), Vol. 4, No. 2, 2000, p. 129-156.

    Publication: Research - peer-review › Journal article

Contact information

Department of Mathematics
Aarhus University
Ny Munkegade 118
DK-8000 Aarhus C
Denmark

Email: math@au.dk
Phone: +45 8715 5100
Fax: +45 8613 1769

Numbers

CVR no: 31119103
P no: 1008798024
EAN no: 5798000419803
Budget code: 55175

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CVR no: 31119103

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