Jaworski, Piotr; Krzywda, Marcin On copulas of self-similar Ito processes. (English) Zbl 1476.62094 Depend. Model. 9, 243-266 (2021). MSC: 62H05 60G18 60H10 60E05 60J60 PDFBibTeX XMLCite \textit{P. Jaworski} and \textit{M. Krzywda}, Depend. Model. 9, 243--266 (2021; Zbl 1476.62094) Full Text: DOI
Jaworski, Piotr; Krzywda, Marcin Coupling of Wiener processes by using copulas. (English) Zbl 1383.60034 Stat. Probab. Lett. 83, No. 9, 2027-2033 (2013). MSC: 60G18 60E05 60J60 60H15 62H05 PDFBibTeX XMLCite \textit{P. Jaworski} and \textit{M. Krzywda}, Stat. Probab. Lett. 83, No. 9, 2027--2033 (2013; Zbl 1383.60034) Full Text: DOI