Heidar Eyjolfsson

Identifiers

• name variant Heidar Eyjolfsson 0.60 · backfill

Papers (3)

1. Stochastic control with self-exciting processes math.OC · 2026 · author #1
2. Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations math.ST · 2016 · author #2
3. Representation and approximation of ambit fields in Hilbert space math.PR · 2015 · author #2

Mentions

• 1509.08272 #2 · backfill · confidence 0.70 Heidar Eyjolfsson

Frequent Coauthors

• Fred Espen Benth 2 shared papers
• Kristina Rognlien Dahl 1 shared papers