Are you a researcher?
Create a profile to get free access to personal recommendations for colleagues and new articles.
journal names
Late Antique Archaeology
Top-3 citing journals
Journal of Archaeological Science: Reports
(8 citations)
Medieval Archaeology
(6 citations)
Holocene
(5 citations)
Top-3 organizations
Jagiellonian University
(2 publications)
Most cited in 5 years
Found
Publications found: 708
Further calculations for Israeli options
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 11
Baurdoux E.J., Kyprianou A.E.
Spread of branching diffusion: Sharp asymptotics
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 0
Korostelev A., Korosteleva O.
Importance Sampling, Large Deviations, and Differential Games
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 101
Dupuis P., Wang H.
Hyperfinite Lévy Processes
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 19
Lindstrøm T.
Measure-valued Markov processes and stochastic flows on abstract spaces
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 7
Dorogovtsev A.A.
Probabilistic interpretation of a system of quasilinear parabolic PDEs
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 9
Sow * A.B., Pardoux E.
Existence and uniqueness for solutions of one dimensional SDE's driven by an additive fractional noise
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 5
Denis L., Erraoui M., Ouknine Y.
Lévy Approximation of Increment Processes with Markov Switching
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 0
Korolyuk V.S., Limnios N.
Corrigendum: Large deviations for multi-dimensional reflected fractional Brownian motion
Majewski K.
Stochastics and Stochastics Reports, 75(4) (2003), 233-257. In the proof of theorem 3, I gave an obviously wrong reason for the step where the large deviation principle for fractional Brownian moti...
Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 8
Mishura Y.
Donsker Type Theorem in Besov Spaces Involving Regularly Varying Functions
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 2
Boufoussi * B., N'zi M.
On approximation of a class of stochastic integrals and interpolation
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 27
Geiss C., Geiss † S.
BSDEs with a random terminal time driven by a monotone generator and their links with PDEs
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 45
Royer M.
Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes
Stochastics and Stochastic Reports
,
2004
,
citations by CoLab: 17
Ceci C., Bassan B.
Homogenization problem for stochastic partial differential equations of Zakai type
Ichihara N.
We discuss homogenization for stochastic partial differential equations (SPDEs) of Zakai type with periodic coefficients appearing typically in nonlinear filtering problems. We prove such homogenization by two different approaches. One is rather analytic and the other is comparatively probabilistic.
