Research Strategies

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journal names
Research Strategies
Publications
220
Citations
1 628
h-index
20
Top-3 citing journals
Top-3 organizations
Top-3 countries
USA (146 publications)
Canada (3 publications)
United Kingdom (1 publication)

Most cited in 5 years

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Publications found: 708
Further calculations for Israeli options
Baurdoux E.J., Kyprianou A.E.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 11
Spread of branching diffusion: Sharp asymptotics
Korostelev A., Korosteleva O.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 0
Importance Sampling, Large Deviations, and Differential Games
Dupuis P., Wang H.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 101
Hyperfinite Lévy Processes
Lindstrøm T.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 19
Measure-valued Markov processes and stochastic flows on abstract spaces
Dorogovtsev A.A.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 7
Probabilistic interpretation of a system of quasilinear parabolic PDEs
Sow * A.B., Pardoux E.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 9
Existence and uniqueness for solutions of one dimensional SDE's driven by an additive fractional noise
Denis L., Erraoui M., Ouknine Y.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 5
Lévy Approximation of Increment Processes with Markov Switching
Korolyuk V.S., Limnios N.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 0
Corrigendum: Large deviations for multi-dimensional reflected fractional Brownian motion
Majewski K.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 2  |  Abstract
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
Mishura Y.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 8
Donsker Type Theorem in Besov Spaces Involving Regularly Varying Functions
Boufoussi * B., N'zi M.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 2
On approximation of a class of stochastic integrals and interpolation
Geiss C., Geiss † S.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 27
BSDEs with a random terminal time driven by a monotone generator and their links with PDEs
Royer M.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 45
Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes
Ceci C., Bassan B.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 17
Homogenization problem for stochastic partial differential equations of Zakai type
Ichihara N.
Taylor & Francis
Stochastics and Stochastic Reports 2004 citations by CoLab: 22  |  Abstract
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.

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USA, 146, 66.36%
Canada, 3, 1.36%
United Kingdom, 1, 0.45%
Israel, 1, 0.45%
UAE, 1, 0.45%
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