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SpringerLink电子期刊(3)
Elsevier电子期刊(28)
在“
Elsevier电子期刊
”中,
命中:
28
条,耗时:小于0.01 秒
在所有数据库中总计命中:
31
条
1.
Dupire’s formu
l
as in the
Piterbarg
option pricing mode
l
作者:
Coenraad C.A.
L
abuschagne
;
coenraad.
l
abuschagne@gmai
l
.com" c
l
ass="auth_mai
l
" tit
l
e="E-mai
l
the corresponding author
;
Sven T. von Boetticher
vonboettichert@gmai
l
.com" c
l
ass="auth_mai
l
" tit
l
e="E-mai
l
the corresponding author
关键词:
Dupire
;
L
oca
l
vo
l
ati
l
ity
;
Option pricing
;
Piterbarg
刊名:The North American Journa
l
of Economics and Finance
出版年:2016
2.
On
Piterbarg
¡¯s max-discretisation theorem for mu
l
tivariate stationary Gaussian processes
作者:
Zhongquan Tan
;
Enke
l
ejd Hashorva
关键词:
Berman condition
;
Strong dependence
;
Time discretisation
;
Piterbarg
&rsquo
;
s max-discretisation theorem
;
L
imit theorems
;
Mu
l
tivariate stationary Gaussian processes
刊名:Journa
l
of Mathematica
l
Ana
l
ysis and App
l
ications
出版年:2014
3.
Investigating fronta
l
variabi
l
ity from repeated g
l
ider transects in the Ligurian Current (North West Mediterranean Sea)
作者:
L
.
Piterbarg
;
V. Tai
ll
;
ier
;
A. Griffa
关键词:
G
l
ider
;
L
igurian Current
;
Data fusion
刊名:Journa
l
of Marine Systems
出版年:January, 2014
4.
On the supremum of -ref
l
ected processes with fractiona
l
Brownian motion as input
作者:
Enke
l
ejd Hashorva
;
L
anpeng Ji
;
V
l
adimir I.
Piterbarg
关键词:
primary
;
60G15
;
secondary
;
60G70
刊名:Stochastic Processes and their App
l
ications
出版年:2013
5.
Exact asymptotics and
l
imit theorems for supremum of stationary -processes over a random interva
l
作者:
Zhongquan Tan
a
;
Enke
l
ejd Hashorva
b
;
Enke
l
ejd.hashorva@uni
l
.ch
关键词:
primary
;
60G15
;
secondary
;
60G70
刊名:Stochastic Processes and their App
l
ications
出版年:2013
6.
Finite size
L
yapunov exponent for some simp
l
e mode
l
s of turbu
l
ence
作者:
L
eonid I.
Piterbarg
piter@usc.edu
关键词:
Finite size
L
yapunov exponent
;
Random wa
l
k
;
Kraichnan mode
l
刊名:App
l
ied Mathematica
l
Mode
ll
ing
出版年:2012
7.
Estimating surface ve
l
ocities from sate
ll
ite data and numerica
l
mode
l
s: Imp
l
ementation and testing of a new simp
l
e method
作者:
A
l
ess
;
ro Mercatini
;
Anna
l
isa Griffa
;
L
eonid
Piterbarg
;
Enrico Zambianchi
;
Marce
ll
o G. Maga
l
di
关键词:
Remote sensing
;
Oi
l
spi
ll
s
;
Transport processes
;
Tracers
;
Mathematica
l
mode
l
s
;
Ocean circu
l
ation
刊名:Ocean Mode
ll
ing
出版年:2010
8.
Extremes of the time-average of stationary Gaussian processes
作者:
Krzysztof Dë
;
bicki
;
a
;
krzysztof.debicki@math.uni.wroc.p
l
"" re
l
=""nofo
ll
ow
;
Kami
l
Tabiś
;
a
关键词:
Asymptotics
;
Extremes
;
Gaussian process
刊名:Stochastic Processes and their App
l
ications
出版年:2011
9.
The asymptotic behaviour of maxima of comp
l
ete and incomp
l
ete samp
l
es from stationary sequences
作者:
Tomasz Krajka
a
;
tkraj@op.p
l
"" re
l
=""nofo
ll
ow
关键词:
Stationary sequences
;
Weak dependency
刊名:Stochastic Processes and their App
l
ications
出版年:2011
10.
Computing
L
agrangian statistics from tracer observations and a mode
l
output
作者:
L
eonid I.
Piterbarg
关键词:
Data fusion
;
Inverse prob
l
em
;
Dispersion
;
Continuous
l
y distributed tracer
刊名:App
l
ied Mathematica
l
Mode
ll
ing
出版年:2010
1
2
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