Authors: Bayer, Christian, Harang, Fabian, Pigato, Paolo
Subject Terms: article, ddc:510, 91G30, 60G22, Rough volatility models -- stochastic volatility -- rough Bergomi model -- implied skew -- fractional Brownian motion -- log Brownian motion
Relation: https://doi.org/10.20347/WIAS.PREPRINT.2752; https://archive.wias-berlin.de/receive/wias_mods_00003904; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00003176/wias_preprints_2752.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2020&number=2752
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.2752
https://archive.wias-berlin.de/receive/wias_mods_00003904
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00003176/wias_preprints_2752.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2020&number=2752
Authors: Nelson, Peter, Soares dos Santos, Renato
Subject Terms: article, ddc:510, 60J65, 60G55, 60K37, 35J10, 35P15, Brownian motion in Poisson potential -- parabolic Anderson model -- inverse square potential -- multipolar Hardy inequality
Relation: https://doi.org/10.20347/WIAS.PREPRINT.2482; https://archive.wias-berlin.de/receive/wias_mods_00002524; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002437/wias_preprints_2482.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2018&number=2482
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.2482
https://archive.wias-berlin.de/receive/wias_mods_00002524
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002437/wias_preprints_2482.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2018&number=2482
Authors: Antoine, Lejay, Pigato, Paolo
Subject Terms: article, ddc:510, 62M05, 62F12, 60J60, Threshold diffusion -- oscillating Brownian motion -- maximum likelihood estimator -- null recurrent process -- ergodic process -- transient process -- mixed normal distribution
Relation: https://doi.org/10.20347/WIAS.PREPRINT.2497; https://archive.wias-berlin.de/receive/wias_mods_00002537; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002450/wias_preprints_2497.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2018&number=2497
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https://doi.org/10.20347/WIAS.PREPRINT.2497
https://archive.wias-berlin.de/receive/wias_mods_00002537
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002450/wias_preprints_2497.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2018&number=2497
Authors: Lejay, Antoine, Pigato, Paolo
Subject Terms: article, ddc:510, 62F07, 91G08, Oscillating Brownian motion -- leverage effect -- realized volatility -- mean-reversion -- selfexciting threshold autoregressive model -- regime-switch
Relation: https://doi.org/10.20347/WIAS.PREPRINT.2467; https://archive.wias-berlin.de/receive/wias_mods_00002511; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002424/wias_preprints_2467.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2017&number=2467
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.2467
https://archive.wias-berlin.de/receive/wias_mods_00002511
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002424/wias_preprints_2467.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2017&number=2467
Authors: Pigato, Paolo, Harang, Fabian, Bayer, Christian
Subject Terms: article, ddc:510, Rough volatility models -- stochastic volatility -- rough Bergomi model -- implied skew -- fractional Brownian motion -- log Brownian motion
Relation: SSRN Electronic Journal -- 1556-5068 -- https://www.ssrn.com/index.cfm/en/; https://doi.org/10.2139/ssrn.3668973; https://archive.wias-berlin.de/receive/wias_mods_00004889
Authors: Ruthotto, Lars, Feiweier, Thorsten, Weiskopf, Nikolaus, Mohammadi, Siawoosh, Polzehl, Jörg, Tabelow, Karsten
Subject Terms: article, ddc:510, DTI -- DKI -- diffusion kurtosis -- gray matter -- high-resolution -- multi-shell dMRI -- eddy current and motion artifacts -- adaptive smoothing
Relation: 1662-453X -- Front Neurosci -- Frontiers in Neuroscience -- 2411902-7 -- https://www.frontiersin.org/journals/neuroscience; https://doi.org/10.3389/fnins.2014.00427; https://archive.wias-berlin.de/receive/wias_mods_00000208; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00000101/fnins-08-00427.pdf; https://www.frontiersin.org/articles/10.3389/fnins.2014.00427/full; https://www.frontiersin.org/articles/10.3389/fnins.2014.00427/pdf
Authors: Ruthotto, Lars, Feiweier, Thorsten, Weiskopf, Nikolaus, Mohammadi, Siawoosh, Polzehl, Jörg, Tabelow, Karsten
Subject Terms: article, ddc:510, DTI -- DKI -- diffusion kurtosis -- gray matter -- high-resolution -- multi-shell dMRI -- eddy current and motion artifacts -- adaptive smoothing
Relation: 1662-453X -- Front Neurosci -- Frontiers in Neuroscience -- 2411902-7 -- https://www.frontiersin.org/journals/neuroscience; https://doi.org/10.3389/fnins.2014.00427; https://archive.wias-berlin.de/receive/wias_mods_00000208; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00000101/fnins-08-00427.pdf; https://www.frontiersin.org/articles/10.3389/fnins.2014.00427/full; https://www.frontiersin.org/articles/10.3389/fnins.2014.00427/pdf
Authors: Dumaz, Laure, Allez, Romain
Subject Terms: article, ddc:510, Random matrices -- Dyson Brownian motion -- Langevin diffusion -- non-confining potentials
Relation: 1083-6489 -- 2028416-0 -- Electronic Journal of Probability -- http://www.math.washington.edu/%7Eejpecp/ -- http://sherpa.ac.uk/romeo/issn/1083-6489/; https://doi.org/10.1214/ejp.v19-3742; https://archive.wias-berlin.de/receive/wias_mods_00005772
Authors: Bayer, Christian, Harang, Fabian, Pigato, Paolo
Subject Terms: article, ddc:510, 91G30, 60G22, Rough volatility models -- stochastic volatility -- rough Bergomi model -- implied skew -- fractional Brownian motion -- log Brownian motion
Relation: https://doi.org/10.20347/WIAS.PREPRINT.2752; https://archive.wias-berlin.de/receive/wias_mods_00003904; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00003176/wias_preprints_2752.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2020&number=2752
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.2752
https://archive.wias-berlin.de/receive/wias_mods_00003904
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00003176/wias_preprints_2752.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2020&number=2752
Authors: Soares dos Santos, Renato, Nelson, Peter
Subject Terms: article, ddc:510, Brownian motion in Poisson potential -- parabolic Anderson model -- inverse square potential -- multipolar Hardy inequality
Relation: Annales de l'Institut Henri Poincaré (B) -- Ann. Inst. Henri Poincaré. Probabilités et statistique -- Ann. Inst. Henri Poincaré. Probabilités et statistique -- 1480088-3 -- 0246-0203 -- http://projecteuclid.org/aihp -- http://sherpa.ac.uk/romeo/issn/0246-0203/; https://doi.org/10.1214/18-aihp953; https://archive.wias-berlin.de/receive/wias_mods_00005037
Authors: Sáez, Mariel, Valdinoci, Enrico
Subject Terms: article, ddc:510, 35R11, 35K93, 53A10, nonlocal mean curvature -- geometric motions -- evolving surfaces
Relation: https://doi.org/10.20347/WIAS.PREPRINT.2183; https://archive.wias-berlin.de/receive/wias_mods_00002269; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002182/wias_preprints_2183.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2015&number=2183
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.2183
https://archive.wias-berlin.de/receive/wias_mods_00002269
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002182/wias_preprints_2183.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2015&number=2183
Authors: König, Wolfgang, Mukherjee, Chiranjib
Subject Terms: article, ddc:510, 60J65, 60J55, 60F10, Gibbs measures -- interacting Brownian motions -- Coulomb functional -- large deviations
Relation: https://doi.org/10.20347/WIAS.PREPRINT.2199; https://archive.wias-berlin.de/receive/wias_mods_00002271; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002184/wias_preprints_2199.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2015&number=2199
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.2199
https://archive.wias-berlin.de/receive/wias_mods_00002271
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002184/wias_preprints_2199.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2015&number=2199
Authors: Bayer, Christian, Friz, Peter, Gatheral, Jim
Subject Terms: article, ddc:510, 91B25, 62P05, Stochastic volatility -- Fractional Brownian motion -- Bergomi model
Relation: https://doi.org/10.20347/WIAS.PREPRINT.2071; https://archive.wias-berlin.de/receive/wias_mods_00002182; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002095/wias_preprints_2071.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2015&number=2071
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.2071
https://archive.wias-berlin.de/receive/wias_mods_00002182
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002095/wias_preprints_2071.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2015&number=2071
Authors: Allez, Romain, Dumaz, Laure
Subject Terms: article, ddc:510, 15B52, 60B20, 37A50, Random matrices -- Dyson Brownian motion -- Langevin diffusion -- non-confining potentials
Relation: https://doi.org/10.20347/WIAS.PREPRINT.1973; https://archive.wias-berlin.de/receive/wias_mods_00002078; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001992/wias_preprints_1973.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2014&number=1973
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.1973
https://archive.wias-berlin.de/receive/wias_mods_00002078
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001992/wias_preprints_1973.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2014&number=1973
Authors: Allez, Romain, Dumaz, Laure
Subject Terms: article, ddc:510, 15B52, 60B20, 37A50, Random matrices -- Dyson Brownian motion -- Langevin diffusion -- non-confining potentials
Relation: https://doi.org/10.20347/WIAS.PREPRINT.1998; https://archive.wias-berlin.de/receive/wias_mods_00002077; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001991/wias_preprints_1998.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2014&number=1998
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.1998
https://archive.wias-berlin.de/receive/wias_mods_00002077
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001991/wias_preprints_1998.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2014&number=1998
Subject Terms: article, ddc:510, ddc:530, 41.60.Bq, 42.25.Fx, 42.25.Hz, 42.65.Ky, Cherenkov radiation -- ultrashort laser pulse -- superliminal motions -- optical Bloch equations
Relation: https://doi.org/10.20347/WIAS.PREPRINT.2034; https://archive.wias-berlin.de/receive/wias_mods_00002120; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002033/wias_preprints_2034.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2014&number=2034
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.2034
https://archive.wias-berlin.de/receive/wias_mods_00002120
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002033/wias_preprints_2034.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2014&number=2034
Authors: Valdinoci, Enrico, Sáez, Mariel
Relation: Communications in Analysis and Geometry -- Commun. Anal. Geom. -- 1019-8385 -- 1161744-5 -- 1019-8385 -- 2041850-4 -- https://www.intlpress.com/site/pub/pages/journals/items/cag/_home/_main/index.php; https://doi.org/10.4310/cag.2019.v27.n1.a6; https://archive.wias-berlin.de/receive/wias_mods_00005695
Authors: Lejay, Antoine, Pigato, Paolo
Subject Terms: article, ddc:510, Threshold diffusion -- oscillating Brownian motion -- maximum likelihood estimator -- null recurrent process -- ergodic process -- transient process -- mixed normal distribution
Relation: Scandinavian Journal of Statistics -- Scand J. Statist. -- Scand. J. Stat. Theory & Appl. (Sweden) -- Scand. J. Stat. -- Scan J Stat -- Scand J St -- 0303-6898 -- 186702-7 -- https://onlinelibrary.wiley.com/journal/14679469; https://doi.org/10.1111/sjos.12417; https://archive.wias-berlin.de/receive/wias_mods_00005070
Authors: Pimenov, Alexander, Vladimirov, Andrei G., Gurevich, Svetlana V., Panajotov, Krassimir, Huyet, Guillaume, Tlidi, Mustapha
Subject Terms: article, ddc:510, ddc:530, 05.45.-a, 87.23.Cc, 42.65.Hw, 42.65.Pc, 35B32, 35B36, 37K40, 78A60, cavity solitons -- motion with constant velocity -- optical feedback -- VCSEL -- drift bifurcation -- asymptotic analysis
Relation: https://doi.org/10.20347/WIAS.PREPRINT.1820; https://archive.wias-berlin.de/receive/wias_mods_00001940; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001854/wias_preprints_1820.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2013&number=1820
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.1820
https://archive.wias-berlin.de/receive/wias_mods_00001940
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001854/wias_preprints_1820.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2013&number=1820
Authors: Feyeux, Nelson, Landry, Chantal
Subject Terms: article, ddc:510, 51M20, 51K99, 52B10, 68T40, collision detection -- distance computation -- motion planning -- robotics
Relation: https://doi.org/10.20347/WIAS.PREPRINT.1892; https://archive.wias-berlin.de/receive/wias_mods_00001982; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001896/wias_preprints_1892.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2013&number=1892
Availability:
https://doi.org/10.20347/WIAS.PREPRINT.1892
https://archive.wias-berlin.de/receive/wias_mods_00001982
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001896/wias_preprints_1892.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2013&number=1892