Eric Vanden Eijnden
with Majda · 2001
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Whom Eric Vanden Eijnden trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Eric Vanden Eijnden overall
Papers from Eric Vanden Eijnden's perspective
Ordered by how strongly the researchers Eric Vanden Eijnden trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic climate models
- Malliavin Calculus for Lévy Processes with Applications to Finance
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
- Fourier Analysis and Nonlinear Partial Differential Equations
- Information Theory, Inference, and Learning Algorithms
- Utility maximization in incomplete markets
- Optimal investment with random endowments in incomplete markets
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- Optimal derivatives design under dynamic risk measures
Their papers
- A mathematical framework for stochastic climate models (2001) — 432 citations