Klaus Pötzelberger
Journal of Applied Probability · 2001–2006
A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Whom Klaus Pötzelberger trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Klaus Pötzelberger overall
- Konstantin Borovkov
- Wilfrid S. Kendall
- Alexander Novikov
- Jean-Michel Marin
- Christian P. Robert
- Murray Pollock
- Alexandros Beskos
Papers from Klaus Pötzelberger's perspective
Ordered by how strongly the researchers Klaus Pötzelberger trusts endorse each paper. Same corpus, a different order for every researcher.
- Brownian Motion and Stochastic Calculus
- Numerical Solution of Stochastic Differential Equations
- EXPLICIT BOUNDS FOR APPROXIMATION RATES OF BOUNDARY CROSSING PROBABILITIES FOR THE WIENER PROCESS
- Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
- Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
- Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
- The Variance Gamma Process and Option Pricing
- Boundary crossing probability for Brownian motion (Journal of Applied Probability)
- Dynamics of Evolutionary Equations
- Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems
Their papers
- Boundary crossing probability for Brownian motion (2001) — 121 citations
- Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries (2006) — 61 citations
- The quantization dimension of distributions (2001) — 87 citations