Harald Oberhauser
Finance · 2009–2012
A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 23 citations into it; #5,301 of 10,518 by trust here, #7,575 by citations
- Mathematical Physics — 13 citations into it; #4,676 of 8,562 by trust here, #5,088 by citations
Whom Harald Oberhauser trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Peter K. Friz
- Nicolas Victoir
- Terry Lyons
- Rainer Buckdahn
- M. Caruana
- Pierre Del Moral
- Zhongmin Qian
- Michel Ledoux
- Laure Coutin
Who trusts Harald Oberhauser overall
Papers from Harald Oberhauser's perspective
Ordered by how strongly the researchers Harald Oberhauser trusts endorse each paper. Same corpus, a different order for every researcher.
- User’s guide to viscosity solutions of second order partial differential equations
- Large deviations and support theorem for diffusion processes via rough paths
- A note on the notion of geometric rough paths
- Partial differential equations driven by rough paths
- Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations
- Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering
- Fully nonlinear stochastic PDE with semilinear stochastic dependence
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
- Probability and partial differential equations in modern applied mathematics
Their papers
- Robust filtering: Correlated noise and multidimensional observation (2012) — 80 citations
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (2009) — 108 citations
- Rough path limits of the Wong–Zakai type with a modified drift term (2009) — 56 citations