Wojbor A. Woyczynski

Finance · with Biler · 2001–2007

A researcher in the Science corpus: 5 papers; trusts 3 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #3,238 of 10,518 by trust here, #4,165 by citations

Whom Wojbor A. Woyczynski trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Piotr Biler
2. Ken-iti Sato
3. Jan Beran

Who trusts Wojbor A. Woyczynski overall

1. Juan Luis V'azquez
2. C. Imbert
3. René A. Carmona
4. Piotr Biler
5. Guy Barles
6. C. Bucur
7. Enrico Valdinoci
8. Goro Akagi
9. Umut Simsekli
10. Adina Ciomaga

Papers from Wojbor A. Woyczynski's perspective

Ordered by how strongly the researchers Wojbor A. Woyczynski trusts endorse each paper. Same corpus, a different order for every researcher.

1. Asymptotics for conservation laws involving Levy diffusion generators
2. Lévy Processes in the Physical Sciences
3. An Introduction to Probability Theory and Its Applications
4. Generalized autoregressive conditional heteroskedasticity
5. Modelling Extremal Events for Insurance and Finance
6. Time Series: Theory and Methods
7. Tempering stable processes
8. Wavelets
9. Martingale Limit Theory and Its Application
10. Lévy processes and infinitely divisible distributions

Their papers

• Asymptotics for conservation laws involving Levy diffusion generators (2001) — 66 citations
• Nonlinear SDEs driven by L\'evy processes and related PDEs (2007) — 148 citations
• Models of anomalous diffusion: the subdiffusive case (2005) — 180 citations
• Lévy Processes in the Physical Sciences (2001) — 165 citations
• Critical nonlinearity exponent and self-similar asymptotics for Lévy conservation laws (2001) — 140 citations