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Preprints by WIAS Researchers in Other Preprint Series 2011

  • R.L. Loeffen, I. Czarna, Z. Palmowski, Parisian ruin probability for spectrally negative Lévy processes, Preprint no. arXiv:1102.4055, Cornell University Library, arXiv.org, 2011.
  • A.E. Kyprianou, R.L. Loeffen, J.-L. Perez, Optimal control with absolutely continuous strategies for spectrally negative Levy processes, Preprint no. arXiv:1008.2363, Cornell University Library, arXiv.org, 2011.
  • G. Blanchard, P. Mathé, Discrepancy principle for statistical inverse problems with application to conjugate gradient iteration, Preprint no. 07, Universität Potsdam, Institut für Mathematik, 2011.
  • R.I. Boţ, B. Hofmann, P. Mathé, Regularizability of ill-posed problems and the modulus of continuity, Preprint no. 17, Technische Universität Chemnitz, Fakultät für Mathematik, 2011.
  • B. Hofmann, P. Mathé, Some note on the modulus of continuity for ill-posed problems in Hilbert space, Preprint no. 07, Technische Universität Chemnitz, Fakultät für Mathematik, 2011.
  • J.G.M. Schoenmakers, J. Huang, Optimal dual martingales, their analysis and application to new algorithms for Bermudan products, Preprint no. 1825944, Social Science Research Network (SSRN) Working Paper Series, 2011.
  • W. Härdle, V. Spokoiny, Local quantile regression, Discussion paper no. 2011-005, Humboldt-Universität zu Berlin, SFB 649, 2011.
  • S. Shekar, A.J. Smith, M. Kraft, W. Wagner, On a multivariate population balance model to describe the structure and composition of silica nanoparticles, Technical report no. 105, c4e-Preprint Series, Cambridge, 2011.
  • J.D. Deuschel, P. Friz, A. Jacquier, S. Violante , Marginal density expansions for diffusions and stochastic volatility, Preprint no. arXiv:1111.2462, Cornell University Library, arXiv.org, 2011.
  • J. Diehl , P. Friz, H. Oberhauser, Parabolic comparison revisited and applications, Preprint no. arXiv:1102.5774, Cornell University Library, arXiv.org, 2011.
  • P. Friz, S. Gerhold, Don't stay local --- Extrapolation analytics for Dupire's local volatility, Preprint no. arXiv:1105.1267, Cornell University Library, arXiv.org, 2011.
  • P. Friz, S. Riedel , Integrability of linear rough differential equations, Preprint no. arXiv:1104.0577, Cornell University Library, arXiv.org, 2011.
  • P. Friz, S. Riedel, Convergence rates for the full Gaussian rough paths, Preprint no. arXiv:1108.1099, Cornell University Library, arXiv.org, 2011.
  • P. Friz, N. Victoir, A note on higher dimensional $p$ variation, Preprint no. arXiv:1102.4587, Cornell University Library, arXiv.org, 2011.