Boris Rozovskii

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Papers (3)

1. Wiener chaos vs stochastic collocation methods for linear advection-diffusion equations with multiplicative white noise math.NA · 2015 · author #3
2. A filtering approach to tracking volatility from prices observed at random times math.PR · 2006 · author #3
3. A filtering approach to tracking volatility from prices observed at random times math.PR · 2005 · author #3

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Frequent Coauthors

• Robert Liptser 2 shared papers
• George E. Karniadakis 1 shared papers
• Jaksa Cvitanic 1 shared papers
• Jak\v{s}a Cvitani\'c 1 shared papers
• Michael V. Tretyakov 1 shared papers
• Zhongqiang Zhang 1 shared papers