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Andrew Papanicolaou

Identifiers

  • name variant Andrew Papanicolaou 0.60 · backfill

Papers (7)

  1. Backward SDEs for Control with Partial Information q-fin.MF · 2018 · author #1
  2. Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes math.PR · 2016 · author #1
  3. Introduction to Stochastic Differential Equations (SDEs) for Finance q-fin.MF · 2015 · author #1
  4. Stochastic Analysis Seminar on Filtering Theory q-fin.MF · 2014 · author #1
  5. Filtering the Maximum Likelihood for Multiscale Problems math.PR · 2013 · author #1
  6. Implied Filtering Densities on Volatility's Hidden State q-fin.PR · 2012 · author #2
  7. Nonlinear Filters for Hidden Markov Models of Regime Change with Fast Mean-Reverting States math.PR · 2012 · author #1

Mentions

  • 1504.05309 #1 · backfill · confidence 0.70 Andrew Papanicolaou
  • 1406.1936 #1 · backfill · confidence 0.70 Andrew Papanicolaou
  • 1305.1918 #1 · backfill · confidence 0.70 Andrew Papanicolaou
  • 1203.6631 #2 · backfill · confidence 0.70 Andrew Papanicolaou
  • 1203.6626 #1 · backfill · confidence 0.70 Andrew Papanicolaou

Frequent Coauthors