Vladimir I. Piterbarg

Identifiers

• name variant Vladimir I. Piterbarg 0.60 · backfill

Papers (4)

1. On maximum of Gaussian random field having unique maximum point of its variance math.PR · 2019 · author #2
2. Stochastic representation and pathwise properties of fractional Cox-Ingersoll-Ross process math.PR · 2017 · author #2
3. Asymptotic Expansion of Gaussian Chaos via Probabilistic Approach math.PR · 2013 · author #3
4. On the Supremum of gamma-reflected Processes with Fractional Brownian Motion as Input math.PR · 2013 · author #3

Mentions

• 1307.5857 #3 · backfill · confidence 0.70 Vladimir I. Piterbarg
• 1306.2000 #3 · backfill · confidence 0.70 Vladimir I. Piterbarg

Frequent Coauthors

• Enkelejd Hashorva 2 shared papers
• Anton Yurchenko-Tytarenko 1 shared papers
• Dmitry Korshunov 1 shared papers
• Kostiantyn Ralchenko 1 shared papers
• Lanpeng Ji 1 shared papers
• Sergey G. Kobelkov 1 shared papers
• Yuliya Mishura 1 shared papers