Richard B. Sowers

Available identifiers

zbMath Open sowers.richard-bMaRDI QIDQ645600

List of research outcomes

Publication	Date of Publication	Type
Near-Collision Dynamics in a Noisy Car-Following Model	2023-05-03	Paper
Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios	2018-11-19	Paper
Default Clustering in Large Pools: Large Deviations	2015-05-15	Paper
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT	2015-02-20	Paper
Dynamics of Bankrupt Stocks	2015-01-20	Paper
On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions	2014-10-29	Paper
Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system	2014-07-11	Paper
The Topology of Central Counterparty Clearing Networks and Network Stability	2014-05-02	Paper
A multiscale model of high-frequency trading	2013-12-18	Paper
Default clustering in large portfolios: typical events	2013-04-24	Paper
A stochastic Stefan problem	2013-01-11	Paper
A stochastic moving boundary value problem	2013-01-04	Paper
Numerical Analysis of the Stochastic Moving Boundary Problem	2012-12-13	Paper
Stochastic Stefan Problems Driven By Standard Brownian Sheets	2012-10-26	Paper
Recovery rates in investment-grade pools of credit assets: a large deviations analysis	2011-11-10	Paper
EXACT PRICING ASYMPTOTICS OF INVESTMENT-GRADE TRANCHES OF SYNTHETIC CDO'S: A LARGE HOMOGENEOUS POOL	2010-08-11	Paper
Dimensional reduction in nonlinear filtering	2010-02-25	Paper
Averaging of stochastic flows: twist maps and escape from resonance	2009-10-13	Paper
Data Assimilation in the Detection of Vortices	2009-05-13	Paper
Random perturbations of canards	2008-12-16	Paper
A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS	2008-12-11	Paper
STOCHASTIC AVERAGING NEAR LONG HETEROCLINIC ORBITS	2007-08-10	Paper
Random perturbations of two-dimensional pseudoperiodic flows	2006-09-26	Paper
Stochastic Averaging Near Homoclinic Orbits Via Singular Perturbations	2005-02-11	Paper
A boundary layer theory for diffusively perturbed transport around a heteroclinic cycle	2005-01-12	Paper
Stochastic Averaging Near a Homoclinic Orbit with Multiplicative Noise	2004-07-12	Paper
UNIFIED APPROACH FOR NOISY NONLINEAR MATHIEU-TYPE SYSTEMS	2004-05-18	Paper
Pinching and twisting Markov processes	2003-05-06	Paper
Rigorous stochastic averaging at a center with additive noise	2003-04-27	Paper
A comparison of homogenization and large deviations, with applications to wavefront propagation	2002-08-29	Paper
Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)	2001-12-10	Paper
Hypoelliptic random heat kernels: A case study	2001-05-14	Paper
On the tangent flow of a stochastic differential equation with fast drift	2001-02-19	Paper
Non-standard reduction of noisy Duffing–van der Pol equation	2001-01-01	Paper
Hydrodynamical limits and geometric measure theory: mean curvature limits from a threshold voter model	2000-05-11	Paper
https://portal.mardi4nfdi.de/entity/Q2722381	2000-01-01	Paper
Thermal capacity estimates on the Allen-Cahn equation	1999-05-19	Paper
Short-time geometry of random heat kernels	1998-11-05	Paper
Intermittency-type estimates for some nondegenerate SPDE's	1996-12-02	Paper
The poincaré manifold at a stable equilibrium of c2planar flow	1996-04-24	Paper
Multidimensional reaction-diffusion equations with white noise boundary perturbations	1996-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q4839124	1995-11-26	Paper
Recent results on the short-time geometry of random heat kernels	1995-10-22	Paper
Random travelling waves for the KPP equation with noise	1995-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q4274044	1995-05-01	Paper
Blowup for the heat equation with a noise term	1994-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4029019	1993-03-28	Paper
Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations	1993-03-22	Paper
Large deviations for a reaction-diffusion equation with non-Gaussian perturbations	1992-06-28	Paper
Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3975104	1992-06-26	Paper

Research outcomes over time

Doctoral students

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