The following pages link to Richard B. Sowers (Q645600):
Displaying 50 items.
- Recovery rates in investment-grade pools of credit assets: a large deviations analysis (Q645601) (← links)
- Averaging of stochastic flows: twist maps and escape from resonance (Q734652) (← links)
- Random perturbations of canards (Q960179) (← links)
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations (Q1184102) (← links)
- Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations (Q1203356) (← links)
- (Q1326265) (redirect page) (← links)
- Blowup for the heat equation with a noise term (Q1326266) (← links)
- A comparison of homogenization and large deviations, with applications to wavefront propagation (Q1613603) (← links)
- Rigorous stochastic averaging at a center with additive noise (Q1868313) (← links)
- Pinching and twisting Markov processes (Q1872337) (← links)
- Random travelling waves for the KPP equation with noise (Q1891814) (← links)
- Recent results on the short-time geometry of random heat kernels (Q1897737) (← links)
- Multidimensional reaction-diffusion equations with white noise boundary perturbations (Q1904494) (← links)
- Intermittency-type estimates for some nondegenerate SPDE's (Q1917206) (← links)
- A stochastic moving boundary value problem (Q1928865) (← links)
- A stochastic Stefan problem (Q1930531) (← links)
- Default clustering in large portfolios: typical events (Q1948691) (← links)
- Hydrodynamical limits and geometric measure theory: mean curvature limits from a threshold voter model (Q1969450) (← links)
- Random perturbations of two-dimensional pseudoperiodic flows (Q2505491) (← links)
- On the tangent flow of a stochastic differential equation with fast drift (Q2701659) (← links)
- Hypoelliptic random heat kernels: A case study (Q2719022) (← links)
- (Q2722381) (← links)
- Non-standard reduction of noisy Duffing–van der Pol equation (Q2755461) (← links)
- Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere) (Q2759046) (← links)
- A multiscale model of high-frequency trading (Q2868675) (← links)
- On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions (Q2926058) (← links)
- Dynamics of Bankrupt Stocks (Q2940759) (← links)
- Numerical Analysis of the Stochastic Moving Boundary Problem (Q3145060) (← links)
- A boundary layer theory for diffusively perturbed transport around a heteroclinic cycle (Q3156811) (← links)
- Dimensional reduction in nonlinear filtering (Q3408264) (← links)
- A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS (Q3548302) (← links)
- EXACT PRICING ASYMPTOTICS OF INVESTMENT-GRADE TRANCHES OF SYNTHETIC CDO'S: A LARGE HOMOGENEOUS POOL (Q3580215) (← links)
- STOCHASTIC AVERAGING NEAR LONG HETEROCLINIC ORBITS (Q3595337) (← links)
- Data Assimilation in the Detection of Vortices (Q3627617) (← links)
- Short-time geometry of random heat kernels (Q3840052) (← links)
- (Q3975104) (← links)
- Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates (Q3991635) (← links)
- (Q4029019) (← links)
- Thermal capacity estimates on the Allen-Cahn equation (Q4243616) (← links)
- (Q4274044) (← links)
- UNIFIED APPROACH FOR NOISY NONLINEAR MATHIEU-TYPE SYSTEMS (Q4460429) (← links)
- Stochastic Averaging Near a Homoclinic Orbit with Multiplicative Noise (Q4474373) (← links)
- Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
- Stochastic Averaging Near Homoclinic Orbits Via Singular Perturbations (Q4650475) (← links)
- (Q4839124) (← links)
- The poincaré manifold at a stable equilibrium of c<sup>2</sup>planar flow (Q4873624) (← links)
- Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system (Q5169585) (← links)
- LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT (Q5175224) (← links)
- Default Clustering in Large Pools: Large Deviations (Q5250039) (← links)
- The Topology of Central Counterparty Clearing Networks and Network Stability (Q5413853) (← links)
