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publications

(10)

• On estimation of the exponent of regular variation using a sample with missing observations
  Pavle Mladenovic and Vladimir Piterbarg Statistics \& Probability Letters 78 327--335 (2008)
  to Regular variation by smicha on 2008-04-23 22:05:04
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• Stochastic Volatility Model with Time-dependent Skew
  Vladimir V. Piterbarg Applied Mathematical Finance 12 147--185 (2005)
  to imported by smicha on 2008-04-23 19:16:38
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• Extremes of a certain class of Gaussian processes
  J. H{\"u}sler and V. Piterbarg Stochastic Processes and their Applications 83 257--271 (1999)
  to Extreme values by smicha on 2008-04-22 14:25:45
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• On the ruin probability for physical fractional Brownian motion
  J. H{\"u}sler and V. Piterbarg Stochastic Processes and their Applications 113 315--332 (2004)
  to Ruin probability by smicha on 2008-04-22 14:25:45
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• Limit theorem for maximum of the storage process with fractional Brownian motion as input
  J{\"u}rg H{\"u}sler and Vladimir Piterbarg Stochastic Processes and their Applications 114 231--250 (2004)
  to Storage process by smicha on 2008-04-22 14:25:45
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• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
  Pavle Mladenovic and Vladimir Piterbarg Stochastic Processes and their Applications 116 1977--1991 (2006)
  to Stationary sequences by smicha on 2008-04-22 14:25:45
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• High excursions for nonstationary generalized chi-square processes
  V. I. Piterbarg Stochastic Processes and their Applications 53 307--337 (1994)
  to Extreme values by smicha on 2008-04-22 14:25:45
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• Drift estimation for Brownian flows
  L. Piterbarg Stochastic Processes and their Applications 73 131--149 (1998)
  to Diffusion by smicha on 2008-04-22 14:25:45
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• The Top Lyapunov Exponent for a Stochastic Flow Modeling the Upper Ocean Turbulence.
  Leonid I. Piterbarg SIAM Journal of Applied Mathematics 62 777-800 (2002)
  to dblp by dblp on 2007-12-06 00:00:00
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• A Simple Prediction Algorithm for the Lagrangian Motion in Two-Dimensional Turbulent Flows.
  Leonid I. Piterbarg and Tamay M. Özgökmen SIAM Journal of Applied Mathematics 63 116-148 (2002)
  to dblp by dblp on 2007-12-05 00:00:00
  | URL | BibTeX