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Author ID: lyasoff.andrew Recent zbMATH articles by "Lyasoff, Andrew"
Published as: Enchev, Ognian; Enchev, O.; Lyasoff, Andrew; Enchev, O. B.; Enchev, Ognian B.
External Links: MGP
Documents Indexed: 23 Publications since 1979, including 1 Book
Reviewing Activity: 2 Reviews
Co-Authors: 2 Co-Authors with 9 Joint Publications
86 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 90 times in 79 Documents Cited by Year
Towards a Riemannian geometry on the path space over a Riemannian manifold. Zbl 0847.58080
Enchev, Ognian; Strook, Daniel W.
29
1995
Rademacher’s theorem for Wiener functionals. Zbl 0773.60042
Enchev, O.; Stroock, D. W.
21
1993
Pinned Brownian motion and its perturbations. Zbl 0853.58111
Enchev, Ognian; Stroock, Daniel W.
14
1996
Integration by parts for pinned Brownian motion. Zbl 0845.58055
Enchev, O.; Strook, D.
6
1995
The two fundamental theorems of asset pricing for a class of continuous-time financial markets. Zbl 1331.91210
Lyasoff, Andrew
6
2014
Another look at the integral of exponential Brownian motion and the pricing of Asian options. Zbl 1354.60087
Lyasoff, Andrew
5
2016
Nonlinear transformations on the Wiener space. Zbl 0803.60048
Enchev, Ognian
4
1993
Anticipative diffusion and related change of measures. Zbl 0804.60072
Enchev, O.; Stroock, D. W.
1
1993
Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions (with computational finance in view). Zbl 1152.65403
Lyasoff, Andrew
1
2008
White noise indexed by loops. Zbl 0937.60024
Enchev, Ognian B.
1
1998
Hilbert-space-valued quasimartingales. Zbl 0646.60055
Enchev, Ognian
1
1988
Stochastic calculus with anticipation and shift transformations of Wiener’s measure. Zbl 0765.60049
Enchev, O.
1
1992
Another look at the integral of exponential Brownian motion and the pricing of Asian options. Zbl 1354.60087
Lyasoff, Andrew
5
2016
The two fundamental theorems of asset pricing for a class of continuous-time financial markets. Zbl 1331.91210
Lyasoff, Andrew
6
2014
Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions (with computational finance in view). Zbl 1152.65403
Lyasoff, Andrew
1
2008
White noise indexed by loops. Zbl 0937.60024
Enchev, Ognian B.
1
1998
Pinned Brownian motion and its perturbations. Zbl 0853.58111
Enchev, Ognian; Stroock, Daniel W.
14
1996
Towards a Riemannian geometry on the path space over a Riemannian manifold. Zbl 0847.58080
Enchev, Ognian; Strook, Daniel W.
29
1995
Integration by parts for pinned Brownian motion. Zbl 0845.58055
Enchev, O.; Strook, D.
6
1995
Rademacher’s theorem for Wiener functionals. Zbl 0773.60042
Enchev, O.; Stroock, D. W.
21
1993
Nonlinear transformations on the Wiener space. Zbl 0803.60048
Enchev, Ognian
4
1993
Anticipative diffusion and related change of measures. Zbl 0804.60072
Enchev, O.; Stroock, D. W.
1
1993
Stochastic calculus with anticipation and shift transformations of Wiener’s measure. Zbl 0765.60049
Enchev, O.
1
1992
Hilbert-space-valued quasimartingales. Zbl 0646.60055
Enchev, Ognian
1
1988
all top 5

Cited by 80 Authors

5 Fang, Shizan
4 Bogachev, Vladimir Igorevich
4 Gong, Fuzhou
4 Shao, Jinghai
3 Criens, David
3 Cruzeiro, Ana-Bela
3 Driver, Bruce K.
3 Hino, Masanori
3 Léandre, Rémi
3 Sun, Xiaoxia
3 Wiśniewolski, Maciej
3 Wu, Bo
3 Zhang, Jingxiao
2 Ambrosio, Luigi
2 Chen, Xin
2 Dello Schiavo, Lorenzo
2 Eberle, Andreas
2 Fontana, Claudio
2 Guo, Feng
2 Hsu, Elton P.
2 Jakubowski, Jacek
2 Li, Xiang-Dong
2 Lyons, Terence John
2 Qian, Zhongmin M.
2 Röckner, Michael
2 Thalmaier, Anton
2 Xiang, Kai-Nan
1 Aida, Shigeki
1 Andersson, Lars Åke
1 Arnaudon, Marc
1 Bachmann, Stefan
1 Baudoin, Fabrice
1 Bell, Denis R.
1 Bonaccorsi, Stefano
1 Bruned, Yvain
1 Cheng, Guang
1 Cipriano, Fernanda
1 Da Prato, Giuseppe
1 Nguyen Tien Dung
1 Durand-Cartagena, Estibalitz
1 Erbar, Matthias
1 Feng, Qi
1 Fukushima, Masatoshi
1 Gong, Fu-Zhong
1 Gordina, Maria
1 Hairer, Martin
1 Hariya, Yuu
1 Hirsch, Francis
1 Huang, Jianhua Z.
1 Ji, Un Cig
1 Li, Xue-Mei
1 Liang, Zongxia
1 Löbus, Jörg-Uwe
1 Ma, Zhi-Ming
1 Malliavin, Paul
1 Mayer-Wolf, Eduardo
1 Mijatović, Aleksandar
1 Nadarajah, Saralees
1 Nahmod, Andrea R.
1 Nicaise, Florent
1 Norris, James R.
1 Ouyang, Cheng
1 Petrović, Ljiljana
1 Pogány, Tibor K.
1 Priola, Enrico
1 Ramírez González, José A.
1 Savaré, Giuseppe
1 Schied, Alexander
1 Staffilani, Gigliola
1 Stroock, Daniel W.
1 Suzuki, Kohei
1 Tolmachev, N. A.
1 Tubaro, Luciano
1 Urusov, Mikhail A.
1 Ustunel, Ali Suleyman
1 Valjarević, Dragana
1 Wu, Liming
1 Zakai, Moshe
1 Zambotti, Lorenzo
1 Zhang, Xicheng
all top 5

Cited in 42 Serials

22 Journal of Functional Analysis
5 Journal de Mathématiques Pures et Appliquées. Neuvième Série
4 The Annals of Probability
3 Acta Mathematica Sinica. English Series
2 Reviews in Mathematical Physics
2 Science in China. Series A
2 Potential Analysis
2 Journal of Mathematical Sciences (New York)
2 Bulletin des Sciences Mathématiques
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 International Journal of Theoretical and Applied Finance
1 Journal d’Analyse Mathématique
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 The Annals of Statistics
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Proceedings of the American Mathematical Society
1 Rendiconti del Circolo Matemàtico di Palermo. Serie II
1 Bulletin of the Korean Mathematical Society
1 Statistics & Probability Letters
1 Stochastic Analysis and Applications
1 Acta Mathematicae Applicatae Sinica. English Series
1 Probability Theory and Related Fields
1 Journal of Theoretical Probability
1 Journal of the American Mathematical Society
1 Forum Mathematicum
1 The Journal of Geometric Analysis
1 Stochastic Processes and their Applications
1 Bulletin of the American Mathematical Society. New Series
1 Chinese Science Bulletin
1 Electronic Journal of Probability
1 Bernoulli
1 Finance and Stochastics
1 Doklady Mathematics
1 Mathematical Communications
1 Journal of Nonlinear Mathematical Physics
1 Journal of Evolution Equations
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Stochastics and Dynamics
1 Stochastics
1 Mathematics and Financial Economics

Citations by Year