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Graversen, Svend Erik

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Author ID: graversen.svend-erik Recent zbMATH articles by "Graversen, Svend Erik"
Published as: Graversen, S.; Graversen, S. E.; Graversen, S.-E.; Graversen, Svend Erik; Graversen, Svend-Erik
Documents Indexed: 44 Publications since 1977, including 6 Books

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 289 times in 243 Documents Cited by Year
A central limit theorem for realised power and bipower variation of continuous semimartingales. Zbl 1106.60037
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; Jacod, Jean; Podolskij, Mark; Shephard, Neil
77
2006
Limit theorems for bipower variation in financial econometrics. Zbl 1125.62114
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; Jacod, Jean; Shephard, Neil
40
2006
Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. Zbl 0982.60082
Graversen, S. E.; Peskir, G.; Shiryaev, A. N.
27
2000
Maximal inequalities for the Ornstein-Uhlenbeck process. Zbl 0954.60062
Graversen, S. E.; Peskir, G.
18
2000
Optimal stopping and maximal inequalities for geometric Brownian motion. Zbl 0929.60027
Graversen, S. E.; Peskir, G.
14
1998
An extension of P. Lévy’s distributional properties to the case of a Brownian motion with drift. Zbl 0965.60077
Graversen, Svend Erik; Shiryaev, Albert N.
13
2000
Maximal inequalities for Bessel processes. Zbl 0903.60074
Graversen, S. E.; Peškir, G.
13
1998
\(\alpha\) -self-similar Markov processes. Zbl 0561.60085
Graversen, S. E.; Vuolle-Apiala, J.
12
1986
Stochastic integration on the real line. Zbl 1306.60061
Basse-O’Connor, A.; Graversen, S.-E.; Pedersen, J.
10
2014
Duality theory for self-similar processes. Zbl 0608.60057
Vuolle-Apiala, J.; Graversen, S. E.
8
1986
Power variation and stochastic volatility: a review and some new results. Zbl 1070.91018
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; Shephard, Neil
7
2004
Quadratic variation and energy. Zbl 0586.60070
Graversen, S. E.; Rao, M.
6
1985
Multiparameter processes with stationary increments: spectral representation and integration. Zbl 1260.60089
Basse-O’Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan
5
2012
Volatility determination in an ambit process setting. Zbl 1251.60043
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik
5
2011
“Polar”-functions for Brownian motion. Zbl 0501.60048
Graversen, S. E.
5
1982
Representations of Urbanik’s classes and multiparameter Ornstein-Uhlenbeck processes. Zbl 1228.60061
Graversen, Svend-Erik; Pedersen, Jan
4
2011
On the Russian option: The expected waiting time. Zbl 0924.60012
Graversen, S. E.; Peškir, G.
4
1997
On Wald-type optimal stopping for Brownian motion. Zbl 0876.60023
Graversen, S. E.; Peškir, G.
4
1997
On the problem of stochastic integral representations of functionals of the Brownian motion. II. Zbl 1116.60022
Graversen, S.; Shiryaev, A. N.; Yor, M.
3
2007
On Paul Lévy’s arc sine law and Shiga-Watanabe’s time inversion result. Zbl 0988.60079
Graversen, Svend Erik; Vuolle-Apiala, Juha
3
2000
On Doob’s maximal inequality for Brownian motion. Zbl 0913.60011
Graversen, S. E.; Peškir, G.
2
1997
Path and semimartingale properties of chaos processes. Zbl 1193.60059
Basse-O’Connor, Andreas; Graversen, Svend-Erik
1
2010
Optimal stopping in the \(L\log L\)-inequality of Hardy and Littlewood. Zbl 0949.60057
Graversen, S. E.; Peškir, G.
1
1998
Optimal stopping and maximal inequalities for linear diffusions. Zbl 0905.60058
Graversen, S. E.; Peškir, G.
1
1998
Extremal problems in the maximal inequalities of Khintchine. Zbl 0899.60013
Graversen, S. E.; Peškir, G.
1
1998
The continuity principle in exponential type Orlicz spaces. Zbl 0820.46022
Graversen, S. E.; Peškir, Goran; Weber, Michel
1
1995
Brownian motion and eigenvalues for the Dirichlet Laplacian. Zbl 0696.60077
Graversen, S. E.; Rao, Murali
1
1990
On a theorem of Cartan. Zbl 0633.60092
Graversen, S. E.; Rao, M.
1
1987
Hypothesis (B) of Hunt. Zbl 0479.60075
Graversen, S. E.; Rao, Murali
1
1982
On strong Markov duals. Zbl 0499.60080
Graversen, S. E.; Rao, Murali
1
1981
Stochastic integration on the real line. Zbl 1306.60061
Basse-O’Connor, A.; Graversen, S.-E.; Pedersen, J.
10
2014
Multiparameter processes with stationary increments: spectral representation and integration. Zbl 1260.60089
Basse-O’Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan
5
2012
Volatility determination in an ambit process setting. Zbl 1251.60043
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik
5
2011
Representations of Urbanik’s classes and multiparameter Ornstein-Uhlenbeck processes. Zbl 1228.60061
Graversen, Svend-Erik; Pedersen, Jan
4
2011
Path and semimartingale properties of chaos processes. Zbl 1193.60059
Basse-O’Connor, Andreas; Graversen, Svend-Erik
1
2010
On the problem of stochastic integral representations of functionals of the Brownian motion. II. Zbl 1116.60022
Graversen, S.; Shiryaev, A. N.; Yor, M.
3
2007
A central limit theorem for realised power and bipower variation of continuous semimartingales. Zbl 1106.60037
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; Jacod, Jean; Podolskij, Mark; Shephard, Neil
77
2006
Limit theorems for bipower variation in financial econometrics. Zbl 1125.62114
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; Jacod, Jean; Shephard, Neil
40
2006
Power variation and stochastic volatility: a review and some new results. Zbl 1070.91018
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; Shephard, Neil
7
2004
Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. Zbl 0982.60082
Graversen, S. E.; Peskir, G.; Shiryaev, A. N.
27
2000
Maximal inequalities for the Ornstein-Uhlenbeck process. Zbl 0954.60062
Graversen, S. E.; Peskir, G.
18
2000
An extension of P. Lévy’s distributional properties to the case of a Brownian motion with drift. Zbl 0965.60077
Graversen, Svend Erik; Shiryaev, Albert N.
13
2000
On Paul Lévy’s arc sine law and Shiga-Watanabe’s time inversion result. Zbl 0988.60079
Graversen, Svend Erik; Vuolle-Apiala, Juha
3
2000
Optimal stopping and maximal inequalities for geometric Brownian motion. Zbl 0929.60027
Graversen, S. E.; Peskir, G.
14
1998
Maximal inequalities for Bessel processes. Zbl 0903.60074
Graversen, S. E.; Peškir, G.
13
1998
Optimal stopping in the \(L\log L\)-inequality of Hardy and Littlewood. Zbl 0949.60057
Graversen, S. E.; Peškir, G.
1
1998
Optimal stopping and maximal inequalities for linear diffusions. Zbl 0905.60058
Graversen, S. E.; Peškir, G.
1
1998
Extremal problems in the maximal inequalities of Khintchine. Zbl 0899.60013
Graversen, S. E.; Peškir, G.
1
1998
On the Russian option: The expected waiting time. Zbl 0924.60012
Graversen, S. E.; Peškir, G.
4
1997
On Wald-type optimal stopping for Brownian motion. Zbl 0876.60023
Graversen, S. E.; Peškir, G.
4
1997
On Doob’s maximal inequality for Brownian motion. Zbl 0913.60011
Graversen, S. E.; Peškir, G.
2
1997
The continuity principle in exponential type Orlicz spaces. Zbl 0820.46022
Graversen, S. E.; Peškir, Goran; Weber, Michel
1
1995
Brownian motion and eigenvalues for the Dirichlet Laplacian. Zbl 0696.60077
Graversen, S. E.; Rao, Murali
1
1990
On a theorem of Cartan. Zbl 0633.60092
Graversen, S. E.; Rao, M.
1
1987
\(\alpha\) -self-similar Markov processes. Zbl 0561.60085
Graversen, S. E.; Vuolle-Apiala, J.
12
1986
Duality theory for self-similar processes. Zbl 0608.60057
Vuolle-Apiala, J.; Graversen, S. E.
8
1986
Quadratic variation and energy. Zbl 0586.60070
Graversen, S. E.; Rao, M.
6
1985
“Polar”-functions for Brownian motion. Zbl 0501.60048
Graversen, S. E.
5
1982
Hypothesis (B) of Hunt. Zbl 0479.60075
Graversen, S. E.; Rao, Murali
1
1982
On strong Markov duals. Zbl 0499.60080
Graversen, S. E.; Rao, Murali
1
1981
all top 5

Cited by 341 Authors

24 Podolskij, Mark
10 Barndorff-Nielsen, Ole Eiler
10 Peskir, Goran
8 Christensen, Kim
8 Vetter, Mathias
7 Jacod, Jean
6 Veraart, Almut E. D.
6 Yan, Litan
5 Corcuera, José Manuel
5 Makasu, Cloud
5 Pakkanen, Mikko S.
5 Todorov, Viktor
4 Benth, Fred Espen
4 Kyprianou, Andreas E.
4 Tauchen, George E.
4 Veliyev, Bezirgen
3 Bollerslev, Tim
3 Chen, Zhenlong
3 Chong, Carsten
3 du Toit, Jacques
3 Ekström, Erik
3 Hounyo, Ulrich
3 Jia, Chen
3 Liu, Zhi
3 Mancino, Maria Elvira
3 Meddahi, Nour
3 Réveillac, Anthony
3 Shiryaev, Al’bert Nikolaevich
3 Tudor, Ciprian A.
3 Woerner, Jeannette H. C.
2 Allaart, Pieter C.
2 Andersen, Torben G.
2 Balan, Raluca M.
2 Basse-O’Connor, Andreas
2 Bertoin, Jean
2 Fotopoulos, Stergios B.
2 Gapeev, Pavel V.
2 Ghysels, Eric
2 Glover, Kristoffer J.
2 Gonçalves, Sílvia
2 Graversen, Svend Erik
2 Huang, Lihu
2 Hwang, Eunju
2 Jolis, Maria
2 Kinnebrock, Silja
2 Li, Bingzhang
2 Liu, Guangying
2 Liu, Luqin
2 Livieri, Giulia
2 Lu, Ligang
2 Lyulko, Ya. A.
2 Oomen, Roel C. A.
2 Peres, Yuval
2 Pham, Viet Son
2 Pirino, Davide
2 Pistorius, Martijn R.
2 Quer-Sardanyons, Lluís
2 Rao, Murali
2 Ren, Yaofeng
2 Renò, Roberto
2 Rodosthenous, Neofytos
2 Rosenbaum, Mathieu
2 Russo, Francesco
2 Shen, Jing
2 Shephard, Neil
2 Shin, Dongwan
2 Vuolle-Apiala, Juha
2 Yor, Marc
2 Yoshida, Nakahiro
2 Zervos, Mihail
2 Zhang, Xinsheng
2 Zhu, Bei
1 Abu-Mostafa, Yaser S.
1 Acciaio, Beatrice
1 Adler, Robert Joseph
1 Aït-Sahalia, Yacine
1 Alili, Larbi
1 Alvarez, Alexander
1 Andreou, Elena
1 Antunović, Tonći
1 Asmussen, Søren
1 Atiya, Amir F.
1 Avan, Jean
1 Avram, Florin
1 Aylwin, Andrew
1 Balança, Paul
1 Bandi, Federico M.
1 Bañuelos, Rodrigo
1 Barigou, Karim
1 Bass, Richard F.
1 Baurdoux, Erik Jan
1 Bayraktar, Erhan
1 Beiglböck, Mathias
1 Bernyk, Violetta
1 Bishwal, Jaya P. N.
1 Bogomolov, Timofei
1 Bull, Adam D.
1 Busch, Thomas
1 Carroll, Tom
1 Cattiaux, Patrick
...and 241 more Authors
all top 5

Cited in 77 Serials

37 Journal of Econometrics
37 Stochastic Processes and their Applications
15 Bernoulli
13 The Annals of Applied Probability
9 Statistics & Probability Letters
8 Journal of Applied Probability
7 Journal of Mathematical Analysis and Applications
7 The Annals of Statistics
4 Probability Theory and Related Fields
4 Finance and Stochastics
4 Methodology and Computing in Applied Probability
4 Stochastics
3 Moscow University Mathematics Bulletin
3 Theory of Probability and its Applications
3 The Annals of Probability
3 SIAM Journal on Control and Optimization
3 Journal of Theoretical Probability
3 Quantitative Finance
2 Advances in Applied Probability
2 Journal of Functional Analysis
2 Proceedings of the American Mathematical Society
2 Insurance Mathematics & Economics
2 Stochastic Analysis and Applications
2 Acta Mathematicae Applicatae Sinica. English Series
2 Econometric Reviews
2 European Journal of Operational Research
2 Applied Mathematics. Series B (English Edition)
2 Mathematical Finance
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Wuhan University Journal of Natural Sciences (WUJNS)
2 Statistical Inference for Stochastic Processes
2 Econometric Theory
2 Electronic Journal of Statistics
2 Annals of Finance
1 Israel Journal of Mathematics
1 Journal of Mathematical Physics
1 Mathematical Biosciences
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Physics Letters. A
1 Scandinavian Journal of Statistics
1 Stochastics
1 Czechoslovak Mathematical Journal
1 Duke Mathematical Journal
1 Journal of the Mathematical Society of Japan
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
1 Mathematics and Computers in Simulation
1 Nagoya Mathematical Journal
1 Bulletin of the Korean Mathematical Society
1 Journal of Time Series Analysis
1 Acta Applicandae Mathematicae
1 Physica D
1 Sequential Analysis
1 Statistical Science
1 Economics Letters
1 Communications in Statistics. Simulation and Computation
1 Applied Mathematical Finance
1 Journal of Nonparametric Statistics
1 Abstract and Applied Analysis
1 Journal of Inequalities and Applications
1 Journal of Interdisciplinary Mathematics
1 Acta Mathematica Sinica. English Series
1 Brazilian Journal of Probability and Statistics
1 Decisions in Economics and Finance
1 Stochastic Models
1 Journal of Zhejiang University. Science A
1 Journal of the Korean Statistical Society
1 Proceedings of the Steklov Institute of Mathematics
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Optimization Letters
1 Journal of Mathematical Inequalities
1 AStA. Advances in Statistical Analysis
1 SIAM Journal on Financial Mathematics
1 International Journal of Stochastic Analysis
1 Sankhyā. Series A
1 Mathematics
1 Modern Stochastics. Theory and Applications

Citations by Year