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Willinger, Walter

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Author ID: willinger.walter Recent zbMATH articles by "Willinger, Walter"
Published as: Willinger, Walter; Willinger, W.; Wilinger, Walter
Documents Indexed: 32 Publications since 1987
1 Contribution as Editor

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 577 times in 483 Documents Cited by Year
Equivalent martingale measures and no-arbitrage in stochastic securities market models. Zbl 0694.90037
Dalang, Robert C.; Morton, Andrew; Willinger, Walter
113
1990
Estimators for long-range dependence: An empirical study. Zbl 0864.62061
Taqqu, Murad S.; Teverovsky, Vadim; Willinger, Walter
78
1995
Stock market prices and long-range dependence. Zbl 0924.90029
Willinger, Walter; Taqqu, Murad S.; Teverovsky, Vadim
66
1999
Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements. Zbl 1148.90310
Willinger, Walter; Taqqu, Murad S.; Leland, Will E.; Wilson, Daniel V.
52
1995
Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. Zbl 0827.60021
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
27
1995
Towards a theory of scale-free graphs: definition, properties, and implications. Zbl 1103.05082
Li, Lun; Alderson, David; Doyle, John C.; Willinger, Walter
26
2005
Self-similarity and heavy tails: Structural modeling of network traffic. Zbl 0926.90014
Willinger, Walter; Paxson, Vern; Taqqu, Murad S.
26
1998
A critical look at Lo’s modified \(R/S\) statistic. Zbl 1044.60508
Teverovsky, Vadim; Taqqu, Murad S.; Willinger, Walter
25
1999
Dynamic spanning without probabilities. Zbl 0801.90010
Bick, Avi; Willinger, Walter
18
1994
The analysis of finite security markets using martingales. Zbl 0618.60047
Taqqu, Murad S.; Willinger, Walter
18
1987
A bibliographical guide to self-similar traffic and performance modeling for modern high-speed networks. Zbl 0855.60086
Willinger, Walter; Taqqu, Murad S.; Erramilli, Ashok
17
1996
Long-range dependence and data network traffic. Zbl 1109.60317
Willinger, Walter; Paxson, Vern; Riedi, Rolf H.; Taqqu, Murad S.
15
2003
Where mathematics meets the Internet. Zbl 0973.00523
Willinger, Walter; Paxson, Vern
11
1998
Scaling analysis of conservative cascades, with applications to network traffic. Zbl 0945.94001
Gilbert, A. C.; Willinger, W.; Feldmann, A.
10
1999
Is network traffic self-similar or multifractal? Zbl 0908.60078
Taqqu, Murad S.; Teverovsky, Vadim; Willinger, Walter
9
1997
Wavelet analysis of conservative cascades. Zbl 1020.62075
Resnick, Sidney; Samorodnitsky, Gennady; Gilbert, Anna; Willinger, Walter
9
2003
A nonstandard approach to option pricing. Zbl 0900.90104
Cutland, Nigel; Kopp, P. Ekkehard; Willinger, Walter
9
1991
Mathematics and the internet: a source of enormous confusion and great potential. Zbl 1168.90004
Willinger, Walter; Alderson, David; Doyle, John C.
8
2009
Pathwise stochastic integration and applications to the theory of continuous trading. Zbl 0698.60043
Willinger, Walter; Taqqu, Murad S.
7
1989
Stochastic modeling of traffic processes. Zbl 0871.60085
Jagerman, David L.; Melamed, Benjamin; Willinger, Walter
5
1997
From discrete to continuous financial models: new convergence results for option pricing. Zbl 0884.90022
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
5
1993
The many facets of internet topology and traffic. Zbl 1131.90011
Alderson, D.; Chang, H.; Roughan, M.; Uhlig, S.; Willinger, W.
4
2006
From discrete to continuous stochastic calculus. Zbl 0864.60039
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
3
1995
Fractal traffic flows in high-speed communications networks. Zbl 0906.90065
Erramilli, Ashok; Willinger, Walter; Pruthi, Parag
3
1994
Convergence of Snell envelopes and critical prices in the American put. Zbl 0921.90016
Cutland, N. J.; Kopp, P. E.; Willinger, W.; Wyman, M. C.
3
1997
A nonstandard treatment of options driven by Poisson processes. Zbl 0808.90018
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
3
1993
Fractal queueing models. Zbl 0871.60078
Erramilli, Ashok; Narayan, Onuttom; Willinger, Walter
2
1997
Toward a convergence theory for continuous stochastic securities market models. Zbl 0900.90053
Willinger, Walter; Taqqu, Murad S.
2
1991
Traffic modeling for high-speed networks: Theory versus practice. Zbl 0837.68005
Willinger, Walter
2
1995
Pathwise approximations of processes based on the fine structure of their filtrations. Zbl 0645.62088
Wilinger, Walter; Taqqu, Murad S.
1
1988
Mathematics and the internet: a source of enormous confusion and great potential. Zbl 1168.90004
Willinger, Walter; Alderson, David; Doyle, John C.
8
2009
The many facets of internet topology and traffic. Zbl 1131.90011
Alderson, D.; Chang, H.; Roughan, M.; Uhlig, S.; Willinger, W.
4
2006
Towards a theory of scale-free graphs: definition, properties, and implications. Zbl 1103.05082
Li, Lun; Alderson, David; Doyle, John C.; Willinger, Walter
26
2005
Long-range dependence and data network traffic. Zbl 1109.60317
Willinger, Walter; Paxson, Vern; Riedi, Rolf H.; Taqqu, Murad S.
15
2003
Wavelet analysis of conservative cascades. Zbl 1020.62075
Resnick, Sidney; Samorodnitsky, Gennady; Gilbert, Anna; Willinger, Walter
9
2003
Stock market prices and long-range dependence. Zbl 0924.90029
Willinger, Walter; Taqqu, Murad S.; Teverovsky, Vadim
66
1999
A critical look at Lo’s modified \(R/S\) statistic. Zbl 1044.60508
Teverovsky, Vadim; Taqqu, Murad S.; Willinger, Walter
25
1999
Scaling analysis of conservative cascades, with applications to network traffic. Zbl 0945.94001
Gilbert, A. C.; Willinger, W.; Feldmann, A.
10
1999
Self-similarity and heavy tails: Structural modeling of network traffic. Zbl 0926.90014
Willinger, Walter; Paxson, Vern; Taqqu, Murad S.
26
1998
Where mathematics meets the Internet. Zbl 0973.00523
Willinger, Walter; Paxson, Vern
11
1998
Is network traffic self-similar or multifractal? Zbl 0908.60078
Taqqu, Murad S.; Teverovsky, Vadim; Willinger, Walter
9
1997
Stochastic modeling of traffic processes. Zbl 0871.60085
Jagerman, David L.; Melamed, Benjamin; Willinger, Walter
5
1997
Convergence of Snell envelopes and critical prices in the American put. Zbl 0921.90016
Cutland, N. J.; Kopp, P. E.; Willinger, W.; Wyman, M. C.
3
1997
Fractal queueing models. Zbl 0871.60078
Erramilli, Ashok; Narayan, Onuttom; Willinger, Walter
2
1997
A bibliographical guide to self-similar traffic and performance modeling for modern high-speed networks. Zbl 0855.60086
Willinger, Walter; Taqqu, Murad S.; Erramilli, Ashok
17
1996
Estimators for long-range dependence: An empirical study. Zbl 0864.62061
Taqqu, Murad S.; Teverovsky, Vadim; Willinger, Walter
78
1995
Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements. Zbl 1148.90310
Willinger, Walter; Taqqu, Murad S.; Leland, Will E.; Wilson, Daniel V.
52
1995
Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. Zbl 0827.60021
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
27
1995
From discrete to continuous stochastic calculus. Zbl 0864.60039
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
3
1995
Traffic modeling for high-speed networks: Theory versus practice. Zbl 0837.68005
Willinger, Walter
2
1995
Dynamic spanning without probabilities. Zbl 0801.90010
Bick, Avi; Willinger, Walter
18
1994
Fractal traffic flows in high-speed communications networks. Zbl 0906.90065
Erramilli, Ashok; Willinger, Walter; Pruthi, Parag
3
1994
From discrete to continuous financial models: new convergence results for option pricing. Zbl 0884.90022
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
5
1993
A nonstandard treatment of options driven by Poisson processes. Zbl 0808.90018
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
3
1993
A nonstandard approach to option pricing. Zbl 0900.90104
Cutland, Nigel; Kopp, P. Ekkehard; Willinger, Walter
9
1991
Toward a convergence theory for continuous stochastic securities market models. Zbl 0900.90053
Willinger, Walter; Taqqu, Murad S.
2
1991
Equivalent martingale measures and no-arbitrage in stochastic securities market models. Zbl 0694.90037
Dalang, Robert C.; Morton, Andrew; Willinger, Walter
113
1990
Pathwise stochastic integration and applications to the theory of continuous trading. Zbl 0698.60043
Willinger, Walter; Taqqu, Murad S.
7
1989
Pathwise approximations of processes based on the fine structure of their filtrations. Zbl 0645.62088
Wilinger, Walter; Taqqu, Murad S.
1
1988
The analysis of finite security markets using martingales. Zbl 0618.60047
Taqqu, Murad S.; Willinger, Walter
18
1987
all top 5

Cited by 779 Authors

14 Taqqu, Murad S.
13 Rásonyi, Miklós
11 Resnick, Sidney Ira
9 Mishura, Yuliya Stepanivna
8 Carassus, Laurence
7 Lépinette, Emmanuel
7 Schied, Alexander
6 Li, Ming
6 Schachermayer, Walter
6 Willinger, Walter
5 Biermé, Hermine
5 Guasoni, Paolo
4 Bianchi, Sergio
4 Cajueiro, Daniel O.
4 Delbaen, Freddy
4 Frittelli, Marco
4 Klein, Irene
4 Lacaux, Céline
4 Sikora, Grzegorz
4 Tabak, Benjamin Miranda
4 Tindel, Samy
4 Zhao, Wei
3 Baek, Changryong
3 Bayraktar, Erhan
3 Burzoni, Matteo
3 Cheridito, Patrick
3 Choulli, Tahir
3 Didier, Gustavo
3 Elliott, Robert James
3 Evstigneev, Igor V.
3 Ferrando, Sebastián Esteban
3 Giraitis, Liudas
3 Jouini, Elyès
3 Kabanov, Yuriĭ Mikhaĭlovich
3 Liu, Guangying
3 Maggis, Marco
3 Napp, Clotilde
3 Obloj, Jan K.
3 Pennanen, Teemu
3 Perez-Ostafe, Lavinia
3 Ren, Fuyao
3 Samorodnitsky, Gennady Pinkhosovich
3 Scheffler, Hans-Peter
3 Schweizer, Martin
3 Stoev, Stilian A.
3 Taksar, Michael I.
2 Abry, Patrice
2 Antoniou, Ioannis E.
2 Bacry, Emmanuel
2 Balbás, Alejandro
2 Barral, Julien
2 Benhaddou, Rida
2 Berti, Patrizia
2 Bielecki, Tomasz R.
2 Blanchard, Romain
2 Bouchard, Bruno
2 Boutahar, Mohamed
2 Braouezec, Yann
2 Brouste, Alexandre
2 Cattani, Carlo
2 Chang, Yen-Ching
2 Chen, Wenting
2 Cialenco, Igor
2 Cordero, Fernando
2 Crato, Nuno
2 Cutland, Nigel J.
2 Dang, Trang Dinh
2 D’Auria, Bernardo
2 Deng, Jun
2 El Maroufy, Hamid
2 Feng, Huifang
2 Fu, Ke’ang
2 Ghosh, Arka Prasanna
2 González, Alfredo Lázaro
2 Grassi, Rosanna
2 Hsieh, Ping-Hung
2 Iglói, Endre
2 Ivanov, Valery V.
2 Jafari, G. Reza
2 Kardaras, Constantinos
2 Kim, Moosup
2 Knight, Marina I.
2 Ko, Kyungduk
2 Kopp, Peter Ekkehard
2 Kuhn, Christoph
2 Lee, Taewook
2 Lelarge, Marc
2 León, José Rafael R.
2 Leonenko, Nikolai N.
2 Lin, Zhengyan
2 Linhares, Raquel Romes
2 Lopes, Sílvia R. C.
2 López-Oliveros, Luis
2 Maricza, István
2 Masugi, Masao
2 Melnikov, Aleksander Viktorovich
2 Molnár, Sándor H.
2 Muzy, Jean-François
2 Ng, Siu-Ah
2 Nourdin, Ivan
...and 679 more Authors
all top 5

Cited in 172 Serials

22 Stochastic Processes and their Applications
22 Mathematical Finance
18 Finance and Stochastics
16 The Annals of Applied Probability
15 Chaos, Solitons and Fractals
12 Journal of Mathematical Economics
12 International Journal of Theoretical and Applied Finance
10 Computational Statistics and Data Analysis
9 Stochastic Models
8 Mathematical Problems in Engineering
7 Fractals
7 Mathematics and Financial Economics
6 Journal of Mathematical Analysis and Applications
6 Journal of Statistical Planning and Inference
6 Insurance Mathematics & Economics
6 Statistics & Probability Letters
6 Journal of Statistical Computation and Simulation
6 Quantitative Finance
5 The Annals of Statistics
5 Journal of Time Series Analysis
5 Queueing Systems
5 Abstract and Applied Analysis
4 Advances in Applied Probability
4 Computers & Mathematics with Applications
4 Physica A
4 Journal of Applied Probability
4 Journal of Econometrics
4 Journal of Multivariate Analysis
4 Mathematics of Operations Research
4 Journal of Economic Dynamics & Control
4 Mathematical and Computer Modelling
4 Communications in Statistics. Simulation and Computation
4 Applied Mathematical Finance
4 Bernoulli
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Chaos
4 Communications in Nonlinear Science and Numerical Simulation
4 Stochastics
4 Statistics and Computing
4 Annals of Finance
3 Physica D
3 Statistics
3 Journal of Theoretical Probability
3 Economics Letters
3 European Journal of Operational Research
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Mathematical Programming. Series A. Series B
3 Journal of Mathematical Sciences (New York)
3 Mathematical Methods of Operations Research
3 Methodology and Computing in Applied Probability
3 Decisions in Economics and Finance
3 Advances in Difference Equations
3 Journal of Statistical Mechanics: Theory and Experiment
3 SIAM Journal on Financial Mathematics
2 Journal of Statistical Physics
2 Theory of Probability and its Applications
2 The Annals of Probability
2 Automatica
2 Journal of Computational and Applied Mathematics
2 Mathematische Annalen
2 Theoretical Computer Science
2 Systems & Control Letters
2 Operations Research Letters
2 Stochastic Analysis and Applications
2 Statistical Science
2 Algorithmica
2 Annals of Operations Research
2 Communications in Statistics. Theory and Methods
2 Stochastics and Stochastics Reports
2 Applied Mathematics. Series B (English Edition)
2 Applied and Computational Harmonic Analysis
2 Statistical Papers
2 Journal of Nonparametric Statistics
2 Journal of Applied Statistics
2 International Journal of Communication Systems
2 Extremes
2 The ANZIAM Journal
2 Scandinavian Actuarial Journal
2 Journal of Systems Science and Complexity
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Internet Mathematics
1 Modern Physics Letters B
1 International Journal of Systems Science
1 Information Processing Letters
1 Journal of the Franklin Institute
1 Lithuanian Mathematical Journal
1 Mathematical Notes
1 Physics Letters. A
1 Scandinavian Journal of Statistics
1 Commentationes Mathematicae Universitatis Carolinae
1 Czechoslovak Mathematical Journal
1 Information Sciences
1 Journal of Computer and System Sciences
1 Journal of Functional Analysis
1 The Journal of Mathematical Sociology
1 Journal of Optimization Theory and Applications
1 Mathematics and Computers in Simulation
1 Networks
1 Opsearch
1 Osaka Journal of Mathematics
...and 72 more Serials

Citations by Year