Edit Profile (opens in new tab) Brockhaus, Oliver Compute Distance To: Compute Author ID: brockhaus.oliver Published as: Brockhaus, Oliver Documents Indexed: 4 Publications since 1993, including 1 Book Reviewing Activity: 30 Reviews Co-Authors: 2 Co-Authors with 1 Joint Publication 19 Co-Co-Authors Co-Authors 3 single-authored 1 Dubois, Mathieu S. 1 Gapeev, Pavel V. Serials 1 International Journal of Theoretical and Applied Finance 1 Bonner Mathematische Schriften Fields 4 Probability theory and stochastic processes (60-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year Citations contained in zbMATH Open 3 Publications have been cited 5 times in 5 Documents Cited by ▼ Year ▼ Conditioning the Brownian leaf: Large deviations and Schrödinger bridges. (Konditionierungen des Brownschen Blattes: Große Abweichungen und Schrödingerbrücken.) Zbl 0842.60079Brockhaus, Oliver 2 1995 Sufficient statistics for the Brownian sheet. Zbl 0787.60102Brockhaus, Oliver 2 1993 On some functionals of the first passage times in models with switching stochastic volatility. Zbl 1395.91442Gapeev, Pavel V.; Brockhaus, Oliver; Dubois, Mathieu 1 2018 On some functionals of the first passage times in models with switching stochastic volatility. Zbl 1395.91442Gapeev, Pavel V.; Brockhaus, Oliver; Dubois, Mathieu 1 2018 Conditioning the Brownian leaf: Large deviations and Schrödinger bridges. (Konditionierungen des Brownschen Blattes: Große Abweichungen und Schrödingerbrücken.) Zbl 0842.60079Brockhaus, Oliver 2 1995 Sufficient statistics for the Brownian sheet. Zbl 0787.60102Brockhaus, Oliver 2 1993 all top 5 Cited by 9 Authors 1 Dalang, Robert C. 1 Donati-Martin, Catherine 1 Föllmer, Hans 1 Gantert, Nina 1 Gapeev, Pavel V. 1 Stoev, Yavor I. 1 Tunaru, Radu S. 1 Walsh, John Bradstreet 1 Yor, Marc Cited in 3 Serials 3 The Annals of Probability 1 Stochastic Analysis and Applications 1 Quantitative Finance Cited in 5 Fields 4 Probability theory and stochastic processes (60-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year