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Grorud, Axel

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Author ID: grorud.axel Recent zbMATH articles by "Grorud, Axel"
Published as: Grorud, Axel; Grorud, A.
Documents Indexed: 19 Publications since 1980
Reviewing Activity: 28 Reviews

Publications by Year

Citations contained in zbMATH Open

16 Publications have been cited 147 times in 110 Documents Cited by Year
Insider trading in a continuous time market model. Zbl 0909.90023
Grorud, Axel; Pontier, Monique
52
1998
Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus. (Intégrales Hilbertiennes anticipantes par rapport à un processus de Wiener cylindrique et calcul stochastique associé.) Zbl 0754.60051
Grorud, A.; Pardoux, E.
22
1992
Asymmetrical information and incomplete markets. Zbl 1154.91542
Grorud, Axel; Pontier, Monique
20
2001
Asymmetric information in a financial market with jumps. Zbl 0962.91038
Grorud, Axel
9
2000
Approximation of Lyapunov exponents of nonlinear stochastic differential equations. Zbl 0855.60057
Grorud, Axel; Talay, Denis
7
1996
Analyse factorielle des matrices carrees non symétriques. Zbl 0474.62055
Escoufier, Yves; Grorud, Axel
7
1980
Risk neutral measures and asymmetrical information. (Probabilités neutres au risque et asymétrie d’information.) Zbl 0954.60035
Grorud, Axel; Pontier, Monique
6
1999
Financial market model with influential informed investors. Zbl 1138.91445
Grorud, Axel; Pontier, Monique
5
2005
How to detect insider trading? (Comment détecter le délit d’initiés?) Zbl 0881.90040
Grorud, Axel; Pontier, Monique
5
1997
A Dirichlet structure on a Wiener-Poisson space. Application to the enlargement of filtration. (Formes de Dirichlet sur un espace de Wiener-Poisson. Application au grossissement de filtration.) Zbl 0985.91027
Denis, Laurent; Grorud, Axel; Pontier, Monique
3
2000
Hilbert-valued anticipating stochastic differential equations. Zbl 0796.60061
Grorud, Axel; Nualart, David; Sanz-Solé, Marta
3
1994
Stochastic calculus of order 2 and anticipative differential equations on a manifold. (Calcul stochastique d’ordre deux et équation différentielle anticipative sur une variété.) Zbl 0849.60057
Grorud, Axel; Pontier, Monique
2
1995
Anticipating stochastic calculus of order two. (Calcul anticipatif d’ordre deux.) Zbl 0811.60041
Grorud, Axel; Pontier, Monique
2
1993
Biplots for matched two-way tables. Zbl 1042.62056
Dossou-Gbété, Simplice; Grorud, Axel
2
2002
Approximation of Lyapunov exponents of stochastic differential systems on compact manifolds. Zbl 0701.93103
Grorud, Axel; Talay, Denis
1
1990
Calcul stochastique anticipatif dans les espaces de Hilbert. (Anticipating stochastic calculus in Hilbert spaces). Zbl 0662.60062
Grorud, Axel; Pardoux, Étienne
1
1988
Financial market model with influential informed investors. Zbl 1138.91445
Grorud, Axel; Pontier, Monique
5
2005
Biplots for matched two-way tables. Zbl 1042.62056
Dossou-Gbété, Simplice; Grorud, Axel
2
2002
Asymmetrical information and incomplete markets. Zbl 1154.91542
Grorud, Axel; Pontier, Monique
20
2001
Asymmetric information in a financial market with jumps. Zbl 0962.91038
Grorud, Axel
9
2000
A Dirichlet structure on a Wiener-Poisson space. Application to the enlargement of filtration. (Formes de Dirichlet sur un espace de Wiener-Poisson. Application au grossissement de filtration.) Zbl 0985.91027
Denis, Laurent; Grorud, Axel; Pontier, Monique
3
2000
Risk neutral measures and asymmetrical information. (Probabilités neutres au risque et asymétrie d’information.) Zbl 0954.60035
Grorud, Axel; Pontier, Monique
6
1999
Insider trading in a continuous time market model. Zbl 0909.90023
Grorud, Axel; Pontier, Monique
52
1998
How to detect insider trading? (Comment détecter le délit d’initiés?) Zbl 0881.90040
Grorud, Axel; Pontier, Monique
5
1997
Approximation of Lyapunov exponents of nonlinear stochastic differential equations. Zbl 0855.60057
Grorud, Axel; Talay, Denis
7
1996
Stochastic calculus of order 2 and anticipative differential equations on a manifold. (Calcul stochastique d’ordre deux et équation différentielle anticipative sur une variété.) Zbl 0849.60057
Grorud, Axel; Pontier, Monique
2
1995
Hilbert-valued anticipating stochastic differential equations. Zbl 0796.60061
Grorud, Axel; Nualart, David; Sanz-Solé, Marta
3
1994
Anticipating stochastic calculus of order two. (Calcul anticipatif d’ordre deux.) Zbl 0811.60041
Grorud, Axel; Pontier, Monique
2
1993
Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus. (Intégrales Hilbertiennes anticipantes par rapport à un processus de Wiener cylindrique et calcul stochastique associé.) Zbl 0754.60051
Grorud, A.; Pardoux, E.
22
1992
Approximation of Lyapunov exponents of stochastic differential systems on compact manifolds. Zbl 0701.93103
Grorud, Axel; Talay, Denis
1
1990
Calcul stochastique anticipatif dans les espaces de Hilbert. (Anticipating stochastic calculus in Hilbert spaces). Zbl 0662.60062
Grorud, Axel; Pardoux, Étienne
1
1988
Analyse factorielle des matrices carrees non symétriques. Zbl 0474.62055
Escoufier, Yves; Grorud, Axel
7
1980
all top 5

Cited by 141 Authors

9 Jeanblanc, Monique
8 Jiao, Ying
6 Eyraud-Loisel, Anne
6 Grorud, Axel
6 Hillairet, Caroline
5 Kohatsu-Higa, Arturo
5 Pontier, Monique
4 Fontana, Claudio
4 Fuhrman, Marco
4 Imkeller, Peter
3 Aksamit, Anna
3 Bonaccorsi, Stefano
3 Choulli, Tahir
3 Di Nunno, Giulia
3 El Karoui, Nicole
3 Kumagai, Atsuya
3 Tessitore, Gianmario
2 Acciaio, Beatrice
2 Akdim, Khadija
2 Andersson, Adam
2 Ankirchner, Stefan
2 Blanchet-Scalliet, Christophette
2 Bojdecki, Tomasz
2 Chau, Huy N.
2 Corcuera, José Manuel
2 Deng, Jun
2 El Otmani, Mohamed
2 Hu, Ying
2 Jakubowski, Jacek
2 Larsson, Stig
2 Mohammed, Salah-Eldin A.
2 Øksendal, Bernt Karsten
2 Protter, Philip Elliott
2 Song, Shiqi
2 Xiong, Dewen
2 Yamazato, Makoto
2 Ye, Zhongxing
2 Zhang, Tusheng S.
1 Amendinger, Jürgen
1 Arnold, Ludwig
1 Balbás, Alejandro
1 Balbás, Raquel
1 Benth, Fred Espen
1 Biagini, Francesca
1 Biscay, Rolando J.
1 Bourguin, Solesne
1 Bove, Giuseppe
1 Buckley, Winston S.
1 Calzolari, Antonella
1 Campese, Simon
1 Campi, Luciano
1 Carbonell, Felix
1 Chen, Fenge
1 Confortola, Fulvia
1 Cosso, Andrea
1 Coviello, Rosanna
1 Cox, Alexander Matthew Gordon
1 Cruzeiro, Ana-Bela
1 Dalang, Robert C.
1 Dandapani, Aditi
1 D’Auria, Bernardo
1 de Falguerolles, Antoine
1 Debussche, Arnaud
1 Dereich, Steffen
1 Deya, Aurélien
1 Di Girolami, Cristina
1 Diakhaby, Aboubakary
1 Dossou-Gbete, Simplice
1 Ernst, Philip A.
1 Fajardo, José
1 Fang, Shizan
1 Faou, Erwan
1 Feng, Chunrong
1 Fuh, Cheng-Der
1 Hata, Hiroaki
1 Higham, Desmond J.
1 Hu, Inchi
1 Huesmann, Martin
1 Jimenez, Juan Carlos
1 Kallianpur, Gopinath
1 Kardaras, Constantinos
1 Kchia, Younes
1 Kharroubi, Idris
1 Kliemann, Wolfgang H.
1 Kohlmann, Michael
1 Kruse, Raphael
1 Le Cam, Yann
1 Lelièvre, Tony
1 Leniec, Marta
1 León, Jorge A.
1 Li, Libo
1 Lin, Shih-Kuei
1 Liu, Limin
1 Long, Hongwei
1 Ly Vath, Vathana
1 Malliavin, Paul
1 Masiero, Federica
1 Mastrogiacomo, Elisa
1 Mattingly, Jonathan Christopher
1 Meyer-Brandis, Thilo
...and 41 more Authors
all top 5

Cited in 51 Serials

16 Stochastic Processes and their Applications
9 International Journal of Theoretical and Applied Finance
7 Applied Mathematics and Optimization
5 Stochastics
4 The Annals of Probability
4 Stochastic Analysis and Applications
4 Finance and Stochastics
3 Japan Journal of Industrial and Applied Mathematics
3 Random Operators and Stochastic Equations
3 Mathematical Finance
2 Advances in Applied Probability
2 Mathematics of Computation
2 Journal of Computational and Applied Mathematics
2 The Annals of Applied Probability
2 European Journal of Operational Research
2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
2 Quantitative Finance
2 Decisions in Economics and Finance
2 Mathematics and Financial Economics
1 Acta Mechanica
1 Applied Mathematics and Computation
1 Journal of Differential Equations
1 Journal of Functional Analysis
1 Mathematics and Computers in Simulation
1 Insurance Mathematics & Economics
1 Statistics & Probability Letters
1 Probability Theory and Related Fields
1 Annals of Operations Research
1 Communications in Statistics. Theory and Methods
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Linear Algebra and its Applications
1 Expositiones Mathematicae
1 Computational Statistics and Data Analysis
1 Potential Analysis
1 Bulletin des Sciences Mathématiques
1 Electronic Journal of Probability
1 Bernoulli
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Applied Mathematics and Decision Sciences
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Stochastics and Dynamics
1 Mathematical Biosciences and Engineering
1 Advances in Data Analysis and Classification. ADAC
1 Mathematical Control and Related Fields
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Journal de la Société Française de Statistique & Revue de Statistique Appliquée
1 Probability, Uncertainty and Quantitative Risk

Citations by Year