Edit Profile Pospíšil, Jan Compute Distance To: Compute Author ID: pospisil.jan Published as: Pospíšil, Jan; Pospíšil, J.; Pospišil, Jan Homepage: https://cz.linkedin.com/in/jan-pospisil-7b2b1413 External Links: MGP · ORCID · Google Scholar · ResearchGate · dblp Documents Indexed: 13 Publications since 2005 all top 5 Co-Authors 1 single-authored 5 Sobotka, Tomáš 3 Mrázek, Milan 2 Baustian, Falko 2 Maslowski, Bohdan 2 Merino, Raúl 2 Vives, Josep 1 Avellino, G. 1 Beco, S. 1 Cantalupo, B. 1 Cialenco, Igor 1 Colling, D. 1 Filipová, Kateřina 1 Giacomini, Flaminia 1 Gianelle, A. 1 Guarise, A. 1 Kouřil, Daniel 1 Křenek, A. 1 Lototsky, Sergey V. 1 Maraschini, Alessandro 1 Matyska, Ludek 1 Mazzucato, Mirco 1 Mezzadri, M. 1 Monforte, S. 1 Mulač, Miloš 1 Pacini, F. 1 Peluso, Roberto I. 1 Prelz, F. 1 Ronchieri, E. 1 Ruda, Mihaly 1 Salvet, Zdeněk 1 Sgaravatto, M. 1 Sitera, J. 1 Škrabal, J. 1 Sottilaro, M. 1 Sottinen, Tommi 1 Terracina, Andrea 1 Tribe, Roger P. 1 Voců, M. 1 Werbrouck, A. all top 5 Serials 2 International Journal of Theoretical and Applied Finance 1 Applied Mathematics and Optimization 1 Stochastic Analysis and Applications 1 Applications of Mathematics 1 European Journal of Operational Research 1 Applied Mathematical Finance 1 Applied Stochastic Models in Business and Industry 1 Stochastics and Dynamics 1 Communications in Information and Systems 1 1 Open Mathematics all top 5 Fields 10 Probability theory and stochastic processes (60-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Partial differential equations (35-XX) 4 Numerical analysis (65-XX) 2 Statistics (62-XX) 1 Special functions (33-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 9 Publications have been cited 75 times in 58 Documents Cited by ▼ Year ▼ Parameter estimates and exact variations for stochastic heat equations driven by space-time white noise. Zbl 1118.60030Pospíšil, Jan; Tribe, Roger 24 2007 Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional Brownian motion. Zbl 1176.62019Cialenco, Igor; Lototsky, Sergey V.; Pospišil, Jan 17 2009 Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process. Zbl 1176.35185Maslowski, Bohdan; Pospíšil, Jan 16 2008 On calibration of stochastic and fractional stochastic volatility models. Zbl 1346.91238Mrázek, Milan; Pospíšil, Jan; Sobotka, Tomáš 7 2016 Parameter estimates for linear partial differential equations with fractional boundary noise. Zbl 1154.60335Maslowski, Bohdan; Pospíšil, Jan 4 2007 Market calibration under a long memory stochastic volatility model. Zbl 1396.91760Pospíšil, Jan; Sobotka, Tomáš 4 2016 Numerical parameter estimates in stochastic equations with fractional Brownian motion. Zbl 1119.65005Pospíšil, Jan 1 2006 Decomposition formula for jump diffusion models. Zbl 1419.91652Merino, R.; Pospíšil, J.; Sobotka, T.; Vives, J. 1 2018 Unifying pricing formula for several stochastic volatility models with jumps. Zbl 1420.91444Baustian, Falko; Mrázek, Milan; Pospíšil, Jan; Sobotka, Tomáš 1 2017 Decomposition formula for jump diffusion models. Zbl 1419.91652Merino, R.; Pospíšil, J.; Sobotka, T.; Vives, J. 1 2018 Unifying pricing formula for several stochastic volatility models with jumps. Zbl 1420.91444Baustian, Falko; Mrázek, Milan; Pospíšil, Jan; Sobotka, Tomáš 1 2017 On calibration of stochastic and fractional stochastic volatility models. Zbl 1346.91238Mrázek, Milan; Pospíšil, Jan; Sobotka, Tomáš 7 2016 Market calibration under a long memory stochastic volatility model. Zbl 1396.91760Pospíšil, Jan; Sobotka, Tomáš 4 2016 Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional Brownian motion. Zbl 1176.62019Cialenco, Igor; Lototsky, Sergey V.; Pospišil, Jan 17 2009 Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process. Zbl 1176.35185Maslowski, Bohdan; Pospíšil, Jan 16 2008 Parameter estimates and exact variations for stochastic heat equations driven by space-time white noise. Zbl 1118.60030Pospíšil, Jan; Tribe, Roger 24 2007 Parameter estimates for linear partial differential equations with fractional boundary noise. Zbl 1154.60335Maslowski, Bohdan; Pospíšil, Jan 4 2007 Numerical parameter estimates in stochastic equations with fractional Brownian motion. Zbl 1119.65005Pospíšil, Jan 1 2006 all cited Publications top 5 cited Publications all top 5 Cited by 90 Authors 8 Tudor, Ciprian A. 5 Cialenco, Igor 4 Maslowski, Bohdan 4 Pospíšil, Jan 3 Yan, Litan 3 Zili, Mounir 2 Bouzebda, Salim 2 Brouste, Alexandre 2 Chen, Le 2 Dalang, Robert C. 2 Didi, Sultana 2 Janák, Josef 2 Jiang, Hui 2 Khalil, Zeina Mahdi 2 Merino, Raúl 2 Pasemann, Gregor 2 Sobotka, Tomáš 2 Stannat, Wilhelm 2 Vives, Josep 2 Xiao, Wei-Lin 2 Zhang, Weiguo 2 Zougar, Eya 1 Alonso, Sergio 1 Araya, Héctor 1 Assaad, Obayda 1 Avetisian, Diana 1 Balde, Maoudo Faramba 1 Beta, Carsten 1 Bezborodov, Viktor 1 Bishwal, Jaya P. N. 1 Cai, Chunhao 1 Catuogno, Pedro José 1 Cheng, Ziteng 1 Choi, Yongho 1 Chong, Carsten 1 Chong, Yuxiang 1 Cui, Jing 1 Cui, Zhenyu 1 Dehling, Herold G. 1 Delgado-Vences, Francisco J. 1 Di Persio, Luca 1 Du, Gang 1 Duncan, Tyrone E. 1 Es-Sebaiy, Khalifa 1 Ewald, Christian-Oliver 1 Flemming, Sven 1 Foondun, Mohammud 1 Franke, Brice 1 Fu, Pei 1 Gong, Ruoting 1 Han, Hyunsoo 1 He, Xinjiang 1 Heo, Youngjin 1 Huang, Nan-Jing 1 Huang, Yicong 1 Hui, Jiang 1 Iacus, Stefano Maria 1 Jang, Hanbyeol 1 Khalil, Marwa 1 Khoshnevisan, Davar 1 Kim, Hyun Jung 1 Kim, Junseok 1 Kříž, Pavel 1 Kubelka, Vít 1 Li, Kexue 1 Li, Yumiao 1 Li, Zengpeng 1 Li, Zhi 1 Liu, Junfeng 1 Ma, Chunguang 1 Mahboubi, Pejman 1 Mishura, Yuliya Stepanivna 1 Morais, Eduardo 1 Mrázek, Milan 1 Olivera, Christian 1 Pasik-Duncan, Bozenna 1 Ralchenko, Kostiantyn V. 1 Schöchtel, Georg 1 Shevchenko, Radomyra 1 Slaoui, Meryem 1 Sottinen, Tommi 1 Sun, Lin 1 Walsh, John Bradstreet 1 Wang, Shaochen 1 Woerner, Jeannette H. C. 1 Xia, Dengfeng 1 Xu, Weidong 1 Yang, Ben-Zhang 1 Zhang, Xili 1 Zou, Yihan all top 5 Cited in 36 Serials 10 Stochastics and Dynamics 4 Applied Mathematics and Optimization 3 Stochastic and Partial Differential Equations. Analysis and Computations 3 Modern Stochastics. Theory and Applications 2 European Journal of Operational Research 2 Bulletin des Sciences Mathématiques 2 International Journal of Theoretical and Applied Finance 2 Statistical Inference for Stochastic Processes 2 Advances in Difference Equations 1 Mathematical Methods in the Applied Sciences 1 The Annals of Probability 1 The Annals of Statistics 1 Journal of Statistical Planning and Inference 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Journal of Theoretical Probability 1 International Journal of Adaptive Control and Signal Processing 1 Computational Statistics 1 Applied Mathematical Modelling 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 Stochastic Processes and their Applications 1 Journal of Nonlinear Science 1 Potential Analysis 1 Theory of Probability and Mathematical Statistics 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Fractional Calculus & Applied Analysis 1 Revista Matemática Complutense 1 Acta Mathematica Sinica. English Series 1 Methodology and Computing in Applied Probability 1 Dynamical Systems 1 Boundary Value Problems 1 Electronic Journal of Statistics 1 Journal of the Korean Society for Industrial and Applied Mathematics 1 Open Mathematics all top 5 Cited in 15 Fields 52 Probability theory and stochastic processes (60-XX) 27 Statistics (62-XX) 13 Partial differential equations (35-XX) 12 Numerical analysis (65-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Systems theory; control (93-XX) 2 Real functions (26-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year