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Author ID: rogers.l-c-g Recent zbMATH articles by "Rogers, L. C. G."
Published as: Rogers, L. C. G.; Rogers, L.-C.-G.

Publications by Year

Citations contained in zbMATH Open

108 Publications have been cited 3,121 times in 2,745 Documents Cited by Year
Diffusions, Markov processes, and martingales. Vol. 2: Itô calculus. 2nd ed. Zbl 0977.60005
Rogers, L. C. G.; Williams, David
313
2000
Diffusions, Markov processes, and martingales. Volume 2: Itô calculus. Zbl 0627.60001
Rogers, L. C. G.; Williams, David
242
1987
Diffusions, Markov processes and martingales. Vol. 1: Foundations. 2nd ed. Zbl 0949.60003
Rogers, L. C. G.; Williams, David
212
2000
Diffusions, Markov processes, and martingales. Vol. 1: Foundations. 2nd ed. Zbl 0826.60002
Rogers, L. C. G.; Williams, David
186
1994
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
181
1995
Arbitrage with fractional Brownian motion. Zbl 0884.90045
Rogers, L. C. G.
159
1997
Monte Carlo valuation of American options. Zbl 1029.91036
Rogers, L. C. G.
133
2002
Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains. Zbl 0806.60052
Rogers, L. C. G.
113
1994
Markov functions. Zbl 0466.60070
Rogers, L. C. G.; Pitman, J. W.
96
1981
Complete models with stochastic volatility. Zbl 0908.90012
Hobson, David G.; Rogers, L. C. G.
95
1998
Coupling of multidimensional diffusions by reflection. Zbl 0593.60076
Lindvall, Torgny; Rogers, L. C. G.
85
1986
Robust hedging of barrier options. Zbl 1047.91024
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
64
2001
Interacting Brownian particles and the Wigner law. Zbl 0794.60100
Rogers, L. C. G.; Shi, Z.
64
1993
Optimal capital structure and endogenous default. Zbl 1002.91019
Hilberink, Bianca; Rogers, L. C. G.
58
2002
Option pricing with Markov-modulated dynamics. Zbl 1158.91380
Jobert, A.; Rogers, L. C. G.
58
2006
Valuations and dynamic convex risk measures. Zbl 1138.91501
Jobert, A.; Rogers, L. C. G.
50
2008
Modeling liquidity effects in discrete time. Zbl 1278.91125
Çetin, Umut; Rogers, L. C. G.
48
2007
The potential approach to the term structure of interest rates and foreign exchange rates. Zbl 0884.90046
Rogers, L. C. G.
48
1997
The cost of illiquidity and its effects on hedging. Zbl 1232.91635
Rogers, L. C. G.; Singh, Surbjeet
46
2010
The relaxed investor and parameter uncertainty. Zbl 0993.91017
Rogers, L. C. G.
44
2001
Evaluating first-passage probabilities for spectrally one-sided Lévy processes. Zbl 0981.60048
Rogers, L. C. G.
41
2000
Estimating variance from high, low and closing prices. Zbl 0739.62084
Rogers, L. C. G.; Satchell, S. E.
37
1991
Pathwise stochastic optimal control. Zbl 1155.90019
Rogers, L. C. G.
29
2007
Asymptotic behavior of Brownian polymers. Zbl 0767.60080
Durrett, R. T.; Rogers, L. C. G.
28
1992
Smooth transition densities for one-dimensional diffusions. Zbl 0604.60077
Rogers, L. C. G.
27
1985
Self-avoiding random walk: A Brownian motion model with local time drift. Zbl 0611.60052
Norris, J. R.; Rogers, L. C. G.; Williams, David
26
1987
Equivalent martingale measures and no-arbitrage. Zbl 0851.60042
Rogers, L. C. G.
25
1994
Optimal investment. Zbl 1264.91119
Rogers, L. C. G.
24
2013
A guided tour through excursions. Zbl 0689.60075
Rogers, L. C. G.
22
1989
Can the implied volatility surface move by parallel shifts? Zbl 1224.91197
Rogers, L. C. G.; Tehranchi, M. R.
22
2010
Local time and stochastic area integrals. Zbl 0729.60073
Rogers, L. C. G.; Walsh, J. B.
22
1991
Ito excursion theory via resolvents. Zbl 0528.60073
Rogers, L. C. G.
20
1983
The joint law of the maximum and terminal value of a martingale. Zbl 0794.60042
Rogers, L. C. G.
19
1993
Recurrence and transience of reflecting Brownian motion in the quadrant. Zbl 0776.60100
Hobson, D. G.; Rogers, L. C. G.
19
1993
Brownian motions of ellipsoids. Zbl 0613.60072
Norris, J. R.; Rogers, L. C. G.; Williams, David
18
1986
A simple model of liquidity effects. Zbl 1011.91039
Rogers, L.-C.-G.; Zane, Omar
17
2002
Saddlepoint approximations to option prices. Zbl 0963.91054
Rogers, L. C. G.; Zane, O.
17
1999
The maximum maximum of a martingale constrained by an intermediate law. Zbl 0980.60048
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
16
2001
The two-sided exit problem for spectrally positive Lévy processes. Zbl 0698.60063
Rogers, L. C. G.
14
1990
Duality in constrained optimal investment and consumption problems: a synthesis. Zbl 1074.91020
Rogers, L. C. G.
14
2003
Computing the invariant law of a fluid model. Zbl 0814.60070
Rogers, L. C. G.; Shi, Z.
14
1994
Which model for term-structure of interest rates should one use? Zbl 0842.90016
Rogers, L. C. G.
14
1995
Skew-product decompositions of Brownian motions. Zbl 0656.58034
Pauwels, E. J.; Rogers, L. C. G.
13
1988
Wiener-Hopf factorization of diffusions and Levy processes. Zbl 0524.60070
Rogers, L. C. G.
13
1983
Why is the effect of proportional transaction costs \(O(\delta^{2/3})\)? Zbl 1101.91046
Rogers, L. C. G.
13
2004
Fast accurate binomial pricing. Zbl 0894.90025
Rogers, L. C. G.; Stapleton, E. J.
13
1998
Optimal exercise of executive stock options. Zbl 1164.62084
Rogers, L. C. G.; Scheinkman, José
12
2007
Wiener-Hopf factorization for matrices. Zbl 0429.15007
Barlow, M. T.; Rogers, L. C. G.; Williams, David
12
1980
A proof of Dassios’ representation of the \(\alpha\)-quantile of Brownian motion with drift. Zbl 0844.60044
Embrechts, P.; Rogers, L. C. G.; Yor, M.
12
1995
Williams’ characterisation of the Brownian excursion law: Proof and applications. Zbl 0462.60078
Rogers, L. C. G.
11
1981
A dynamic approach to the modeling of correlation credit derivatives using Markov chains. Zbl 1182.91182
di Graziano, Guiseppe; Rogers, L. C. G.
11
2009
Optimal stopping and embedding. Zbl 0981.60049
Lamberton, Damien; Rogers, L. C. G.
10
2000
Duality in optimal investment and consumption problems with market frictions. Zbl 1186.91195
Klein, I.; Rogers, L. C. G.
10
2007
Pascal processes and their characterization. Zbl 0743.60043
Bruss, F. T.; Rogers, L. C. G.
10
1991
Embedding optimal selection problems in a Poisson process. Zbl 0745.60040
Bruss, F. Thomas; Rogers, L. C. G.
9
1991
The k-record processes are i.i.d. Zbl 0535.60037
Goldie, Charles M.; Rogers, L. C. G.
8
1984
Equity with Markov-modulated dividends. Zbl 1171.91337
di Graziano, Giuseppe; Rogers, L. C. G.
8
2009
On polymer conformations in elongational flows. Zbl 0790.60057
Chan, T.; Dean, David S.; Jansons, Kalvis M.; Rogers, L. C. G.
8
1994
A martingale approach to some Wiener-Hopf problems. II. Zbl 0485.60073
London, R. R.; McKean, H. P.; Rogers, L. C. G.; Williams, David
7
1982
Optimal time to exchange two baskets. Zbl 1213.60084
Nishide, Katsumasa; Rogers, L. C. G.
7
2011
Dual valuation and hedging of Bermudan options. Zbl 1193.91159
Rogers, L. C. G.
7
2010
A martingale approach to some Wiener-Hopf problems. I. Zbl 0485.60072
London, R. R.; McKean, H. P.; Rogers, L. C. G.; Williams, David
6
1982
The correlation of the maxima of correlated Brownian motions. Zbl 1120.60074
Rogers, L. C. G.; Shepp, Larry
6
2006
Estimating correlation from high, low, opening and closing prices. Zbl 1133.62090
Rogers, L. C. G.; Zhou, Fanyin
6
2008
Numerical methods in finance. Session at the Isaac Newton Institute, Cambridge, GB, 1995. Zbl 0867.00036
6
1997
Construction and approximation of transition matrix functions. Zbl 0616.60065
Rogers, L. C. G.; Williams, David
5
1986
Addendum to “Itô excursion theory via resolvents”. Zbl 0561.60074
Rogers, L. C. G.
5
1984
Fastest coupling of random walks. Zbl 0956.60049
Rogers, L. C. G.
5
1999
Characterizing all diffusions with the 2M-X property. Zbl 0465.60063
Rogers, L. C. G.
5
1981
The intrinsic local time sheet of Brownian motion. Zbl 0722.60079
Rogers, L. C. G.; Walsh, J. B.
5
1991
The probability that two samples in the plane will have disjoint convex hulls. Zbl 0386.60014
Rogers, L. C. G.
5
1978
A stochastic volatility alternative to SABR. Zbl 1152.91683
Rogers, L. C. G.; Veraart, L. A. M.
5
2008
Summability methods and almost-sure convergence. Zbl 0745.40003
Bingham, N. H.; Rogers, L. C. G.
5
1991
The exact \(4/3\)-variation of a process arising from Brownian motion. Zbl 0851.60077
Rogers, L. C. G.; Walsh, J. B.
5
1994
Brownian local times and branching processes. Zbl 0542.60080
Rogers, L. C. G.
4
1984
Recurrence of additive functionals of Markov chains. Zbl 0562.60069
Rogers, L. C. G.
4
1985
Brownian motion in a wedge with variable skew reflection. Zbl 0748.60074
Rogers, L. C. G.
4
1991
Probability theory and polymer physics. Zbl 0935.82577
Jansons, Kalvis M.; Rogers, L. C. G.
4
1991
Multiple points of Markov processes in a complete metric space. Zbl 0746.60074
Rogers, L. C. G.
4
1989
Quadratic functionals of Brownian motion, optimal control, and the ”Colditz” example. Zbl 0772.60058
Rogers, L. C. G.; Shi, Z.
4
1992
Ignatov’s theorem: An abbreviation of the proof of Engelen, Tommassen and Vervaat. Zbl 0703.60048
Rogers, L. C. G.
3
1989
Brownian motion in a wedge with variable skew reflection. II. Zbl 0719.60081
Rogers, L. C. G.
3
1990
Diverse beliefs. Zbl 1266.91048
Brown, A. A.; Rogers, L. C. G.
3
2012
Markov chains and the potential approach to modelling interest rates and exchange rates. Zbl 1051.91038
Rogers, L. C. G.; Yousaf, F. A.
3
2002
Stochastic ordering of order statistics. Zbl 0729.62048
Barbour, A. D.; Lindvall, T.; Rogers, L. C. G.
3
1991
Estimate nothing. Zbl 1422.91689
Duembgen, Moritz; Rogers, L. C. G.
3
2014
Change of drift in one-dimensional diffusions. Zbl 1461.91365
Desmettre, Sascha; Leobacher, Gunther; Rogers, L. C. G.
2
2021
A differential equation in Wiener-Hopf theory. Zbl 0552.60076
Rogers, L. C. G.; Williams, D.
2
1984
Stochastic integrals: Basic theory. Zbl 0465.60054
Rogers, L. C. G.
2
1981
The squared Ornstein-Uhlenbeck market. Zbl 1139.91323
Aquilina, J.; Rogers, L. C. G.
2
2004
Coupling and the tail \(\sigma\)-field of a one-dimensional diffusion. Zbl 0665.60075
Rogers, L. C. G.
2
1988
Optimal and robust contracts for a risk-constrained principal. Zbl 1255.91408
Rogers, L. C. G.
2
2009
Volatility estimation with price quanta. Zbl 1020.91029
Rogers, L. C. G.
2
1998
Utility maximisation with a time lag in trading. Zbl 1089.91027
Rogers, L. C. G.; Stapleton, E. J.
2
2002
One for all: the potential approach to pricing and hedging. Zbl 1308.91171
Rogers, L. C. G.
2
2006
The value of foresight. Zbl 1374.60075
Ernst, Philip A.; Rogers, L. C. G.; Zhou, Quan
2
2017
The joint law of the extrema, final value and signature of a stopped random walk. Zbl 1336.60088
Duembgen, Moritz; Rogers, L. C. G.
2
2015
Utilities bounded below. Zbl 1298.91202
Muraviev, Roman; Rogers, L. C. G.
2
2013
Fast, accurate and inelegant valuation of American options. Zbl 0898.90018
Joubert, Adriaan; Rogers, L. C. G.
2
1997
Probability and dispersion theory. Zbl 0833.76062
Jansons, Kalvis M.; Rogers, L. C. G.
2
1995
Change of drift in one-dimensional diffusions. Zbl 1461.91365
Desmettre, Sascha; Leobacher, Gunther; Rogers, L. C. G.
2
2021
The value of foresight. Zbl 1374.60075
Ernst, Philip A.; Rogers, L. C. G.; Zhou, Quan
2
2017
The joint law of the extrema, final value and signature of a stopped random walk. Zbl 1336.60088
Duembgen, Moritz; Rogers, L. C. G.
2
2015
Estimate nothing. Zbl 1422.91689
Duembgen, Moritz; Rogers, L. C. G.
3
2014
Trading to stops. Zbl 1329.60109
Imkeller, Nora; Rogers, L. C. G.
1
2014
Optimal investment. Zbl 1264.91119
Rogers, L. C. G.
24
2013
Utilities bounded below. Zbl 1298.91202
Muraviev, Roman; Rogers, L. C. G.
2
2013
Diverse beliefs. Zbl 1266.91048
Brown, A. A.; Rogers, L. C. G.
3
2012
Optimal time to exchange two baskets. Zbl 1213.60084
Nishide, Katsumasa; Rogers, L. C. G.
7
2011
Market selection: hungry misers and bloated bankrupts. Zbl 1275.91062
Nishide, Katsumasa; Rogers, L. C. G.
1
2011
The cost of illiquidity and its effects on hedging. Zbl 1232.91635
Rogers, L. C. G.; Singh, Surbjeet
46
2010
Can the implied volatility surface move by parallel shifts? Zbl 1224.91197
Rogers, L. C. G.; Tehranchi, M. R.
22
2010
Dual valuation and hedging of Bermudan options. Zbl 1193.91159
Rogers, L. C. G.
7
2010
A dynamic approach to the modeling of correlation credit derivatives using Markov chains. Zbl 1182.91182
di Graziano, Guiseppe; Rogers, L. C. G.
11
2009
Equity with Markov-modulated dividends. Zbl 1171.91337
di Graziano, Giuseppe; Rogers, L. C. G.
8
2009
Optimal and robust contracts for a risk-constrained principal. Zbl 1255.91408
Rogers, L. C. G.
2
2009
Valuations and dynamic convex risk measures. Zbl 1138.91501
Jobert, A.; Rogers, L. C. G.
50
2008
Estimating correlation from high, low, opening and closing prices. Zbl 1133.62090
Rogers, L. C. G.; Zhou, Fanyin
6
2008
A stochastic volatility alternative to SABR. Zbl 1152.91683
Rogers, L. C. G.; Veraart, L. A. M.
5
2008
Modeling liquidity effects in discrete time. Zbl 1278.91125
Çetin, Umut; Rogers, L. C. G.
48
2007
Pathwise stochastic optimal control. Zbl 1155.90019
Rogers, L. C. G.
29
2007
Optimal exercise of executive stock options. Zbl 1164.62084
Rogers, L. C. G.; Scheinkman, José
12
2007
Duality in optimal investment and consumption problems with market frictions. Zbl 1186.91195
Klein, I.; Rogers, L. C. G.
10
2007
Option pricing with Markov-modulated dynamics. Zbl 1158.91380
Jobert, A.; Rogers, L. C. G.
58
2006
The correlation of the maxima of correlated Brownian motions. Zbl 1120.60074
Rogers, L. C. G.; Shepp, Larry
6
2006
One for all: the potential approach to pricing and hedging. Zbl 1308.91171
Rogers, L. C. G.
2
2006
Why is the effect of proportional transaction costs \(O(\delta^{2/3})\)? Zbl 1101.91046
Rogers, L. C. G.
13
2004
The squared Ornstein-Uhlenbeck market. Zbl 1139.91323
Aquilina, J.; Rogers, L. C. G.
2
2004
Duality in constrained optimal investment and consumption problems: a synthesis. Zbl 1074.91020
Rogers, L. C. G.
14
2003
Monte Carlo valuation of American options. Zbl 1029.91036
Rogers, L. C. G.
133
2002
Optimal capital structure and endogenous default. Zbl 1002.91019
Hilberink, Bianca; Rogers, L. C. G.
58
2002
A simple model of liquidity effects. Zbl 1011.91039
Rogers, L.-C.-G.; Zane, Omar
17
2002
Markov chains and the potential approach to modelling interest rates and exchange rates. Zbl 1051.91038
Rogers, L. C. G.; Yousaf, F. A.
3
2002
Utility maximisation with a time lag in trading. Zbl 1089.91027
Rogers, L. C. G.; Stapleton, E. J.
2
2002
Large investors, takeovers, and the rule of law. Zbl 1031.91049
Heritage, J. P.; Rogers, L. C. G.
1
2002
Robust hedging of barrier options. Zbl 1047.91024
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
64
2001
The relaxed investor and parameter uncertainty. Zbl 0993.91017
Rogers, L. C. G.
44
2001
The maximum maximum of a martingale constrained by an intermediate law. Zbl 0980.60048
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
16
2001
Diffusions, Markov processes, and martingales. Vol. 2: Itô calculus. 2nd ed. Zbl 0977.60005
Rogers, L. C. G.; Williams, David
313
2000
Diffusions, Markov processes and martingales. Vol. 1: Foundations. 2nd ed. Zbl 0949.60003
Rogers, L. C. G.; Williams, David
212
2000
Evaluating first-passage probabilities for spectrally one-sided Lévy processes. Zbl 0981.60048
Rogers, L. C. G.
41
2000
Optimal stopping and embedding. Zbl 0981.60049
Lamberton, Damien; Rogers, L. C. G.
10
2000
Saddlepoint approximations to option prices. Zbl 0963.91054
Rogers, L. C. G.; Zane, O.
17
1999
Fastest coupling of random walks. Zbl 0956.60049
Rogers, L. C. G.
5
1999
Complete models with stochastic volatility. Zbl 0908.90012
Hobson, David G.; Rogers, L. C. G.
95
1998
Fast accurate binomial pricing. Zbl 0894.90025
Rogers, L. C. G.; Stapleton, E. J.
13
1998
Volatility estimation with price quanta. Zbl 1020.91029
Rogers, L. C. G.
2
1998
Arbitrage with fractional Brownian motion. Zbl 0884.90045
Rogers, L. C. G.
159
1997
The potential approach to the term structure of interest rates and foreign exchange rates. Zbl 0884.90046
Rogers, L. C. G.
48
1997
Numerical methods in finance. Session at the Isaac Newton Institute, Cambridge, GB, 1995. Zbl 0867.00036
6
1997
Fast, accurate and inelegant valuation of American options. Zbl 0898.90018
Joubert, Adriaan; Rogers, L. C. G.
2
1997
On coupling of random walks and renewal processes. Zbl 0851.60072
Lindvall, Torgny; Rogers, L. C. G.
1
1996
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
181
1995
Which model for term-structure of interest rates should one use? Zbl 0842.90016
Rogers, L. C. G.
14
1995
A proof of Dassios’ representation of the \(\alpha\)-quantile of Brownian motion with drift. Zbl 0844.60044
Embrechts, P.; Rogers, L. C. G.; Yor, M.
12
1995
Probability and dispersion theory. Zbl 0833.76062
Jansons, Kalvis M.; Rogers, L. C. G.
2
1995
Diffusions, Markov processes, and martingales. Vol. 1: Foundations. 2nd ed. Zbl 0826.60002
Rogers, L. C. G.; Williams, David
186
1994
Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains. Zbl 0806.60052
Rogers, L. C. G.
113
1994
Equivalent martingale measures and no-arbitrage. Zbl 0851.60042
Rogers, L. C. G.
25
1994
Computing the invariant law of a fluid model. Zbl 0814.60070
Rogers, L. C. G.; Shi, Z.
14
1994
On polymer conformations in elongational flows. Zbl 0790.60057
Chan, T.; Dean, David S.; Jansons, Kalvis M.; Rogers, L. C. G.
8
1994
The exact \(4/3\)-variation of a process arising from Brownian motion. Zbl 0851.60077
Rogers, L. C. G.; Walsh, J. B.
5
1994
Interacting Brownian particles and the Wigner law. Zbl 0794.60100
Rogers, L. C. G.; Shi, Z.
64
1993
The joint law of the maximum and terminal value of a martingale. Zbl 0794.60042
Rogers, L. C. G.
19
1993
Recurrence and transience of reflecting Brownian motion in the quadrant. Zbl 0776.60100
Hobson, D. G.; Rogers, L. C. G.
19
1993
Asymptotic behavior of Brownian polymers. Zbl 0767.60080
Durrett, R. T.; Rogers, L. C. G.
28
1992
Quadratic functionals of Brownian motion, optimal control, and the ”Colditz” example. Zbl 0772.60058
Rogers, L. C. G.; Shi, Z.
4
1992
Estimating variance from high, low and closing prices. Zbl 0739.62084
Rogers, L. C. G.; Satchell, S. E.
37
1991
Local time and stochastic area integrals. Zbl 0729.60073
Rogers, L. C. G.; Walsh, J. B.
22
1991
Pascal processes and their characterization. Zbl 0743.60043
Bruss, F. T.; Rogers, L. C. G.
10
1991
Embedding optimal selection problems in a Poisson process. Zbl 0745.60040
Bruss, F. Thomas; Rogers, L. C. G.
9
1991
The intrinsic local time sheet of Brownian motion. Zbl 0722.60079
Rogers, L. C. G.; Walsh, J. B.
5
1991
Summability methods and almost-sure convergence. Zbl 0745.40003
Bingham, N. H.; Rogers, L. C. G.
5
1991
Brownian motion in a wedge with variable skew reflection. Zbl 0748.60074
Rogers, L. C. G.
4
1991
Probability theory and polymer physics. Zbl 0935.82577
Jansons, Kalvis M.; Rogers, L. C. G.
4
1991
Stochastic ordering of order statistics. Zbl 0729.62048
Barbour, A. D.; Lindvall, T.; Rogers, L. C. G.
3
1991
A(t,B\({}_ t)\) is not a semimartingale. Zbl 0721.60089
Rogers, L. C. G.; Walsh, J. B.
1
1991
The two-sided exit problem for spectrally positive Lévy processes. Zbl 0698.60063
Rogers, L. C. G.
14
1990
Brownian motion in a wedge with variable skew reflection. II. Zbl 0719.60081
Rogers, L. C. G.
3
1990
A guided tour through excursions. Zbl 0689.60075
Rogers, L. C. G.
22
1989
Multiple points of Markov processes in a complete metric space. Zbl 0746.60074
Rogers, L. C. G.
4
1989
Ignatov’s theorem: An abbreviation of the proof of Engelen, Tommassen and Vervaat. Zbl 0703.60048
Rogers, L. C. G.
3
1989
Skew-product decompositions of Brownian motions. Zbl 0656.58034
Pauwels, E. J.; Rogers, L. C. G.
13
1988
Coupling and the tail \(\sigma\)-field of a one-dimensional diffusion. Zbl 0665.60075
Rogers, L. C. G.
2
1988
Diffusions, Markov processes, and martingales. Volume 2: Itô calculus. Zbl 0627.60001
Rogers, L. C. G.; Williams, David
242
1987
Self-avoiding random walk: A Brownian motion model with local time drift. Zbl 0611.60052
Norris, J. R.; Rogers, L. C. G.; Williams, David
26
1987
Continuity of martingales in the Brownian excursion filtration. Zbl 0611.60075
Rogers, L. C. G.
1
1987
Coupling of multidimensional diffusions by reflection. Zbl 0593.60076
Lindvall, Torgny; Rogers, L. C. G.
85
1986
Brownian motions of ellipsoids. Zbl 0613.60072
Norris, J. R.; Rogers, L. C. G.; Williams, David
18
1986
Construction and approximation of transition matrix functions. Zbl 0616.60065
Rogers, L. C. G.; Williams, David
5
1986
Smooth transition densities for one-dimensional diffusions. Zbl 0604.60077
Rogers, L. C. G.
27
1985
Recurrence of additive functionals of Markov chains. Zbl 0562.60069
Rogers, L. C. G.
4
1985
The k-record processes are i.i.d. Zbl 0535.60037
Goldie, Charles M.; Rogers, L. C. G.
8
1984
Addendum to “Itô excursion theory via resolvents”. Zbl 0561.60074
Rogers, L. C. G.
5
1984
Brownian local times and branching processes. Zbl 0542.60080
Rogers, L. C. G.
4
1984
A differential equation in Wiener-Hopf theory. Zbl 0552.60076
Rogers, L. C. G.; Williams, D.
2
1984
A diffusion first passage problem. Zbl 0557.60061
Rogers, L. C. G.
1
1984
Ito excursion theory via resolvents. Zbl 0528.60073
Rogers, L. C. G.
20
1983
Wiener-Hopf factorization of diffusions and Levy processes. Zbl 0524.60070
Rogers, L. C. G.
13
1983
A martingale approach to some Wiener-Hopf problems. II. Zbl 0485.60073
London, R. R.; McKean, H. P.; Rogers, L. C. G.; Williams, David
7
1982
...and 8 more Documents
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Cited by 3,323 Authors

37 Rogers, L. C. G.
29 Hobson, David Graham
21 Yor, Marc
20 Yan, Litan
18 Latouche, Guy
17 Evans, Steven Neil
17 Pascucci, Andrea
16 Obloj, Jan K.
15 Belomestny, Denis
15 Elliott, Robert James
15 Schoenmakers, John G. M.
14 Mandjes, Michel Robertus Hendrikus
14 Pitman, Jim William
13 Kyprianou, Andreas E.
13 Schachermayer, Walter
13 Soner, Halil Mete
13 Touzi, Nizar
12 Cox, Alexander Matthew Gordon
12 Nualart, David
12 Robert, Philippe
11 Bender, Christian
11 Pistorius, Martijn R.
11 Roberts, Gareth O.
10 Bayraktar, Erhan
10 Beiglböck, Mathias
10 Brody, Dorje C.
10 Deelstra, Griselda
10 Dhaene, Jan
10 Gapeev, Pavel V.
10 Jacquier, Antoine
10 Karatzas, Ioannis
10 Kendall, Wilfrid S.
10 Levendorskiĭ, Sergeĭ Zakharovich
10 Muhle-Karbe, Johannes
10 O’Connell, Neil
10 Patie, Pierre
9 Bertoin, Jean
9 Filipović, Damir
9 Henderson, Vicky
9 Jacka, Saul D.
9 Madan, Dilip B.
9 Palmowski, Zbigniew
9 Pelsser, Antoon A. J.
9 Polidoro, Sergio
9 Rásonyi, Miklós
9 Siu, Tak Kuen
9 Wang, Jian
9 Zheng, Harry H.
8 Ahn, Soohan
8 Baudoin, Fabrice
8 Guasoni, Paolo
8 Hughston, Lane P.
8 Ivanovs, Jevgeņijs
8 Jansons, Kalvis M.
8 Jarrow, Robert Alan
8 Mehrdoust, Farshid
8 Pardo, Juan Carlos
8 Pirjol, Dan
8 Platen, Eckhard
8 Russo, Francesco
8 Schoutens, Wim
8 Teichmann, Josef
8 Urusov, Mikhail A.
8 Vanmaele, Michèle
7 Akahori, Jirô
7 Cohen, Samuel N.
7 Dassios, Angelos
7 Dolinsky, Yan
7 Dong, Yinghui
7 Eberle, Andreas
7 Ernst, Philip A.
7 Fusai, Gianluca
7 Goovaerts, Marc J.
7 Henry-Labordère, Pierre
7 Joshi, Mark S.
7 Kardaras, Constantinos
7 Katori, Makoto
7 Kwok, Yue-Kuen
7 Lyuu, Yuh-Dauh
7 Miclo, Laurent
7 Mijatović, Aleksandar
7 Mishura, Yuliya Stepanivna
7 Nguyen, Giang Thu
7 Pennanen, Teemu
7 Perkins, Edwin A.
7 Peskir, Goran
7 Pham, Huyên
7 Wang, Yongjin
7 Warren, Jon
7 Yamazaki, Kazutoshi
7 Zeng, Caibin
7 Zhu, Lingjiong
6 Albeverio, Sergio A.
6 Bayer, Christian
6 Bean, Nigel G.
6 Bruss, Franz Thomas
6 Chen, Nan
6 Cheridito, Patrick
6 Cranston, Michael Craig
6 Delarue, François
...and 3,223 more Authors
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Cited in 364 Serials

177 Stochastic Processes and their Applications
108 The Annals of Applied Probability
108 International Journal of Theoretical and Applied Finance
104 Quantitative Finance
88 Finance and Stochastics
80 Probability Theory and Related Fields
74 The Annals of Probability
73 Mathematical Finance
63 Insurance Mathematics & Economics
61 Journal of Applied Probability
58 Statistics & Probability Letters
50 Journal of Theoretical Probability
46 Stochastics
44 Stochastic Analysis and Applications
43 Journal of Computational and Applied Mathematics
40 Advances in Applied Probability
40 Bernoulli
37 SIAM Journal on Financial Mathematics
32 Journal of Statistical Physics
31 Journal of Economic Dynamics & Control
31 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
31 Electronic Journal of Probability
30 Mathematics and Financial Economics
28 Applied Mathematics and Computation
27 European Journal of Operational Research
25 Journal of Mathematical Analysis and Applications
25 Transactions of the American Mathematical Society
25 Applied Mathematical Finance
23 Methodology and Computing in Applied Probability
23 Stochastic Models
21 Mathematical Methods of Operations Research
19 Journal of Functional Analysis
19 SIAM Journal on Control and Optimization
17 Journal of Econometrics
17 Queueing Systems
17 Annals of Finance
16 Communications in Mathematical Physics
15 Journal of Mathematical Economics
15 Annals of Operations Research
14 Physica A
13 Applied Mathematics and Optimization
13 Potential Analysis
13 Scandinavian Actuarial Journal
13 Review of Derivatives Research
12 Computers & Mathematics with Applications
12 Operations Research
12 Stochastics and Dynamics
11 Decisions in Economics and Finance
11 Asia-Pacific Financial Markets
10 The Annals of Statistics
9 Theory of Probability and its Applications
9 Mathematics of Operations Research
9 Operations Research Letters
9 International Journal of Computer Mathematics
9 North American Actuarial Journal
8 Theoretical Population Biology
8 European Journal of Applied Mathematics
8 Journal of Industrial and Management Optimization
7 Journal of Mathematical Physics
7 Chaos, Solitons and Fractals
7 Numerische Mathematik
7 Mathematical and Computer Modelling
7 Communications in Statistics. Theory and Methods
7 Electronic Communications in Probability
7 Mathematical Problems in Engineering
7 Probability in the Engineering and Informational Sciences
7 Science China. Mathematics
6 Journal of Multivariate Analysis
6 Mathematics and Computers in Simulation
6 SIAM Journal on Numerical Analysis
6 Acta Applicandae Mathematicae
6 Applied Mathematics Letters
6 Journal of Applied Mathematics and Stochastic Analysis
6 Communications in Statistics. Simulation and Computation
6 Stochastics and Stochastics Reports
6 Bulletin des Sciences Mathématiques
6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 Infinite Dimensional Analysis, Quantum Probability and Related Topics
6 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 ALEA. Latin American Journal of Probability and Mathematical Statistics
6 Journal of Physics A: Mathematical and Theoretical
6 Statistics and Computing
5 Journal of Mathematical Biology
5 Automatica
5 Journal of Differential Equations
5 Kybernetika
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Proceedings of the American Mathematical Society
5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
5 Systems & Control Letters
5 Optimization
5 Linear Algebra and its Applications
5 SIAM Journal on Mathematical Analysis
5 Mathematical Programming. Series A. Series B
5 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
5 Computational and Applied Mathematics
5 Abstract and Applied Analysis
5 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
5 Statistical Inference for Stochastic Processes
5 The ANZIAM Journal
...and 264 more Serials
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Cited in 51 Fields

1,949 Probability theory and stochastic processes (60-XX)
1,275 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
289 Numerical analysis (65-XX)
269 Statistics (62-XX)
238 Systems theory; control (93-XX)
207 Partial differential equations (35-XX)
141 Operations research, mathematical programming (90-XX)
110 Statistical mechanics, structure of matter (82-XX)
106 Calculus of variations and optimal control; optimization (49-XX)
67 Biology and other natural sciences (92-XX)
59 Linear and multilinear algebra; matrix theory (15-XX)
59 Dynamical systems and ergodic theory (37-XX)
56 Operator theory (47-XX)
54 Global analysis, analysis on manifolds (58-XX)
40 Ordinary differential equations (34-XX)
35 Computer science (68-XX)
32 Combinatorics (05-XX)
25 Functional analysis (46-XX)
23 Quantum theory (81-XX)
22 Special functions (33-XX)
22 Integral transforms, operational calculus (44-XX)
22 Integral equations (45-XX)
19 Fluid mechanics (76-XX)
18 Potential theory (31-XX)
16 Measure and integration (28-XX)
14 Real functions (26-XX)
13 Approximations and expansions (41-XX)
13 Differential geometry (53-XX)
9 Functions of a complex variable (30-XX)
9 Harmonic analysis on Euclidean spaces (42-XX)
9 Information and communication theory, circuits (94-XX)
8 Topological groups, Lie groups (22-XX)
6 Number theory (11-XX)
6 Difference and functional equations (39-XX)
5 Convex and discrete geometry (52-XX)
4 History and biography (01-XX)
4 Mechanics of particles and systems (70-XX)
3 Group theory and generalizations (20-XX)
3 Several complex variables and analytic spaces (32-XX)
3 Abstract harmonic analysis (43-XX)
3 Relativity and gravitational theory (83-XX)
2 General and overarching topics; collections (00-XX)
2 Mathematical logic and foundations (03-XX)
2 Nonassociative rings and algebras (17-XX)
2 General topology (54-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 Associative rings and algebras (16-XX)
1 Sequences, series, summability (40-XX)
1 Mechanics of deformable solids (74-XX)
1 Optics, electromagnetic theory (78-XX)
1 Astronomy and astrophysics (85-XX)

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