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Author ID: wiberg.petter Recent zbMATH articles by "Wiberg, Petter"
Published as: Wiberg, Petter; Wiberg, P.
External Links: MGP · Wikidata
Documents Indexed: 6 Publications since 2000
Co-Authors: 10 Co-Authors with 6 Joint Publications
416 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

6 Publications have been cited 97 times in 88 Documents Cited by Year
Analysis of SPDEs arising in path sampling. I: The Gaussian case. Zbl 1138.60326
Hairer, M.; Stuart, A. M.; Voss, J.; Wiberg, P.
34
2005
Conditional path sampling of SDEs and the Langevin MCMC method. Zbl 1082.65004
Stuart, Andrew M.; Voss, Jochen; Wiberg, Petter
28
2004
Parameter estimation for partially observed hypoelliptic diffusions. Zbl 1231.62152
Pokern, Yvo; Stuart, Andrew M.; Wiberg, Petter
26
2009
A new Fourier transform algorithm for value-at-risk. Zbl 1405.91686
Albanese, Claudio; Jackson, Ken; Wiberg, Petter
4
2004
Extracting partial canonical structure for large scale eigenvalue problems. Zbl 0957.65025
Kågström, Bo; Wiberg, Petter
3
2000
Asymptotic analysis for foreign exchange derivatives with stochastic volatility. Zbl 1291.91204
Cuthbertson, Charles; Pavliotis, Grigorios; Rafailidis, Avraam; Wiberg, Petter
2
2010
Asymptotic analysis for foreign exchange derivatives with stochastic volatility. Zbl 1291.91204
Cuthbertson, Charles; Pavliotis, Grigorios; Rafailidis, Avraam; Wiberg, Petter
2
2010
Parameter estimation for partially observed hypoelliptic diffusions. Zbl 1231.62152
Pokern, Yvo; Stuart, Andrew M.; Wiberg, Petter
26
2009
Analysis of SPDEs arising in path sampling. I: The Gaussian case. Zbl 1138.60326
Hairer, M.; Stuart, A. M.; Voss, J.; Wiberg, P.
34
2005
Conditional path sampling of SDEs and the Langevin MCMC method. Zbl 1082.65004
Stuart, Andrew M.; Voss, Jochen; Wiberg, Petter
28
2004
A new Fourier transform algorithm for value-at-risk. Zbl 1405.91686
Albanese, Claudio; Jackson, Ken; Wiberg, Petter
4
2004
Extracting partial canonical structure for large scale eigenvalue problems. Zbl 0957.65025
Kågström, Bo; Wiberg, Petter
3
2000
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Cited by 178 Authors

15 Stuart, Andrew M.
6 Samson, Adeline
5 Beskos, Alexandros
4 Hairer, Martin
4 Pavliotis, Grigorios A.
4 Roberts, Gareth O.
4 Voss, Jochen
3 Glatt-Holtz, Nathan E.
3 León, José Rafael R.
3 Pillai, Natesh S.
3 Prieur, Clémentine
2 Bayer, Christian
2 Bou-Rabee, Nawaf M.
2 Cattiaux, Patrick
2 Chorin, Alexandre Joel
2 Clairon, Quentin
2 Conforti, Giovanni
2 Cornford, Dan
2 Duncan, Andrew B.
2 Forman, Julie Lyng
2 Graham, Matthew M.
2 Iguchi, Yuga
2 Krometis, Justin A.
2 Kuntz, Juan
2 Lelièvre, Tony
2 Lu, Fei
2 Lu, Jianfeng
2 Mondaini, Cecilia F.
2 Opper, Manfred
2 Ottobre, Michela
2 Petkov, Petko Hr.
2 Schauer, Moritz
2 Schoenmakers, John G. M.
2 Sorensen, Michael
2 Thiéry, Alexandre H.
2 van der Meulen, Frank Henri
1 Abdulle, Assyr
1 Afkham, Babak Maboudi
1 Alghamdi, Amal Mohammed A
1 Álvarez, Mauricio A.
1 An, Qingci
1 Apte, Amit
1 Archambeau, Cédric
1 Bardsley, Johnathan M.
1 Bierkens, Joris
1 Borggaard, Jeff T.
1 Bormetti, Giacomo
1 Bréhier, Charles-Edouard
1 Buckwar, Evelyn
1 Bui-Thanh, Tan
1 Burrage, Kevin
1 Cao, Lianghao
1 Cazzola, Valentina
1 Chak, Martin
1 Chau, Herman
1 Chow, Sy-Miin
1 Christensen, Silja L.
1 Comte, Fabienne
1 Constantinides, George A.
1 Corsaro, Stefania
1 Cotter, Simon L.
1 Croix, Jean-Charles
1 D. H. Nguyen
1 D-Nguyen, Phu
1 Ditlevsen, Susanne
1 Dunlop, Matthew M.
1 Dupret, Jean-Loup
1 Durrande, Nicolas
1 Eberle, Andreas
1 Friz, Peter
1 Gess, Benjamin
1 Ghattas, Omar N.
1 Ginsbourger, David
1 Ginting, Victor
1 Girolami, Mark A.
1 Gorham, Jackson
1 Grafke, Tobias
1 Gudmundsson, Hilmar Haukur
1 Gulisashvili, Archil
1 Haario, Heikki
1 Hainaut, Donatien
1 Hansen, Per Christian
1 Hartmann, Carsten
1 Jha, Prashant Kumar
1 Jones, Bryn Ll.
1 Jørgensen, Jakob Sauer
1 Kaipio, Jari P.
1 Kaleta, Kamil
1 Kantas, Nikolas
1 Kerrigan, Eric C.
1 Keshavarzzadeh, Vahid
1 Kevrekidis, Ioannis George
1 Kirby, Robert M. II
1 Kirkby, Justin Lars
1 Klebanov, Ilja
1 Konstantinov, Mikhail Mikhajlov
1 Kosenkova, Tetiana
1 Kou, S. C.
1 Kovács, Mihály
1 Kupferman, Raz
...and 78 more Authors
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Cited in 51 Serials

9 The Annals of Applied Probability
6 Journal of Computational Physics
6 Stochastic and Partial Differential Equations. Analysis and Computations
5 Stochastic Processes and their Applications
4 Physica D
3 Probability Theory and Related Fields
3 Bernoulli
3 SIAM/ASA Journal on Uncertainty Quantification
2 Advances in Applied Probability
2 Inverse Problems
2 The Annals of Probability
2 Computational Statistics
2 European Journal of Operational Research
2 Statistical Inference for Stochastic Processes
1 Computer Methods in Applied Mechanics and Engineering
1 Communications on Pure and Applied Mathematics
1 Journal of Mathematical Biology
1 Journal of Statistical Physics
1 Physica A
1 Psychometrika
1 Automatica
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of the American Statistical Association
1 Journal of Computational and Applied Mathematics
1 Journal of Statistical Planning and Inference
1 Applied Numerical Mathematics
1 Statistical Science
1 Journal of Theoretical Probability
1 Journal of Statistical Computation and Simulation
1 Linear Algebra and its Applications
1 SIAM Journal on Mathematical Analysis
1 SIAM Review
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 SIAM Journal on Scientific Computing
1 Discrete and Continuous Dynamical Systems
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 International Journal of Theoretical and Applied Finance
1 Computational Geosciences
1 Brazilian Journal of Probability and Statistics
1 Quantitative Finance
1 Journal of Machine Learning Research (JMLR)
1 Stochastics and Dynamics
1 Multiscale Modeling & Simulation
1 Journal of Statistical Mechanics: Theory and Experiment
1 Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Inverse Problems and Imaging
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics
1 Statistics and Computing
1 Foundations of Data Science

Citations by Year

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