Edit Profile (opens in new tab) Wiberg, Petter Co-Author Distance Author ID: 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 all top 5 Co-Authors 0 single-authored 3 Stuart, Andrew M. 2 Voss, Jochen 1 Albanese, Claudio 1 Cuthbertson, Charles 1 Hairer, Martin 1 Jackson, Ken 1 Kågström, Bo 1 Pavliotis, Grigorios A. 1 Pokern, Yvo 1 Rafailidis, Avraam Serials 2 Communications in Mathematical Sciences 1 Numerical Algorithms 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 International Journal of Theoretical and Applied Finance 1 Quantitative Finance Fields 4 Numerical analysis (65-XX) 2 Probability theory and stochastic processes (60-XX) 2 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 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 all top 5 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 all top 5 Cited in 21 Fields 60 Probability theory and stochastic processes (60-XX) 37 Statistics (62-XX) 36 Numerical analysis (65-XX) 12 Partial differential equations (35-XX) 7 Statistical mechanics, structure of matter (82-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Ordinary differential equations (34-XX) 4 Biology and other natural sciences (92-XX) 3 Operator theory (47-XX) 3 Computer science (68-XX) 3 Fluid mechanics (76-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Geophysics (86-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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