Victoria Steblovskaya

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All published works

Action	Title	Year	Authors
+ PDF Chat	Pricing Multi-Asset Contingent Claims in a Multi-Dimensional Binomial Market	2023	Jarek Kędra Assaf Libman Victoria Steblovskaya
+	Hedging of European type contingent claims in discrete time binomial market models	2023	Jarek Kędra Assaf Libman Victoria Steblovskaya
+	European baskets in discrete-time continuous-binomial market models	2023	Jarek Kędra Assaf Libman Victoria Steblovskaya
+	Asymptotics of Gaussian integrals in infinite dimensions	2019	Sergio Albeverio Victoria Steblovskaya
+ PDF Chat	An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market	2007	Norman Josephy L. Kimball Victoria Steblovskaya A. V. Nagaev M. Pasniewski
+	An Algorithmic Approach to Non-self-financing Hedging in a Discrete-Time Incomplete Market	2006	Norman Josephy L. Kimball A. V. Nagaev M. Pasniewski Victoria Steblovskaya
+	Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces	2000	Sergio Albeverio Haio Röckle Victoria Steblovskaya
+	ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I	1999	Sergio Albeverio Victoria Steblovskaya
+	asymptotics of oscillatory integrals with quadratic phase function on wiener space	1999	David Nualart Victoria Steblovskaya

Common Coauthors

Coauthor	Papers Together
Sergio Albeverio	3
Assaf Libman	3
Jarek Kędra	3
M. Pasniewski	2
Norman Josephy	2
L. Kimball	2
A. V. Nagaev	2
David Nualart	1
Haio Röckle	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Finite Dimensional Approximation Approach to Oscillatory Integrals and Stationary Phase in Infinite Dimensions	1993	S. Albeverio Zdzisław Brzeźniak	4
+	Oscillatory integrals, lagrange immersions and unfolding of singularities	1974	J. J. Duistermaat	3
+ PDF Chat	Asymptotic analysis of Gaussian integrals. I. Isolated minimum points	1982	Richard S. Ellis Jay Rosen	3
+ PDF Chat	Some asymptotic formulas for Wiener integrals	1966	Michael Schilder	3
+	The Laplace method for probability measures in Banach spaces	1995	V. I. Piterbarg Вадим Роландович Фаталов	3
+ PDF Chat	Oscillatory integrals and the method of stationary phase in infinitely many dimensions, with applications to the classical limit of quantum mechanics I	1977	Sergio Albeverio Raphael H�egh-Krohn	3
+	Analytic Functions, Cauchy Formula, and Stationary Phase on a Real Abstract Wiener Space	1997	Paul Malliavin Setsuo Taniguchi	3
+	Precise asymptotics of certain Wiener functionals	1991	Shigeo Kusuoka Daniel W. Stroock	3
+ PDF Chat	The method of stationary phase for oscillatory integrals on Hilbert spaces	1985	Jorge Rezende	3
+	On the Morse index in variational calculus	1976	J. J. Duistermaat	2
+	ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I	1999	Sergio Albeverio Victoria Steblovskaya	2
+	An Explicit Formula for Option Pricing in Discrete Incomplete Markets	1998	Grażyna Wolczyńska	2
+	asymptotics of oscillatory integrals with quadratic phase function on wiener space	1999	David Nualart Victoria Steblovskaya	2
+	The Analysis of Linear Partial Differential Operators I: Distribution Theory and Fourier Analysis	1983	Lars Hörmander Lars Hörmander	2
+	Brownian processes in infinite dimension	1995	Denis Feyel A. de La Pradelle	1
+	An invariance result for capacities on Wiener space	1992	Sergio Albeverio Masatoshi Fukushima Wolfhard Hansen Zhi-Ming Ma Michael Röckner	1
+ PDF Chat	Classical dirichlet forms on topological vector spaces-the construction of the associated diffusion process	1989	Sergio Albeverio Michael Röckner	1
+ PDF Chat	Stochastic differential equations in infinite dimensions: solutions via Dirichlet forms	1991	Sergio Albeverio Michael Röckner	1
+	Regular fundamental solution for a parabolic equation on an infinite–dimensional space	1993	Isabel Simão	1
+ PDF Chat	Feynman path integrals and the trace formula for the Schrödinger operators	1982	Sergio Albeverio Ph. Blanchard Raphaël Høegh-Krohn	1
+ PDF Chat	Asymptotic analysis of Gaussian integrals, II: Manifold of minimum points	1981	Richard S. Ellis Jay Rosen	1
+ PDF Chat	ASYMPTOTIC EXPANSIONS OF EXPONENTIAL INTEGRALS AND NEWTON DIAGRAMS	2003	Stéphane Rossignol	1
+ PDF Chat	Homogeneous chaos, 𝑝-forms, scaling and the Feynman integral	1993	G. W. Johnson G. Kallianpur	1
+ PDF Chat	Laplace approximations for sums of independent random vectors	1986	Erwin Bolthausen	1
+ PDF Chat	Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations	1945	R. H. Cameron W. T. Martin	1
+	Gaussian random fields, infinite dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes	1988	Torbj�rn Kolsrud	1
+	An Improved Binomial Lattice Method for Multi‐Dimensional Options	2007	Andrea Gamba Lenos Trigeorgis	1
+	Potential theory on Hilbert space	1967	Leonard Gross	1
+	Oscillatory Integrals with Quadratic Phase Function on a Real Abstract Wiener Space	1998	Hiroshi Sugita Setsuo Taniguchi	1
+ PDF Chat	On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions	1992	Annie Millet W. Smoleński	1
+ PDF Chat	Uniqueness of Gibbs states for quantum lattice systems	1997	Sergio Albeverio Yuri G. Kondratiev Michael Röckner Tatiana V. Tsikalenko	1
+	Classical mechanics, the diffusion (heat) equation, and the Schrödinger equation	1977	Aubrey Truman	1
+	Stationary phase method in infinite dimensions by finite dimensional approximations: Applications to the Schrödinger equation	1995	Sergio Albeverio Anne Boutet de Monvel-Berthier Zdzisław Brzeźniak	1
+	Note on product formulas for operator semigroups	1968	Paul R. Chernoff	1
+	Semi-classical limit of the bottom of spectrum of a Schrödinger operator on a path space over a compact Riemannian manifold	2007	Shigeki Aida	1
+	On the Exponential Decay of Oscillatory Integrals on an Abstract Wiener Space	1998	Setsuo Taniguchi	1
+ PDF Chat	Asymptotics. II. Laplace’s method for multiple integrals	1961	W. Fulks J. O. Sather	1
+ PDF Chat	Abstract Wiener processes and their reproducing Kernel Hilbert spaces	1971	G. Kallianpur	1
+	None	1999	Sergio Albeverio Andrew Khrennikov O. G. Smolyanov	1
+	Transformations of Weiner Integrals Under Translations	1944	R. H. Cameron W. T. Martin	1
+ PDF Chat	The Stationary Phase Method for Certain Degenerate Critical Points I	1989	M. A. Dostál Bernard Gaveau	1
+	Malliavin Calculus at Saint-Flour	2012	信行池田 David Nualart Daniel W. Stroock	1
+ PDF Chat	A unified approach to infinite-dimensional integration	2016	Sergio Albeverio Sonia Mazzucchi	1
+ PDF Chat	Laplace approximations for sums of independent random vectors	1987	Erwin Bolthausen	1
+	Stochastic processes and the Wiener integral	1973	J. Yeh	1
+	Measures and Differential Equations in Infinite-Dimensional Space	1991	Yu. L. Dalecky Sergey Fomin	1
+	None	1997	Haio Röckle	1
+	Smooth measures	1991	Yu. L. Dalecky V. R. Steblovskaya	1
+	Asymptotic evaluation of certain Markov process expectations for large time—III	1976	M. D. Donsker S. R. S. Varadhan	1
+	Asymptotics of a class of multidimensional Laplace–type integrals. I. Double integrals	1998	D. Kamiński R. B. Paris	1