B. L. Rozovskiĭ

1. A filtering approach to tracking volatility from prices observed at random times
   2005/09/22 by Jaksa Cvitanic, Robert Liptser, Cvitanic, Jaksa +5 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Probability (math.PR) #Statistical Finance (q-fin.ST) #Stochastic processes and financial applications #math.PR #q-fin.ST
2. Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness and Ergodicity
   2005/12/13 by Giuseppe Da Prato, B. L. Rozovskiĭ, Da Prato, Giuseppe +7 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60H15 #76S05 #FOS: Mathematics #Navier-Stokes equation solutions #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:60H15 #msc:76S05
3. Passive scalar equation in a turbulent incompressible Gaussian velocity field
   2004/04/30 by S V Lototskii, С В Лотоцкий, B. L. Rozovskiĭ +1 · 1 citation
   Earth and Planetary Sciences · Economics, Econometrics and Finance · Engineering · #Fluid Dynamics and Turbulent Flows #Meteorological Phenomena and Simulations #Stochastic processes and financial applications