AN APPROXIMATION METHOD FOR A CLASS OF ITO PROCESSES WITH JUMP COMPONENT = UNE METHODE D'APPROXIMATION POUR UNE CLASSE DE PROCESSUS D'ITO AVEC UNE COMPOSANTE DE SAUTPLATEN E.1982; LITOV. MAT. SB.; ISSN 506974; SUN; DA. 1982; VOL. 22; NO 2; PP. 124-136; ABS. LIT/RUS; BIBL. 7 REF.Article

WEAK CONVERGENCE OF APPROXIMATIONS OF ITO INTEGRAL EQUATIONSPLATEN E.1980; Z. ANGEW. MATH. MECH.; ISSN 0044-2267; DDR; DA. 1980; VOL. 60; NO 11; PP. 609-614; ABS. GER/RUS; BIBL. 8 REF.Article

APPROXIMATION OF ITO INTEGRAL EQUATIONSPLATEN E.1980; LECT. NOTES CONTROL INF. SCI.; ISSN 0170-8643; DEU; DA. 1980; VOL. 25; PP. 172-176; BIBL. 6 REF.Conference Paper

SEQUENTIELLE RANGAUSWAHLPROBLEME, EIN ERWEITERUNG DES "SECRETARY PROBLEMS". = LE PROBLEME DE CHOIX ORDONNE SEQUENTIEL, UNE EXTENSION DU PROBLEME DE LA SECRETAIREPLATEN E.1977; Z. ANGEW. MATH. MECH.; DTSCH.; DA. 1977; VOL. 57; NO 10; PP. 571-577; ABS. ANGL. ALLEM.; BIBL. 6 REF.Article

ABOUT SECRETARY PROBLEMSPLATEN E.1980; BANACH CENTER PUBL.; POL; DA. 1980; VOL. 6; PP. 257-266; BIBL. 5 REF.Conference Paper

A stochastic approach to hopping transport in semiconductorsPLATEN, E.Journal of statistical physics. 1990, Vol 59, Num 5-6, pp 1329-1353, issn 0022-4715, 25 p.Article

A law of large numbers for wide range exclusion processes in random mediaPLATEN, E.Stochastic processes and their applications. 1989, Vol 31, Num 1, pp 33-49, issn 0304-4149, 17 p.Article

On the macroscopic nonequilibrium dynamics of an exclusion processPLATEN, E.Lecture notes in control and information sciences. 1989, Vol 136, pp 225-239, issn 0170-8643Conference Paper

Pricing via anticipative stochastic calculusPLATEN, E; REBOLLEDO, R.Advances in applied probability. 1994, Vol 26, Num 4, pp 1006-1021, issn 0001-8678Article

A survey of numerical methods for stochastic differential equations = Etude de méthodes numériques pour des équations différentielles stochastiquesKLOEDEN, P. E; PLATEN, E.Stochastic hydrology and hydraulics (Print). 1989, Vol 3, Num 3, pp 155-178, issn 0931-1955Article

Simulation studies on time discrete diffusion approximationsLISKE, H; PLATEN, E.Mathematics and computers in simulation. 1987, Vol 29, Num 3-4, pp 253-260, issn 0378-4754Article

Principles for modelling financial marketsPLATEN, E; REBOLLEDO, R.Journal of applied probability. 1996, Vol 33, Num 3, pp 601-613, issn 0021-9002Article

Higher-order implicit strong numerical schemes for stochastic differential equationsKLOEDEN, P. E; PLATEN, E.Journal of statistical physics. 1992, Vol 66, Num 1-2, pp 283-314, issn 0022-4715Article

Weak convergence of semimartingales and discretisation methodsPLATEN, E; REBOLLEDO, R.Stochastic processes and their applications. 1985, Vol 20, Num 1, pp 41-58, issn 0304-4149Article

Stability of weak numerical schemes for stochastic differential equationsHOFMANN, N; PLATEN, E.Computers & mathematics with applications (1987). 1994, Vol 28, Num 10-12, pp 45-57, issn 0898-1221Article

A stochastic description of the non-equilibrium charge-carrier transport process in polymer insulatorsBREHMER, L; PLATEN, E; FANTER, D et al.IEEE transactions on electrical insulation. 1987, Vol 22, Num 3, pp 245-248, issn 0018-9367Article

Balanced implicit methods for stiff stochastic systemsMILSTEIN, G. N; PLATEN, E; SCHURZ, H et al.SIAM journal on numerical analysis. 1998, Vol 35, Num 3, pp 1010-1019, issn 0036-1429Article

Extrapolation methods for the weak approximation of ito diffusionsKLOEDEN, P. E; PLATEN, E; HOFMANN, N et al.SIAM journal on numerical analysis. 1995, Vol 32, Num 5, pp 1519-1534, issn 0036-1429Article

On weak implicit and predictor-corrector methodsPLATEN, E.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 69-76, issn 0378-4754Conference Paper

Elektrenenstruktur und stochastischer Hoggingtransport in polymeren Isolatoren = Structure électronique et transfert stochastique dans les diélectriques polymères = Electronic structure and stochastic hopping transport in polymer insulatorsBREHMER, L; PLATEN, E; RICHTER, K et al.Acta polymerica. 1987, Vol 38, Num 6, pp 374-377, issn 0323-7648Article

On effects of discretization on estimators of drift parameters for diffusion processKLOEDEN, P. E; PLATEN, E; SCHURZ, H et al.Journal of applied probability. 1996, Vol 33, Num 4, pp 1061-1076, issn 0021-9002Article

Empirical behavior of a world stock index from intra-day to monthly time scalesBREYMANN, W; LÜTHI, D. R; PLATEN, E et al.The European physical journal. B, Condensed matter physics (Print). 2009, Vol 71, Num 4, pp 511-522, issn 1434-6028, 12 p.Article

Option pricing for a logstable asset price modelHURST, S. R; PLATEN, E; RACHEV, S. T et al.Mathematical and computer modelling. 1999, Vol 29, Num 10-12, pp 105-119, issn 0895-7177Article