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Jordan Stoyanov
Jordan Stoyanov
Retired Professor of Probability, Newcastle University
Verified email at ncl.ac.uk
Title
Cited by
Cited by
Year
Counterexamples in probability
JM Stoyanov
Courier Corporation, 2014
4892014
A central limit theorem for realised power and bipower variations of continuous semimartingales
Y Kabanov, R Liptser, J Stoyanov, OE Barndorff–Nielsen, SE Graversen, ...
From stochastic calculus to mathematical finance: the Shiryaev Festschrift …, 2006
4002006
Optimal hedging with basis risk
Y Kabanov, R Liptser, J Stoyanov, MHA Davis
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006
1652006
A didactic note on affine stochastic volatility models
Y Kabanov, R Liptser, J Stoyanov, J Kallsen
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006
1402006
Krein condition in probabilistic moment problems
J Stoyanov
1252000
Continuous time volatility modelling: COGARCH versus Ornstein–Uhlenbeck models
Y Kabanov, R Liptser, J Stoyanov, C Klüppelberg, A Lindner, R Maller
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006
1032006
Multivariate distributions and the moment problem
C Kleiber, J Stoyanov
Journal of Multivariate Analysis 113, 7-18, 2013
932013
On numerical approximation of stochastic Burgers' equation
Y Kabanov, R Liptser, J Stoyanov, A Alabert, I Gyongy
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 1-15, 2006
762006
Stieltjes classes for moment-indeterminate probability distributions
J Stoyanov
Journal of Applied Probability 41 (A), 281-294, 2004
692004
The logarithmic skew-normal distributions are moment-indeterminate
GD Lin, J Stoyanov
Journal of Applied Probability 46 (3), 909-916, 2009
542009
On the fundamental solution of the Kolmogorov–Shiryaev equation
Y Kabanov, R Liptser, J Stoyanov, G Peskir
From stochastic calculus to mathematical finance: The Shiryaev festschrift …, 2006
382006
Enlargement of filtration and additional information in pricing models: Bayesian approach
Y Kabanov, R Liptser, J Stoyanov, D Gasbarra, E Valkeila, L Vostrikova
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006
352006
Some particular problems of martingale theory
Y Kabanov, R Liptser, J Stoyanov, A Cherny
From stochastic calculus to mathematical finance: The Shiryaev festschrift …, 2006
312006
New checkable conditions for moment determinacy of probability distributions
JM Stoyanov, GD Lin, P Kopanov
Theory of Probability & Its Applications 65 (3), 497-509, 2020
302020
Stochastic version of the averaging principle for diffusion type processes
R Liptser, J Stoyanov
Stochastics: An International Journal of Probability and Stochastic …, 1990
301990
On some properties of life distributions with increasing elasticity and log-concavity
B Al-Zahrani, J Stoyanov
Applied Mathematical Sciences 2 (48), 2349-2361, 2008
292008
Method for constructing Stieltjes classes for M-indeterminate probability distributions
J Stoyanov, L Tolmatz
Applied mathematics and computation 165 (3), 669-685, 2005
292005
Regularly perturbed stochastic differential systems with an internal random noise
J Stoyanov
Proceedings of second world congress on Nonlinear analysts, 4105-4111, 1997
281997
On local martingale and its supremum: harmonic functions and beyond
Y Kabanov, R Liptser, J Stoyanov, J Oblój, M Yor
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006
272006
Moment determinacy of powers and products of nonnegative random variables
GD Lin, J Stoyanov
Journal of Theoretical Probability 28, 1337-1353, 2015
262015
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