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Diop, Awa

Co-Author Distance
Author ID: diop.awa Recent zbMATH articles by "Diop, Awa"
Published as: Diop, Awa
Documents Indexed: 6 Publications since 2006, including 1 Additional arXiv Preprint
Co-Authors: 10 Co-Authors with 4 Joint Publications
191 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
2 Bossy, Mireille
1 Berkaoui, Abdel
1 Blanchet-Scalliet, Christophette
1 Cumming, Steven G.
1 Diop, S. Arona
1 Duchesne, Thierry
1 Gibson Brandon, Rajna
1 Niang, M. A.
1 Nkiet, Guy Martial
1 Talay, Denis
1 Talbot, Denis
1 Tanré, Etienne

Serials

1 Mathematical Methods of Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Applied Statistics
1 Afrika Statistika

Fields

3 Statistics (62-XX)
2 Probability theory and stochastic processes (60-XX)
1 Ordinary differential equations (34-XX)
1 Numerical analysis (65-XX)
1 Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

3 Publications have been cited 66 times in 66 Documents Cited by ▼ Year ▼
Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004
Berkaoui, Abdel; Bossy, Mireille; Diop, Awa
65
2008
Extreme value theory for nonstationary random coefficients time series with regularly varying tails. Zbl 1266.62062
Diop, A.; Diouf, S.
1
2010
Technical analysis techniques versus mathematical models: boundaries of their validity domains. Zbl 1194.91207
Blanchet-Scalliet, Christophette; Diop, Awa; Gibson, Rajna; Talay, Denis; Tanré, Etienne
1
2006
Extreme value theory for nonstationary random coefficients time series with regularly varying tails. Zbl 1266.62062
Diop, A.; Diouf, S.
1
2010
Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004
Berkaoui, Abdel; Bossy, Mireille; Diop, Awa
65
2008
Technical analysis techniques versus mathematical models: boundaries of their validity domains. Zbl 1194.91207
Blanchet-Scalliet, Christophette; Diop, Awa; Gibson, Rajna; Talay, Denis; Tanré, Etienne
1
2006
all cited Publications top 5 cited Publications
all top 5

Cited by 120 Authors

5 Mao, Xuerong
4 Szpruch, Lukasz
4 Yaroslavtseva, Larisa
3 Alaya, Mohamed Ben
3 Cozma, Andrei S.
3 Kebaier, Ahmed
3 Mishura, Yuliya Stepanivna
3 Müller-Gronbach, Thomas
3 Reisinger, Christoph
2 Barczy, Mátyás
2 Benabdallah, Mohsine
2 Hefter, Mario
2 Jentzen, Arnulf
2 Lord, Gabriel James
2 Malham, Simon J. A.
2 Neuenkirch, Andreas
2 Pagès, Gilles
2 Panloup, Fabien
2 Pap, Gyula
2 Taguchi, Dai
2 Tang, Yiyi
2 Wiese, Anke
2 Yang, Hongfu
1 Alfonsi, Aurélien
1 Arrouy, Pierre-Edouard
1 Azencott, Robert
1 Bormetti, Giacomo
1 Bossy, Mireille
1 Boumezoued, Alexandre
1 Bourza, Mohamed
1 Burrage, Kevin
1 Callegaro, Giorgia
1 Chassagneux, Jean-François
1 Chen, Ziheng
1 Dana, Saswati
1 Dangerfield, Ciara E.
1 Dayanik, Savas
1 De Marco, Stefano
1 Dereich, Steffen
1 Elkettani, Youssfi
1 Etchegaray, Christèle
1 Evans, Martin R.
1 Gan, Siqing
1 Gao, Xiangyu
1 Giles, Michael B.
1 Glasserman, Paul
1 Gottwald, Georg A.
1 Gyöngy, István
1 Halidias, Nikolaos
1 Herzwurm, André
1 Hiderah, Kamal
1 Higham, Desmond J.
1 Hong, Jialin
1 Hu, Wenbin
1 Hu, Yaozhong
1 Huang, Chuying
1 Huang, Jianhua
1 Hutzenthaler, Martin
1 Jabir, Jean-François
1 Jacquier, Antoine
1 Jiang, Yunping
1 Kamrani, Minoo
1 Kelly, Cónall
1 Kim, Kyoung-Kuk
1 Kloeden, Peter Eris
1 Koekkoek, Remmert
1 Lan, Guangqiang
1 Lapeyre, Bernard
1 Lei, Ziyi
1 Li, Libo
1 Liu, Wei
1 Livieri, Giulia
1 Lord, Roger
1 Luong, Duc-Trong
1 MacNamara, Shev F.
1 Mariapragassam, Matthieu
1 Mehalla, Sophian
1 Melbourne, Ian
1 Meunier, Nicolas
1 Mihaylov, Ivo
1 Munchak, Yevheniia
1 Nakagawa, Takuya
1 Naryongo, Raphael
1 Ngare, Philip
1 Ngo, Hoang-Long
1 Nyul, Balázs
1 Pallavicini, Andrea
1 Pan, Jiazhu
1 Posashkova, Svitlana V.
1 Raha, Soumyendu
1 Rásonyi, Miklós
1 Ren, Peng
1 Richard, Alexandre
1 Rodríguez, Kerlyns Martínez
1 Sezer, Semih Onur
1 Shen, Jiaqi
1 Sheridan-Methven, Oliver
1 Szavits-Nossan, Juraj
1 Tan, Xiaolu
1 Tanaka, Hideyuki
...and 20 more Authors
all top 5

Cited in 42 Serials

4 Finance and Stochastics
4 SIAM Journal on Financial Mathematics
3 Journal of Mathematical Analysis and Applications
3 BIT
3 Journal of Computational and Applied Mathematics
3 Quantitative Finance
2 Journal of Computational Physics
2 Applied Mathematics and Computation
2 Statistics & Probability Letters
2 Applied Numerical Mathematics
2 Journal of Complexity
2 The Annals of Applied Probability
2 Stochastic Processes and their Applications
2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2 International Journal of Theoretical and Applied Finance
2 Stochastic Models
1 Journal of Mathematical Biology
1 Scandinavian Journal of Statistics
1 Ukrainian Mathematical Journal
1 Mathematics of Computation
1 ACM Transactions on Mathematical Software
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Statistical Planning and Inference
1 Numerische Mathematik
1 SIAM Journal on Numerical Analysis
1 Stochastic Analysis and Applications
1 Journal of Computational Mathematics
1 European Journal of Applied Mathematics
1 Japan Journal of Industrial and Applied Mathematics
1 Numerical Algorithms
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 Random Operators and Stochastic Equations
1 Monte Carlo Methods and Applications
1 Bernoulli
1 Communications in Nonlinear Science and Numerical Simulation
1 Methodology and Computing in Applied Probability
1 Discrete and Continuous Dynamical Systems. Series B
1 Multiscale Modeling & Simulation
1 Journal of Statistical Mechanics: Theory and Experiment
1 Stochastics
1 Journal of Statistical Theory and Practice
1 Modern Stochastics. Theory and Applications
all top 5

Cited in 11 Fields

57 Probability theory and stochastic processes (60-XX)
44 Numerical analysis (65-XX)
26 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
7 Statistics (62-XX)
5 Ordinary differential equations (34-XX)
3 Approximations and expansions (41-XX)
3 Biology and other natural sciences (92-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Integral equations (45-XX)
1 Fluid mechanics (76-XX)
1 Statistical mechanics, structure of matter (82-XX)

Citations by Year