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Sigurd Assing

9 papers hereh-index 10230 citations30 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author7

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • math.PR6
  • math.OC1
  • math-ph1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20112022
most citedMonotonicity of the value function for a two-dimensional optimal stopping problem

13 citations · 23 across the 8 of their papers we have counts for

collaborators
Showing 2011Show all

2 papers · 1 filter

math.PR2011★ 7 cited

A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation

Sigurd Assing

A rigorous equation is stated and it is shown that the spatial derivative of the Cole-Hopf solution of the KPZ equation is a solution of this equation. The method of proof used to…

math.PR2011★ 2 cited

A resolvent-type method for estimating time integrals of quadratic fluctuations in weakly asymmetric exclusion

Sigurd Assing

We describe a resolvent-type method for estimating time integrals of time-dependent functionals of general right processes in equilibrium and apply this result in the case of weakl…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.