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researcher

R. Sowers

5 papers hereh-index 171.3k citations95 works total

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

author position
  • sole author2
  • last author3

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.PR2
  • math.PR1
  • physics.soc-ph1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20092017
most citedExact Pricing Asymptotics of Investment-Grade Tranches of Synthetic CDO's Part I: A Large Homogeneous Pool

1 citations · 1 across the 5 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2012

Stochastic Stefan Problems Driven By Standard Brownian Sheets

Zhi Zheng, Richard B. Sowers

In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show…

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