Richard B. Sowers

Affiliations: 
University of Illinois, Urbana-Champaign, Urbana-Champaign, IL 
Area:
Mathematics
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"Richard Sowers"
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Publications

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Giesecke K, Spiliopoulos K, Sowers RB, et al. (2015) Large portfolio asymptotics for loss from default Mathematical Finance. 25: 77-114
Giesecke K, Spiliopoulos K, Sowers RB. (2013) Default clustering in large portfolios: Typical events Annals of Applied Probability. 23: 348-385
Kim K, Sowers RB. (2012) Numerical Analysis of the Stochastic Moving Boundary Problem Stochastic Analysis and Applications. 30: 963-996
Kim K, Zheng Z, Sowers RB. (2012) A Stochastic Stefan Problem Journal of Theoretical Probability. 25: 1040-1080
Park JH, Namachchivaya NS, Sowers RB. (2008) A problem in stochastic averaging of nonlinear filters Stochastics and Dynamics. 8: 543-560
Sowers RB. (2008) Random Perturbations of Canards Journal of Theoretical Probability. 21: 824-889
Sowers RB. (2007) Stochastic Averaging Near Long Heteroclinic Orbits Stochastics and Dynamics. 7: 187-228
Sowers RB. (2005) A boundary layer theory for diffusively perturbed transport around a heteroclinic cycle Communications On Pure and Applied Mathematics. 58: 30-84
Sowers RB. (2003) Stochastic averaging near a homoclinic orbit with multiplicative noise Stochastics and Dynamics. 3: 299-391
Namachchivaya NS, Sowers RB. (2002) Rigorous stochastic averaging at a center with additive noise Meccanica. 37: 85-114
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