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Knut Solna
Knut Solna
Professor of Mathematics, UC Irvine
Adresse e-mail validée de uci.edu - Page d'accueil
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Wave propagation and time reversal in randomly layered media
JP Fouque, J Garnier, G Papanicolaou, K Solna
Springer Science & Business Media, 2007
5212007
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
JP Fouque, G Papanicolaou, R Sircar, K Sølna
Cambridge University Press, 2011
3772011
Multiscale stochastic volatility asymptotics
JP Fouque, G Papanicolaou, R Sircar, K Solna
Multiscale Modeling & Simulation 2 (1), 22-42, 2003
2942003
Singular perturbations in option pricing
JP Fouque, G Papanicolaou, R Sircar, K Solna
SIAM Journal on Applied Mathematics 63 (5), 1648-1665, 2003
2532003
Mathematical and statistical methods for multistatic imaging
H Ammari, J Garnier, W Jing, H Kang, M Lim, K Sølna, H Wang
Springer 2098, xviii+ 361, 2013
2022013
Imaging schemes for perfectly conducting cracks
H Ammari, J Garnier, H Kang, WK Park, K SØlna
SIAM Journal on Applied Mathematics 71 (1), 68-91, 2011
1752011
Statistical stability in time reversal
G Papanicolaou, K Solna, L Ryzhik
SIAM Journal on Applied Mathematics 64 (4), 1133-1155, 2004
1522004
A direct imaging algorithm for extended targets
S Hou, K Solna, H Zhao
Inverse Problems 22 (4), 1151, 2006
1402006
Short time-scale in S&P500 volatility
JP Fouque, G Papanicolaou, R Sircar, K Solna
Journal of Computational Finance, 2003
922003
Multistatic imaging of extended targets
H Ammari, J Garnier, H Kang, M Lim, K Sølna
SIAM Journal on Imaging Sciences 5 (2), 564-600, 2012
892012
Imaging of location and geometry for extended targets using the response matrix
S Hou, K Solna, H Zhao
Journal of Computational Physics 199 (1), 317-338, 2004
762004
Maturity cycles in implied volatility
JP Fouque, G Papanicolaou, R Sircar, K Solna
Finance and Stochastics 8, 451-477, 2004
752004
Coupled paraxial wave equations in random media in the white-noise regime
J Garnier, K Sølna
The Annals of Applied Probability, 318-346, 2009
652009
Wavelet based estimation of local Kolmogorov turbulence
GC Papanicolaou, K Sølna
Theory and applications of long-range dependence, 473-505, 2003
642003
Correction to Black--Scholes formula due to fractional stochastic volatility
J Garnier, K Sølna
SIAM Journal on Financial Mathematics 8 (1), 560-588, 2017
602017
Computing the SVD of a general matrix product/quotient
G Golub, K Solna, P Van Dooren
SIAM Journal on Matrix Analysis and Applications 22 (1), 1-19, 2000
592000
A statistical approach to target detection and localization in the presence of noise
H Ammari, J Garnier, K Sølna
Waves in Random and Complex Media 22 (1), 40-65, 2012
572012
Ray theory for a locally layered random medium
K Sølna, G Papanicolaou
Waves in Random Media 10 (1), 151, 2000
542000
Self-averaging from lateral diversity in the Itô–Schrödinger equation
G Papanicolaou, L Ryzhik, K SØlna
Multiscale Modeling & Simulation 6 (2), 468-492, 2007
532007
A phase and space coherent direct imaging method
S Hou, K Huang, K Solna, H Zhao
The Journal of the Acoustical Society of America 125 (1), 227-238, 2009
512009
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