Concepedia

Nils Reich

NR

4

Publications

126

Citations

4

H-Index

2007

Active since

Affiliations

ETH Zurich(Current)

Nils Reich is an author at ETH Zurich specializing in numerical analysis, probability theory, and spectral theory.

Top concepts

Numerical AnalysisEngineeringProbabilitySpectral TheoryFunctional AnalysisPhysicsNatural SciencesStochastic CalculusApproximation TheoryStochastic Processes

Publications per year

2007–2009

4

Publications

4

On Kolmogorov equations for anisotropic multivariate Lévy processes

Nils Reich, C. Schwab, Christoph Winter · Finance and Stochastics · 2009 · 45 citations · Full text

Kolmogorov Equations, Stochastic Differential Equation, Levy Process +1

ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS

Walter Farkas, Nils Reich, Christoph Schwab · Mathematical Models and Methods in Applied Sciences · 2007 · 34 citations

Numerical Analysis, Spectral Theory, Corresponding Lévy Copula +15

Numerical methods for Lévy processes

Norbert Hilber, Nils Reich, C. Schwab et al. · Finance and Stochastics · 2009 · 33 citations · Full text

Numerical Analysis, Levy Process, Lévy Processes +1

Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces

Nils Reich · ESAIM Mathematical Modelling and Numerical Analysis · 2009 · 14 citations · Full text

Spectral Theory, Numerical Analysis, Dirichlet Form +14

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