Concepedia

Elton P. Hsu

EP

Statistics

Publications

16

Citations

778

H-Index

14

Active since

1995

Affiliations

Northwestern University(Current)

Northwest University

Elton P. Hsu is an author at Northwestern University specializing in stochastic processes, brownian motion, and physics.

Publications per year

1995–2017

16

Publications

16

ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS

Jim Gatheral, Elton P. Hsu, Peter Laurence et al. · Mathematical Finance · 2010 · 170 citations

, , +12

Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces

Mireille Capitaine, Elton P. Hsu, Michel Ledoux · Electronic Communications in Probability · 1997 · 124 citations · Full text

, , +16

Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold

Elton P. Hsu, Cheng Ouyang · Journal of Functional Analysis · 2009 · 74 citations

, , +5

Multiplicative functional for the heat equation on manifolds with boundary

Elton P. Hsu · The Michigan Mathematical Journal · 2002 · 63 citations · Full text

, , +11

Quasi-Invariance of the Wiener Measure on the Path Space over a Compact Riemannian Manifold

Elton P. Hsu · Journal of Functional Analysis · 1995 · 58 citations

, , +6

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