Concepedia

J. Michael Harrison

JM

88

Publications

17.1K

Citations

48

H-Index

1972

Active since

Affiliations

Stanford University(Current)

University of California San Diego

Columbia University

Systems Control (United States)

J. Michael Harrison is an author at Stanford University specializing in engineering, probability theory, and queuing theory.

Top concepts

EngineeringProbabilityQueuing TheoryOperations ResearchSystems EngineeringComputer ScienceStochastic ProcessesBrownian MotionNetwork AnalysisStochastic Calculus

Publications per year

1972–2022

88

Publications

88

Martingales and arbitrage in multiperiod securities markets

J. Michael Harrison, David M. Kreps · Journal of Economic Theory · 1979 · 3.7K citations

Multiperiod Securities Markets, Economics, Financial Economics +4

Martingales and stochastic integrals in the theory of continuous trading

J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1981 · 2.9K citations

Engineering, Integrable Probability, Continuous Trading +8

Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations

J. Michael Harrison, David M. Kreps · The Quarterly Journal of Economics · 1978 · 1.6K citations

Brownian motion and stochastic flow systems

J. Michael Harrison · 1986 · 795 citations

Engineering, Stochastic Calculus, Stochastic Systems +3

A stochastic calculus model of continuous trading: Complete markets

J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1983 · 437 citations

Asset Pricing, Stochastic Calculus, Business +4

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