Concepedia

Frank B. Knight

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Statistics

Publications

13

Citations

602

H-Index

12

Active since

1962

Affiliations

University of Illinois Urbana-Champaign(Current)

Frank B. Knight is an author at University of Illinois Urbana-Champaign specializing in engineering, probability theory, and stochastic calculus.

Top concepts

EngineeringProbabilityBrownian MotionStochastic CalculusStochastic ProcessesEntropyRandom WalksNatural SciencesPhysicsCensorship

Publications per year

1962–2001

13

Publications

13

Random walks and a sojourn density process of Brownian motion

Frank B. Knight · Transactions of the American Mathematical Society · 1963 · 180 citations · Full text

Brownian local times and taboo processes

Frank B. Knight · Transactions of the American Mathematical Society · 1969 · 90 citations

Engineering, Stochastic Processes, African American Studies +10

On the random walk and Brownian motion

Frank B. Knight · Transactions of the American Mathematical Society · 1962 · 62 citations

Engineering, Random Walks, Separable Brownian Motion +10

Random Walks and A Sojourn Density Process of Brownian Motion

Frank B. Knight · Transactions of the American Mathematical Society · 1963 · 56 citations

Stochastic Programming, Engineering, Random Walks +13

A Predictive View of Continuous Time Processes

Frank B. Knight · The Annals of Probability · 1975 · 54 citations · Full text

Engineering, Continuous Time Processes, Conditional Probabilities +15

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