Concepedia
Statistics
Publications
21
Citations
5.8K
H-Index
15
Active since
1986
Affiliations
University of Warwick(Current)
University of Cambridge
Sorbonne Université
Saul Jacka is an author at University of Warwick specializing in stochastic processes, mathematics, and engineering.
Publications per year
1986–2016
Stochastic Differential Equations: An Introduction with Applications.
Saul Jacka, Bernt Øksendal · Journal of the American Statistical Association · 1987 · 4.1K citations
Engineering, Finance, Mathematics +17
Stochastic Calculus and Applications.
Saul Jacka, Robert J. Elliott · Journal of the Royal Statistical Society Series D (The Statistician) · 1986 · 697 citations
Engineering, Mathematics, Probability Theory +11
Optimal Stopping and the American Put
Saul Jacka · Mathematical Finance · 1991 · 535 citations
Business, Business Economics, Economics +13
A Martingale Representation Result and an Application to Incomplete Financial Markets
Saul Jacka · Mathematical Finance · 1992 · 88 citations
Social Sciences, Economics, Mathematics +13
Weak convergence of conditioned processes on a countable state space
Saul Jacka, Gareth O. Roberts · Journal of Applied Probability · 1995 · 67 citations
Engineering, Mathematics, Markov Decision Processes +16
1–5 of 21