Saul Jacka - Concepedia

Author

Saul Jacka

University of Warwick ORCID

Also Known As

Jacka S. D., Jacka, S. D., Jacka, Saul, Jacka, Saul D., S. D. JACKA, S. D. Jacka, S.D. Jacka, Saul D. Jacka, Saul Jacka

101

Publications

6.1K

Citations

H-Index

Concepts

All Affiliations

University of Warwick University of Cambridge Sorbonne Université

About

Saul Jacka is an author at University of Warwick specializing in probability theory, engineering, and stochastic calculus.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	11	12	5K
2	Business	3	3	632
3	Finance	3	3	4.2K
4	Computer Science	1	1	22
5	Operations Research	1	1	22

Saul Jacka

Publications

5.8K

Citations

H-Index

Page 1

	Year	Citations
Stochastic Differential Equations: An Introduction with Applications. Saul Jacka, Bernt Øksendal Journal of the American Statistical Association EngineeringStochastic ProcessesIto FormulaStochastic CalculusStochastic Differential Equation	1987	4.1K
Stochastic Calculus and Applications. Saul Jacka, Robert J. Elliott Journal of the Royal Statistical Society Series D (The Statistician) Stochastic SimulationEngineeringStochastic ProcessesStochastic SystemStochastic Calculus	1986	697
Optimal Stopping and the American Put Saul Jacka Mathematical Finance Option PricingStochastic GameOptimal Stopping ProblemAmerican PutGame Theory	1991	532
A Martingale Representation Result and an Application to Incomplete Financial Markets Saul Jacka Mathematical Finance Incomplete Financial MarketsComputational FinanceAsset PricingLocal MartingaleLocal Martingales	1992	88
Weak convergence of conditioned processes on a countable state space Saul Jacka, Gareth O. Roberts Journal of Applied Probability EngineeringGibbs MeasureIntegrable ProbabilityConditional ProcessStochastic Processes	1995	67
Inequalities for a Pair of Processes Stopped at a Random Time Martin T. Barlow, Saul Jacka, Marc Yor Proceedings of the London Mathematical Society Random TimeEngineeringIntegrable ProbabilityStochastic ProcessesStochastic System	1986	50
Local Times, Optimal Stopping and Semimartingales Saul Jacka The Annals of Probability Stochastic SystemSnell EnvelopeStochastic CalculusStochastic Dynamical SystemOptimal Stopping	1993	38
Optimal Stopping and Best Constants for Doob-like Inequalities I: The Case $p = 1$ Saul Jacka The Annals of Probability Mathematical ProgrammingEngineeringIntegrable ProbabilityLower BoundStochastic Calculus	1991	37
Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region Saul Jacka, James R. Lynn Stochastics and stochastics reports	1992	26
On strong forms of weak convergence Saul Jacka, Gareth O. Roberts Stochastic Processes and their Applications Variational AnalysisWeak ConvergenceFunctional AnalysisRegularization (Mathematics)Convergence Analysis	1997	24

Page 1