Statistics
Publications
66
Citations
8.6K
H-Index
38
Active since
1954
Affiliations
Wendell H. Fleming is an author at Brown University specializing in stochastic processes, mathematics, and stochastic control.
Publications per year
1954–2011
66
66
Herbert Fédérer, Wendell H. Fleming · Annals of Mathematics · 1960 · 981 citations
An integral formula for total gradient variation
Wendell H. Fleming, Raymond Rishel · Archiv der Mathematik · 1960 · 259 citations
Hedging in incomplete markets with HARA utility
Darrell Duffie, Wendell H. Fleming, H. Meté Soner et al. · Journal of Economic Dynamics and Control · 1997 · 258 citations · Full text
Social Sciences, Economics, Finance +17
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