Continuous-time Branching Processes
Continuous-Time Branching Processes is a stochastic process in probability theory where each individual in a population independently generates offspring according to a specified branching mechanism at random times governed by exponential distributions, thereby modeling the evolution of populations in continuous time.
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305
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199
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2017–2026
27
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Affine processes and applications in finance
Darrell Duffie, Damir Filipović, Walter Schachermayer · The Annals of Applied Probability · 2003 · 1.1K citations · Full text
Engineering, Economics, Finance +17
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199

Beijing Normal University
Beijing, China
15 h-index
25 publications
1.1K citations

Sorbonne Université
Paris, France
14 h-index
17 publications
1.5K citations
Laboratoire de Probabilités et Modèles Aléatoires
Paris, France
10 h-index
10 publications
817 citations
Eindhoven University of Technology
Eindhoven, The Netherlands
8 h-index
14 publications
255 citations
Steklov Mathematical Institute
Moscow, Russia
6 h-index
7 publications
155 citations
École Normale Supérieure - PSL
Paris, France
6 h-index
6 publications
722 citations

University of British Columbia
Vancouver, Canada
6 h-index
9 publications
298 citations

Carleton University
Ottawa, Canada
6 h-index
8 publications
626 citations
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JAP · 32 publications · 1.1K citations
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AAP · 23 publications · 725 citations
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21 publications · 998 citations
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18 publications · 1.2K citations
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15 publications · 872 citations
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