Markov Diffusion Processes is a stochastic process belonging to the class of diffusion processes characterized by the Markov property, wherein the future state evolution depends only on the present state and not on the sequence of preceding states.
900
Publications
64.4K
Citations
1.2K
Authors
553
Institutions
Publications per year
2017–2026
73
Parents
Publications
900
A YIELD‐FACTOR MODEL OF INTEREST RATES
Darrell Duffie, Rui Kan · Mathematical Finance · 1996 · 2.6K citations
A calculus of mobile processes, II
Robin Milner, Joachim Parrow, David Walker · Information and Computation · 1992 · 1.7K citations · Full text
1–5 of 900
Authors
1.2K
- GY
12
h-index
- HJ
8
h-index
- LM
7
h-index
- RZ
7
h-index
- AG
6
h-index
1–5 of 1.2K
Institutions
553
Centre National de la Recherche Scientifique
Paris, France
20 h-index
45 publications
2.3K citations
Beijing Normal University
Beijing, China
12 h-index
16 publications
543 citations
Université Paris Cité
Paris, France
12 h-index
16 publications
778 citations
Sorbonne Université
Paris, France
11 h-index
15 publications
718 citations
Wayne State University
Detroit, United States
11 h-index
15 publications
517 citations
Laboratoire de Probabilités et Modèles Aléatoires
Paris, France
10 h-index
11 publications
409 citations
Bielefeld University
Bielefeld, Germany
10 h-index
16 publications
936 citations
University of Warwick
Coventry, United Kingdom
10 h-index
13 publications
3.5K citations
1–8 of 553
Venues
- The Annals of Probability
29 publications · 1.9K citations
21
h-index
- Probability Theory and Related Fields
29 publications · 927 citations
21
h-index
- Theory of Probability and Its Applications
33 publications · 1.9K citations
20
h-index
- Stochastic Processes and their Applications
33 publications · 835 citations
19
h-index
- The Annals of Applied Probability
19 publications · 2.8K citations
18
h-index
1–5