Concepedia

Stopping Time Decomposition

Stopping Time Decomposition is a mathematical framework in stochastic process theory that decomposes a stopping time into a predictable and a totally inaccessible component, thereby characterizing the structure of random times with respect to the underlying filtration.

15

Publications

655

Citations

21

Authors

11

Institutions

Publications per year

2017–2026

2

Parents

Publications

15

Exit times of Brownian motion, harmonic majorization, and Hardy spaces

D. L. Burkholder · Advances in Mathematics · 1977 · 159 citations

, , +17

Decomposition of supermartingales: The uniqueness theorem

P. A. Meyer · Illinois Journal of Mathematics · 1963 · 115 citations · Full text

, , +11

Exit Systems

B. Maisonneuve · The Annals of Probability · 1975 · 102 citations · Full text

, , +9

Last Exit Times and Additive Functionals

R. K. Getoor, M. J. Sharpe · The Annals of Probability · 1973 · 73 citations · Full text

, , +11

Binary theory of antiproton stopping

Peter Sigmund, Andreas Schinner · The European Physical Journal D · 2001 · 32 citations

, , +9

1–5 of 15

Authors

21

  1. MJ
    Marius Junge

    University of Illinois Urbana-Champaign, United States

    1 publications · 10 citations

    1

    h-index

  2. JP
    Jeffrey Pai

    University of Manitoba, Canada

    1 publications · 15 citations

    1

    h-index

  3. FÁ
    Fernando Álvarez

    Institut Jean-Pierre Bourgin, France

    1 publications · 17 citations

    1

    h-index

  4. YC
    Yu Cheng

    University of Wisconsin–Madison, United States

    1 publications · 15 citations

    1

    h-index

  5. CK
    Constantinos Kardaras

    London School of Economics and Political Science, United Kingdom

    1 publications · 12 citations

    1

    h-index

1–5 of 21

Institutions

11

  1. University of Chicago

    Chicago, United States

    2 h-index

    3 publications

    64 citations

  2. London School of Economics and Political Science

    London, United Kingdom

    1 h-index

    1 publications

    12 citations

  3. Federal Reserve Bank of Richmond

    Richmond, United States

    1 h-index

    1 publications

    17 citations

  4. Hebrew University of Jerusalem

    Jerusalem, Israel

    1 h-index

    1 publications

    29 citations

  5. Indian Statistical Institute

    Kolkata, India

    1 h-index

    2 publications

    38 citations

  6. University of Manitoba

    Winnipeg, Canada

    1 h-index

    1 publications

    15 citations

  7. Auburn University

    Auburn, United States

    1 h-index

    1 publications

    18 citations

  8. Bar-Ilan University

    Ramat Gan, Israel

    1 h-index

    2 publications

    60 citations

1–8 of 11

Venues

  1. Probability Theory and Related Fields

    2 publications · 37 citations

    2

    h-index

  2. The Annals of Probability

    2 publications · 175 citations

    2

    h-index

  3. The Annals of Applied Probability

    1 publications · 12 citations

    1

    h-index

  4. Insurance Mathematics and Economics

    1 publications · 15 citations

    1

    h-index

  5. Advances in Mathematics

    1 publications · 159 citations

    1

    h-index

1–5