Concepedia

Time-changed Processes

Time-Changed Processes is a stochastic process formed by altering the time parameter of a base process through a random, non-decreasing, right-continuous transformation, thereby inducing a new temporal structure while preserving the intrinsic dynamics of the original process.

53

Publications

4.1K

Citations

109

Authors

99

Institutions

Publications per year

2017–2026

9

Parents

Publications

53

Time-Dependent Processes in Memory Storage

James L. McGaugh · Science · 1966 · 1.5K citations

, , +16

Time-changed Lévy processes and option pricing

Peter Carr, Liuren Wu · Journal of Financial Economics · 2003 · 720 citations

, , +14

Processes that can be Embedded in Brownian Motion

Itrel Monroe · The Annals of Probability · 1978 · 169 citations · Full text

, , +11

Mesures associées aux fonctionnelles additives de Markov. I

Daniel Revuz · Transactions of the American Mathematical Society · 1970 · 122 citations · Full text

, , +7

Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations

Kei Kobayashi · Journal of Theoretical Probability · 2010 · 111 citations · Full text

, , +15

1–5 of 53

Authors

109

  1. MM
    Mark M. Meerschaert

    Michigan State University, United States

    4 publications · 111 citations

    4

    h-index

  2. PC
    Peter Carr

    New York University, United States

    3 publications · 848 citations

    3

    h-index

  3. AW
    Agnieszka Wyłomańska

    Wrocław University of Science and Technology, Poland

    3 publications · 90 citations

    3

    h-index

  4. RM
    Rafael Mendoza‐Arriaga

    The University of Texas at Austin, United States

    3 publications · 157 citations

    3

    h-index

  5. KG
    Kay Giesecke

    Stanford University, United States

    2 publications · 109 citations

    2

    h-index

1–5 of 109

Institutions

99

  1. Wrocław University of Science and Technology

    Wroclaw, Poland

    6 h-index

    12 publications

    334 citations

  2. Michigan State University

    East Lansing, United States

    4 h-index

    4 publications

    72 citations

  3. Institute of Mathematics

    Warsaw, Poland

    3 h-index

    3 publications

    95 citations

  4. New York University

    New York, United States

    3 h-index

    3 publications

    848 citations

  5. Université de Lorraine

    Nancy, France

    3 h-index

    3 publications

    64 citations

  6. Stanford University

    Stanford, United States

    3 h-index

    5 publications

    230 citations

  7. ETH Zurich

    Zurich, Switzerland

    3 h-index

    3 publications

    55 citations

  8. The Open University

    Milton Keynes, United Kingdom

    2 h-index

    2 publications

    40 citations

1–8 of 99

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 175 citations

    4

    h-index

  2. Journal of Theoretical Probability

    3 publications · 166 citations

    3

    h-index

  3. arXiv (Cornell University)

    Repository · 2 publications · 27 citations

    2

    h-index

  4. Stochastic Analysis and Applications

    2 publications · 78 citations

    2

    h-index

  5. The Annals of Probability

    2 publications · 196 citations

    2

    h-index

1–5