Stochastic Processes and their Applications · 2007 · 55 citations · 2 references
EngineeringMathematicsFinancial EconomicsProbability TheoryStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ProcessesPoint ProcessesSemi-markov ProcessesBrownian Local TimeLocal TimeSemimartingale ModelsSemimartingalesStochastic Integration
2
Brownian motion and stochastic calculus
Jan Seidler · Acta Applicandae Mathematicae · 1991 · 2.2K citations
Engineering, Mathematics, Physics +14
Atlas models of equity markets
Adrian Banner, Robert Fernholz, Ioannis Karatzas · The Annals of Applied Probability · 2005 · 157 citations · Full text