Modelling of stock price changes: A real analysis approach

Martingales and stochastic integrals in the theory of continuous trading

J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1981 · 2.9K citations

Engineering, Finance, Mathematics +14

An inequality of the Hölder type, connected with Stieltjes integration

Louise Young · Acta Mathematica · 1936 · 743 citations · Full text

Natural Sciences, Property Law, Probability Theory +3

On the Convergence of Ordinary Integrals to Stochastic Integrals

Eugene Wong, Moshe Zakai · The Annals of Mathematical Statistics · 1965 · 696 citations · Full text

Engineering, Mathematics, Probability Theory +13

Brownian Motion and Diffusion

R. J. Serfling, David A. Freedman · Technometrics · 1973 · 309 citations

Engineering, Mathematics, Physics +12

ESSENTIALS OF STOCHASTIC FINANCE

Jordan Stoyanov · 2000 · 305 citations

Engineering, Finance, Mathematics +6