Stochastic Processes and their Applications

Martingales and stochastic integrals in the theory of continuous trading

J. Michael Harrison, Stanley R. Pliska · 1981 · 2.9K citations

Engineering, Finance, Mathematics +14

The coalescent

J. F. C. Kingmán · 1982 · 2.3K citations

Environmental Brownian noise suppresses explosions in population dynamics

Xuerong Mao, Glenn Marion, Eric Renshaw · 2002 · 925 citations

Life Sciences, Biology, Ecology +14

Stability of stochastic differential equations with Markovian switching

Xuerong Mao · 1999 · 769 citations

Engineering, Mathematics, Dynamical Systems +11

Microstructure noise in the continuous case: The pre-averaging approach

Jean Jacod, Yingying Li, Per A. Mykland et al. · 2008 · 722 citations

Natural Sciences, Mathematics, Physics +16