Essentials of Stochastic Processes

By K. Itô. 2006

297 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/b37b4700b9c9f818b789427ed49b0aba4fa2e16f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Ioannis Karatzas
2. J. Ruf
3. Soumik Pal
4. Mykhaylo Shkolnikov
5. Constantinos Kardaras
6. Tomoyuki Ichiba
7. Gordan Zitkovic
8. Marcel Nutz

In Management Information Systems

1. J. Ruf
2. Ioannis Karatzas

In Statistical and Nonlinear Physics

1. J. Ruf
2. Ioannis Karatzas

Citations in the corpus

• Modified Logarithmic Sobolev Inequalities in Discrete Settings (2006, unknown): “[18], and it is easy to see that (c) and (a) in turn imply (b).”
• Distribution of the time to explosion for one-dimensional diffusions (2013, background): “3 of Itô and McKean (1965). It is not hard to prove from first principles, so we present here a simple argument.”