Nathalie Eisenbaum
2000–2006
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 8 researchers here, as inferred from the citation graph.
Whom Nathalie Eisenbaum trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Nathalie Eisenbaum overall
- Francesco Russo
- Goran Peskir
- Martin Bauer
- Jian Ding
- T. Meyer‐Brandis
- Pierre Vallois
- Frank Norbert Proske
- Jim Pitman
- Salah-Eldin A. Mohammed
- A. Sznitman
Papers from Nathalie Eisenbaum's perspective
Ordered by how strongly the researchers Nathalie Eisenbaum trusts endorse each paper. Same corpus, a different order for every researcher.
- Integration with respect to local time
- A Change-of-Variable Formula with Local Time on Curves
- ON THE AMERICAN OPTION PROBLEM
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- On optimal stopping and free boundary problems
- Sequential testing problems for Poisson processes
- Arbitrage Theory in Continuous Time
- Uniqueness of solutions of stochastic differential equations
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
- The McKean stochastic game driven by a spectrally negative Lévy process
Their papers
- A Ray-Knight theorem for symmetric Markov processes (2000) — 116 citations
- Local time–space stochastic calculus for Lévy processes (2006) — 49 citations
- Integration with respect to local time (2000) — 102 citations