Gyula Pap
Finance · 2003–2014
A researcher in the Science corpus: 5 papers; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 20 citations into it
- Mathematical Physics — 11 citations into it
- Statistics and Probability — 9 citations into it
- Economics and Econometrics — 5 citations into it
Whom Gyula Pap trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Gyula Pap's perspective
Ordered by how strongly the researchers Gyula Pap trusts endorse each paper. Same corpus, a different order for every researcher.
- Uniqueness of solutions of stochastic differential equations
- Uniqueness for stochastic evolution equations in Banach spaces
- Stochastic equations of non-negative processes with jumps
- The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
- Skew convolution semigroups and affine Markov processes
- Estimation in conditional first order autoregression with discrete support
- Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering
- A Limit Theorem for Discrete Galton-Watson Branching Processes with Immigration
- Yamada-Watanabe Results for Stochastic Differential Equations with Jumps
- Brownian Motion and Stochastic Calculus
Their papers
- Asymptotic behavior of unstable INAR(p) processes (2009) — 47 citations
- Asymptotic inference for nearly unstable INAR(1) models (2003) — 48 citations
- Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration (2014) — 48 citations
- Yamada-Watanabe Results for Stochastic Differential Equations with Jumps (2013) — 53 citations
- Fluctuation limit of branching processes with immigration and estimation of the means (2005) — 60 citations