Adrian Banner

Finance · 2005–2009

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #2,588 of 10,518 by trust here, #5,165 by citations
• Mathematical Physics — 5 citations into it

Whom Adrian Banner trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jon Warren
2. Robert Fernholz

Who trusts Adrian Banner overall

1. Ioannis Karatzas
2. Tomoyuki Ichiba
3. Soumik Pal
4. Mykhaylo Shkolnikov
5. Robert Fernholz
6. V. Papathanakos

Papers from Adrian Banner's perspective

Ordered by how strongly the researchers Adrian Banner trusts endorse each paper. Same corpus, a different order for every researcher.

1. Atlas models of equity markets
2. Local times of ranked continuous semimartingales
3. Dyson's Brownian motions, intertwining and interlacing
4. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
5. ONE-DIMENSIONAL BROWNIAN PARTICLE SYSTEMS WITH RANK DEPENDENT DRIFTS
6. Stochastic Portfolio Theory
7. Orthogonal polynomial ensembles in probability theory
8. Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
9. A path-transformation for random walks and the Robinson-Schensted correspondence
10. A Representation for Non-Colliding Random Walks

Their papers

• Local times of ranked continuous semimartingales (2008) — 70 citations
• Atlas models of equity markets (2005) — 173 citations
• HYBRID ATLAS MODELS (2009) — 136 citations