Showing papers on &quot;Mathematical finance published in 1972&quot;

Mathematical Methods in Investment and Finance

172 citations

Book•

[...]

G. P. Szegö, Karl Shell

01 Dec 1972

117 citations

Journal Article•DOI•

An invariance principle for conditioned recurrent random walk attracted to a stable law

[...]

Barry Belkin

Stochastic Abelian and Tauberian theorems

44 citations

Journal Article•DOI•

[...]

Ward Whitt¹•Institutions (1)

Yale University¹

Changes of time, stochastic integrals, and weak martingales

44 citations

Journal Article•DOI•

[...]

N. Kazamaki

Limit theorems for regenerative phenomena, recurrent events and renewal theory

38 citations

Journal Article•DOI•

[...]

N. H. Bingham¹•Institutions (1)

Westfield College¹

Asymptotic properties of stationary point processes with generalized clusters

32 citations

Journal Article•DOI•

[...]

D. J. Daley¹•Institutions (1)

Australian National University¹

Semi-stationary processes

23 citations

Journal Article•DOI•

[...]

Richard F. Serfozo¹•Institutions (1)

Syracuse University¹

Stochastic programs with recourse: A basic theorem for multistage problems

23 citations

Journal Article•DOI•

[...]

Roger J.-B. Wets¹•Institutions (1)

University of Kentucky¹

01 Sep 1972-Probability Theory and Related Fields

15 citations

Journal Article•DOI•

A simple model for a dam in continuous time with Markovian input

[...]

Don McNeil¹•Institutions (1)

Princeton University¹

01 Sep 1972-Probability Theory and Related Fields

13 citations

Journal Article•DOI•

Gaussian lacunary series and the modulus of continuity for Gaussian processes

[...]

Michael B. Marcus¹•Institutions (1)

Northwestern University¹

A remark on the skorohod representation

Journal Article•DOI•

[...]

Stanley Sawyer¹•Institutions (1)

Yeshiva University¹

On Strassen's version of the loglog law for some classes of dependent random variables

Journal Article•DOI•

[...]

Marius Iosifescu

A method for studying the integral functional of stochastic processes with applications: II. Sojourn time distributions for markov chains

Journal Article•DOI•

[...]

Prem S. Puri¹•Institutions (1)

Purdue University¹

Independent conditional expectations and ™ log ™

Journal Article•DOI•

[...]

J. G. Basterfield

01 Sep 1972-Probability Theory and Related Fields

Journal Article•DOI•

Modulus of continuity for continuous additive functional

[...]

P. W. Millar¹•Institutions (1)

University of California, Berkeley¹

Compactness conditions on Markov semi-groups

Journal Article•DOI•

[...]

J. R. Cuthbert

A decomposition of square integrable martingales

Journal Article•DOI•

[...]

Dean Isaacson

On the uniqueness of diffusions

Journal Article•DOI•

[...]

W. Zh. Yang¹•Institutions (1)

National Taiwan University¹

An extension of the renewal equation

Journal Article•DOI•

[...]

Marius Iosifescu