Author of the publication

Martingales and stochastic integrals in the theory of continuous trading

, and . Stochastic Processes and their Applications, 11 (3): 215-260 (1981)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Impulse Control of Brownian Motion., , and . Math. Oper. Res., 8 (3): 454-466 (1983)A sociology of industrialisation, and . Macmillan business management and administration series Macmillan, London u.a., (1978)Detection and classification of hypovolaemia during anaesthesia., , , and . EMBC, page 357-360. IEEE, (2011)The QNET Method for Two-Moment Analysis of Open Queueing Networks., and . Queueing Syst. Theory Appl., 6 (1): 1-32 (1990)Reflected Brownian motion in the quadrant: tail behavior of the stationary distribution., and . Queueing Syst. Theory Appl., 61 (2-3): 113-138 (2009)Brownian motion and stochastic flow systems. Krieger, Malabar, Fla., (1990)Diagnostic monitoring in anaesthesia using fuzzy trend templates for matching temporal patterns., , and . Artif. Intell. Medicine, 16 (2): 183-199 (1999)A Multiclass Queue in Heavy Traffic with Throughput Time Constraints: Asymptotically Optimal Dynamic Controls., , and . Queueing Syst. Theory Appl., 39 (1): 23-54 (2001)Computerised anaesthesia monitoring using fuzzy trend templates., , and . Artif. Intell. Medicine, 21 (1-3): 247-251 (2001)A diagnostic check for model specification : An application to the yen-dollar exchange rate, , and . Economics Letters, 33 (1): 69--73 (May 1990)