R. J. Griego

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Person:805071



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Black-Scholes formula for a market in a random environment
Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka
2001-09-11Paper
An elementary theory of stochastic differential equations driven by a poisson process
Communications in Statistics. Stochastic Models
1994-12-15Paper
Asymptotics for certain Wiener integrals associated with higher order differential operators
Pacific Journal of Mathematics
1990-01-01Paper
On principal eigenvalues for random evolutions
Stochastic Analysis and Applications
1989-01-01Paper
Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
Stochastics
1980-01-01Paper
Strong approximation of diffusion processes by transport processes
Journal of Mathematics of Kyoto University
1979-01-01Paper
Convergence of branching transport processes to branching Brownian motion
Stochastic Processes and their Applications
1979-01-01Paper
scientific article; zbMATH DE number 3556563 (Why is no real title available?)
Indiana University Mathematics Journal
1978-01-01Paper
scientific article; zbMATH DE number 3478192 (Why is no real title available?)
 
1975-01-01Paper
Limit theorems for a class of multiplicative operator functionals of Brownian motion
Rocky Mountain Journal of Mathematics
1974-01-01Paper
Almost Sure Convergence of Uniform Transport Processes to Brownian Motion
Annals of Mathematical Statistics
1971-01-01Paper
Theory of Random Evolutions with Applications to Partial Differential Equations
 
1971-01-01Paper
scientific article; zbMATH DE number 3343425 (Why is no real title available?)
 
1970-01-01Paper
RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
Proceedings of the National Academy of Sciences
1969-01-01Paper
Local times for transforms of Markov processes
Journal of Mathematics of Kyoto University
1968-01-01Paper
A note on projections of continuous additive functionals
Annals of the Institute of Statistical Mathematics
1968-01-01Paper
Local times and random time changes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1967-01-01Paper
Local time as a derivative of occupation times
Illinois Journal of Mathematics
1967-01-01Paper


Research outcomes over time


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