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John B. Walsh · Study

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John B. Walsh

7 works· latest 2006· 1 institutionscluster: provisional

h-index7

i107

Citations2,977

Works here7

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Most cited in this library

An introduction to stochastic partial differential equations2006 · 2,216 citations
Stochastic integrals in the plane1975 · 500 citations
The rate of convergence of the binomial tree scheme2003 · 71 citations
Martingales with a multidimensional parameter and stochastic integrals in the plane1986 · 69 citations
Local Time and Stochastic Area Integrals1991 · 45 citations

Works

7 shown

An introduction to stochastic partial differential equations

Springer eBooks·2006·1 author·chapter

2,216citations

The rate of convergence of the binomial tree scheme

Finance and Stochastics·2003·1 author

71citations

Local Time and Stochastic Area Integrals

The Annals of Probability·1991·2 authors·Open access

45citations

Martingales with a multidimensional parameter and stochastic integrals in the plane

Lecture notes in mathematics·1986·1 author·chapter

69citations

Convergence and regularity of multiparameter strong martingales

Probability Theory and Related Fields·1979·1 author·Open access

34citations

R�gions d'arr�t, localisations et prolongements de martingales

Probability Theory and Related Fields·1978·2 authors·Open access

42citations

Stochastic integrals in the plane

Acta Mathematica·1975·2 authors

500citations