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K. David Elworthy · Study

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K. David Elworthy

6 works· latest 2007· 1 institutionscluster: provisional

h-index6

i106

Citations304

Works here6

85

93

95

97

99

07

Most cited in this library

The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes1999 · 89 citations
Strong feller property for stochastic semilinear equations1995 · 52 citations
Conditional expectations for derivatives of certain stochastic flows1993 · 44 citations
On the tails of the supremum and the quadratic variation of strictly local martingales1997 · 44 citations
LARGE DEVIATIONS AND THE MALLIAVIN CALCULUS (Progress in Mathematics, 45)1985 · 40 citations

Works

6 shown

Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times

Springer eBooks·2007·3 authors·chapter·Open access

35citations

The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes

Probability Theory and Related Fields·1999·3 authors·Open access

89citations

On the tails of the supremum and the quadratic variation of strictly local martingales

Lecture notes in mathematics·1997·3 authors·chapter

44citations

Strong feller property for stochastic semilinear equations

Stochastic Analysis and Applications·1995·3 authors

52citations

Conditional expectations for derivatives of certain stochastic flows

Lecture notes in mathematics·1993·2 authors·chapter

44citations

LARGE DEVIATIONS AND THE MALLIAVIN CALCULUS (Progress in Mathematics, 45)

Bulletin of the London Mathematical Society·1985·1 author·other

40citations