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researcher

P. Protter

20 papers hereh-index 4214.3k citations193 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author6
  • middle author3
  • last author10

Across the 20 of 20 papers where every author was matched, so the position is known.

fields
  • math.PR15
  • q-fin.MF3
  • q-fin.RM1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20042023
most citedAnalysis of continuous strict local martingales via h-transforms

65 citations · 131 across the 17 of their papers we have counts for

collaborators
Showing 2010 · math.PRShow all

1 paper · 2 filters

math.PR2010

Absolutely Continuous Compensators

Svante Janson, Sokhna M'Baye, Philip Protter

We give sufficient conditions on the underlying filtration such that all totally inaccessible stopping times have compensators which are absolutely continuous. If a semimartingale,…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.