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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 2021 · math.PRShow all

1 paper · 2 filters

math.PR2021★ 1 cited

Stopping Times Occurring Simultaneously

Philip Protter, Alejandra Quintos

Stopping times are used in applications to model random arrivals. A standard assumption in many models is that they are conditionally independent, given an underlying filtration. T…

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