◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

P. Protter

11 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
  • first author4
  • middle author2
  • last author5

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • q-fin.MF2
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20042023
most citedNo arbitrage without semimartingales

34 citations · 45 across the 7 of their papers we have counts for

collaborators
Showing 2023 · math.PRShow all

1 paper · 2 filters

math.PR2023

Markov Process Jump Times and Their Cox Construction

Philip Protter, Andrés Riveros Valdevenito

In this short paper, we connect the procedure of constructing a totally inaccessible stopping time for a given process using the well-known Cox construction, dependent on an indepe…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.