39 citations · 180 across the 41 of their papers we have counts for
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math.PR2016
Rigorous results for the Stigler-Luckock model for the evolution of an order book
Jan M. Swart
In 1964, G.J. Stigler introduced a stochastic model for the evolution of an order book on a stock market. This model was independently rediscovered and generalized by H. Luckock in…
math.PR2016
A simple proof of exponential decay of subcritical contact processes
Jan M. Swart
This paper gives a new, simple proof of the known fact that for contact processes on general lattices, in the subcritical regime the expected number of infected sites decays expone…