Stochastic processes and financial applications — Research Topic | NobleBlocks | NobleBlocks

Stochastic processes and financial applications

Top publications in Stochastic processes and financial applications across the NobleBlocks index. Open any paper for its abstract, citations, and AI-generated take.

Indexed papers

1.1K

Total citations

2.8K

Latest paper

2025

Papers per year (last 16 years) — click a bar to see papers from that year

20102025

Top papers

Probability, Random Variables, and Stochastic Processes.

Julia Abrahams, A. Papoulis

1984· Journal of the American Statistical Association16.4K

Markov Decision Processes: Discrete Stochastic Dynamic Programming.

Kasra Hazeghi, Martin L. Puterman

1995· Journal of the American Statistical Association14.0K

Stochastic Processes in Physics and Chemistry

N. G. van Kampen

2007· Elsevier eBooks8.8K

Stochastic Processes and Filtering Theory

1970· Mathematics in Science and Engineering/Mathematics in science and engineering7.4K

Probability, Random Variables, and Stochastic Processes

Irwin Miller, Anthanasios Papoulis

1966· Technometrics6.5K

Probability, random variables and stochastic processes

1985· IEEE Transactions on Acoustics Speech and Signal Processing4.6K

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev

1988· Journal of the American Statistical Association4.2K

A First Course on Stochastic Processes

S. Karlin, H. M. Taylor

A First Course in Stochastic Processes

1975· Elsevier eBooks4.0K

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe

1983· Technometrics3.9K

Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

T. W. Anderson, D. A. Darling

1952· The Annals of Mathematical Statistics3.5K

A second course in stochastic processes

S. Karlin, H. Taylor

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross

1976· Journal of Financial Economics3.0K

Adam: A Method for Stochastic Optimization

Diederik P. Kingma, Jimmy Ba

2014· UvA-DARE (University of Amsterdam)84.5K

IQ-TREE: A Fast and Effective Stochastic Algorithm for Estimating Maximum-Likelihood Phylogenies

Lam-Tung Nguyen, Heiko A. Schmidt, Arndt von Haeseler, Bui Quang Minh

2014· Molecular Biology and Evolution23.6K

Ground State of the Electron Gas by a Stochastic Method

David M. Ceperley, B. J. Alder

1980· Physical Review Letters14.1K

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Stuart Geman, Donald Geman

1984· IEEE Transactions on Pattern Analysis and Machine Intelligence12.7K

Exact stochastic simulation of coupled chemical reactions

Daniel T. Gillespie

1977· The Journal of Physical Chemistry10.5K

Formulation and estimation of stochastic frontier production function models

Dennis J. Aigner, C. A. Knox Lovell, Peter Schmidt

1977· Journal of Econometrics10.0K

SGDR: Stochastic Gradient Descent with Warm Restarts

I. Loshchilov, F. Hutter

2016· International Conference on Learning Representations10.0K

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Topic snapshot

1.1K papers indexed

2.8K total citations

Latest: 2025