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## Iscoe, Ian

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 Author ID: iscoe.ian Published as: Iscoe, I.; Iscoe, Ian
 Documents Indexed: 28 Publications since 1978, including 2 Books
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#### Co-Authors

 7 single-authored 8 McDonald, David R. 3 Bae, Taehan 2 Dawson, Donald Andrew 2 Feng, Shui 2 Kreinin, Alexander Y. 2 Perkins, Edwin A. 2 Qian, Keming 2 Seppäläinen, Timo 1 De Prisco, Ben 1 Grmela, Miroslav 1 Lee, Tzong-Yow 1 MacDonald, Douglas A. 1 Marcus, Michael B. 1 Nagi, Ahmed 1 Ney, Peter E. 1 Nummelin, Esa 1 Talagrand, Michel 1 Zinn, Joel
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#### Serials

 8 The Annals of Probability 3 Stochastics and Stochastics Reports 2 Probability Theory and Related Fields 1 Journal of Statistical Physics 1 Stochastics 1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section A. Physique Théorique 1 Canadian Journal of Mathematics 1 Journal of Statistical Planning and Inference 1 Comptes Rendus Mathématiques de l’Académie des Sciences 1 Advances in Applied Mathematics 1 Annals of Operations Research 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Extremes 1 Journal of Probability and Statistics
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#### Fields

 23 Probability theory and stochastic processes (60-XX) 3 Statistics (62-XX) 2 Partial differential equations (35-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Ordinary differential equations (34-XX) 1 Numerical analysis (65-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Operations research, mathematical programming (90-XX)

#### Citations contained in zbMATH

17 Publications have been cited 310 times in 236 Documents Cited by Year
A weighted occupation time for a class of measure-valued branching processes. Zbl 0555.60034
Iscoe, I.
1986
Super-Brownian motion: Path properties and hitting probabilities. Zbl 0692.60063
Dawson, D. A.; Iscoe, I.; Perkins, E. A.
1989
On the supports of measure-valued critical branching Brownian motion. Zbl 0635.60094
Iscoe, I.
1988
Ergodic theory and a local occupation time for measure-valued critical branching Brownian motion. Zbl 0608.60077
Iscoe, I.
1986
Large deviations of uniformly recurrent Markov additive processes. Zbl 0602.60034
Iscoe, I.; Ney, P.; Nummelin, E.
1985
Continuity of $$\ell ^ 2$$-valued Ornstein-Uhlenbeck processes. Zbl 0699.60052
Iscoe, I.; Marcus, M. B.; McDonald, D.; Talagrand, M.; Zinn, J.
1990
Large deviations for occupation times of measure-valued branching Brownian motions. Zbl 0797.60025
Iscoe, Ian; Lee, Tzong-Yow
1993
A microscopic mechanism for the porous medium equation. Zbl 0889.60097
Feng, S.; Iscoe, I.; Seppäläinen, T.
1997
Large deviations for $$\ell ^ 2$$-valued Ornstein-Uhlenbeck processes. Zbl 0716.60060
Iscoe, I.; McDonald, D.
1989
Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks. Zbl 0834.60091
Iscoe, I.; McDonald, D.
1994
Asymptotics of exit times for Markov jump processes. I. Zbl 0802.60075
Iscoe, I.; McDonald, D.
1994
On the supports of measure-valued critical branching Brownian motion. Zbl 0685.60087
Iscoe, I.
1989
Large-sample confidence intervals for risk measures of location-scale families. Zbl 1408.62048
Bae, Taehan; Iscoe, Ian
2012
Asymptotics of the exit distribution for Markov jump processes; application to ATM. Zbl 0814.60069
Iscoe, I.; McDonald, D.; Qian, K.
1994
Capacity of ATM switches. Zbl 0779.60076
Iscoe, I.; McDonald, D.; Qian, K.
1993
Induced Dirichlet forms and capacitary inequalities. Zbl 0711.60037
Iscoe, I.; McDonald, D.
1990
Sample path properties of the support process of super-Brownian motion. Zbl 0644.60089
Dawson, D. A.; Iscoe, I.; Perkins, E. A.
1988
Large-sample confidence intervals for risk measures of location-scale families. Zbl 1408.62048
Bae, Taehan; Iscoe, Ian
2012
A microscopic mechanism for the porous medium equation. Zbl 0889.60097
Feng, S.; Iscoe, I.; Seppäläinen, T.
1997
Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks. Zbl 0834.60091
Iscoe, I.; McDonald, D.
1994
Asymptotics of exit times for Markov jump processes. I. Zbl 0802.60075
Iscoe, I.; McDonald, D.
1994
Asymptotics of the exit distribution for Markov jump processes; application to ATM. Zbl 0814.60069
Iscoe, I.; McDonald, D.; Qian, K.
1994
Large deviations for occupation times of measure-valued branching Brownian motions. Zbl 0797.60025
Iscoe, Ian; Lee, Tzong-Yow
1993
Capacity of ATM switches. Zbl 0779.60076
Iscoe, I.; McDonald, D.; Qian, K.
1993
Continuity of $$\ell ^ 2$$-valued Ornstein-Uhlenbeck processes. Zbl 0699.60052
Iscoe, I.; Marcus, M. B.; McDonald, D.; Talagrand, M.; Zinn, J.
1990
Induced Dirichlet forms and capacitary inequalities. Zbl 0711.60037
Iscoe, I.; McDonald, D.
1990
Super-Brownian motion: Path properties and hitting probabilities. Zbl 0692.60063
Dawson, D. A.; Iscoe, I.; Perkins, E. A.
1989
Large deviations for $$\ell ^ 2$$-valued Ornstein-Uhlenbeck processes. Zbl 0716.60060
Iscoe, I.; McDonald, D.
1989
On the supports of measure-valued critical branching Brownian motion. Zbl 0685.60087
Iscoe, I.
1989
On the supports of measure-valued critical branching Brownian motion. Zbl 0635.60094
Iscoe, I.
1988
Sample path properties of the support process of super-Brownian motion. Zbl 0644.60089
Dawson, D. A.; Iscoe, I.; Perkins, E. A.
1988
A weighted occupation time for a class of measure-valued branching processes. Zbl 0555.60034
Iscoe, I.
1986
Ergodic theory and a local occupation time for measure-valued critical branching Brownian motion. Zbl 0608.60077
Iscoe, I.
1986
Large deviations of uniformly recurrent Markov additive processes. Zbl 0602.60034
Iscoe, I.; Ney, P.; Nummelin, E.
1985
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#### Cited by 221 Authors

 12 Gorostiza, Luis G. 12 Perkins, Edwin A. 10 Hong, Wenming 9 Zhang, Mei 8 Talarczyk, Anna 7 Bojdecki, Tomasz 7 Fleischmann, Klaus 7 Le Gall, Jean-François 6 Dynkin, Evgeniĭ Borisovich 6 Tribe, Roger P. 5 Dawson, Donald Andrew 5 Iscoe, Ian 5 Li, Zenghu 5 Ren, Yanxia 4 Collamore, Jeffrey F. 4 Etheridge, Alison Mary 4 Lee, Tzong-Yow 4 Lin, Zhengyan 4 Müller, Carl E. 4 Mytnik, Leonid 3 Abraham, Romain 3 Csörgő, Miklós 3 De Gregorio, Alessandro 3 Engländer, János 3 Evans, Steven Neil 3 Hong, Jieliang 3 Kallenberg, Olav 3 Klenke, Achim 3 Krone, Stephen M. 3 Li, Yuqiang 3 McDonald, David R. 3 Pinsky, Ross George 3 Roelly, Sylvie 3 Serlet, Laurent 3 Sheu, Yuan-Chung 3 Zheng, Xinghua 3 Zhou, Xiaowen 2 Adler, Robert Joseph 2 Albeverio, Sergio A. 2 Beznea, Lucian 2 Chan, Hock Peng 2 Dembo, Amir 2 Dhersin, Jean-Stéphane 2 Duffield, Nick G. 2 Dupuis, Paul G. 2 Duquesne, Thomas 2 Feyel, Denis 2 Foondun, Mohammud 2 Goldys, Beniamin 2 Gonçalves, Patrícia C. 2 Guo, Junyi 2 Jensen, Jens Ledet 2 Khoshnevisan, Davar 2 Kliem, Sandra M. 2 Kuznetsov, Sergei E. 2 Lai, Tze Leung 2 Lalley, Steven P. 2 Lewin, Marica 2 Li, Qiuyue 2 Macci, Claudio 2 Philipowski, Robert 2 Szekli, Ryszard 2 Szewczak, Zbigniew Stanisław 2 Véron, Laurent 2 Vidyashankar, Anand N. 2 Xiong, Jie 2 Zhao, Xuelei 1 Albin, J. M. P. 1 Aldous, David John 1 Ambrosio, Luigi 1 Assaad, Joyce 1 Avan, Jean 1 Baccelli, François Louis 1 Bakay, Gavriil A. 1 Barbe, Philippe 1 Bertini, Lorenzo Bertini 1 Blount, Douglas 1 Bogachev, Vladimir Igorevich 1 Bonorino, Leonardo Prange 1 Bose, Amitava 1 Botvich, D. D. 1 Bramson, Maury D. 1 Brzeźniak, Zdzisław 1 Chan, Stephen Chi-fai 1 Chang, Cheng-Shang 1 Chen, Mu-Fa 1 Cho, Nhansook 1 Cossette, Hélène 1 Cox, J. Theodore 1 Croydon, David A. 1 Csáki, Endre 1 Curien, Nicolas 1 Da Prato, Giuseppe 1 Daduna, Hans 1 de Acosta, Alejandro D. 1 de la Pradelle, Arnaud 1 de Paula, Rodrigo M. 1 Delmas, Jean-François 1 Deuschel, Jean-Dominique 1 Diao, Guoqing ...and 121 more Authors
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#### Cited in 64 Serials

 41 Stochastic Processes and their Applications 33 Probability Theory and Related Fields 29 The Annals of Probability 13 The Annals of Applied Probability 9 Statistics & Probability Letters 8 Journal of Theoretical Probability 7 Science in China. Series A 6 Journal of Applied Probability 4 Transactions of the American Mathematical Society 4 Acta Applicandae Mathematicae 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Potential Analysis 4 Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 Science China. Mathematics 3 Journal of Statistical Physics 3 Queueing Systems 3 Stochastics and Stochastics Reports 3 Chinese Science Bulletin 2 Stochastics 2 Stochastic Analysis and Applications 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 Acta Mathematica Sinica. New Series 2 Electronic Journal of Probability 2 Acta Mathematica Sinica. English Series 2 Modern Stochastics. Theory and Applications 1 Advances in Applied Probability 1 Archive for Rational Mechanics and Analysis 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 Israel Journal of Mathematics 1 Journal d’Analyse Mathématique 1 Rocky Mountain Journal of Mathematics 1 Applied Mathematics and Optimization 1 Journal of Computational and Applied Mathematics 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Mathematische Nachrichten 1 Memoirs of the American Mathematical Society 1 Proceedings of the American Mathematical Society 1 Advances in Applied Mathematics 1 Physica D 1 Acta Mathematicae Applicatae Sinica. English Series 1 Revista Matemática Iberoamericana 1 Random Structures & Algorithms 1 Discrete Mathematics and Applications 1 Communications in Partial Differential Equations 1 Communications in Statistics. Simulation and Computation 1 Linear Algebra and its Applications 1 Annales de l’Institut Henri Poincaré. Physique Théorique 1 Applied Mathematics. Series B (English Edition) 1 Journal of Mathematical Sciences (New York) 1 Electronic Research Announcements of the American Mathematical Society 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Positivity 1 International Journal of Theoretical and Applied Finance 1 Journal of the European Mathematical Society (JEMS) 1 Methodology and Computing in Applied Probability 1 Journal of Evolution Equations 1 Quantitative Finance 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V 1 Stochastics 1 Frontiers of Mathematics in China
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#### Cited in 29 Fields

 226 Probability theory and stochastic processes (60-XX) 31 Partial differential equations (35-XX) 8 Measure and integration (28-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Statistics (62-XX) 7 Numerical analysis (65-XX) 6 Biology and other natural sciences (92-XX) 5 Potential theory (31-XX) 5 Functional analysis (46-XX) 4 Fluid mechanics (76-XX) 4 Operations research, mathematical programming (90-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Combinatorics (05-XX) 2 Number theory (11-XX) 2 Ordinary differential equations (34-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Systems theory; control (93-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX)