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Author ID: sharpe.michael-j Recent zbMATH articles by "Sharpe, Michael J."
Published as: Sharpe, M. J.; Sharpe, Michael J.; Sharpe, M.; Sharpe, Michael
Homepage: http://www.math.ucsd.edu/~msharpe/
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 674 times in 557 Documents Cited by Year
General theory of Markov processes. Zbl 0649.60079
Sharpe, Michael
242
1988
Operator-stable probability distribution on vector groups. Zbl 0192.53603
Sharpe, M.
66
1969
Semimartingales and Markov processes. Zbl 0443.60074
Cinlar, E.; Jacod, J.; Protter, P.; Sharpe, M. J.
59
1980
Naturality, standardness, and weak duality for Markov processes. Zbl 0553.60070
Getoor, R. K.; Sharpe, M. J.
51
1984
Conformal martingales. Zbl 0268.60048
Getoor, R. K.; Sharpe, M. J.
50
1972
Excursions of Brownian motion and Bessel processes. Zbl 0399.60074
Getoor, R. K.; Sharpe, M. J.
30
1979
Last exit decompositions and distributions. Zbl 0314.60055
Getoor, R. K.; Sharpe, M. J.
23
1973
Last exit times and additive functionals. Zbl 0324.60062
Getoor, R. K.; Sharpe, M. J.
21
1973
Zeroes of infinitely divisible densities. Zbl 0184.21405
Sharpe, M.
16
1969
Excursions of dual processes. Zbl 0497.60067
Getoor, R. K.; Sharpe, M. J.
15
1982
Some transformations of diffusions by time reversal. Zbl 0465.60066
Sharpe, M. J.
14
1980
Discontinuous additive functionals of dual processes. Zbl 0213.19404
Sharpe, M. J.
12
1972
Two results on dual excursions. Zbl 0531.60069
Getoor, R. K.; Sharpe, M. J.
11
1981
On the arc-sine laws for Lévy processes. Zbl 0802.60070
Getoor, R. K.; Sharpe, M. J.
10
1994
The Markov property at co-optional times. Zbl 0402.60066
Getoor, R. K.; Sharpe, M. J.
8
1979
Exact multiplicative functionals in duality. Zbl 0211.20704
Sharpe, M. J.
7
1971
Markov properties of a Markov process. Zbl 0451.60067
Getoor, R. K.; Sharpe, M. J.
6
1981
Balayage and multiplicative functionals. Zbl 0324.60061
Getoor, R. K.; Sharpe, M. J.
6
1974
Killing times for Markov processes. Zbl 0475.60056
Sharpe, M. J.
4
1981
The Blumenthal-Getoor-McKean theorem revisited. Zbl 0744.60090
Fitzsimmons, P. J.; Getoor, R. K.; Sharpe, M. J.
3
1990
Martingales with given absolute value. Zbl 0421.60041
Protter, P.; Sharpe, M. J.
3
1979
Closing values of martingales with finite lifetimes. Zbl 0762.60032
Sharpe, Michael J.
2
1992
Limit laws and mantissa distributions. Zbl 1108.60017
Sharpe, Michael J.
2
2006
Local times and singularities of continuous local martingales. Zbl 0428.60055
Sharpe, M. J.
2
1980
Regular birth and death times. Zbl 0475.60057
Pittenger, A. O.; Sharpe, M. J.
2
1981
Some random time dilations of Markov process. Zbl 0387.60085
Getoor, Ronald K.; Sharpe, Michael J.
2
1979
Supports of convolution semigroups and densities. Zbl 0909.60052
Sharpe, Michael J.
2
1995
Local times on rays for a class of planar Lévy processes. Zbl 0807.60071
Getoor, R. K.; Sharpe, M. J.
2
1994
Martingales on random sets and the strong martingale property. Zbl 0953.60021
Sharpe, Michael J.
1
2000
Centered variations of sample paths of homogeneous processes. Zbl 0214.44102
Sharpe, M.
1
1970
Sample path variations of homogeneous processes. Zbl 0175.16604
Sharpe, M.
1
1969
Limit laws and mantissa distributions. Zbl 1108.60017
Sharpe, Michael J.
2
2006
Martingales on random sets and the strong martingale property. Zbl 0953.60021
Sharpe, Michael J.
1
2000
Supports of convolution semigroups and densities. Zbl 0909.60052
Sharpe, Michael J.
2
1995
On the arc-sine laws for Lévy processes. Zbl 0802.60070
Getoor, R. K.; Sharpe, M. J.
10
1994
Local times on rays for a class of planar Lévy processes. Zbl 0807.60071
Getoor, R. K.; Sharpe, M. J.
2
1994
Closing values of martingales with finite lifetimes. Zbl 0762.60032
Sharpe, Michael J.
2
1992
The Blumenthal-Getoor-McKean theorem revisited. Zbl 0744.60090
Fitzsimmons, P. J.; Getoor, R. K.; Sharpe, M. J.
3
1990
General theory of Markov processes. Zbl 0649.60079
Sharpe, Michael
242
1988
Naturality, standardness, and weak duality for Markov processes. Zbl 0553.60070
Getoor, R. K.; Sharpe, M. J.
51
1984
Excursions of dual processes. Zbl 0497.60067
Getoor, R. K.; Sharpe, M. J.
15
1982
Two results on dual excursions. Zbl 0531.60069
Getoor, R. K.; Sharpe, M. J.
11
1981
Markov properties of a Markov process. Zbl 0451.60067
Getoor, R. K.; Sharpe, M. J.
6
1981
Killing times for Markov processes. Zbl 0475.60056
Sharpe, M. J.
4
1981
Regular birth and death times. Zbl 0475.60057
Pittenger, A. O.; Sharpe, M. J.
2
1981
Semimartingales and Markov processes. Zbl 0443.60074
Cinlar, E.; Jacod, J.; Protter, P.; Sharpe, M. J.
59
1980
Some transformations of diffusions by time reversal. Zbl 0465.60066
Sharpe, M. J.
14
1980
Local times and singularities of continuous local martingales. Zbl 0428.60055
Sharpe, M. J.
2
1980
Excursions of Brownian motion and Bessel processes. Zbl 0399.60074
Getoor, R. K.; Sharpe, M. J.
30
1979
The Markov property at co-optional times. Zbl 0402.60066
Getoor, R. K.; Sharpe, M. J.
8
1979
Martingales with given absolute value. Zbl 0421.60041
Protter, P.; Sharpe, M. J.
3
1979
Some random time dilations of Markov process. Zbl 0387.60085
Getoor, Ronald K.; Sharpe, Michael J.
2
1979
Balayage and multiplicative functionals. Zbl 0324.60061
Getoor, R. K.; Sharpe, M. J.
6
1974
Last exit decompositions and distributions. Zbl 0314.60055
Getoor, R. K.; Sharpe, M. J.
23
1973
Last exit times and additive functionals. Zbl 0324.60062
Getoor, R. K.; Sharpe, M. J.
21
1973
Conformal martingales. Zbl 0268.60048
Getoor, R. K.; Sharpe, M. J.
50
1972
Discontinuous additive functionals of dual processes. Zbl 0213.19404
Sharpe, M. J.
12
1972
Exact multiplicative functionals in duality. Zbl 0211.20704
Sharpe, M. J.
7
1971
Centered variations of sample paths of homogeneous processes. Zbl 0214.44102
Sharpe, M.
1
1970
Operator-stable probability distribution on vector groups. Zbl 0192.53603
Sharpe, M.
66
1969
Zeroes of infinitely divisible densities. Zbl 0184.21405
Sharpe, M.
16
1969
Sample path variations of homogeneous processes. Zbl 0175.16604
Sharpe, M.
1
1969
all top 5

Cited by 520 Authors

26 Fitzsimmons, Patrick J.
24 Beznea, Lucian
21 Getoor, Ronald Kay
19 Chen, Zhen-Qing
18 Ying, Jiangang
12 Klimsiak, Tomasz
11 Yor, Marc
10 Meerschaert, Mark Marvin
9 Evans, Steven Neil
9 Kaspi, Haya
9 Röckner, Michael
9 Sharpe, Michael J.
9 Song, Renming
8 Burdzy, Krzysztof
8 Dynkin, Evgeniĭ Borisovich
8 Glover, Joseph
8 Hudson, William N.
7 He, Ping
7 Kuwae, Kazuhiro
7 Osękowski, Adam
7 Rozkosz, Andrzej
6 Li, Zenghu
6 Ma, Zhi-Ming
6 Mitro, Joanna B.
6 Pitman, Jim William
6 Rivero, Víctor Manuel
6 Scheffler, Hans-Peter
6 Veeh, Jerry Alan
6 Williams, Ruth J.
5 Fukushima, Masatoshi
5 Kazamaki, Norihiko
5 Kim, Panki
5 Kyprianou, Andreas E.
5 Perkins, Edwin A.
5 Schnurr, Alexander
5 Vondraček, Zoran
5 Zhang, Tusheng S.
4 Boboc, Nicu
4 Çetin, Umut
4 Chaumont, Loïc
4 Khoshnevisan, Davar
4 Korolyuk, Volodymyr Semenovych
4 Limnios, Nikolaos
4 Lupaşcu, Oana
4 Mason, Jesse David
4 Patie, Pierre
4 Protter, Philip Elliott
4 Rachev, Svetlozar T.
4 Ren, Yanxia
4 Ruf, Johannes
4 Sato, Ken-iti
4 Takeda, Masayoshi
3 Bass, Richard F.
3 Bertoin, Jean
3 Cîmpean, Iulian
3 Fleischmann, Klaus
3 Harrison, John Michael
3 Hazod, Wilfried
3 Jeanblanc, Monique
3 Karatzas, Ioannis
3 Kendall, Wilfrid S.
3 Le Jan, Yves
3 Lupaşcu-Stamate, Oana
3 Maisonneuve, Bernard
3 Małecki, Jacek
3 Mania, Michael
3 Øksendal, Bernt Karsten
3 Paulauskas, Vygantas Ionovič
3 Pittenger, Arthur O.
3 Rosen, Jay S.
3 Samoilenko, Igor V.
3 Steffens, Jutta
3 Sturm, Karl-Theodor
3 Sun, Wei
3 Tang, Wenpin
3 Uribe Bravo, Gerónimo
3 Walsh, John Bradstreet
3 Xiang, Kai-Nan
3 Zhao, Minzhi
2 Albeverio, Sergio A.
2 Atar, Rami
2 Bally, Vlad
2 Bañuelos, Rodrigo
2 Ben Chrouda, Mohamed
2 Byczkowski, Tomasz
2 Chen, Chuanzhong
2 Chenavier, Nicolas
2 Cranston, Michael Craig
2 Cui, Jingan
2 Danilova, Albina
2 Deaconu, Madalina
2 Didier, Gustavo
2 Engelbert, Hans-Jürgen
2 Greenwood, Priscilla E.
2 Gzyl, Henryk
2 Hahn, Marjorie Green
2 Hamana, Yuji
2 Hinz, Michael
2 Ivanovs, Jevgeņijs
2 Jacka, Saul D.
...and 420 more Authors
all top 5

Cited in 122 Serials

50 Stochastic Processes and their Applications
42 Probability Theory and Related Fields
40 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
37 The Annals of Probability
27 Journal of Theoretical Probability
25 Transactions of the American Mathematical Society
20 Potential Analysis
18 Statistics & Probability Letters
17 Journal of Functional Analysis
16 The Annals of Applied Probability
14 Proceedings of the American Mathematical Society
13 Journal of Multivariate Analysis
11 Bernoulli
10 Journal of Mathematical Analysis and Applications
10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Journal of Applied Probability
7 Mathematische Zeitschrift
7 Proceedings of the Japan Academy. Series A
7 Tôhoku Mathematical Journal. Second Series
7 Electronic Journal of Probability
6 Stochastics
6 Mathematische Annalen
4 Journal of Differential Equations
4 Stochastic Analysis and Applications
4 Acta Applicandae Mathematicae
4 Infinite Dimensional Analysis, Quantum Probability and Related Topics
4 Journal of Evolution Equations
3 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
3 Mathematische Nachrichten
3 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
3 Stochastics and Stochastics Reports
3 Applied Mathematics. Series B (English Edition)
3 Finance and Stochastics
3 Acta Mathematica Sinica. English Series
3 Stochastics
3 Science China. Mathematics
2 Advances in Applied Probability
2 Israel Journal of Mathematics
2 Illinois Journal of Mathematics
2 Journal of the Mathematical Society of Japan
2 Monatshefte für Mathematik
2 Nagoya Mathematical Journal
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Osaka Journal of Mathematics
2 Semigroup Forum
2 SIAM Journal on Control and Optimization
2 Insurance Mathematics & Economics
2 Mathematical and Computer Modelling
2 Aequationes Mathematicae
2 Theory of Probability and Mathematical Statistics
2 Bulletin des Sciences Mathématiques
2 Discrete and Continuous Dynamical Systems
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Complex Analysis and Operator Theory
2 Frontiers of Mathematics in China
2 Japanese Journal of Mathematics. 3rd Series
1 Archive for Rational Mechanics and Analysis
1 Bulletin of the Australian Mathematical Society
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 Communications in Mathematical Physics
1 Journal of Computational Physics
1 Journal of the Franklin Institute
1 Journal of Mathematical Physics
1 Journal of Statistical Physics
1 Studia Mathematica
1 Arkiv för Matematik
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Acta Mathematica
1 Advances in Mathematics
1 Annales de l’Institut Fourier
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 Applied Mathematics and Optimization
1 Archiv der Mathematik
1 Automatica
1 Bulletin de la Société Mathématique de France
1 Inventiones Mathematicae
1 Journal of Combinatorial Theory. Series A
1 Journal of Econometrics
1 Journal of Statistical Planning and Inference
1 Mathematics and Computers in Simulation
1 Operations Research
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 SIAM Journal on Numerical Analysis
1 Theoretical Computer Science
1 Advances in Applied Mathematics
1 Systems & Control Letters
1 Chinese Annals of Mathematics. Series B
1 Acta Mathematicae Applicatae Sinica. English Series
1 Sequential Analysis
1 Journal of the American Mathematical Society
1 Publicacions Matemàtiques
1 Queueing Systems
1 Forum Mathematicum
1 Science in China. Series A
1 Communications in Statistics. Theory and Methods
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 Bulletin of the American Mathematical Society. New Series
1 Expositiones Mathematicae
...and 22 more Serials
all top 5

Cited in 39 Fields

524 Probability theory and stochastic processes (60-XX)
61 Potential theory (31-XX)
46 Partial differential equations (35-XX)
39 Operator theory (47-XX)
20 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
18 Systems theory; control (93-XX)
17 Statistics (62-XX)
13 Functional analysis (46-XX)
10 Harmonic analysis on Euclidean spaces (42-XX)
10 Operations research, mathematical programming (90-XX)
8 Measure and integration (28-XX)
8 Dynamical systems and ergodic theory (37-XX)
8 Biology and other natural sciences (92-XX)
7 Functions of a complex variable (30-XX)
6 Computer science (68-XX)
5 Real functions (26-XX)
5 Special functions (33-XX)
5 Ordinary differential equations (34-XX)
5 Statistical mechanics, structure of matter (82-XX)
4 Integral equations (45-XX)
4 Calculus of variations and optimal control; optimization (49-XX)
4 Global analysis, analysis on manifolds (58-XX)
4 Quantum theory (81-XX)
3 Combinatorics (05-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Numerical analysis (65-XX)
2 History and biography (01-XX)
2 Mathematical logic and foundations (03-XX)
2 Number theory (11-XX)
2 Group theory and generalizations (20-XX)
2 Topological groups, Lie groups (22-XX)
2 Abstract harmonic analysis (43-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Difference and functional equations (39-XX)
1 Integral transforms, operational calculus (44-XX)
1 Convex and discrete geometry (52-XX)
1 Differential geometry (53-XX)
1 Fluid mechanics (76-XX)
1 Optics, electromagnetic theory (78-XX)

Citations by Year