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Knight, Frank Bardsley

Author ID: knight.frank-b Recent zbMATH articles by "Knight, Frank Bardsley"
Published as: Knight, Frank B.; Knight, F. B.; Knight, F.; Knight, Frank
External Links: MGP
Documents Indexed: 64 Publications since 1961, including 3 Books
1 Further Contribution
Biographic References: 1 Publication
Co-Authors: 13 Co-Authors with 12 Joint Publications
307 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

40 Publications have been cited 403 times in 360 Documents Cited by Year
Essentials of Brownian motion and diffusion. Zbl 0458.60002
Knight, Frank B.
84
1981
Random walks and a sojourn density process of Brownian motion. Zbl 0119.14604
Knight, F. B.
68
1963
Brownian local times and taboo processes. Zbl 0187.41203
Knight, Frank B.
36
1969
Foundations of the prediction process. Zbl 0762.60027
Knight, Frank B.
21
1992
On a theorem of Tsirelson with respect to Brownian and non-Brownian filtrations. (Autour d’un théorème de Tsirelson sur des filtrations browniennes et non browniennes.) Zbl 0914.60064
Barlow, M. T.; Émery, M.; Knight, F. B.; Song, S.; Yor, M.
18
1998
On the random walk and Brownian motion. Zbl 0279.60057
Knight, Frank B.
17
1962
Note on regularization of Markov processes. Zbl 0143.20002
Knight, F.
14
1965
The uniform law for exchangeable and Lévy process bridges. Zbl 0867.60018
Knight, F. B.
13
1996
A characterization of the Cauchy type. Zbl 0341.60009
Knight, Frank B.
11
1976
A predictive view of continuous time processes. Zbl 0317.60018
Knight, Frank B.
11
1975
Une caractérisation de la loi de Cauchy. Zbl 0353.60020
Knight, F. B.; Meyer, P. A.
11
1976
Characterization of the Levy measures of inverse local times of gap diffusion. Zbl 0518.60083
Knight, Frank B.
10
1981
On the path of an inert object impinged on one side by a Brownian particle. Zbl 1015.60072
Knight, Frank B.
9
2001
The moments of the area under reflected Brownian bridge conditional on its local time at zero. Zbl 0965.60081
Knight, Frank B.
7
2000
Some computations including the injectivity of certain increasing processes. (Quelques calculs de compensateurs impliquant l’injectivité de certains processus croissants.) Zbl 0915.60058
Azéma, J.; Jeulin, T.; Knight, F.; Yor, M.
7
1998
On the absolute difference chains. Zbl 0383.60060
Knight, Frank B.
7
1978
Local variation of diffusion in local time. Zbl 0271.60088
Knight, Frank B.
6
1973
On the excursion process of Brownian motion. Zbl 0426.60073
Knight, Frank B.
5
1980
Construction of a Markov process from hitting probabilities. Zbl 0128.37804
Knight, F.; Orey, S.
4
1964
Prediction processes and an autonomous germ-Markov property. Zbl 0399.60066
Knight, Frank B.
4
1979
Inverse local times, positive sojourns, and maxima for Brownian motion. Zbl 0665.60072
Knight, Frank B.
3
1988
A characterization of stopping times. Zbl 0816.60039
Knight, Frank B.; Maisonneuve, Bernard
3
1994
A remark on Markovian germ fields. Zbl 0187.14703
Knight, F.
3
1970
Diffusion in one dimension and Brownian motion. Zbl 0221.60050
Knight, F. B.
3
1969
Existence of small oscillations at zeros of Brownian motion. Zbl 0305.60035
Knight, Frank B.
3
1974
The stopping time theorem of a predictable set. (Le théorème d’arrêt en une fin d’ensemble prévisible.) Zbl 0798.60048
Azéma, J.; Jeulin, T.; Knight, F.; Yor, M.
3
1993
Essays on the prediction process. Zbl 1356.60005
Knight, Frank B.
3
1981
On invertibility of martingale time changes. Zbl 0646.60051
Knight, Frank B.
2
1988
The local time at zero of the reflected symmetric stable process. Zbl 0206.18701
Knight, F. B.
2
1971
On the duration of the longest excursion. Zbl 0622.60083
Knight, F. B.
2
1986
Approximation of stopped Brownian local time by diadic crossing chains. Zbl 0889.60083
Knight, F. B.
2
1997
On the Sojourn times of killed Brownian motion. Zbl 0376.60082
Knight, Frank B.
2
1978
Some remarks on mutual windings. Zbl 0796.60081
Knight, Frank
2
1993
On the regularity of Markov processes. Zbl 0113.33801
Knight, F.
1
1961
Markov processes on an entrance boundary. Zbl 0113.33802
Knight, F.
1
1963
A pair of conditional normal convergence theorems. Zbl 0154.43702
Knight, F.
1
1966
Equivalence of probabilistic solutions of the heat equation. Zbl 0171.15902
Knight, F. B.
1
1967
The local time at zero of the reflected symmetric stable process. Zbl 0212.49502
Knight, F. B.
1
1971
An infinitesimal decomposition for a class of Markov processes. Zbl 0215.26003
Knight, F. B.
1
1970
On Markov processes with right-deterministic germ fields. Zbl 0253.60067
Knight, Frank B.
1
1972
On the path of an inert object impinged on one side by a Brownian particle. Zbl 1015.60072
Knight, Frank B.
9
2001
The moments of the area under reflected Brownian bridge conditional on its local time at zero. Zbl 0965.60081
Knight, Frank B.
7
2000
On a theorem of Tsirelson with respect to Brownian and non-Brownian filtrations. (Autour d’un théorème de Tsirelson sur des filtrations browniennes et non browniennes.) Zbl 0914.60064
Barlow, M. T.; Émery, M.; Knight, F. B.; Song, S.; Yor, M.
18
1998
Some computations including the injectivity of certain increasing processes. (Quelques calculs de compensateurs impliquant l’injectivité de certains processus croissants.) Zbl 0915.60058
Azéma, J.; Jeulin, T.; Knight, F.; Yor, M.
7
1998
Approximation of stopped Brownian local time by diadic crossing chains. Zbl 0889.60083
Knight, F. B.
2
1997
The uniform law for exchangeable and Lévy process bridges. Zbl 0867.60018
Knight, F. B.
13
1996
A characterization of stopping times. Zbl 0816.60039
Knight, Frank B.; Maisonneuve, Bernard
3
1994
The stopping time theorem of a predictable set. (Le théorème d’arrêt en une fin d’ensemble prévisible.) Zbl 0798.60048
Azéma, J.; Jeulin, T.; Knight, F.; Yor, M.
3
1993
Some remarks on mutual windings. Zbl 0796.60081
Knight, Frank
2
1993
Foundations of the prediction process. Zbl 0762.60027
Knight, Frank B.
21
1992
Inverse local times, positive sojourns, and maxima for Brownian motion. Zbl 0665.60072
Knight, Frank B.
3
1988
On invertibility of martingale time changes. Zbl 0646.60051
Knight, Frank B.
2
1988
On the duration of the longest excursion. Zbl 0622.60083
Knight, F. B.
2
1986
Essentials of Brownian motion and diffusion. Zbl 0458.60002
Knight, Frank B.
84
1981
Characterization of the Levy measures of inverse local times of gap diffusion. Zbl 0518.60083
Knight, Frank B.
10
1981
Essays on the prediction process. Zbl 1356.60005
Knight, Frank B.
3
1981
On the excursion process of Brownian motion. Zbl 0426.60073
Knight, Frank B.
5
1980
Prediction processes and an autonomous germ-Markov property. Zbl 0399.60066
Knight, Frank B.
4
1979
On the absolute difference chains. Zbl 0383.60060
Knight, Frank B.
7
1978
On the Sojourn times of killed Brownian motion. Zbl 0376.60082
Knight, Frank B.
2
1978
A characterization of the Cauchy type. Zbl 0341.60009
Knight, Frank B.
11
1976
Une caractérisation de la loi de Cauchy. Zbl 0353.60020
Knight, F. B.; Meyer, P. A.
11
1976
A predictive view of continuous time processes. Zbl 0317.60018
Knight, Frank B.
11
1975
Existence of small oscillations at zeros of Brownian motion. Zbl 0305.60035
Knight, Frank B.
3
1974
Local variation of diffusion in local time. Zbl 0271.60088
Knight, Frank B.
6
1973
On Markov processes with right-deterministic germ fields. Zbl 0253.60067
Knight, Frank B.
1
1972
The local time at zero of the reflected symmetric stable process. Zbl 0206.18701
Knight, F. B.
2
1971
The local time at zero of the reflected symmetric stable process. Zbl 0212.49502
Knight, F. B.
1
1971
A remark on Markovian germ fields. Zbl 0187.14703
Knight, F.
3
1970
An infinitesimal decomposition for a class of Markov processes. Zbl 0215.26003
Knight, F. B.
1
1970
Brownian local times and taboo processes. Zbl 0187.41203
Knight, Frank B.
36
1969
Diffusion in one dimension and Brownian motion. Zbl 0221.60050
Knight, F. B.
3
1969
Equivalence of probabilistic solutions of the heat equation. Zbl 0171.15902
Knight, F. B.
1
1967
A pair of conditional normal convergence theorems. Zbl 0154.43702
Knight, F.
1
1966
Note on regularization of Markov processes. Zbl 0143.20002
Knight, F.
14
1965
Construction of a Markov process from hitting probabilities. Zbl 0128.37804
Knight, F.; Orey, S.
4
1964
Random walks and a sojourn density process of Brownian motion. Zbl 0119.14604
Knight, F. B.
68
1963
Markov processes on an entrance boundary. Zbl 0113.33802
Knight, F.
1
1963
On the random walk and Brownian motion. Zbl 0279.60057
Knight, Frank B.
17
1962
On the regularity of Markov processes. Zbl 0113.33801
Knight, F.
1
1961
all top 5

Cited by 390 Authors

15 Yor, Marc
13 Perkins, Edwin A.
11 Révész, Pál
10 Burdzy, Krzysztof
10 Pitman, Jim William
8 Knight, Frank Bardsley
7 Evans, Steven Neil
6 Barlow, Martin T.
6 Basse-O’Connor, Andreas
6 Borodin, Andreĭ Nikolaevich
6 Csáki, Endre
6 Csörgő, Miklós
6 Földes, Antónia
6 Mazzolo, Alain
5 Bass, Richard F.
5 Eisenbaum, Nathalie
5 Nikeghbali, Ashkan
5 Shi, Zhan
5 Walsh, John Bradstreet
4 Dalang, Robert C.
4 Song, Shiqi
4 Szabados, Tamás
4 Vallois, Pierre
3 Abundo, Mario
3 Banerjee, Sayan
3 Barndorff-Nielsen, Ole Eiler
3 Chen, Zhen-Qing
3 Ding, Jian
3 Dunau, Jean-Louis
3 Horváth, Lajos
3 Jeanblanc, Monique
3 Lambert, Amaury
3 Laurent, Stéphane
3 Le Gall, Jean-François
3 Li, Lingfei
3 Monthus, Cécile
3 Mountford, Thomas S.
3 Ohashi, Alberto Masayoshi F.
3 Pal, Arnab
3 Rásonyi, Miklós
3 Senateur, Henri
3 Tang, Wenpin
3 Taylor, Samuel James
3 Uribe Bravo, Gerónimo
3 Yano, Kouji
2 Ahmad, Rashid
2 Amir, Madjid
2 Bardina, Xavier
2 Barnes, Clayton L.
2 Basse, Andreas
2 Bertoin, Jean
2 Bladt, Mogens
2 Boscain, Ugo
2 Chacon, Rafael V. S.
2 Chau, Huy N.
2 De Angelis, Tiziano
2 Fill, James Allen
2 Getoor, Ronald Kay
2 Grebenkov, Denis S.
2 Hajri, Hatem
2 Kharlamov, Boris Pavlovich
2 Hoover, Douglas N.
2 Kallenberg, Olav
2 Kaspi, Haya
2 Khoshnevisan, Davar
2 König, Wolfgang Dieter
2 Kundu, Anupam
2 Le Jan, Yves
2 Letac, Gérard G.
2 Louchard, Guy
2 McGill, Paul
2 Mendoza-Arriaga, Rafael
2 Müller, Carl E.
2 Pemantle, Robin
2 Peres, Yuval
2 Pilipenko, Andrey Yu.
2 Podolskij, Mark
2 Rosiński, Jan
2 Rovira, Carles
2 Roynette, Bernard
2 Ruh, Ernst A.
2 Sabot, Christophe
2 Shalizi, Cosma Rohilla
2 Simas, Alexandre B.
2 Simatos, Florian
2 Simons, Gordon
2 Sylvester, John Herbert
2 Székely, Balázs
2 Tarrès, Pierre
2 Tóth, Bálint
2 van der Hofstad, Remco W.
2 Veraart, Almut E. D.
2 Willinger, Walter
2 Yano, Yuko
2 Zähle, Ulrich
1 Aaronson, Jon
1 Abe, Yoshihiro
1 Adelman, Omer
1 Aidekon, Elie E. F.
1 Albeverio, Sergio A.
...and 290 more Authors
all top 5

Cited in 97 Serials

42 Stochastic Processes and their Applications
33 The Annals of Probability
31 Probability Theory and Related Fields
23 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
15 Transactions of the American Mathematical Society
15 Statistics & Probability Letters
15 Journal of Theoretical Probability
11 The Annals of Applied Probability
10 Bernoulli
9 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Electronic Journal of Probability
6 Journal of Physics A: Mathematical and Theoretical
5 Journal of Soviet Mathematics
5 Proceedings of the American Mathematical Society
5 Journal of Statistical Mechanics: Theory and Experiment
4 Annales de l’Institut Fourier
4 Journal of Functional Analysis
4 Journal of Mathematical Sciences (New York)
3 Journal of Mathematical Analysis and Applications
3 Theory of Probability and its Applications
3 Journal of Applied Probability
3 Publications of the Research Institute for Mathematical Sciences, Kyoto University
3 Journal of Economic Dynamics & Control
3 Electronic Communications in Probability
3 Methodology and Computing in Applied Probability
3 Stochastic Models
2 Advances in Applied Probability
2 Communications in Mathematical Physics
2 Journal of Statistical Physics
2 Advances in Mathematics
2 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
2 Inventiones Mathematicae
2 Journal of Multivariate Analysis
2 Mathematische Nachrichten
2 Theoretical Population Biology
2 Mathematical Finance
2 Brazilian Journal of Probability and Statistics
2 Boletim da Sociedade Paranaense de Matemática. Terceira Série
2 Stochastics
2 Electronic Journal of Statistics
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 Communications on Pure and Applied Mathematics
1 International Journal of Theoretical Physics
1 Israel Journal of Mathematics
1 Journal of Mathematical Physics
1 Letters in Mathematical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Notes
1 Periodica Mathematica Hungarica
1 Rocky Mountain Journal of Mathematics
1 Stochastics
1 The Annals of Statistics
1 Automatica
1 BIT
1 Journal of Differential Equations
1 Mathematische Annalen
1 Monatshefte für Mathematik
1 Osaka Journal of Mathematics
1 Proceedings of the Japan Academy. Series A
1 SIAM Journal on Control and Optimization
1 Theoretical Computer Science
1 Stochastic Analysis and Applications
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications
1 Publicacions Matemàtiques
1 Journal of Scientific Computing
1 Neural Computation
1 Differential Geometry and its Applications
1 Journal of Statistical Computation and Simulation
1 Linear Algebra and its Applications
1 Bulletin of the American Mathematical Society. New Series
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 Potential Analysis
1 SIAM Journal on Scientific Computing
1 Theory of Probability and Mathematical Statistics
1 Economic Theory
1 Bulletin des Sciences Mathématiques
1 Lifetime Data Analysis
1 Journal of Nonparametric Statistics
1 Finance and Stochastics
1 Mathematical Physics, Analysis and Geometry
1 International Journal of Theoretical and Applied Finance
1 Annals of Mathematics. Second Series
1 Entropy
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Oberwolfach Reports
1 Proceedings of the Japan Academy
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Nonlinear Analysis. Hybrid Systems
1 Communications in Theoretical Physics
1 Science China. Mathematics
1 SIAM/ASA Journal on Uncertainty Quantification
1 Modern Stochastics. Theory and Applications
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Transactions of the American Mathematical Society. Series B
1 Frontiers of Mathematical Finance
1 Matematicheskie Voprosy Kriptografii

Citations by Year