Edit Profile (opens in new tab) Knight, Frank Bardsley Co-Author Distance Author ID: knight.frank-b Published as: Knight, Frank B.; Knight, F. B.; Knight, F.; Knight, Frank more...less 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 all top 5 Co-Authors 53 single-authored 4 Yor, Marc 3 Azéma, Jacques 3 Jeulin, Thierry 2 Meyer, Paul-André 2 Steichen, J. L. 1 Amir, Madjid 1 Barlow, Martin T. 1 Burkholder, Donald L. 1 Dinges, Hermann 1 Doob, Joseph Leonard 1 Émery, Michel 1 Hansen, Wolfhard 1 Maisonneuve, Bernard 1 Mokobodzki, Gabriel 1 Orey, Steven 1 Pittenger, Arthur O. 1 Rost, Hermann 1 Snell, J. Laurie 1 Song, Shiqi 1 Stroock, Daniel W. 1 Varadhan, S. R. Srinivasa all top 5 Serials 7 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 5 Illinois Journal of Mathematics 4 The Annals of Probability 4 Transactions of the American Mathematical Society 3 Annals of Mathematical Statistics 2 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 1 Advances in Applied Probability 1 Revue Roumaine de Mathématiques Pures et Appliquées 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Canadian Mathematical Bulletin 1 Journal of Applied Probability 1 Journal of Mathematics of Kyoto University 1 The Mathematics Student 1 Proceedings of the American Mathematical Society 1 Statistics & Probability Letters 1 Probability Theory and Related Fields 1 Journal of Applied Mathematics and Stochastic Analysis 1 Stochastic Processes and their Applications 1 The Journal of Fourier Analysis and Applications 1 Journal of Mathematics and Mechanics 1 Institute of Mathematical Statistics Lecture Notes - Monograph Series 1 Lecture Notes in Mathematics 1 Oxford Studies in Probability 1 Mathematical Surveys all top 5 Fields 54 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 32 Fields 321 Probability theory and stochastic processes (60-XX) 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Statistics (62-XX) 18 Statistical mechanics, structure of matter (82-XX) 13 Partial differential equations (35-XX) 9 Measure and integration (28-XX) 8 Combinatorics (05-XX) 8 Biology and other natural sciences (92-XX) 7 Quantum theory (81-XX) 5 Potential theory (31-XX) 5 Operator theory (47-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 4 Information and communication theory, circuits (94-XX) 3 Functions of a complex variable (30-XX) 3 Differential geometry (53-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Computer science (68-XX) 3 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 2 Functional analysis (46-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Algebraic geometry (14-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 General topology (54-XX) Citations by Year