Standout Papers

Brownian Motion and Stochastic Calculus 1987 2026 2000 2013 1.3k
  1. Brownian Motion and Stochastic Calculus (1998)
    Ioannis Karatzas, Steven E. Shreve Graduate texts in mathematics
  2. Methods of Mathematical Finance (1998)
    Ioannis Karatzas, Steven E. Shreve CERN Document Server (European Organization for Nuclear Research)
  3. Brownian Motion and Stochastic Calculus (1988)
    Ioannis Karatzas, Steven E. Shreve Graduate texts in mathematics
  4. Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (1987)
    Ioannis Karatzas, John P. Lehoczky et al. SIAM Journal on Control and Optimization
  5. Stochastic optimal control : the discrete time case (2007)
    Dimitri P. Bertsekas, Steven E. Shreve DSpace@MIT (Massachusetts Institute of Technology)

Immediate Impact

4 by Nobel laureates 2 from Science/Nature 54 standout
Sub-graph 1 of 21

Citing Papers

Quantum gas microscopy of Kardar-Parisi-Zhang superdiffusion
2022 StandoutScience
Chemical Analysis of Microplastics and Nanoplastics: Challenges, Advanced Methods, and Perspectives
2021 Standout
2 intermediate papers

Works of Steven E. Shreve being referenced

Brownian Motion and Stochastic Calculus
1998 Standout
Brownian Motion and Stochastic Calculus
1988 Standout

Author Peers

Author Last Decade Papers Cites
Steven E. Shreve 5810 3438 2006 65 7.8k
J. Michael Harrison 5346 3017 1970 102 9.3k
Ioannis Karatzas 8159 4561 2450 123 10.3k
Freddy Delbaen 6400 4007 4833 83 9.3k
Philip Protter 4961 1918 967 110 6.2k
David Heath 5637 3197 3779 89 9.4k
Paul Glasserman 4805 1438 2064 185 7.6k
Bernt Øksendal 5349 2312 1323 148 9.9k
L. C. G. Rogers 4361 1883 1068 118 7.1k
Nicole El Karoui 4085 1548 1345 69 4.7k
H. Meté Soner 3324 1872 1178 129 6.4k

All Works

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Rankless by CCL
2026