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Clark, John M. C.

Co-Author Distance
Author ID: clark.john-m-c Recent zbMATH articles by "Clark, John M. C."
Published as: Clark, J. M. C.; Clark, John M. C.
Documents Indexed: 34 Publications since 1970
Co-Authors: 17 Co-Authors with 21 Joint Publications
764 Co-Co-Authors
all top 5

Co-Authors

10 single-authored
7 Vinter, Richard B.
3 Davis, Mark Herbert Ainsworth
3 Vellekoop, Michel H.
2 Kountouriotis, Panagiotis-Aristidis
1 Anderson, Brian David Outram
1 Åström, Karl Johan
1 Brockett, Roger Ware
1 Cain, Brandi
1 Coumarbatch, Cyril
1 Dasu, Shival
1 Föllmer, Hans
1 Gheorghita, Iulia
1 Guth, Daniel J.
1 James, Matthew R.
1 Katsouros, Vassilis
1 Liang, Crystal
1 Mallows, Colin Lingwood
1 Marcolli, Matilde
1 Martins de Carvalho, J. L.
1 Mayne, David Q.
1 Moore, John Barratt
1 Ocone, Daniel L.
1 Port, Alexander
1 Robbiati, S. A.
all top 5

Serials

3 IEEE Transactions on Automatic Control
2 Probability Theory and Related Fields
2 Annals of Mathematical Statistics
1 Advances in Applied Probability
1 IEEE Transactions on Information Theory
1 Stochastics
1 Automatica
1 Journal of Applied Probability
1 Real Analysis Exchange
1 SIAM Journal on Control and Optimization
1 MCSS. Mathematics of Control, Signals, and Systems
1 IEEE Transactions on Signal Processing
1 SIAM Review
1 Stochastic Processes and their Applications
1 Philosophical Transactions of the Royal Society of London. Series A
1 Stochastics
1 Mathematics in Computer Science
all top 5

Fields

19 Probability theory and stochastic processes (60-XX)
18 Systems theory; control (93-XX)
6 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Statistics (62-XX)
4 Numerical analysis (65-XX)
3 Calculus of variations and optimal control; optimization (49-XX)
2 Computer science (68-XX)
1 Nonassociative rings and algebras (17-XX)
1 Topological groups, Lie groups (22-XX)
1 Special functions (33-XX)
1 Ordinary differential equations (34-XX)
1 Operator theory (47-XX)
1 Geometry (51-XX)
1 Convex and discrete geometry (52-XX)
1 General topology (54-XX)
1 Algebraic topology (55-XX)
1 Information and communication theory, circuits (94-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

23 Publications have been cited 224 times in 221 Documents Cited by ▼ Year ▼
The representation of functionals of Brownian motion by stochastic integrals. Zbl 0213.19402
Clark, J. M. C.
82
1970
The geometry of the conditional density equation. Zbl 0496.93049
Brockett, R. W.; Clark, J. M. C.
21
1980
Linear-intercept distributions do not characterize plane sets. Zbl 0231.60011
Mallows, C. L.; Clark, J. M. C.
16
1971
On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041
Clark, J. M. C.; Crisan, D.
15
2005
A local characterization of reciprocal diffusions. Zbl 0749.60074
Clark, J. M. C.
13
1990
Persistent topology of syntax. Zbl 1417.91428
Port, Alexander; Gheorghita, Iulia; Guth, Daniel; Clark, John M.; Liang, Crystal; Dasu, Shival; Marcolli, Matilde
11
2018
A note on super-replicating strategies. Zbl 0822.90020
Davis, M. H. A.; Clark, J. M. C.
11
1994
The discretization of stochastic differential equations: A primer. Zbl 0666.93134
Clark, J. M. C.
10
1989
Relative entropy and error bounds for filtering of Markov processes. Zbl 0940.93072
Clark, J. M. C.; Ocone, D. L.; Coumarbatch, C.
9
1999
Correction to ”The representation of functionals of Brownian motion by stochastic integrals”. Zbl 0231.60044
Clark, J. M. C.
8
1971
An introduction to stochastic differential equations on manifolds. Zbl 0296.60035
Clark, J. M. C.
7
1973
Stably coalescent stochastic froths. Zbl 0931.60083
Clark, J. M. C.; Katsouros, V.
6
1999
On ”predicted miss” stochastic control problems. Zbl 0406.93063
Davis, M. H. A.; Clark, J. M. C.
6
1979
An efficient approximation scheme for a class of stochastic differential equations. Zbl 0507.93072
Clark, J. M. C.
5
1982
Characterizing the autocorrelations of binary sequences. Zbl 0508.62077
Martins De Carvalho, J. L.; Clark, J. M. C.
4
1983
Stochastic exit time problems arising in process control. Zbl 1252.93131
Clark, J. M. C.; Vinter, R. B.
3
2012
Optimal speed of detection in generalized Wiener disorder problems. Zbl 1059.60055
Vellekoop, M. H.; Clark, J. M. C.
2
2001
A new algorithm for recursive estimation of parameters in controlled ARMA processes. Zbl 0559.93076
Mayne, D. Q.; Åström, K. J.; Clark, J. M. C.
2
1984
Vertically rigid functions. Zbl 1103.54010
Cain, Brandi; Clark, John; Rose, David
2
2006
A nonlinear filtering approach to changepoint detection problems: Direct and differential-geometric methods. Zbl 1060.60041
Vellekoop, M. H.; Clark, J. M. C.
1
2003
The anatomy of a low-noise jump filter. I. Zbl 0726.93077
Clark, J. M. C.
1
1991
A minimal fluctuation property for coin tossing and locally symmetric martingales. Zbl 0629.60049
Clark, J. M. C.; Föllmer, H.
1
1987
A nonlinear filtering approach to changepoint detection problems: direct and differential-geometric methods. Zbl 1092.60016
Vellekoop, M. H.; Clark, J. M. C.
1
2006
Persistent topology of syntax. Zbl 1417.91428
Port, Alexander; Gheorghita, Iulia; Guth, Daniel; Clark, John M.; Liang, Crystal; Dasu, Shival; Marcolli, Matilde
11
2018
Stochastic exit time problems arising in process control. Zbl 1252.93131
Clark, J. M. C.; Vinter, R. B.
3
2012
Vertically rigid functions. Zbl 1103.54010
Cain, Brandi; Clark, John; Rose, David
2
2006
A nonlinear filtering approach to changepoint detection problems: direct and differential-geometric methods. Zbl 1092.60016
Vellekoop, M. H.; Clark, J. M. C.
1
2006
On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041
Clark, J. M. C.; Crisan, D.
15
2005
A nonlinear filtering approach to changepoint detection problems: Direct and differential-geometric methods. Zbl 1060.60041
Vellekoop, M. H.; Clark, J. M. C.
1
2003
Optimal speed of detection in generalized Wiener disorder problems. Zbl 1059.60055
Vellekoop, M. H.; Clark, J. M. C.
2
2001
Relative entropy and error bounds for filtering of Markov processes. Zbl 0940.93072
Clark, J. M. C.; Ocone, D. L.; Coumarbatch, C.
9
1999
Stably coalescent stochastic froths. Zbl 0931.60083
Clark, J. M. C.; Katsouros, V.
6
1999
A note on super-replicating strategies. Zbl 0822.90020
Davis, M. H. A.; Clark, J. M. C.
11
1994
The anatomy of a low-noise jump filter. I. Zbl 0726.93077
Clark, J. M. C.
1
1991
A local characterization of reciprocal diffusions. Zbl 0749.60074
Clark, J. M. C.
13
1990
The discretization of stochastic differential equations: A primer. Zbl 0666.93134
Clark, J. M. C.
10
1989
A minimal fluctuation property for coin tossing and locally symmetric martingales. Zbl 0629.60049
Clark, J. M. C.; Föllmer, H.
1
1987
A new algorithm for recursive estimation of parameters in controlled ARMA processes. Zbl 0559.93076
Mayne, D. Q.; Åström, K. J.; Clark, J. M. C.
2
1984
Characterizing the autocorrelations of binary sequences. Zbl 0508.62077
Martins De Carvalho, J. L.; Clark, J. M. C.
4
1983
An efficient approximation scheme for a class of stochastic differential equations. Zbl 0507.93072
Clark, J. M. C.
5
1982
The geometry of the conditional density equation. Zbl 0496.93049
Brockett, R. W.; Clark, J. M. C.
21
1980
On ”predicted miss” stochastic control problems. Zbl 0406.93063
Davis, M. H. A.; Clark, J. M. C.
6
1979
An introduction to stochastic differential equations on manifolds. Zbl 0296.60035
Clark, J. M. C.
7
1973
Linear-intercept distributions do not characterize plane sets. Zbl 0231.60011
Mallows, C. L.; Clark, J. M. C.
16
1971
Correction to ”The representation of functionals of Brownian motion by stochastic integrals”. Zbl 0231.60044
Clark, J. M. C.
8
1971
The representation of functionals of Brownian motion by stochastic integrals. Zbl 0213.19402
Clark, J. M. C.
82
1970
all cited Publications top 5 cited Publications
all top 5

Cited by 306 Authors

8 Crisan, Dan O.
8 Yau, Stephen Shing-Toung
5 Conforti, Giovanni
5 Elliott, Robert James
5 Roelly, Sylvie
4 Bianchi, Gabriele
3 Bouchard, Bruno
3 Christopeit, Norbert
3 Clark, John M. C.
3 Cont, Rama
3 Deistler, Manfred
3 Hannan, Edward James
3 Nualart, David
3 Shi, Ji
3 Zakai, Moshe
2 Amaba, Takafumi
2 Averkov, Gennadiy
2 Barik, Prasanta Kumar
2 Beneš, Václav Edvard
2 Budhiraja, Amarjit S.
2 Charalambous, Charalambos D.
2 Chiou, Wen-Lin
2 Del Moral, Pierre
2 Di Nunno, Giulia
2 Di Tella, Paolo
2 dos Reis, Gonçalo
2 Elworthy, K. David
2 Engelbert, Hans-Jürgen
2 Fournié, David-Antoine
2 Glonti, O. A.
2 Hanzon, Bernard
2 Hazewinkel, Michiel
2 Helmes, Kurt L.
2 Heunis, Andrew J.
2 Huang, Chifu
2 Karatzas, Ioannis
2 Laurençot, Philippe
2 Léonard, Christian
2 Levental, Shlomo
2 Levy, Bernard C.
2 Li, Xue-Mei
2 Loparo, Kenneth A.
2 Mackevičius, Vigirdas
2 Marcus, Steven I.
2 Namgalauri, Ekaterine
2 Oberhauser, Harald
2 Ocone, Daniel L.
2 O’Hara, Jun
2 Yolcu Okur, Yeliz
2 Pathiraja, Sahani D.
2 Piccioni, Mauro
2 Privault, Nicolas
2 Purtukhia, Omar
2 Reich, Sebastian
2 Roth, Zvi S.
2 Seifried, Frank Thomas
2 Thieullen, Michèle
2 van Handel, Ramon
2 Willinger, Walter
2 Xiong, Jie
2 Yau, Shing-Tung
2 Žibaitis, B.
1 Ackleh, Azmy S.
1 Ahn, Hyungsok
1 Akahori, Jirô
1 Al-Hussaini, Ata N.
1 Alexandropoulos, C. A.
1 Allouba, Hassan
1 Anderson, Brian David Outram
1 Apte, Amit
1 Armstrong, John
1 Åström, Karl Johan
1 Atar, Rami
1 Atkinson, Colin
1 Attal, Stéphane
1 Bagchi, Arunabha
1 Banek, Tadeusz
1 Bank, Peter
1 Bao, Qunfang
1 Barlow, Martin T.
1 Bäsel, Uwe
1 Baudoin, Fabrice
1 Bemporad, Alberto
1 Bentahar, Imen
1 Berikashvili, Valeri
1 Berrendero, Jose Ramon
1 Bick, Avi
1 Bismut, Jean-Michel
1 Bogachev, Vladimir Igorevich
1 Bonanzinga, Vittoria
1 Bondesson, Lennart
1 Brazke, Denis
1 Brigo, Damiano
1 Brockett, Roger Ware
1 Brzeźniak, Zdzisław
1 Buckwar, Evelyn
1 Byrnes, Christopher Ian
1 Cao, Xi-Ren
1 Carmona, René A.
1 Carverhill, Andrew P.
...and 206 more Authors
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Cited in 82 Serials

20 Stochastic Processes and their Applications
19 Systems & Control Letters
8 Automatica
8 The Annals of Applied Probability
7 The Annals of Probability
7 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
7 Stochastic Analysis and Applications
7 Probability Theory and Related Fields
7 Stochastics
6 Journal of Multivariate Analysis
5 Stochastics
4 Mathematical Proceedings of the Cambridge Philosophical Society
4 Journal of Functional Analysis
4 Journal of Economic Dynamics & Control
4 Journal of Theoretical Probability
3 International Journal of Control
3 Journal of Statistical Physics
3 Theory of Probability and its Applications
3 Advances in Mathematics
3 Applied Mathematics and Optimization
3 SIAM Journal on Control and Optimization
3 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
3 Stochastics and Stochastics Reports
2 Journal of Mathematical Analysis and Applications
2 Lithuanian Mathematical Journal
2 Ukrainian Mathematical Journal
2 Applied Mathematics and Computation
2 Journal of Economic Theory
2 SIAM Journal on Numerical Analysis
2 Statistics & Probability Letters
2 Journal of Mathematical Sciences (New York)
2 Mathematical Methods of Operations Research
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 Quantitative Finance
1 Advances in Applied Probability
1 International Journal of Systems Science
1 Physica A
1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section A. Physique Théorique
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Journal of Differential Equations
1 Journal of Mathematical Economics
1 Journal of Mathematical Psychology
1 Journal of Statistical Planning and Inference
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Mathematische Nachrichten
1 Mathematics of Operations Research
1 Studies in Applied Mathematics
1 SIAM Journal on Algebraic and Discrete Methods
1 Journal of the American Mathematical Society
1 Asymptotic Analysis
1 MCSS. Mathematics of Control, Signals, and Systems
1 The Journal of Geometric Analysis
1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 Bulletin of the American Mathematical Society. New Series
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Potential Analysis
1 Applied Mathematics. Series B (English Edition)
1 Calculus of Variations and Partial Differential Equations
1 Georgian Mathematical Journal
1 Applied Mathematical Finance
1 Finance and Stochastics
1 Abstract and Applied Analysis
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 International Journal of Theoretical and Applied Finance
1 Journal of the European Mathematical Society (JEMS)
1 Decisions in Economics and Finance
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Asia-Pacific Financial Markets
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Bulletin of the American Mathematical Society
1 Mathematics and Financial Economics
1 Probability Surveys
1 Communications in Applied and Industrial Mathematics
1 Evolution Equations and Control Theory
1 SIAM/ASA Journal on Uncertainty Quantification
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Information Geometry
1 Results in Applied Mathematics
1 Foundations of Data Science
all top 5

Cited in 37 Fields

161 Probability theory and stochastic processes (60-XX)
66 Systems theory; control (93-XX)
38 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
27 Statistics (62-XX)
13 Partial differential equations (35-XX)
11 Calculus of variations and optimal control; optimization (49-XX)
10 Global analysis, analysis on manifolds (58-XX)
10 Numerical analysis (65-XX)
9 Nonassociative rings and algebras (17-XX)
9 Convex and discrete geometry (52-XX)
6 Statistical mechanics, structure of matter (82-XX)
5 Quantum theory (81-XX)
4 Measure and integration (28-XX)
4 Integral equations (45-XX)
4 Operator theory (47-XX)
4 Differential geometry (53-XX)
4 Operations research, mathematical programming (90-XX)
3 General and overarching topics; collections (00-XX)
3 Dynamical systems and ergodic theory (37-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
3 Functional analysis (46-XX)
3 Information and communication theory, circuits (94-XX)
2 Combinatorics (05-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Ordinary differential equations (34-XX)
2 Approximations and expansions (41-XX)
2 Computer science (68-XX)
2 Mechanics of deformable solids (74-XX)
1 History and biography (01-XX)
1 Mathematical logic and foundations (03-XX)
1 Algebraic geometry (14-XX)
1 Potential theory (31-XX)
1 Difference and functional equations (39-XX)
1 Algebraic topology (55-XX)
1 Manifolds and cell complexes (57-XX)
1 Fluid mechanics (76-XX)
1 Biology and other natural sciences (92-XX)

Citations by Year