Ely Merzbach
Israeli mathematician
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Mathematics
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(Suggest an Edit or Addition)According to Wikipedia, Ely Yissachar Merzbach is an Israeli mathematician and emeritus professor at Bar-Ilan University's Department of Mathematics and the Gonda Brain Research Center. Biography Ely Merzbach was born in 1950 in Paris, where he attended École Yabné. He immigrated to Israel at the age of 17, studying for a year at Yeshivat Be'er Ya'akov and then enlisting in the Nahal Brigade of the Israel Defense Forces. He obtained a B.Sc. in mathematics and statistics and an M.Sc. in mathematics from the Hebrew University of Jerusalem, and completed his doctoral studies in 1979 at Ben-Gurion University of the Negev.
Ely Merzbach's Published Works
Published Works
- Set-Indexed Martingales (1999) (77)
- A Characterization of the Spatial Poisson Process and Changing Time (1986) (63)
- A Set-indexed Fractional Brownian Motion (2005) (37)
- Fractional Poisson Fields and Martingales (2016) (35)
- Predictable and dual predictable projections of two-parameter stochastic processes (1980) (34)
- A Martingale Approach to Point Processes in the Plane (1988) (32)
- Stopping for two-dimensional stochastic processes (1980) (30)
- A note on expansion for functionals of spatial marked point processes (1997) (24)
- Limit Theorems for Sums of Random Fuzzy Sets (2001) (21)
- Stopping and set-indexed local martingales (1995) (20)
- The Multiparameter Fractional Brownian Motion (2006) (18)
- Random censoring in set-indexed survival analysis (2002) (17)
- A Compensator Characterization of Point Processes on TopologicalLattices (2007) (17)
- What is a multi-parameter renewal process? (2006) (17)
- A martingale characterization of the set-indexed poisson process (1994) (16)
- Doob-meyer decomposition for set-indexed submartingales (1994) (16)
- Different kinds of two-parameter martingales (1985) (14)
- Stochastic Analysis: Liber Amicorum for Moshe Zakai (1991) (14)
- Optimal detection of a change-set in a spatial Poisson process (2010) (13)
- The set-indexed Lévy process: Stationarity, Markov and sample paths properties (2011) (13)
- Markov Properties for Point Processes on the Plane (1990) (12)
- Predictability and stopping on lattices of sets (1993) (12)
- On the extension of bimeasures (1990) (11)
- Stationarity and Self-Similarity Characterization of the Set-Indexed Fractional Brownian Motion (2007) (11)
- Random clouds and an application to censoring in survival analysis (2004) (11)
- A Limit Theorem for Linear Boundary Value Problems in Random Media (1994) (10)
- Topics in spatial stochastic processes (2003) (9)
- Point processes indexed by directed sets (1988) (9)
- Point processes in the plane (1987) (9)
- Central limit theorems for the ergodic adding machine (2003) (8)
- Characterizations of multiparameter Cox and Poisson processes by the renewal property (2008) (7)
- Fractional Poisson Fields (2015) (7)
- A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths (2006) (7)
- A martingale characterization of the set-indexed Brownian motion (1996) (7)
- Set-indexed Brownian Motion on Increasing Paths (2009) (7)
- Lattices of random sets and progressivity (1995) (6)
- Stopping Markov processes and first path on graphs (2006) (6)
- An Introduction to the General Theory of Set-Indexed Martingales (2003) (6)
- Stochastic analysis : random fields and measure-valued processes (1996) (6)
- Intensity-based inference for planar point processes (1990) (4)
- Poisson convergence for set-indexed empirical processes (1997) (4)
- Bimeasures and measures induced by Planar Stochastic integrators (1986) (4)
- The set-indexed bandit problem (2002) (4)
- Generalized holomorphic processes and differentiability (1989) (3)
- Stochastic integration for set-indexed processes (2000) (3)
- Stopping a two parameter weak martingale (1987) (3)
- Properties of Fractional Poisson Fields and Martingales (2016) (2)
- Regularity and decomposition of two-parameter supermartingales (1985) (2)
- Worthy martingales and integrators (1993) (2)
- Mathematical‐educational implications of some statistical distribution problems (1983) (1)
- MULTI-STEP "WORD-OF-MOUTH" COMMUNICATION INFLUENCE IN MARKETING: A MATHEMATICAL MODEL (2009) (1)
- DOOB‐MEYER DECOMPOSITIONS FOR TWO‐PARAMETER STOCHASTIC PROCESSES (1981) (1)
- Topics in Spatial Stochastic Processes: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 (2003) (1)
- Review: M. Dozzi, Stochastic processes with a multidimensional parameter (1990) (1)
- Weak convergence of Markov processes using projective systems (1995) (0)
- 2 Definition of the MpfBm In [ HeMe (2008) (0)
- Doob-Meyer Decomposition for Set-Indexed (0)
- Sefer Higayon Mehkarim Be-Darkhe Hashivah Shel Hazal (1995) (0)
- Fractal and increasing paths characterizations of the Set-indexed Fractional Brownian Motion (2007) (0)
- Fractional Poisson Fields and Martingales (2018) (0)
- Set-Indexed Stochastic Processes and Predictability (1993) (0)
- Fractional Poisson Fields (2013) (0)
- How to construct a partition when preference sets are given (1994) (0)
- Using Lotteries in Logic of Halakhah Law. The Meaning of Randomness in Judaism (2017) (0)
- A NON-CONTAGIOUS RANDOM SPREAD OF MARKETING MESSAGES (2012) (0)
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