Authors: Horst, Ulrich

Citation: Horst, Ulrich, Asymptotics of locally-interacting Markov chains with global signals, Advances in applied probability , 34(2), 2002, pp. 416-440

Authors: Horst, Ulrich

Citation: Horst, Ulrich, Stability of linear stochastic diffeence equations in strategically controlled random environments, Advances in applied probability , 35(2), 2003, pp. 961-981

Authors: Bayer, Christian Horst, Ulrich Qiu, Jinniao

Citation: Bayer, Christian et al., A functional limit theorem for limit order books with state dependent price dynamics, Annals of applied probability , 27(5), 2017, pp. 2753-2806