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Results: 1-7 |
Results: 7
Control and stopping of a diffusion process on an interval
Authors: Karatzas, Ioannis Sudderth, William D.
Citation: Karatzas, Ioannis et D. Sudderth, William, Control and stopping of a diffusion process on an interval, Annals of applied probability , 9(1), 1999, pp. 188-196
Hybrid Atlas models
Authors: Ichiba,Tomoyuki Papathanakos, Vassilios Banner, Adrian Karatzas, Ioannis Fernholz, Robert
Citation: Ichiba,tomoyuki et al., Hybrid Atlas models, Annals of applied probability , 21(2), 2011, pp. 609-644
The Resolvent of a Degenerate Diffusion on the Plane, with Application to Partially Observed Stochastic Control
Authors: Karatzas, Ioannis Ocone, Daniel L.
Citation: Karatzas, Ioannis et L. Ocone, Daniel, The Resolvent of a Degenerate Diffusion on the Plane, with Application to Partially Observed Stochastic Control, Annals of applied probability , 2(3), 1992, pp. 629-668
Adaptive Poisson disorder problem
Authors: Bayraktar, Erhan Dayanik, Savas Karatzas, Ioannis
Citation: Bayraktar, Erhan et al., Adaptive Poisson disorder problem, Annals of applied probability , 16(3), 2006, pp. 1190-1261
Diverse market models of competing brownian particles with splits and mergers
Authors: Karatzas, Ioannis Sarantsev, Andrey
Citation: Karatzas, Ioannis et Sarantsev, Andrey, Diverse market models of competing brownian particles with splits and mergers, Annals of applied probability , 26(3), 2016, pp. 1329-1361
Atlas models of equity markets
Authors: Banner, Adrian D. Fernholz, Robert Karatzas, Ioannis
Citation: D. Banner, Adrian et al., Atlas models of equity markets, Annals of applied probability , 15(4), 2005, pp. 2296-2330
Dynamic strategic market games: A surveys with examples.
Authors: Sudderth, William D. Karatzas, Ioannis Shubik, Martin
Citation: William D. Sudderth et al., Dynamic strategic market games: A surveys with examples., Rivista internazionale di scienze economiche e commerciali mmerciali, 48(3), 2001, pp. 291-330
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