The following pages link to Ioannis Karatzas (Q180799):
Displayed 50 items.
- The controller-and-stopper game for a linear diffusion. (Q1872219) (← links)
- Control with partial observations and an explicit solution of Mortensen's equation (Q1885368) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
- Strong solutions of stochastic equations with rank-based coefficients (Q1955833) (← links)
- Two characterizations of optimality in dynamic programming (Q1959687) (← links)
- On dynamic measure of risk (Q1979073) (← links)
- Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135) (← links)
- Trajectorial dissipation and gradient flow for the relative entropy in Markov chains (Q2048485) (← links)
- Bayesian sequential least-squares estimation for the drift of a Wiener process (Q2074995) (← links)
- A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
- Degenerate competing three-particle systems (Q2137057) (← links)
- Trading strategies generated pathwise by functions of market weights (Q2308179) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250) (← links)
- Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698) (← links)
- Inflationary equilibrium in a stochastic economy with independent agents (Q2452207) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Atlas models of equity markets (Q2496492) (← links)
- Martingale approach to stochastic control with discretionary stopping (Q2502186) (← links)
- The inflationary bias of real uncertainty and the harmonic Fisher equation (Q2502351) (← links)
- Optional decomposition for continuous semimartingales under arbitrary filtrations (Q2517289) (← links)
- The standard Poisson disorder problem revisited (Q2567225) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
- (Q2771118) (← links)
- Probabilistic Aspects of Arbitrage (Q3000873) (← links)
- (Q3158925) (← links)
- (Q3159207) (← links)
- Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations (Q3174596) (← links)
- (Q3318666) (← links)
- Filtering of diffusions controlled through their conditional measures<sup>†</sup> (Q3327437) (← links)
- Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems (Q3343901) (← links)
- A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
- (Q3356200) (← links)
- (Q3357204) (← links)
- (Q3360769) (← links)
- Martingale and Duality Methods for Utility Maximization in an Incomplete Market (Q3360774) (← links)
- Optimization Problems in the Theory of Continuous Trading (Q3479757) (← links)
- (Q3484594) (← links)
- Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model (Q3489761) (← links)
- (Q3511595) (← links)
- Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs (Q3557933) (← links)
- Stochastic Portfolio Theory: an Overview (Q3631185) (← links)
- (Q3664950) (← links)
- On the Relation of Zakai’s and Mortensen’s Equations (Q3669282) (← links)
- Probabilistic aspects of finite-fuel stochastic control (Q3690736) (← links)
- Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems (Q3691567) (← links)
- Stationary control of Brownian motion in several dimensions (Q3693415) (← links)
- (Q3714851) (← links)