The following pages link to Ioannis Karatzas (Q180799):
Displayed 50 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- On the one-sided tanaka equation with drift (Q428701) (← links)
- A second-order stock market model (Q470674) (← links)
- Hybrid Atlas models (Q535207) (← links)
- Testing composite hypotheses via convex duality (Q627299) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Relative arbitrage in volatility-stabilized markets (Q665537) (← links)
- The implied liquidity premium for equities (Q665709) (← links)
- Backward stochastic differential equations with reflection and Dynkin games (Q674517) (← links)
- Item:Q180799 (redirect page) (← links)
- Optimal discounted linear control of the Wiener process (Q755515) (← links)
- Diffusions with reflection on an orthant and associated initial-boundary value problems (Q789823) (← links)
- Gittins indices in the dynamic allocation problem for diffusion processes (Q792001) (← links)
- Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control (Q796903) (← links)
- Production, interest, and saving in deterministic economies with additive endowments (Q852320) (← links)
- Adaptive Poisson disorder problem (Q862204) (← links)
- Diversity-weighted portfolios with negative parameter (Q902178) (← links)
- On the pricing of American options (Q913622) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- On collisions of Brownian particles (Q988761) (← links)
- On optimal arbitrage (Q990375) (← links)
- Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
- The monotone follower problem in stochastic decision theory (Q1142195) (← links)
- Optimal stationary linear control of the Wiener process (Q1146157) (← links)
- Certain convexity questions in stochastic optimization (Q1159650) (← links)
- Estimation and control for linear, partially observable systems with non- Gaussian initial distribution (Q1172611) (← links)
- The resolvent of a degenerate diffusion on the plane, with application to partially observed stochastic control (Q1201318) (← links)
- Convex duality in constrained portfolio optimization (Q1203746) (← links)
- Control and stopping of a diffusion process on an interval (Q1296591) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Hedging contingent claims with constrained portfolios (Q1308695) (← links)
- Dynamic allocation problems in continuous time (Q1333376) (← links)
- A strategic market game with secured lending (Q1367869) (← links)
- Irreversible investment and industry equilibrium (Q1367946) (← links)
- Synchronization and optimality for multi-armed bandit problems in continuous time (Q1375891) (← links)
- Adaptive control of a diffusion to a goal and a parabolic Monge-Ampère-type equation (Q1383461) (← links)
- Hedging American contingent claims with constrained portfolios (Q1387767) (← links)
- Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- A strategic market game with active bankruptcy (Q1590380) (← links)
- A barrier option of American type (Q1596351) (← links)
- Stochastic integral equations for Walsh semimartingales (Q1650115) (← links)
- Volatility and arbitrage (Q1751971) (← links)
- A leavable bounded-velocity stochastic control problem. (Q1766070) (← links)
- Diversity and relative arbitrage in equity markets (Q1776022) (← links)
- A stochastic overlapping generations economy with inheritance. (Q1811187) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- A decomposition of the Brownian path (Q1820516) (← links)