Vilmos Prokaj

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation
Electronic Communications in Probability
2024-01-17Paper
On the lack of semimartingale property
Stochastic Processes and their Applications
2022-03-07Paper
Angular measures and Birkhoff orthogonality in Minkowski planes
Aequationes Mathematicae
2020-09-10Paper
Stochastic integral equations for Walsh semimartingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2018-06-29Paper
On the exactness of the Lévy-transformation
Lecture Notes in Mathematics
2018-06-21Paper
Local martingales in discrete time
Electronic Communications in Probability
2018-05-11Paper
Stability of a Class of Hybrid Linear Stochastic Systems
IEEE Transactions on Automatic Control
2017-08-25Paper
Shadow price in the power utility case
The Annals of Applied Probability
2015-10-20Paper
Diversity and no arbitrage
Stochastic Analysis and Applications
2014-11-12Paper
Diffusions with rank-based characteristics and values in the nonnegative quadrant
Bernoulli
2014-02-04Paper
Some sufficient conditions for the ergodicity of the Lévy transformation
Lecture Notes in Mathematics
2013-11-28Paper
The solution of the perturbed Tanaka-equation is pathwise unique
The Annals of Probability
2013-10-17Paper
Planar diffusions with rank-based characteristics and perturbed Tanaka equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2013-06-19Paper
Identification of almost unstable Hawkes processes
Publicationes Mathematicae Debrecen
2013-04-05Paper
Hiding a constant drift -- a strong solution
Illinois Journal of Mathematics
2013-01-04Paper
The Fixed Point of the Composition of Derivatives
 
2011-09-24Paper
Local and True Martingales in Discrete Time
Theory of Probability & Its Applications
2011-08-09Paper
Hiding a constant drift
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2011-05-19Paper
Unfolding the Skorohod reflection of a semimartingale
Statistics & Probability Letters
2009-03-02Paper
A characterization of singular measures
Real Analysis Exchange
2005-04-04Paper
The composition of derivatives has a fixed point
Real Analysis Exchange
2003-01-05Paper
Monotone and discrete limits of continuous functions
Real Analysis Exchange
2003-01-05Paper
On a construction of J. Tkadlec concerning \(\sigma\)-porous sets
Real Analysis Exchange
2003-01-05Paper
Restrictions of selfadjoint partial isometries
Periodica Mathematica Hungarica
1999-10-31Paper
A note on equal convergence
Acta Mathematica Hungarica
1999-10-31Paper
A note on pointwise convergence
Acta Mathematica Hungarica
1999-09-14Paper
scientific article; zbMATH DE number 1102622 (Why is no real title available?)
 
1998-01-11Paper
scientific article; zbMATH DE number 942681 (Why is no real title available?)
 
1997-05-20Paper
On the extensions of suboperators
Periodica Mathematica Hungarica
1996-10-27Paper
scientific article; zbMATH DE number 878243 (Why is no real title available?)
 
1996-05-14Paper


Research outcomes over time


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