The following pages link to Ioannis Karatzas (Q180799):
Displaying 49 items.
- (Q3760262) (← links)
- Equivalent models for finite-fuel stochastic control (Q3775455) (← links)
- Transition probabilities for some ‘special' diffusions (Q3777181) (← links)
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (Q3787900) (← links)
- On a stochastic representation for the principal eigenvalue of a second-order differential equation (Q3873267) (← links)
- A Degree Method for Free Boundaries in Stochastic Control (Q3912460) (← links)
- Examples of optimal control for partially observable systems:comparison, classical, and martingale methods (Q3921124) (← links)
- A new approach to the skorohod problem, and its applications (Q3971876) (← links)
- Equilibrium in a simplified dynamic, stochastic economy with heterogeneous agents (Q3973611) (← links)
- (Q3977315) (← links)
- An extension of clark' formula (Q3986611) (← links)
- A new approach to the Skorohod problem, and its applications (Q3986633) (← links)
- (Q4002114) (← links)
- (Q4039796) (← links)
- HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup> (Q4226860) (← links)
- The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel (Q4284123) (← links)
- Lectures on the Mathematics of Finance (Q4331793) (← links)
- Anticipative portfolio optimization (Q4332212) (← links)
- A Note On Utility Maximization Under Partial Observations<sup>1</sup> (Q4345910) (← links)
- Equilibrium Models With Singular Asset Prices (Q4345912) (← links)
- (Q4368791) (← links)
- A note on Bayesian detection of change-points with an expected miss criterion (Q4454292) (← links)
- Utility Maximization with Discretionary Stopping (Q4507457) (← links)
- General Gittins index processes in discrete time. (Q4696365) (← links)
- Construction of Stationary Markov Equilibria in a Strategic Market Game (Q4698109) (← links)
- The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients (Q4698801) (← links)
- (Q4749702) (← links)
- A class of singular stochastic control problems (Q4750516) (← links)
- (Q4839500) (← links)
- (Q4868511) (← links)
- (Q4868512) (← links)
- (Q4868514) (← links)
- Obituary: STAMATIS CAMBANIS (1943–1995) (Q4877425) (← links)
- (Q4895161) (← links)
- (Q4925742) (← links)
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions (Q5034425) (← links)
- A Variational Characterization of Langevin-Smoluchowski Diffusions (Q5050087) (← links)
- Portfolio Theory and Arbitrage (Q5073834) (← links)
- Impulse control of a diffusion with a change point (Q5265791) (← links)
- (Q5314888) (← links)
- Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (Q5374167) (← links)
- Game approach to the optimal stopping problem† (Q5711150) (← links)
- (Q5753713) (← links)
- Generalized Neyman-Pearson lemma via convex duality. (Q5933652) (← links)
- Systems of Brownian particles with asymmetric collisions (Q5963220) (← links)
- Open markets (Q6054375) (← links)
- A Weak Law of Large Numbers for Dependent Random Variables (Q6090353) (← links)
- Drift Control with Discretionary Stopping for a Diffusion Process (Q6517964) (← links)
- Invariant measure of gaps in degenerate competing three-particle systems (Q6518124) (← links)
