Print preview VALIDITY EXPIRED personal data approved: 2021. I. 02. Publications |
2018
from data base, 2019. III. 30. |
Prokaj V, Ruf J: Local martingales in discrete time, ELECTRONIC COMMUNICATIONS IN PROBABILITY 23: 31 type of document: Journal paper/Article language: English URL |
2018
from data base, 2019. III. 30. |
Ichiba T, Karatzas I, Prokaj V, Yan M: Stochastic integral equations for Walsh semimartingales, ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 54: (2) pp. 726-756. type of document: Journal paper/Article language: English
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2015
from data base, 2019. I. 17. |
Herczegh A, Prokaj V: SHADOW PRICE IN THE POWER UTILITY CASE, ANNALS OF APPLIED PROBABILITY 25: (5) pp. 2671-2707. type of document: Journal paper/Article number of independent citations: 5 language: English DOI |
2014
from data base, 2019. I. 17. |
Herczegh A, Prokaj V, Rasonyi M: Diversity and No Arbitrage, STOCHASTIC ANALYSIS AND APPLICATIONS 32: (5) pp. 876-888. type of document: Journal paper/Article number of independent citations: 4 language: English DOI |
2014
from data base, 2019. I. 17. |
Prokaj Vilmos: On the Exactness of the Levy-Transformation, LECTURE NOTES IN MATHEMATICS 2123: pp. 395-400. type of document: Journal paper/Article language: English DOI |
2013
from data base, 2019. I. 17. |
Prokaj V: Some sufficient conditions for the ergodicity of the Lévy transformation, In: Szerk.: Donati-Martin Catherine, Szerk.: Lejay Antoine, Szerk.: Rouault Alain Séminaire de Probabilités XLV. Berlin: Springer, 2013. pp. 93-121. (Lecture Notes in Mathematics; 2078.) type of document: Part of book/Proceedings Paper number of independent citations: 1 language: English DOI |
2013
from data base, 2019. I. 17. |
Ichiba T, Karatzas I, Prokaj V: Diffusions with rank-based characteristics and values in the nonnegative quadrant, BERNOULLI 19: (5B) pp. 2455-2493. type of document: Journal paper/Article number of independent citations: 2 language: English DOI |
2013
from data base, 2019. I. 17. |
Fernholz ER, Ichiba T, Karatzas I, Prokaj V: Planar diffusions with rank-based characteristics and perturbed Tanaka equations, PROBABILITY THEORY AND RELATED FIELDS 156: (1-2) pp. 343-374. type of document: Journal paper/Article number of independent citations: 7 language: English DOI |
2013
from data base, 2019. I. 17. |
Prokaj V: THE SOLUTION OF THE PERTURBED TANAKA-EQUATION IS PATHWISE UNIQUE, ANNALS OF PROBABILITY 41: (3B) pp. 2376-2400. type of document: Journal paper/Article number of independent citations: 2 language: English DOI |
2010
from data base, 2019. I. 17. |
Prokaj V, Schachermayer W: HIDING A CONSTANT DRIFT-A STRONG SOLUTION, ILLINOIS JOURNAL OF MATHEMATICS 54: (4) pp. 1463-1480. type of document: Journal paper/Article language: English
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| Number of independent citations to these publications: | 21 |
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