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Prokaj, Vilmos

  1. Planar Diffusions with Rank-Based Characteristics: Transition Probabilities, Time Reversal, Maximality and Perturbed Tanaka equations
    2011/08/19 by E. Robert Fernholz, Fernholz, E. Robert, Tomoyuki Ichiba +5 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #advanced mathematical theories #math.PR #msc:60G44 #msc:60H10 #msc:60J55 #msc:60J60