OpenAlex | Semimartingales on rays, Walsh diffusions, and related problems of control and stopping

Semimartingales on rays, Walsh diffusions, and related problems of control and stopping

Work

Year: 2018

Type: article

Source: Stochastic Processes and their Applications

Authors Ioannis Karatzas, Minghan Yan

Institution Columbia University

Cites: 25

Cited by: 8

Related to: 10

FWCI: 1.097

Citation percentile (by year/subfield): 88.43

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder National Science Foundation

Grant ID NSF-DMS-14-05210