E-LIB Suche - Ergebnisse für: Prokaj, Vilmos

1

Robust biased estimators for Poisson regression model: Simu..:

Lukman, Adewale F. ; Arashi, Mohammad ; Prokaj, Vilmos
Concurrency and Computation: Practice and Experience. 35 (2023) 7 - p. , 2023

Link: https://doi.org/10.1002/..

2

On the lack of semimartingale property:

Prokaj, Vilmos ; Bondici, László
Stochastic Processes and their Applications. 146 (2022) - p. 335-359 , 2022

Link: https://doi.org/10.1016/..

3

Angular measures and Birkhoff orthogonality in Minkowski pl..:

Naszódi, Márton ; Prokaj, Vilmos ; Swanepoel, Konrad
Aequationes mathematicae. 94 (2020) 5 - p. 969-977 , 2020

Link: https://doi.org/10.1007/..

4

SHADOW PRICE IN THE POWER UTILITY CASE:

Herczegh, Attila ; Prokaj, Vilmos
The Annals of Applied Probability. 25 (2015) 5 - p. 2671-2707 , 2015

Link: http://www.jstor.org/sta..

5

On the Exactness of the Lévy-Transformation:

, In: Lecture Notes in Mathematics; Séminaire de Probabilités XLVI,

Prokaj, Vilmos - p. 395-400 , 2014

Link: https://doi.org/10.1007/..

6

Diversity and No Arbitrage:

Herczegh, Attila ; Prokaj, Vilmos ; Rásonyi, Miklós
Stochastic Analysis and Applications. 32 (2014) 5 - p. 876-888 , 2014

Link: https://doi.org/10.1080/..

7

Some Sufficient Conditions for the Ergodicity of the Lévy T..:

, In: Lecture Notes in Mathematics; Séminaire de Probabilités XLV,

Prokaj, Vilmos - p. 93-121 , 2013

Link: https://doi.org/10.1007/..

8

Diffusions with rank-based characteristics and values in th..:

ICHIBA, TOMOYUKI ; KARATZAS, IOANNIS ; PROKAJ, VILMOS
Bernoulli. 19 (2013) 5B - p. 2455-2493 , 2013

Link: https://www.jstor.org/st..

9

Diffusions with rank-based characteristics and values in th..:

ICHIBA, TOMOYUKI ; KARATZAS, IOANNIS ; PROKAJ, VILMOS
Bernoulli. 19 (2013) 5B - p. 2455-2493 , 2013

Link: http://dx.doi.org/10.315..

10

THE SOLUTION OF THE PERTURBED TANAKA-EQUATION IS PATHWISE U..:

Prokaj, Vilmos
The Annals of Probability. 41 (2013) 3 - p. 2376-2400 , 2013

Link: https://www.jstor.org/st..

11

Planar diffusions with rank-based characteristics and pertu..:

Fernholz, E. Robert ; Ichiba, Tomoyuki ; Karatzas, Ioannis.
Probability Theory and Related Fields. 156 (2012) 1-2 - p. 343-374 , 2012

Link: https://doi.org/10.1007/..

12

Unfolding the Skorohod reflection of a semimartingale:

Prokaj, Vilmos
Statistics & Probability Letters. 79 (2009) 4 - p. 534-536 , 2009

Link: https://doi.org/10.1016/..

13

On the extensions of suboperators:

Prokaj, Vilmos
Periodica Mathematica Hungarica. 32 (1996) 3 - p. 213-217 , 1996

Link: https://doi.org/10.1007/..

14

Example of a Dirichlet process whose zero energy part has f..:

Prokaj, Vilmos ; Bondici, László
http://arxiv.org/abs/2206.11980. , 2022

Link: http://arxiv.org/abs/220..

15

On the lack of semimartingale property:

Prokaj, Vilmos ; Bondici, László
http://hdl.handle.net/10831/89679. , 2022

Link: http://hdl.handle.net/10..