| Planar diffusions with rank-based characteristics and perturbed Tanaka equations ER Fernholz, T Ichiba, I Karatzas, V Prokaj Probability Theory and Related Fields 156 (1), 343-374, 2013 | 44 | 2013 |
| On extremal positive operator extensions V Prokaj, Z Sebestyén Acta Scientiarum Mathematicarum 62 (3), 485-492, 1996 | 39 | 1996 |
| On Friedrichs extensions of operators V Prokaj, Z Sebestyén Acta Scientiarum Mathematicarum 62 (1), 243-246, 1996 | 38 | 1996 |
| The solution of the perturbed Tanaka-equation is pathwise unique V Prokaj | 31 | 2013 |
| Shadow price in the power utility case A Herczegh, V Prokaj | 29 | 2015 |
| Stochastic integral equations for Walsh semimartingales T Ichiba, I Karatzas, V Prokaj, M Yan | 22 | 2018 |
| Asymptotically optimal method in Manifold estimation A Kuleshov, A Bernstein, Y Yanovich, L Márkus, V Prokaj Abstracts of the XXIX-th European Meeting of Statisticians, 325, 2013 | 17 | 2013 |
| Unfolding the Skorohod reflection of a semimartingale V Prokaj Statistics & probability letters 79 (4), 534-536, 2009 | 16 | 2009 |
| A characterization of singular measures. V Prokaj | 13 | 2003 |
| Diffusions with rank-based characteristics and values in the nonnegative quadrant T Ichiba, I Karatzas, V Prokaj | 10 | 2013 |
| Diversity and no arbitrage A Herczegh, V Prokaj, M Rásonyi Stochastic Analysis and Applications 32 (5), 876-888, 2014 | 9 | 2014 |
| The fixed point of the composition of derivatives M Elekes, T Keleti, V Prokaj arXiv preprint arXiv:1109.5303, 2011 | 9 | 2011 |
| Hiding a constant drift V Prokaj, M Rásonyi, W Schachermayer Annales de l'IHP Probabilités et statistiques 47 (2), 498-514, 2011 | 9 | 2011 |
| The composition of derivatives has a fixed point M Elekes, T Keleti, V Prokaj Real Analysis Exchange 27 (1), 131-140, 2001 | 9 | 2001 |
| Stability of a class of hybrid linear stochastic systems L Gerencsér, V Prokaj IEEE Transactions on automatic control 55 (5), 1233-1238, 2010 | 7 | 2010 |
| Local and true martingales in discrete time V Prokaj, M Rásonyi Теория вероятностей и ее применения 55 (2), 398-405, 2010 | 7 | 2010 |
| Recursive identification of continuous-time linear stochastic systems - Convergence w.p.1 and in Lq L Gerencsér, V Prokaj 2009 European Control Conference (ECC), 1209-1214, 2009 | 6 | 2009 |
| Proposal selection for mcmc simulation V Prokaj ASMDA. Proceedings of the International Conference Applied Stochastic Models …, 2009 | 6 | 2009 |
| Local and true martingales in discrete time V Prokaj, M Rásonyi Theory of Probability & Its Applications 55 (2), 325-332, 2011 | 5 | 2011 |
| Angular measures and Birkhoff orthogonality in Minkowski planes M Naszódi, V Prokaj, K Swanepoel Aequationes mathematicae 94 (5), 969-977, 2020 | 4 | 2020 |
Ioannis KaratzasProfessor of Mathematics, Columbia UniversityПотвърден имейл адрес: columbia.edu
