Ioannis Karatzas
Columbia University in the City of New York
H-index: 60
North America-United States
Top articles of Ioannis Karatzas
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Drift Control with Discretionary Stopping for a Diffusion Process | arXiv preprint arXiv:2401.10043 | Václav E Beneš Georgy Gaitsgori Ioannis Karatzas | 2024/1/18 |
Invariant measure of gaps in degenerate competing three-particle systems | arXiv preprint arXiv:2401.10734 | Sandro Franceschi Tomoyuki Ichiba Ioannis Karatzas Kilian Raschel | 2024/1/19 |
A strong law of large numbers for positive random variables | Illinois Journal of Mathematics | Ioannis Karatzas Walter Schachermayer | 2023/9 |
A weak law of large numbers for dependent random variables | Theory of Probability & Its Applications | Ioannis Karatzas Walter Schachermayer | 2023 |
Bayesian sequential least-squares estimation for the drift of a Wiener process | Stochastic Processes and their Applications | Erik Ekström Ioannis Karatzas Juozas Vaicenavicius | 2022/3/1 |
A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions | Theory of Probability & Its Applications | Ioannis Karatzas Walter Schachermayer Bertram Tschiderer | 2022 |
Degenerate competing three-particle systems | Bernoulli | Tomoyuki Ichiba Ioannis Karatzas | 2022/8 |
A Variational Characterization of Langevin-Smoluchowski Diffusions | Ioannis Karatzas Bertram Tschiderer | 2022/4/22 | |
A sequential estimation problem with control and discretionary stopping | arXiv preprint arXiv:2110.14366 | Erik Ekström Ioannis Karatzas | 2021/10/27 |
Open markets | Mathematical Finance | Ioannis Karatzas Donghan Kim | 2021/10 |
Portfolio theory and arbitrage: a course in mathematical finance | Ioannis Karatzas Constantinos Kardaras | 2021/9/20 | |
Trajectorial dissipation and gradient flow for the relative entropy in Markov chains | arXiv preprint arXiv:2005.14177 | Ioannis Karatzas Jan Maas Walter Schachermayer | 2020/5/28 |
Trading strategies generated pathwise by functions of market weights | Finance and Stochastics | Ioannis Karatzas Donghan Kim | 2020/4 |
A variational characterization of LangevinSmoluchowski diffusions | arXiv preprint arXiv:2010.04847 | Ioannis Karatzas Bertram Tschiderer | 2020/10/9 |
