Vilmos Prokaj

Vilmos Prokaj

Eötvös Loránd University Budapest - Budapest / Hungary
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1847838
Eötvös Loránd University
person_outline Vilmos Prokaj's MOST POPULAR ARTICLES
1-) Planar diffusions with rank-based characteristics and perturbed Tanaka equationsER Fernholz, T Ichiba, I Karatzas, V ProkajProbability Theory and Related Fields 156 (1), 343-374, 2013392013
2-) On extremal positive operator extensionsV Prokaj, Z SebestyénActa Scientiarum Mathematicarum 62 (3), 485-492, 1996361996
3-) On Friedrichs extensions of operatorsV Prokaj, Z SebestyénActa Scientiarum Mathematicarum 62 (1), 243-246, 1996331996
4-) The solution of the perturbed Tanaka-equation is pathwise uniqueV Prokaj312013
5-) Shadow price in the power utility caseA Herczegh, V Prokaj292015