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Vilmos Prokaj
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Year
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
442013
On extremal positive operator extensions
V Prokaj, Z Sebestyén
Acta Scientiarum Mathematicarum 62 (3), 485-492, 1996
371996
On Friedrichs extensions of operators
V Prokaj, Z Sebestyén
Acta Scientiarum Mathematicarum 62 (1), 243-246, 1996
361996
The solution of the perturbed Tanaka-equation is pathwise unique
V Prokaj
312013
Shadow price in the power utility case
A Herczegh, V Prokaj
292015
Stochastic integral equations for Walsh semimartingales
T Ichiba, I Karatzas, V Prokaj, M Yan
222018
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
172013
Unfolding the Skorohod reflection of a semimartingale
V Prokaj
Statistics & probability letters 79 (4), 534-536, 2009
162009
A characterization of singular measures.
V Prokaj
122003
Diffusions with rank-based characteristics and values in the nonnegative quadrant
T Ichiba, I Karatzas, V Prokaj
102013
The fixed point of the composition of derivatives
M Elekes, T Keleti, V Prokaj
arXiv preprint arXiv:1109.5303, 2011
102011
Diversity and no arbitrage
A Herczegh, V Prokaj, M Rásonyi
Stochastic Analysis and Applications 32 (5), 876-888, 2014
92014
Hiding a constant drift
V Prokaj, M Rásonyi, W Schachermayer
Annales de l'IHP Probabilités et statistiques 47 (2), 498-514, 2011
92011
The composition of derivatives has a fixed point
M Elekes, T Keleti, V Prokaj
92001
Stability of a class of hybrid linear stochastic systems
L Gerencsér, V Prokaj
IEEE Transactions on automatic control 55 (5), 1233-1238, 2010
72010
Local and true martingales in discrete time
V Prokaj, M Rásonyi
Теория вероятностей и ее применения 55 (2), 398-405, 2010
72010
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
62009
Proposal selection for mcmc simulation
V Prokaj
ASMDA. Proceedings of the International Conference Applied Stochastic Models …, 2009
62009
Local and true martingales in discrete time
V Prokaj, M Rásonyi
Theory of Probability & Its Applications 55 (2), 325-332, 2011
52011
Angular measures and Birkhoff orthogonality in Minkowski planes
M Naszódi, V Prokaj, K Swanepoel
Aequationes mathematicae 94 (5), 969-977, 2020
42020
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