Bibsonomy :: author  ::

bookmarks

publications

(89)

• A display calibration technique based on invariant human colour mechanisms.
  Sophie M. Wuerger and Dimosthenis Karatzas and Georg F. Meyer APGV 171 (2005)
  to dblp by dblp on 2008-06-26 00:00:00
  | URL | BibTeX  
• Lectures on the mathematics of finance
  {Ioannis} Karatzas (1997)
  to Finanzmathematik by fbw on 2008-05-29 13:24:55
  | URL | BibTeX  
• Methods of mathematical finance
  {Ioannis} Karatzas and {Steven E.} Shreve (1998)
  to Brownsche_Bewegung Finanzmathematik by fbw on 2008-05-29 13:24:55
  | URL | BibTeX  
• A decomposition of the Brownian path
  Ioannis Karatzas and Steven E. Shreve Statistics \& Probability Letters 5 87--93 (1987)
  to 60J65 by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• The finite--horizon version for a partially--observed stochastic control problem of benes\vS \& rishel
  Ioannis Karatzas and Daniel L. Ocone Stochastic Analysis and Applications 11 569--605 (1993)
  to imported by smicha on 2008-04-23 18:41:03
  | URL | BibTeX  
• Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995 (Trends in Mathematics)
  Ioannis Karatzas and Balram Rajput and Murad S. Taqqu (eds.). (1998)
  to imported by smicha on 2008-04-22 15:58:25
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• A leavable bounded-velocity stochastic control problem
  Ioannis Karatzas and Daniel Ocone Stochastic Processes and their Applications 99 31--51 (2002)
  to Stochastic control by smicha on 2008-04-22 14:25:45
  | URL | BibTeX  
• On the optimal stopping problem for one-dimensional diffusions
  Savas Dayanik and Ioannis Karatzas Stochastic Processes and their Applications 107 173--212 (2003)
  to Optimal stopping by smicha on 2008-04-22 14:25:45
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• The standard Poisson disorder problem revisited
  Erhan Bayraktar and Savas Dayanik and Ioannis Karatzas Stochastic Processes and their Applications 115 1437--1450 (2005)
  to Poisson disorder problem by smicha on 2008-04-22 14:25:45
  | URL | BibTeX  
• Estimation and control for linear, partially observable systems with non-gaussian initial distribution,
  V{\'a}clav E. Benes and Ioannis Karatzas Stochastic Processes and their Applications 14 233--248 (1983)
  to Stochastic control by smicha on 2008-04-22 14:25:45
  | URL | BibTeX