Risks | Free Full-Text | Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Brownian Motion and Stochastic Calculus | SpringerLink
Drug genetic associations with COVID-19 manifestations: a data mining and network biology approach | The Pharmacogenomics Journal
Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943–1995 | SpringerLink
Risks | Free Full-Text | Modeling Momentum and Reversals
PDF) Backward Stochastic Differential Equations with Constraints on the Gains-Process
Konstantinos Spiliopoulos - homepage
Planar Brownian flows with rank-based characteristics: AIP Conference Proceedings: Vol 1978, No 1
Methods of Mathematical Finance | SpringerLink
Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, held at IMA, June 9-19, 1986 | SpringerLink
Brownian Models of Performance and Control
Department of Statistics - Ioannis Karatzas » Department Directory
Ranking The Researchers and Scientists in Greece 2017 | PDF | Scholarly Communication | Methodology
Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions | SpringerLink
Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics, 113): Karatzas, Ioannis, Shreve, Steven: 9780387976556: Amazon.com: Books
Arbitrage Theory Via Numeraires: A Survey | NYU Tandon School of Engineering
Ioannis Karatzas - Mathematical Aspects of Arbitrage (Rutgers) - YouTube
An overview of stochastic filtering theory | Advances in Applied Probability | Cambridge Core
Publications
Nicole EL KAROUI | Emeritus Professor | PhD+Tenure 1971 | Sorbonne Université, Paris | UPMC | Laboratoire Probabilité Statistiques Modélisaton (LPSM ex LPMA) | Research profile
Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning: Chaos: An Interdisciplinary Journal of Nonlinear Science: Vol 33, No 2
