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Author ID: prokaj.vilmos Recent zbMATH articles by "Prokaj, Vilmos"
Published as: Prokaj, Vilmos; Prokaj, V.
External Links: MGP
Documents Indexed: 30 Publications since 1995, including 1 Additional arXiv Preprint
Co-Authors: 16 Co-Authors with 18 Joint Publications
401 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

20 Publications have been cited 124 times in 99 Documents Cited by Year
Planar diffusions with rank-based characteristics and perturbed Tanaka equations. Zbl 1274.60247
Fernholz, E. Robert; Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos
20
2013
Shadow price in the power utility case. Zbl 1338.91128
Herczegh, Attila; Prokaj, Vilmos
17
2015
On extremal positive operator extensions. Zbl 0881.47002
Prokaj, V.; Sebestyén, Z.
14
1996
On Friedrichs extensions of operators. Zbl 0863.47010
Prokaj, Vilmos; Sebestyén, Zoltán
13
1996
The solution of the perturbed Tanaka-equation is pathwise unique. Zbl 1284.60134
Prokaj, Vilmos
12
2013
Stochastic integral equations for Walsh semimartingales. Zbl 1391.60090
Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos; Yan, Minghan
9
2018
Unfolding the Skorohod reflection of a semimartingale. Zbl 1172.60012
Prokaj, Vilmos
8
2009
A characterization of singular measures. Zbl 1062.28002
Prokaj, Vilmos
4
2004
Diversity and no arbitrage. Zbl 1310.91133
Herczegh, Attila; Prokaj, Vilmos; Rásonyi, Miklós
4
2014
Hiding a constant drift. Zbl 1216.60048
Prokaj, Vilmos; Rásonyi, Miklós; Schachermayer, Walter
4
2011
Local and true martingales in discrete time. Zbl 1226.60061
Prokaj, V.; Rásonyi, M.
4
2011
Diffusions with rank-based characteristics and values in the nonnegative quadrant. Zbl 1286.60077
Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos
3
2013
Hiding a constant drift – a strong solution. Zbl 1259.60056
Prokaj, Vilmos; Schachermayer, Walter
2
2010
Some sufficient conditions for the ergodicity of the Lévy transformation. Zbl 1291.60166
Prokaj, Vilmos
2
2013
The composition of derivatives has a fixed point. Zbl 1011.26006
Elekes, Márton; Keleti, Tamás; Prokaj, Vilmos
2
2002
Angular measures and Birkhoff orthogonality in Minkowski planes. Zbl 1450.52004
Naszódi, Márton; Prokaj, Vilmos; Swanepoel, Konrad
2
2020
Stability of a class of hybrid linear stochastic systems. Zbl 1368.93764
Gerencsér, László; Prokaj, Vilmos
1
2010
On a construction of J. Tkadlec concerning \(\sigma\)-porous sets. Zbl 1009.28009
Prokaj, Vilmos
1
2002
Local martingales in discrete time. Zbl 1390.60158
Prokaj, Vilmos; Ruf, Johannes
1
2018
On the lack of semimartingale property. Zbl 1496.60057
Prokaj, Vilmos; Bondici, László
1
2022
On the lack of semimartingale property. Zbl 1496.60057
Prokaj, Vilmos; Bondici, László
1
2022
Angular measures and Birkhoff orthogonality in Minkowski planes. Zbl 1450.52004
Naszódi, Márton; Prokaj, Vilmos; Swanepoel, Konrad
2
2020
Stochastic integral equations for Walsh semimartingales. Zbl 1391.60090
Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos; Yan, Minghan
9
2018
Local martingales in discrete time. Zbl 1390.60158
Prokaj, Vilmos; Ruf, Johannes
1
2018
Shadow price in the power utility case. Zbl 1338.91128
Herczegh, Attila; Prokaj, Vilmos
17
2015
Diversity and no arbitrage. Zbl 1310.91133
Herczegh, Attila; Prokaj, Vilmos; Rásonyi, Miklós
4
2014
Planar diffusions with rank-based characteristics and perturbed Tanaka equations. Zbl 1274.60247
Fernholz, E. Robert; Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos
20
2013
The solution of the perturbed Tanaka-equation is pathwise unique. Zbl 1284.60134
Prokaj, Vilmos
12
2013
Diffusions with rank-based characteristics and values in the nonnegative quadrant. Zbl 1286.60077
Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos
3
2013
Some sufficient conditions for the ergodicity of the Lévy transformation. Zbl 1291.60166
Prokaj, Vilmos
2
2013
Hiding a constant drift. Zbl 1216.60048
Prokaj, Vilmos; Rásonyi, Miklós; Schachermayer, Walter
4
2011
Local and true martingales in discrete time. Zbl 1226.60061
Prokaj, V.; Rásonyi, M.
4
2011
Hiding a constant drift – a strong solution. Zbl 1259.60056
Prokaj, Vilmos; Schachermayer, Walter
2
2010
Stability of a class of hybrid linear stochastic systems. Zbl 1368.93764
Gerencsér, László; Prokaj, Vilmos
1
2010
Unfolding the Skorohod reflection of a semimartingale. Zbl 1172.60012
Prokaj, Vilmos
8
2009
A characterization of singular measures. Zbl 1062.28002
Prokaj, Vilmos
4
2004
The composition of derivatives has a fixed point. Zbl 1011.26006
Elekes, Márton; Keleti, Tamás; Prokaj, Vilmos
2
2002
On a construction of J. Tkadlec concerning \(\sigma\)-porous sets. Zbl 1009.28009
Prokaj, Vilmos
1
2002
On extremal positive operator extensions. Zbl 0881.47002
Prokaj, V.; Sebestyén, Z.
14
1996
On Friedrichs extensions of operators. Zbl 0863.47010
Prokaj, Vilmos; Sebestyén, Zoltán
13
1996
all top 5

Cited by 136 Authors

10 Prokaj, Vilmos
8 Ichiba, Tomoyuki
8 Karatzas, Ioannis
5 Schachermayer, Walter
4 Fernholz, Erhard Robert
4 Gesztesy, Fritz
4 Guasoni, Paolo
4 Hajri, Hatem
4 Sandovici, Adrian
4 Sebestyén, Zoltán
4 Stochel, Jan
3 Bayraktar, Erhan
3 Hobson, David Graham
3 Mitrea, Marius
3 Muhle-Karbe, Johannes
3 Rásonyi, Miklós
3 Sarantsev, Andrey
3 Tarcsay, Zsigmond
3 Yang, Junjian
3 Zhu, Yeqi
2 Ashbaugh, Mark S.
2 Belak, Christoph
2 Bondici, László
2 Borga, Jacopo
2 Chen, Zhen-Qing
2 Choi, Jin Hyuk
2 Czichowsky, Christoph
2 de Snoo, Hendrik S. V.
2 Eisenbaum, Nathalie
2 Elekes, Márton
2 Feng, Xinwei
2 Fernholz, Ricardo T.
2 Hassi, Seppo
2 Jourdain, Benjamin
2 Lin, Yiqing
2 Raimond, Olivier
2 Reygner, Julien
2 Ruf, Johannes
2 Sass, Jörn
2 Sayit, Hasanjan
2 Teschl, Gerald
2 Tse, Alex S. L.
2 Yan, Minghan
1 Abdi-Mazraeh, Somayeh
1 Aletti, Giacomo
1 Alonso, Javier
1 Arnaudon, Marc
1 Atar, Rami
1 Aurzada, Frank
1 Bartoszewicz, Artur
1 Bender, Christian
1 Betz, Volker
1 Bingham, Nicholas Hugh
1 Blanchet-Scalliet, Christophette
1 Boscain, Ugo
1 Bouhadou, Siham
1 Bras, Pierre
1 Çağlar, Mine
1 Choulli, Tahir
1 Ciesielski, Krzysztof Chris
1 Cohen, Asaf
1 Collevecchio, Andrea
1 Dostál, Petr
1 Ekren, Ibrahim
1 Feodoria, Mark-Roman
1 Filipczak, Małgorzata
1 Filipczak, Tomasz
1 Förster, Karl-Heinz
1 Fucci, Guglielmo
1 Gerhold, Stefan
1 Grandits, Peter
1 Gu, Lingqi
1 Hamza, Kais
1 Hirasawa, Go
1 Irandoust-Pakchin, Safar
1 Izumino, Saichi
1 Jabłoński, Zenon Jan
1 Jeanblanc, Monique
1 Jung, Il Bong
1 Kallsen, Jan
1 Karakuş, Abdullah Harun
1 Kardaras, Constantinos
1 Kaspi, Haya
1 Ke, T. Tony
1 Keleti, Tamás
1 Kheiri, Hossein
1 Kirsten, Klaus
1 Klein, Maike
1 Klůjová, Jana
1 Kohatsu-Higa, Arturo
1 Le Jan, Yves
1 Lifshits, Mikhail A.
1 Littlejohn, Lance L.
1 Liu, Ren
1 Losert, Viktor
1 Maazoun, Mickaël
1 Martini, Horst
1 May, Caterina
1 Menkens, Olaf
1 Miclo, Laurent
...and 36 more Authors
all top 5

Cited in 48 Serials

6 Stochastic Processes and their Applications
6 Mathematical Finance
5 Finance and Stochastics
4 Acta Mathematica Hungarica
4 The Annals of Applied Probability
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Electronic Communications in Probability
4 Bernoulli
3 Journal of Mathematical Analysis and Applications
3 Advances in Mathematics
3 Electronic Journal of Probability
3 Stochastics
2 The Annals of Probability
2 Journal of Applied Probability
2 Journal of Functional Analysis
2 Proceedings of the American Mathematical Society
2 Probability Theory and Related Fields
2 Journal of Theoretical Probability
2 Annals of Finance
1 Advances in Applied Probability
1 Applicable Analysis
1 Journal d’Analyse Mathématique
1 Automatica
1 Illinois Journal of Mathematics
1 Journal of Economic Theory
1 Kybernetika
1 Proceedings of the London Mathematical Society. Third Series
1 SIAM Journal on Control and Optimization
1 Topology and its Applications
1 Statistics & Probability Letters
1 Stochastic Analysis and Applications
1 Statistical Science
1 Bulletin of the American Mathematical Society. New Series
1 Indagationes Mathematicae. New Series
1 Bulletin des Sciences Mathématiques
1 Opuscula Mathematica
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal for Geometry and Graphics
1 International Journal of Theoretical and Applied Finance
1 Scandinavian Actuarial Journal
1 Journal of Applied Mathematics and Computing
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Complex Analysis and Operator Theory
1 Banach Journal of Mathematical Analysis
1 SIAM Journal on Financial Mathematics
1 Acta Universitatis Sapientiae. Mathematica
1 Science China. Mathematics
1 Stochastic and Partial Differential Equations. Analysis and Computations

Citations by Year