output
20122022
most citedOn the Optimal Stopping of a One-dimensional Diffusion

38 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2020Show all

2 papers · 1 filter

math.PR2020★ 2 cited

Wishart processes : mean-field limit, long time behavior, and free probability

Ezechiel Kahn

This paper is devoted to the study of the eigenvalues of the Wishart process which are the analogof the Dyson Brownian Motion for covariance matrices. Such processes were in partic…

math.PR2020★ 1 cited

Strong solutions to a beta-Wishart particle system

Benjamin Jourdain, Ezéchiel Kahn

The purpose of this paper is to study the existence and uniqueness of solutions to a Stochastic Differential Equation (SDE) coming from the eigenvalues of Wishart processes. The co…