857 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Hungarian Academy of SciencesHU402 papers
- Eötvös Loránd UniversityHU156 papers
- Budapest University of Technology and EconomicsHU58 papers
- Central European UniversityAT42 papers
- École Polytechnique Fédérale de LausanneCH31 papers
- Central European University - Budapest Campus24 papers
- University of PannoniaHU23 papers
- Centre National de la Recherche ScientifiqueFR21 papers
- University College LondonGB20 papers
- University of SzegedHU20 papers
- University of Illinois Urbana-ChampaignUS18 papers
- Charles UniversityCZ15 papers
6 papers · 2 filters
Stochastic reaction-diffusion equations on networks
Mihály Kovács, Eszter Sikolya
We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven…
On the lack of semimartingale property
Vilmos Prokaj, László Bondici
In this work we extend the characterization of semimartingale functions in Cinlar et al. (1980) to the non-Markovian setting. We prove that if a function of a semimartingale remain…
On the discrepancy of random subsequences of II
Istvan Berkes, Bence Borda
Let be an irrational number, let be independent, identically distributed, integer-valued random variables, and put . Assuming that $X_1…
Weakly saturated random graphs
Zsolt Bartha, Brett Kolesnik
As introduced by Bollobás, a graph is weakly -saturated if the complete graph is obtained by iteratively completing copies of minus an edge. For all graphs , we…
Optimal long-term investment in illiquid markets when prices have negative memory
Miklós Rásonyi, Lóránt Nagy
In a discrete-time financial market model with instantaneous price impact, we find an asymptotically optimal strategy for an investor maximizing her expected wealth. The asset pric…
Random continuum and Brownian motion
Viktor Kiss, Sławomir Solecki
We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.