32 citations · 41 across the 11 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
econ.TH2018★ 1 cited
Mechanism Design with News Utility
Jetlir Duraj
News utility is the idea that the utility of an agent depends on changes in her beliefs over consumption and money. We introduce news utility into otherwise classical static Bayesi…
econ.TH2018
Dynamic Random Subjective Expected Utility
Jetlir Duraj
Dynamic Random Subjective Expected Utility (DR-SEU) allows to model choice data observed from an agent or a population of agents whose beliefs about objective payoff-relevant state…
math.PR2018★ 2 cited
Green function of a random walk in a cone
Jetlir Duraj, Vitali Wachtel
This paper studies the asymptotic behavior of the Green function of a multidimensional random walk killed when leaving a convex cone with smooth boundary. Our results imply uniquen…