38 citations · 70 across the 12 of their papers we have counts for
1 paper · 2 filters
Tomoyuki Ichiba, Ioannis Karatzas, Vilmos Prokaj +1
We construct planar semimartingales that include the Walsh Brownian motion as a special case, and derive Harrison-Shepp-type equations and a change-of-variable formula in the spiri…