19 citations · 19 across the 3 of their papers we have counts for
4 papers
Costly Trading
Michael Isichenko
We revisit optimal execution of an active portfolio in the presence of slippage (aka linear, proportional, or absolute-value) costs. Market efficiency implies a close balance betwe…
Nonlinear hydrodynamic stability
M. B. Isichenko
The variational principle of V. I. Arnold [J. Appl. Math. Mech. Vol. 29, P. 1002 (1965)] is extended to the general conservative inhomogeneous, compressible, and conducting fluid.…
Nonlinear Landau damping in collisionless plasma and inviscid fluid
M. B. Isichenko
The evolution of an initial perturbation in Vlasov plasma is studied in the intrinsically nonlinear long-time limit dominated by the effects of particle trapping. After the possibl…
Iso-topological relaxation, coherent structures, and Gaussian turbulence in two dimensional magnetohydrodynamics
M. B. Isichenko, A. V. Gruzinov
The long-time relaxation of ideal two dimensional magnetohydrodynamic turbulence subject to the conservation of two infinite families of constants of motion---the magnetic and the…