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Konstantins Starovoitovs

2 papers hereh-index 12 citations2 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author2

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

most citedSecond-Order Approximation of Limit Order Books in a Single-Scale Regime

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2024

Non-negative Martingale Solutions to the Stochastic Porous Medium Equation with Sticky Behavior

Ben Hambly, Dörte Kreher, Konstantins Starovoitovs

We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of stic…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.