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Erik Ekstrom

5 papers hereh-index 10303 citations23 works total

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

author position
  • first author5

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.AP3
  • math.PR2

identity via Semantic Scholar / OpenAlex

activity
20052012
most citedBubbles, convexity and the Black--Scholes equation

39 citations · 68 across the 4 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

math.AP2012

Feynman-Kac theorems for generalized diffusions

Erik Ekström, Svante Janson, Johan Tysk

We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure…

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