activity
20092021
most citedCapacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems

61 citations · 110 across the 9 of their papers we have counts for

collaborators
Showing 2010 · q-fin.CPShow all

1 paper · 2 filters

q-fin.CP2010★ 17 cited

Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows

N. El Karoui, Mohamed M'Rad

The paper generalizes the construction by stochastic flows of consistent utility processes introduced by M. Mrad and N. El Karoui in (2010). The utilities random fields are defined…