2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2016★ 2 cited
Time Inconsistent Stochastic Control in Continuous Time: Theory and Examples
Tomas Björk, Mariana Khapko, Agatha Murgoci
In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, a…
math.PR2015
The Pedestrian's Guide to Local Time
Tomas Björk
These notes contains an introduction to the theory of Brownian and diffusion local time, as well as its relations to the Tanaka Formula, the extended Ito-Tanaka formula for convex…