5 citations · 5 across the 2 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2020
The multi-dimensional Stochastic Stefan Financial Model for a portfolio of assets
Dimitra C. Antonopoulou, Marina Bitsaki, Georgia Karali
The financial model proposed involves the liquidation process of a portfolio of assets through sell or (and) buy orders with volatility. We present the rigorous mathematical fo…
math.PR2018
Malliavin calculus for the stochastic Cahn-Hilliard / Allen Cahn equation with unbounded noise diffusion
D. C. Antonopoulou, D. Farazakis, G. D. Karali
The stochastic partial differential equation analyzed in this work, is motivated by a simplified mesoscopic physical model for phase separation. It describes pattern formation due…