activity
20052009
most citedOn the density of properly maximal claims in financial markets with transaction costs

5 citations · 13 across the 8 of their papers we have counts for

collaborators
Showing 2008Show all

2 papers · 1 filter

math.PR2008

The noisy veto-voter model: a Recursive Distributional Equation on [0,1]

Saul Jacka, Marcus Sheehan

We study a particular example of a recursive distributional equation (RDE) on the unit interval. We identify all invariant distributions, the corresponding "basins of attraction" a…

math.PR2008

Optimal co-adapted coupling for the symmetric random walk on the hypercube

Stephen B. Connor, Saul D. Jacka

Let X and Y be two simple symmetric continuous-time random walks on the vertices of the n-dimensional hypercube. We consider the class of co-adapted couplings of these processes, a…