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20142024
most citedPathwise Uniqueness of the Stochastic Heat Equations with Spatially Inhomogeneous White Noise

6 citations · 6 across the 4 of their papers we have counts for

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math.PR2024

Fluid-Limits of Fragmented Limit-Order Markets

Johannes Muhle-Karbe, Eyal Neuman, Yonatan Shadmi

Maglaras, Moallemi, and Zheng (2021) have introduced a flexible queueing model for fragmented limit-order markets, whose fluid limit remains remarkably tractable. In the present st…

math.PR2014★ 6 cited

Pathwise Uniqueness of the Stochastic Heat Equations with Spatially Inhomogeneous White Noise

Eyal Neuman

We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for sol…