53 citations · 93 across the 27 of their papers we have counts for
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math.PR2020
Gaussian Fields and Stochastic Heat Equations
Sergey Lototsky, Apoorva Shah
The objective of the paper is to characterize the Gaussian free field as a stationary solution of the heat equation with additive space-time white noise. In the case of whole space…
math.PR2020
Kelly Criterion: From a Simple Random Walk to Lévy Processes
Sergey Lototsky, Austin Pollok
The original Kelly criterion provides a strategy to maximize the long-term growth of winnings in a sequence of simple Bernoulli bets with an edge, that is, when the expected return…