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Stochastic integral equations for Walsh semimartingales

Ichiba, Tomoyuki, Karatzas, Ioannis, Prokaj, Vilmos, and Yan, Minghan
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 54, Number 2 (May 2018), 726-756.

Journal article

Volatility and arbitrage

Fernholz, E. Robert, Karatzas, Ioannis, and Ruf, Johannes
The Annals of Applied Probability Volume 28, Number 1 (February 2018), 378-417.

Journal article

Diverse market models of competing Brownian particles with splits and mergers

Karatzas, Ioannis and Sarantsev, Andrey
The Annals of Applied Probability Volume 26, Number 3 (June 2016), 1329-1361.

Journal article

Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions

Karatzas, Ioannis and Ruf, Johannes
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 52, Number 2 (May 2016), 915-938.

Journal article

Systems of Brownian particles with asymmetric collisions

Karatzas, Ioannis, Pal, Soumik, and Shkolnikov, Mykhaylo
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 52, Number 1 (February 2016), 323-354.

Journal article

Optional decomposition for continuous semimartingales under arbitrary filtrations

Karatzas, Ioannis and Kardaras, Constantinos
Electronic Communications in Probability Volume 20, (2015).

Journal article

Diffusions with rank-based characteristics and values in the nonnegative quadrant

Ichiba, Tomoyuki, Karatzas, Ioannis, and Prokaj, Vilmos
Bernoulli Volume 19, Number 5B (November 2013), 2455-2493.

Journal article

Optimal arbitrage under model uncertainty

Fernholz, Daniel and Karatzas, Ioannis
The Annals of Applied Probability Volume 21, Number 6 (December 2011), 2191-2225.

Journal article

Hybrid Atlas models

Ichiba, Tomoyuki, Papathanakos, Vassilios, Banner, Adrian, Karatzas, Ioannis, and Fernholz, Robert
The Annals of Applied Probability Volume 21, Number 2 (April 2011), 609-644.

Journal article

On the one-sided Tanaka equation with drift

Karatzas, Ioannis, Shiryaev, Albert, and Shkolnikov, Mykhaylo
Electronic Communications in Probability Volume 16, (2011), 664-677.

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