N. ENGLEZOS  &  I. KARATZAS  (2007)  Aspects of utility maximization with habit-formation: Dynamic Programming and Stochastic PDE’s.  Submitted for publication.

E.R. FERNHOLZ &  I. KARATZAS  (2007)  Stochastic Portfolio Theory: An Overview. Handbook of Numerical Analysis, to appear.

I. KARATZAS  &  W.D. SUDDERTH  (2007)  Stochastic games of control and stopping for a linear diffusion. In Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Y.S. Chow  (A. Hsiung, Zh. Ying and C.H. Zhang, eds.), to appear.

I. KARATZAS  &  M. ZAMFIRESCU  (2007)  Martingale approach to stochastic differential games of control and stopping.  Submitted for publication.


I. KARATZAS  &  C. KARDARAS  (2007)  The numeraire portfolio in general semimartingale models. Submitted for publication.


D. FERNHOLZ  &  I. KARATZAS  (2008)  On optimal arbitrage. Submitted for publication.


I. KARATZAS  &  W.D. SUDDERTH  (2008)  Two characterizations of optimality in dynamic programming. Submitted for publication.


B. RUDLOFF  &  I. KARATZAS   (2008)  Testing composite hypotheses via convex duality.  Submitted for publication.


T. ICHIBA &  I. KARATZAS   (2008)  On multiple collisions of Brownian particles.  Submitted for publication.







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