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Bibliografie
Tibor Mach
Dostál Petr
,
Mach Tibor
:
Progressive projection and log-optimal investment in the frictionless market
,
Theory of Stochastic Processes vol.25, 1 (2020), p. 37-77
[2020]
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Mach Tibor
,
Sturm A.
,
Swart Jan M.
:
Recursive tree processes and the mean-field limit of stochastic flows
,
Electronic Journal of Probability vol.25,
[2020]
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DOI:
10.1214/20-EJP460
Mach Tibor
,
Sturm A.
,
Swart Jan M.
:
A new characterization of endogeny
,
Mathematical Physics, Analysis and Geometry vol.21,
[2018]
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DOI:
10.1007/s11040-018-9288-y