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Nikolaos Englezos
ORCID
Publication Activity (10 Years)
Years Active: 2009-2020
Publications (10 Years): 1
Top Topics
Fractional Brownian Motion
Maximum A Posteriori Estimation
Stochastic Differential Equations
Top Venues
Math. Oper. Res.
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Publications
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Xanthi-Isidora Kartala
,
Nikolaos Englezos
,
Athanasios N. Yannacopoulos
Future Expectations Modeling, Random Coefficient Forward-Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions.
Math. Oper. Res.
45 (2) (2020)
Nikolaos Englezos
,
Ioannis Karatzas
Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs.
SIAM J. Control. Optim.
48 (2) (2009)