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Krzysztof Burdzy B · Study
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Author
Krzysztof Burdzy B
7 works
· latest 2008
· 2 institutions
cluster: provisional
ORCID 0000-0003-0986-3622
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Most cited in this library
Fast Equilibrium Selection by Rational Players Living in a Changing World
2001 · 100 citations
The Skorokhod problem in a time-dependent interval
2008 · 82 citations
Variation of iterated Brownian motion
1994 · 63 citations
Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
2004 · 38 citations
Variably Skewed Brownian Motion
2000 · 31 citations
Works
7 shown
The Skorokhod problem in a time-dependent interval
Stochastic Processes and their Applications
·
2008
·
3 authors
·
Open access
82
citations
Pathwise uniqueness for a degenerate stochastic differential equation
The Annals of Probability
·
2007
·
3 authors
·
Open access
22
citations
Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
Stochastic Processes and their Applications
·
2004
·
3 authors
·
Open access
38
citations
Fast Equilibrium Selection by Rational Players Living in a Changing World
Econometrica
·
2001
·
3 authors
100
citations
Variably Skewed Brownian Motion
Electronic Communications in Probability
·
2000
·
4 authors
·
Open access
31
citations
Variation of iterated Brownian motion
CRM proceedings & lecture notes
·
1994
·
1 author
·
chapter
63
citations
On Nonincrease of Brownian Motion
The Annals of Probability
·
1990
·
1 author
·
Open access
28
citations