SDEs with no strong solution arising from a problem of stochastic control AMG Cox, BA Robinson Electronic Journal of Probability 28, 1-24, 2023 | 4 | 2023 |
A regularized Kellerer theorem in arbitrary dimension G Pammer, BA Robinson, W Schachermayer arXiv preprint arXiv:2210.13847, 2022 | 4 | 2022 |
Optimal control of martingales in a radially symmetric environment AMG Cox, BA Robinson Stochastic Processes and their Applications 159, 149-198, 2023 | 3 | 2023 |
Adapted Wasserstein distance between the laws of SDEs J Backhoff-Veraguas, S Källblad, BA Robinson arXiv preprint arXiv:2209.03243, 2022 | 3 | 2022 |
Stochastic control problems for multidimensional martingales BA Robinson University of Bath, 2020 | 3 | 2020 |
Bicausal optimal transport for SDEs with irregular coefficients BA Robinson, M Szölgyenyi arXiv preprint arXiv:2403.09941, 2024 | 1 | 2024 |
Constrained Optimal Stopping Problems BA Robinson, AMG Cox | | 2016 |
Ergodicity of Stochastic Processes and the Markov Chain Central Limit Theorem BA Robinson, M Balázs | | 2015 |