Mátyás Barczy

Finance · 2009–2014

A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it
• Mathematical Physics — 11 citations into it
• Statistics and Probability — 10 citations into it
• Economics and Econometrics — 6 citations into it

Whom Mátyás Barczy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Zenghu Li
2. A. Davie
3. Martin Ondrej'at
4. Kurt Brännäs
5. Robert C. Jung
6. Maher Kachour
7. Thomas G. Kurtz
8. Donald A. Dawson
9. S. Quoreshi
10. Jörgen Hellström

Who trusts Mátyás Barczy overall

1. Fubao Xi
2. Thibault Jaisson

Papers from Mátyás Barczy's perspective

Ordered by how strongly the researchers Mátyás Barczy trusts endorse each paper. Same corpus, a different order for every researcher.

1. Uniqueness of solutions of stochastic differential equations
2. Uniqueness for stochastic evolution equations in Banach spaces
3. Stochastic equations of non-negative processes with jumps
4. The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
5. Skew convolution semigroups and affine Markov processes
6. Estimation in conditional first order autoregression with discrete support
7. Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering
8. Brownian Motion and Stochastic Calculus
9. A Limit Theorem for Discrete Galton-Watson Branching Processes with Immigration
10. Yamada-Watanabe Results for Stochastic Differential Equations with Jumps

Their papers

• Asymptotic behavior of unstable INAR(p) processes (2009) — 47 citations
• Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration (2014) — 48 citations
• Yamada-Watanabe Results for Stochastic Differential Equations with Jumps (2013) — 53 citations