| Hybrid atlas models T Ichiba, V Papathanakos, A Banner, I Karatzas, R Fernholz The Annals of Applied Probability 21 (2), 609-644, 2011 | 121 | 2011 |
| Stability in a model of interbank lending JP Fouque, T Ichiba SIAM Journal on Financial Mathematics 4 (1), 784-803, 2013 | 91 | 2013 |
| Strong solutions of stochastic equations with rank-based coefficients T Ichiba, I Karatzas, M Shkolnikov Probability theory and related fields 156 (1-2), 229-248, 2013 | 74 | 2013 |
| On collisions of Brownian particles T Ichiba, I Karatzas Annals of Applied Probability 20 (3), 951-977, 2010 | 68 | 2010 |
| Convergence rates for rank-based models with applications to portfolio theory T Ichiba, S Pal, M Shkolnikov Probability Theory and Related Fields 156 (1-2), 415-448, 2013 | 55 | 2013 |
| Planar diffusions with rank-based characteristics and perturbed Tanaka equations ER Fernholz, T Ichiba, I Karatzas, V Prokaj Probability Theory and Related Fields 156 (1-2), 343-374, 2013 | 43 | 2013 |
| Estimating the effect of the red card in soccer: when to commit an offense in exchange for preventing a goal opportunity J Vecer, F Kopriva, T Ichiba Journal of Quantitative Analysis in Sports 5 (1), 2009 | 43 | 2009 |
| Estimating the Effect of the Red Card in Soccer J Vecer, F Kopriva, T Ichiba Journal of Quantitative Analysis in Sports 5, 2009 | 43 | 2009 |
| A second-order stock market model R Fernholz, T Ichiba, I Karatzas Annals of Finance 9 (3), 439-454, 2013 | 42 | 2013 |
| Planar diffusions with rank-based characteristics and perturbed Tanaka equations ER Fernholz, T Ichiba, I Karatzas, V Prokaj Arxiv preprint arXiv:1108.3992, 2011 | 41 | 2011 |
| Two Brownian particles with rank-based characteristics and skew-elastic collisions ER Fernholz, T Ichiba, I Karatzas Stochastic Processes and their Applications 123 (8), 2999-3026, 2013 | 36 | 2013 |
| Hybrid atlas models AD Banner, ER Fernholz, T Ichiba, I Karatzas, V Papathanakos Ann. Appl. Probab 21 (2), 609-644, 2011 | 26 | 2011 |
| Stochastic integral equations for Walsh semimartingales T Ichiba, I Karatzas, V Prokaj, M Yan Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 54 (2 …, 2018 | 21 | 2018 |
| On Probabilistic Excitement of Sports Games J Vecer, T Ichiba, M Laudanovic Journal of Quantitative Analysis in Sports 3 (3), 2007 | 18 | 2007 |
| Directed chain stochastic differential equations N Detering, JP Fouque, T Ichiba Stochastic Processes and their Applications 130 (4), 2519-2551, 2020 | 15 | 2020 |
| Topics in Multi-dimensional Diffusion Theory: Attainability, Reflection, Ergodicity and Rankings T Ichiba Columbia University, 2009 | 14 | 2009 |
| Efficient estimation of one-dimensional diffusion first passage time densities via Monte Carlo simulation T Ichiba, C Kardaras Journal of Applied Probability 48 (3), 699-712, 2011 | 13 | 2011 |
| Diffusions with rank-based characteristics and values in the nonnegative quadrant T Ichiba, I Karatzas, V Prokaj Bernoulli 19 (5B), 2455-2493, 2013 | 10 | 2013 |
| Dynamic contagion in a banking system with births and defaults T Ichiba, M Ludkovski, A Sarantsev Annals of Finance 15 (4), 489-538, 2019 | 9 | 2019 |
| Yet another condition for absence of collisions for competing Brownian particles T Ichiba, A Sarantsev Electronic Communications in Probability 22, 2017 | 9 | 2017 |
