Pages that link to "Item:Q3877536"
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The following pages link to SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES (Q3877536):
Displaying 50 items.
- Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation (Q373229) (← links)
- Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes (Q376690) (← links)
- The Peano phenomenon for Itō equations (Q378024) (← links)
- On stochastic equations with measurable coefficients driven by symmetric stable processes (Q413923) (← links)
- Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media (Q516020) (← links)
- Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
- Ergodic control of multidimensional diffusions. II: Adaptive control (Q583162) (← links)
- Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
- Damped-driven KdV and effective equations for long-time behaviour of its solutions (Q616152) (← links)
- On the value function of weakly coercive problems in nonlinear stochastic control (Q647499) (← links)
- An approximation of small-time probability density functions in a general jump diffusion model (Q668543) (← links)
- Viscosity solutions of monotonic functional parabolic PDE (Q705110) (← links)
- On homogenization of space-time dependent and degenerate random flows. II (Q731692) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Limiting behavior of the solution of the Cauchy problem for a parabolic equation (Q753276) (← links)
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
- On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets (Q862209) (← links)
- An impulsive control problem with state constraint (Q912378) (← links)
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Variational inequalities in Hilbert spaces with measures and optimal stopping problems (Q946223) (← links)
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
- Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix (Q985340) (← links)
- On randomized stopping (Q1002557) (← links)
- Mimicking the one-dimensional marginal distributions of processes having an Ito differential (Q1067301) (← links)
- Microscopic open systems (Q1070680) (← links)
- Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation (Q1076240) (← links)
- On the Hamilton-Jacobi-Bellman equations (Q1077371) (← links)
- A propagation of chaos result for Burgers' equation (Q1079290) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Weak solutions of the Hamilton-Jacobi-Bellman equation (Q1155245) (← links)
- Bifurcation in the presence of small noise (Q1168938) (← links)
- On the uniqueness of a solution to the Bellman equation in Sobolev's classes (Q1178912) (← links)
- Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem (Q1263811) (← links)
- Extremal holomorphic diffusion processes (Q1317956) (← links)
- Stochastic differential games: Occupation measure based approach (Q1321187) (← links)
- Convex duality for finite-fuel problems in singular stochastic control (Q1321249) (← links)
- General change of variable formulas for semimartingales in one and finite dimensions (Q1326269) (← links)
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme (Q1326299) (← links)
- Diffusions with singular drift related to wave functions (Q1326337) (← links)
- Monitoring cooperative equilibria in a stochastic differential game (Q1331106) (← links)
- Uniqueness and absolute continuity of weak solutions for parabolic SPDE's (Q1332525) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds (Q1343617) (← links)
- On nondegenerate quasilinear stochastic partial differential equations (Q1347115) (← links)
