The following pages link to (Q3940583):
Displaying 12 items.
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Poisson and diffusion approximation of stochastic master equations with control (Q625052) (← links)
- Markov chains approximation of jump-diffusion stochastic master equations (Q629778) (← links)
- Existence, uniqueness and approximation of the jump-type stochastic Schrödinger equation for two-level systems (Q988680) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
- Jump-diffusion processes in random environments (Q2249246) (← links)
- Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
- Numerical solution of stochastic quantum master equations using stochastic interacting wave functions (Q2424500) (← links)
- �quations de type de Boltzmann, spatialement homog�nes (Q3347061) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
