The following pages link to (Q4162249):
Displayed 20 items.
- Control of the solution of a stochastic equation with discontinuous trajectories (Q599038) (← links)
- Optimal Markov strategies for controlled Ito processes (Q751044) (← links)
- On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients (Q805070) (← links)
- On degenerate stochastic equations of Itô type with jumps (Q956367) (← links)
- Limit transition in general degenerate Bellman equations. I (Q1054698) (← links)
- Uniqueness of the solution of Bellman's equation in the case of general controlled processes (Q1060407) (← links)
- Bellman's equation for uniformly nondegenerate stochastic processes (Q1146451) (← links)
- Existence and uniqueness of solutions of the martingale problem on branched manifolds (Q1162064) (← links)
- Limit transition in degenerate Bellman equations (Q1167119) (← links)
- Bellman's equation in a lattice of measures for general controlled stochastic processes. I (Q1170746) (← links)
- Traditional derivation of Bellman equation for general controlled stochastic processes (Q1172037) (← links)
- On the uniqueness of a solution to the Bellman equation in Sobolev's classes (Q1178912) (← links)
- On uniqueness of solutions of the martingale problem (Q1259367) (← links)
- Passage to the limit in general degenerate Bellman equations. II (Q1836659) (← links)
- On parabolic inequalities for generators of diffusions with jumps (Q2447289) (← links)
- Stochastic equations with time-dependent drift driven by Lévy processes (Q2471126) (← links)
- (Q4603433) (← links)
- (Q5043554) (← links)
- A note on 𝐿₂-estimates for stable integrals with drift (Q5429478) (← links)
- Limit theorems for a random walk in a random environment (Q5903014) (← links)