Pages that link to "Item:Q5411913"
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The following pages link to Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913):
Displaying 5 items.
- Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320) (← links)
- A maximum principle for controlled stochastic factor model (Q4554102) (← links)
- HEDGE-FUND MANAGEMENT WITH LIQUIDITY CONSTRAINT (Q5242951) (← links)
