Pages that link to "Item:Q5947980"
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The following pages link to Stationary solutions and forward equations for controlled and singular martingale problems (Q5947980):
Displayed 9 items.
- Hamilton-Jacobi equations in space of measures associated with a system of conservation laws (Q409653) (← links)
- Poisson representations of branching Markov and measure-valued branching processes (Q533744) (← links)
- Thinning and harvesting in stochastic forest models (Q622230) (← links)
- A separation principle for partially observed control of singular stochastic processes (Q1000011) (← links)
- On characterisation of Markov processes via martingale problems (Q2493465) (← links)
- Characterization of stationary distributions of reflected diffusions (Q2511552) (← links)
- Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
- Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
- SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems (Q3157861) (← links)