The following pages link to Makiko Nisio (Q731708):
Displayed 50 items.
- Stochastic differential equations on the plane: Smoothness of the solution (Q583719) (← links)
- Item:Q731708 (redirect page) (← links)
- A complex parabolic type Monge-Ampère equation (Q678105) (← links)
- Hitting time of a corner for a reflected diffusion in the square (Q731709) (← links)
- Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection (Q734651) (← links)
- On the existence of solutions of stochastic differential equations (Q758799) (← links)
- Note on random Riemann sum (Q769686) (← links)
- On polynomial approximation for strictly stationary processes (Q775919) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- On diffusion approximation of controlled queueing processes (Q790785) (← links)
- Ergodic control problem for one-dimensional diffusions with near-monotone cost (Q802504) (← links)
- Bessel-like processes and SDE (Q816456) (← links)
- Large deviations for the stochastic shell model of turbulence (Q841612) (← links)
- Long-time behavior of weakly coupled oscillators (Q852059) (← links)
- The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method (Q857737) (← links)
- Particle approximations for a class of stochastic partial differential equations (Q861499) (← links)
- Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications (Q877234) (← links)
- The exponential stability for stochastic delay partial differential equations (Q879102) (← links)
- Optimal dividend payments in the stochastic Ramsey model (Q963030) (← links)
- On the utility of gambling: Extending the approach of Meginniss (1976) (Q998745) (← links)
- Exponential ergodicity of the solutions to SDE's with a jump noise (Q1004409) (← links)
- Advertising strategies in a differential game with negative competitor's interference (Q1024249) (← links)
- Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus (Q1045790) (← links)
- A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator (Q1052989) (← links)
- Optimal control of a one-dimensional storage process (Q1062595) (← links)
- Nonlinear semigroup for the unnormalized conditional density (Q1063570) (← links)
- On a class of singular stochastic control problems (Q1070990) (← links)
- Stochastic control related to branching diffusion processes (Q1076434) (← links)
- An optimal stopping time problem with time average cost in a bounded interval (Q1085882) (← links)
- A variance minimization problem for a Markov decision process (Q1091952) (← links)
- Optimal stochastic scheduling of systems with Poisson noises (Q1093613) (← links)
- On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: Existence and approximation (Q1103586) (← links)
- A note on a nonlinear semigroup for controlled partially observed diffusions (Q1105561) (← links)
- Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
- Remarks on the canonical representation of strictly stationary processes (Q1130701) (← links)
- On nonlinear semigroups for Markov processes associated with optimal stopping (Q1132837) (← links)
- Estimation of parameters of a spline-type time series model by the method of least squares (Q1175867) (← links)
- Strong consistency of the extended least squares method with nonlinear error transformation (Q1175871) (← links)
- The Alder-Wainwright effect for stationary processes with reflection positivity (Q1179722) (← links)
- Optimization of stochastic diffusion systems with constraints on control- observation process. I: Sufficient conditions of optimality (Q1185648) (← links)
- Equivalence of Lyapunov stability criteria in a class of Markov decision processes (Q1194209) (← links)
- Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state (Q1194211) (← links)
- On a non-linear semi-group attached to stochastic optimal control (Q1241486) (← links)
- Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes (Q1295095) (← links)
- Multi-armed bandits in discrete and continuous time (Q1296724) (← links)
- On total risk aversion and differential games for controlled parabolic equations (Q1320649) (← links)
- Optimal average value convergence in nonhomogeneous Markov decision processes (Q1323097) (← links)
- A functional limit theorem for waves reflected by a random medium (Q1337097) (← links)
- Exact adaptive filters for Markov chains observed in Gaussian noise (Q1337722) (← links)
- Formulae for the derivatives of heat semigroups (Q1340829) (← links)