Optimal insider control of stochastic partial differential equations (Q4595008): Difference between revisions

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+.00197
@@ Property / arXiv ID: 1607.00197 / rank @@
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+White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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+Using the Donsker delta function to compute hedging strategies
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+Fundamentals of stochastic filtering
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+On the positivity of the stochastic heat equation
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+Q3397483
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+Q5429938
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+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
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+Erratum to: ``A Donsker delta functional approach to optimal insider control and applications to finance''
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+Optimal insider control and semimartingale decompositions under enlargement of filtration
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+Stochastic partial differential equations. A modeling, white noise functional approach
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+ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION
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+The Donsker delta function of a Lévy process with application to chaos expansion of local time
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+Optimal Control of Stochastic Partial Differential Equations
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+Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields
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+Applied stochastic control of jump diffusions
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+Risk minimization in financial markets modeled by Itô-Lévy processes
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+Stochastic partial differential equations and filtering of diffusion processes
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+On solutions to backward stochastic partial differential equations for Lévy processes
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+W2962907991
@@ Property / OpenAlex ID: W2962907991 / rank @@
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