Stochastic control problems for systems driven by normal martingales (Q2426608): Difference between revisions

@@ Property / cites work @@
+Viscosity solutions of nonlinear integro-differential equations
+Normal rank
@@ Property / cites work @@
+Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4311844
@@ Property / cites work: Q4311844 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4895998
@@ Property / cites work: Q4895998 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4311843
@@ Property / cites work: Q4311843 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Complete markets with discontinuous security price
+Normal rank
@@ Property / cites work @@
+Q3975568
@@ Property / cites work: Q3975568 / rank @@
+Normal rank
@@ Property / cites work @@
+Chaotic representation property of certain Azéma martingales
+Normal rank
@@ Property / cites work @@
+Q4205251
@@ Property / cites work: Q4205251 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2725598
@@ Property / cites work: Q2725598 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak limit theorems for stochastic integrals and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance/investment problems for general insurance models
+Normal rank
@@ Property / cites work @@
+Anticipating integrals for a class of martingales
@@ Property / cites work: Anticipating integrals for a class of martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3975572
@@ Property / cites work: Q3975572 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2725596
@@ Property / cites work: Q2725596 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4947549
@@ Property / cites work: Q4947549 / rank @@
+Normal rank