The following pages link to (Q4199298):
Displayed 50 items.
- Convergent approximations in parabolic variational inequalities. II: Hamilton-Jacobi inequalities (Q1170870) (← links)
- Accurate asymptotics for singularly perturbed dynamic free boundary problems (Q1174848) (← links)
- On the rate of convergence of solutions in singular perturbation problems (Q1177031) (← links)
- Optimality conditions for impulsive control of piecewise-deterministic processes (Q1190824) (← links)
- On stochastic partial differential equations with unbounded coefficients (Q1202910) (← links)
- Optimal correction problem of a multidimensional stochastic system (Q1262290) (← links)
- Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem (Q1263811) (← links)
- Local \(C^ \alpha\) convergence of elliptic regularizations of parabolic equations (Q1312623) (← links)
- Some aspects of variational inequalities (Q1313184) (← links)
- White noise driven SPDEs with reflection (Q1326302) (← links)
- Applicable stochastic control: From theory to practice (Q1330528) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- A fixed-point approximation method for some noncoercive variational problems (Q1568719) (← links)
- The noncoercive quasi-variational inequalities related to impulse control problems (Q1608434) (← links)
- Pointwise error estimates for a class of elliptic quasi-variational inequalities with nonlinear source terms (Q1763227) (← links)
- Applications of fixed-point methods to discrete variational and quasi- variational inequalities (Q1819548) (← links)
- Optimal impulse control problems for degenerate diffusions with jumps (Q1821754) (← links)
- Subsolutions, supersolutions, and asymptotic behavior of an evolution problem with unilateral constraint (Q1825428) (← links)
- On a singularly perturbed, time-dependent free boundary problem (Q1826044) (← links)
- Optimal stopping and a martingale approach to the penalty method (Q1838224) (← links)
- Optimal \(L^{\infty}\)-error estimate for variational inequalities with nonlinear source terms (Q1861841) (← links)
- Minimax -- or feared value -- \(L ^{1}\)/\(L ^{\infty}\) control (Q1870584) (← links)
- Quasilinear stochastic elliptic equations with reflection (Q1890714) (← links)
- Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669) (← links)
- Stochastic Lyapunov method (Q1902875) (← links)
- Generalized multivalued variational inequalities. II (Q1905902) (← links)
- An integro-differential parabolic variational inequality connected with the problem of the American option pricing (Q1909630) (← links)
- An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
- Generalized multivalued quasi-variational inequalities (Q1921251) (← links)
- Ergodic impulsive control of Feller processes with costly information (Q2277230) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- \(L^{\infty}\)-error analysis for a system of quasivariational inequalities with noncoercive operators (Q2471845) (← links)
- On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients (Q2490005) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
- Ergodic problem for optimal stochastic switching (Q2640865) (← links)
- NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
- On a variational inequality associated with a stopping game combined with a control (Q3148776) (← links)
- Stopping times in economic development planning: some modelling issues (Q3200861) (← links)
- A numerical approach to a class of unilateral elliptic problems of non-variational type (Q3201695) (← links)
- Two parameter optimal stopping and bi-Markov processes (Q3344917) (← links)
- A system of parabolic variational inequalities associated with a stochastic switching game (Q3345330) (← links)
- Approximation results for bilateral nonlinear problems of nonvariational type (Q3346660) (← links)
- (Q3354482) (← links)
- Résolution parallèle de problèmes aux limites non linéaires (Q3359680) (← links)
- Finite volume methods for the valuation of American options (Q3428051) (← links)
- (Q3477745) (← links)
- Separation principle for impulse control with partial information (Q3669284) (← links)
- Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments (Q3694371) (← links)