Pages that link to "Item:Q3877536"

The following pages link to SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES (Q3877536):

Displaying 50 items.

• Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential (Q1381574) (← links)
• Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain (Q1612753) (← links)
• An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
• The perspective of a bank in granting credits: an optimization model (Q1758026) (← links)
• BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. (Q1766037) (← links)
• The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
• Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach (Q1807753) (← links)
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions (Q1813211) (← links)
• Applications of fixed-point methods to discrete variational and quasi- variational inequalities (Q1819548) (← links)
• Sur les équations de Monge-Ampère. I (Q1838075) (← links)
• Harnack inequalities for solutions of general second order parabolic equations and estimates of their Hölder constants (Q1838080) (← links)
• On the Poisson equation and diffusion approximation. I (Q1872216) (← links)
• Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
• Existence of strong solutions for Itô's stochastic equations via approximations (Q1917635) (← links)
• Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
• Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
• Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
• Stochastic differential equations with singular coefficients on the straight line (Q2144106) (← links)
• Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
• Singular HJB equations with applications to KPZ on the real line (Q2159252) (← links)
• A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
• Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift (Q2211289) (← links)
• Finite horizon portfolio selection with durable goods (Q2236188) (← links)
• On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter (Q2248586) (← links)
• Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
• Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
• A discretized version of Krylov's estimate and its applications (Q2279326) (← links)
• Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift (Q2287281) (← links)
• Optimal stopping of a Brownian bridge with an unknown pinning point (Q2289811) (← links)
• Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
• On dynamical systems perturbed by a null-recurrent motion: the general case (Q2359709) (← links)
• Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
• Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474) (← links)
• New approach to stochastic optimal control (Q2465462) (← links)
• Stochastic equations with time-dependent drift driven by Lévy processes (Q2471126) (← links)
• On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
• Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility (Q2680397) (← links)
• On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems (Q2683719) (← links)
• OPTIMAL CONTROL OF AN ENERGY STORAGE FACILITY UNDER A CHANGING ECONOMIC ENVIRONMENT AND PARTIAL INFORMATION (Q2814673) (← links)
• Hedging with Residual Risk: A BSDE Approach (Q2904884) (← links)
• A Remark on Bony Maximum Principle (Q3039784) (← links)
• Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443) (← links)
• A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators (Q3426019) (← links)
• A stochastic differential reinsurance game (Q3578668) (← links)
• User’s guide to viscosity solutions of second order partial differential equations (Q4016740) (← links)
• On the General Notion of Fully Nonlinear Second-Order Elliptic Equations (Q4698773) (← links)
• Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486) (← links)
• Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654) (← links)
• (Q4988574) (← links)
• Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (Q5111071) (← links)