The following pages link to (Q4189915):
Displayed 31 items.
- Weak convergence of approximate solutions of random equations (Q4029159) (← links)
- DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT? (Q4226851) (← links)
- Some fractal properties of a class of self-similar Markov processes (Q4234439) (← links)
- Weak and strong solutions of Generalized Itô's Stochastic Functional Differential Equations (Q4272265) (← links)
- Optimal stopping and control with two kinds of boundary conditions: application to dynamic routeing in networks (Q4294388) (← links)
- Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies (Q4327913) (← links)
- (Q4338419) (← links)
- Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup> (Q4371843) (← links)
- A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)
- Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's (Q4378960) (← links)
- Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates (Q4435677) (← links)
- The exact measure functions of the images for a class of self-similar processes (Q4502359) (← links)
- Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals (Q4568553) (← links)
- A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
- Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games (Q4625214) (← links)
- 𝑊-Markov measures, transfer operators, wavelets and multiresolutions (Q4686259) (← links)
- Optimal dividend policy (Q4710940) (← links)
- Limiting distributions for minimum relative entropy calibration (Q4819434) (← links)
- Stochastic Leontief Type Equations with Impulse Actions (Q4963240) (← links)
- (Q4965833) (← links)
- Bayesian deconvolution of oil well test data using Gaussian processes (Q5138031) (← links)
- On approach for studying stochastic Leontief type equations with impulse actions (Q5138433) (← links)
- Markov approximations of nonzero-sum differential games (Q5139123) (← links)
- On Solvability of Stochastic Differential Equations with Osmotic Velocities (Q5150161) (← links)
- Stochastic Inclusions with Forward Mean Derivatives Having Decomposable Right-Hand Sides (Q5243144) (← links)
- On existence of optimal solutions for stochastic differential inclusions with mean derivatives (Q5413825) (← links)
- The Output Feedback <i><scp>H</scp></i><sub>∞</sub> Control Design for the Linear Stochastic System Driven by Both Brownian Motion and <scp>P</scp>oisson Jumps: A Nonlinear Matrix Inequality Approach (Q5416869) (← links)
- Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates (Q5459752) (← links)
- Inference for stochastic neuronal models (Q5899962) (← links)
- Inference for stochastic neuronal models (Q5919264) (← links)
- Optimal investment strategies with bounded risks, general utilities, and goal achieving (Q5939299) (← links)