The following pages link to (Q4189915):
Displayed 50 items.
- On repeated games with imperfect public monitoring: from discrete to continuous time (Q501748) (← links)
- Leggett-Garg inequalities for a quantum top affected by classical noise (Q513475) (← links)
- New optimality conditions for average-payoff continuous-time Markov games in Polish spaces (Q547403) (← links)
- Dynamical behavior of Lotka-Volterra competition systems: non-autonomous bistable case and the effect of telegraph noise (Q596217) (← links)
- Dynamics of Kolmogorov systems of competitive type under the telegraph noise (Q616477) (← links)
- Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints (Q686133) (← links)
- Game contingent claims in complete and incomplete markets (Q705897) (← links)
- Towards the optimal control of Markov chains with constraints (Q710696) (← links)
- Stability of a novel stochastic epidemic model with double epidemic hypothesis (Q711277) (← links)
- An asymptotic result for Brownian polymers (Q731449) (← links)
- Deterministic and stochastic dynamic adjustment of capital investment budgets (Q751953) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- On the existence of weak solutions to stochastic differential equations with degenerate diffusion (Q760965) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- Discretization of the Wiener-process in difference-methods for stochastic differential equations (Q799309) (← links)
- On discounted dynamic programming with constraints (Q806686) (← links)
- Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation) (Q808100) (← links)
- On weak solutions of highly degenerate SDEs (Q827931) (← links)
- Evolution of predator-prey systems described by a Lotka-Volterra equation under random environment (Q855411) (← links)
- Dynamics of a stochastic Lotka-Volterra model perturbed by white noise (Q855618) (← links)
- Efficient stochastic sensitivity analysis of discrete event systems (Q870582) (← links)
- Nonparametric adaptive control of discounted stochastic systems with compact state space (Q913742) (← links)
- Weak convergence of random growth processes with applications to insurance (Q917204) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Stochastic differential inclusions and diffusion processes (Q996888) (← links)
- Groupoids, von Neumann algebras and the integrated density of states (Q1016733) (← links)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- Integro-differential operators associated with diffusion processes with jumps (Q1050578) (← links)
- Existence of optimal controls for partially observed linear diffusions (Q1054699) (← links)
- Weak convergence of semimartingales and discretisation methods (Q1069555) (← links)
- One-dimensional classical massive particle in the ideal gas (Q1074228) (← links)
- Nonlinear filtering of systems governed by Ito differential equations with jump parameters (Q1080553) (← links)
- \({\mathfrak G}\)-fuzzy topologies on algebraic structures (Q1081869) (← links)
- Information structures and viable price systems (Q1085024) (← links)
- Convergence of continuous time stochastic ELS parameter estimation (Q1098164) (← links)
- Risk measurement in semimartingale models with multiple consumption goods (Q1100075) (← links)
- A diffusion limit for a class of randomly-growing binary trees (Q1100799) (← links)
- Input optimization for infinite-horizon discounted programs (Q1102875) (← links)
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- On the martingale problem for Banach space valued stochastic differential equations (Q1121598) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings (Q1125308) (← links)
- Stationary optimal control of a stochastic system with stable environmental interferences (Q1142990) (← links)
- Approximate uniformization for continuous-time Markov chains with an application to performability analysis (Q1190175) (← links)
- Parallel stochastic dynamic programming: Finite element methods (Q1194519) (← links)
- Uniformization for nonhomogeneous Markov chains (Q1195867) (← links)
- Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems (Q1263157) (← links)
- Measures on topological spaces (Q1273572) (← links)
- Singularly perturbed multidimensional switching diffusions with fast and slow switchings (Q1279954) (← links)