The following pages link to (Q4189915):
Displayed 50 items.
- Some reduction methods of problems of nonlinear stochastic dynamics (Q1330260) (← links)
- A variational approach for pricing options and corporate bounds (Q1367716) (← links)
- Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible (Q1371009) (← links)
- Belavkin-Kolokoltsov watchdog effects in interactively controlled stochastic computer-graphic dynamic systems (Q1379247) (← links)
- On the interval recurrence property of \((N,d)\)-Ornstein-Uhlenbeck processes (Q1380567) (← links)
- Invariant probabilities for Markov chains on a metric space (Q1380656) (← links)
- Langevin particle in Gaussian noise (Q1594547) (← links)
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes (Q1613594) (← links)
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899) (← links)
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes (Q1652942) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- On the stability of stochastic dynamic equations on time scales (Q1696182) (← links)
- The \(H_{\infty}\) control for bilinear systems with Poisson jumps (Q1718816) (← links)
- An analytic approximation of solutions of stochastic differential equations (Q1767809) (← links)
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions. (Q1807686) (← links)
- Viscosity solutions of nonlinear integro-differential equations (Q1814669) (← links)
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues (Q1819474) (← links)
- Two-parameter diffusion processes and martingales (Q1838773) (← links)
- Tomographic reconstruction by maximum entropy in the mean: Unconstrained reconstructions (Q1855692) (← links)
- Gaussian measures on linear spaces (Q1920991) (← links)
- \(H_\infty\) control for stochastic systems with Poisson jumps (Q1937771) (← links)
- On the mass transport by a Burgers velocity field (Q1963441) (← links)
- Dynamic advertising and pricing with constant demand elasticities (Q1994201) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps (Q2041380) (← links)
- \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump (Q2068234) (← links)
- The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion (Q2134298) (← links)
- Multidimensional nonlinear pseudo-differential evolution equation with \(p\)-adic spatial variables (Q2174860) (← links)
- Optimal selection and release problem in software testing process: a continuous time stochastic control approach (Q2183327) (← links)
- Stability of the neoclassical growth model under perturbations of the type of Poisson's jumps: analytical and numerical analysis (Q2207343) (← links)
- Bernstein diffusions for a class of linear parabolic partial differential equations (Q2248932) (← links)
- Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise (Q2250581) (← links)
- De Finetti's contribution to the theory of random functions (Q2270401) (← links)
- Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations (Q2305700) (← links)
- Dynamic signaling games with quadratic criteria under Nash and Stackelberg equilibria (Q2307579) (← links)
- Stochastic equations and inclusions with mean derivatives and some applications (Q2340300) (← links)
- Optimal stopping and control of dynamic routing in networks (Q2365520) (← links)
- Risk theory in a stochastic economic environment (Q2368172) (← links)
- On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241) (← links)
- Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
- Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis (Q2478386) (← links)
- An analytic approximate method for solving stochastic integrodifferential equations (Q2492972) (← links)
- The evolution of periodic population systems under random environments (Q2495294) (← links)
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators (Q2495556) (← links)
- Approximating infinite horizon stochastic optimal control in discrete time with constraints (Q2507412) (← links)
- Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (Q2510016) (← links)
- Bifurcation and control of an eco-epidemiological system with environmental fluctuations: a stochastic approach (Q2520634) (← links)
- Premium allocation and risk avoidance in a large firm: A continuous model (Q2638705) (← links)
- Density estimation and adaptive control of Markov processes: Average and discounted criteria (Q2639029) (← links)
- On the construction of the cost in the generalized optimal stopping problem for a random sequence (Q2639416) (← links)