Pages that link to "Item:Q1067301"
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The following pages link to Mimicking the one-dimensional marginal distributions of processes having an Ito differential (Q1067301):
Displayed 7 items.
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- Mimicking finite dimensional marginals of a controlled diffusion by simpler controls (Q1118906) (← links)
- A strong approximation theorem for stochastic recursive algorithms (Q1289391) (← links)
- On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations (Q1326249) (← links)
- On extremal solutions to stochastic control problems. II (Q2366883) (← links)
- Dynamic programming for ergodic control with partial observations. (Q2574544) (← links)
- On Stochastic Differential Equations with Locally Unbounded Drift (Q3151360) (← links)