Pages that link to "Item:Q1247291"
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The following pages link to Approximations for functionals and optimal control problems on jump diffusion processes (Q1247291):
Displayed 15 items.
- Approximation of controlled solutions of Ito's equation by controlled Markov chains (Q787592) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Non-linear filtering with discontinuous observations and applications to life sciences (Q1050961) (← links)
- Weak convergence of semimartingales and discretisation methods (Q1069555) (← links)
- Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator (Q1134567) (← links)
- Continuous-time approximations for the nonlinear filtering problem (Q1138527) (← links)
- Optimal controls that maximize the probability of hitting a moving target (Q1144790) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- Lévy processes driven by stochastic volatility (Q2372257) (← links)
- Higher-Order Weak Approximation of Ito Diffusions by Markov Chains (Q3416058) (← links)
- Discrete-time markovian-jump linear quadratic optimal control (Q3720440) (← links)
- Robustness of estimators in a finitely additive white noise model (Q3771453) (← links)
- A robust discrete state approximation to the optimal nonlinear filter for a diffusiont (Q3854388) (← links)
- Exact solutions and doubly efficient approximations of jump-diffusion itô equations (Q4223643) (← links)
- Real (investment) options with multiple sources of rare events (Q5953352) (← links)
