Pages that link to "Item:Q1872190"
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The following pages link to Mean value theorems for stochastic integrals (Q1872190):
Displaying 8 items.
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (Q2088813) (← links)
- Mean value theorems for the noncausal stochastic integral (Q2135561) (← links)
- On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
- On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients (Q5481303) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
- An exponential linear unit based neural network approach for optimizing numerical solutions of stochastic integral equation (Q6499435) (← links)
