Pages that link to "Item:Q2574513"

The following pages link to Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513):

Displaying 9 items.

• Stochastic Perron for stochastic target problems (Q328468) (← links)
• Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
• The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
• Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
• Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
• A stochastic target formulation for optimal switching problems in finite horizon (Q3630058) (← links)
• A stochastic target problem for branching diffusion processes (Q6123265) (← links)