Pages that link to "Item:Q3855917"

The following pages link to Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales (Q3855917):

Displaying 13 items.

• A functional central limit theorem for Hilbert-valued martingales (Q726422) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
• Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
• Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (Q3462240) (← links)
• A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
• Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition (Q5086474) (← links)
• Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510) (← links)
• (Q5868988) (← links)
• Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6621503) (← links)
• Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)