Pages that link to "Item:Q392460"

The following pages link to The optimal control problem associated with multi-valued stochastic differential equations with jumps (Q392460):

Displaying 15 items.

• Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion (Q323525) (← links)
• Optimal control of second order stochastic evolution hemivariational inequalities with Poisson jumps (Q1750748) (← links)
• Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions (Q2314818) (← links)
• Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control (Q2403886) (← links)
• An extension of the Carathéodory differentiability to set-valued maps (Q2664854) (← links)
• Multi-dimensional path-dependent forward-backward stochastic variational inequalities (Q2687736) (← links)
• Large deviation for mean-field stochastic differential equations with subdifferential operator (Q2804515) (← links)
• Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps (Q2974262) (← links)
• Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (Q4685703) (← links)
• (Q4987219) (← links)
• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445) (← links)
• Large deviations for invariant measures of multivalued stochastic differential equations (Q5097433) (← links)
• Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems (Q5280315) (← links)
• Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models (Q5853612) (← links)
• On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps (Q6178521) (← links)