Pages that link to "Item:Q393062"
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The following pages link to Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps (Q393062):
Displaying 6 items.
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable (Q1711898) (← links)
- Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models (Q2097017) (← links)
- Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion (Q2234313) (← links)
- On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions (Q4568489) (← links)
- Large deviation principle for semilinear stochastic evolution equations with Poisson noise (Q5276030) (← links)
