The following pages link to (Q4198414):
Displayed 25 items.
- Towards new Grangier type experiments (Q442641) (← links)
- Markov jump processes approximating a non-symmetric generalized diffusion (Q647501) (← links)
- Continuous dependence and time change for Ito equations (Q791229) (← links)
- Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← links)
- Average optimality for continuous-time Markov decision processes in Polish spaces (Q997948) (← links)
- Risk theory insight into a zone-adaptive control strategy (Q998280) (← links)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- Stochastic control theory and operational research (Q1058450) (← links)
- Microscopic open systems (Q1070680) (← links)
- On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: Existence and approximation (Q1103586) (← links)
- Functional limit theorems for U-statistics (Q1112444) (← links)
- Infinite-dimensional Wiener processes with drift (Q1338746) (← links)
- Limit theorems for diffusion-type processes in \(R^ m\) (Q1344968) (← links)
- A generalized variance bounds test with an application to the Holt et al. inventory model (Q1349574) (← links)
- Relative efficiency of Gaussian stochastic process sampling procedures. (Q1418671) (← links)
- Subgame-perfect equilibrium outcomes in continuous games of almost perfect information (Q1576475) (← links)
- On the stability properties of a stochastic model for phage-bacteria interaction in open marine environment (Q1602569) (← links)
- Cancer self remission and tumor stability -- a stochastic approach (Q2565998) (← links)
- Non-randomized strategies in stochastic decision processes (Q2638965) (← links)
- Optimal control of certain hyperbolic and integral stochastic equations (Q2640128) (← links)
- On Adjustment Costs, Profit Uncertainty and Investment Behavior (Q3200860) (← links)
- Estimates for first exit times of non-Markovian Itô processes (Q3518571) (← links)
- (Q3664956) (← links)
- Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory (Q4029141) (← links)
- Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs (Q5426463) (← links)