Pages that link to "Item:Q4291645"
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The following pages link to An elementary theory of stochastic differential equations driven by a poisson process (Q4291645):
Displayed 7 items.
- On the link between volatility and growth (Q415579) (← links)
- ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923) (← links)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
- Global synchronization of complex networks perturbed by the Poisson noise (Q2344670) (← links)
- Remarks on the transformation of Ito's formula for jump-diffusion processes (Q3121383) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)