Pages that link to "Item:Q5451161"
From MaRDI portal
The following pages link to Optimal control of stochastic functional differential equations with a bounded memory (Q5451161):
Displaying 8 items.
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control (Q2260468) (← links)
- Solutions for functional fully coupled forward-backward stochastic differential equations (Q2344869) (← links)
- Patterns in Random Walks and Brownian Motion (Q2798575) (← links)
- Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey (Q2905360) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
