Pages that link to "Item:Q704754"
From MaRDI portal
The following pages link to Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754):
Displayed 10 items.
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Maximum principle for stochastic differential games with partial information (Q1014037) (← links)
- Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834) (← links)
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
- Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719) (← links)
- A Maximum Principle for Stochastic Control with Partial Information (Q3446967) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320) (← links)
- Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149) (← links)
