Pages that link to "Item:Q857923"

The following pages link to ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923):

Displaying 16 items.

• On the link between volatility and growth (Q415579) (← links)
• Production technologies in stochastic continuous time models (Q631259) (← links)
• On the reservation wage under CARA and limited borrowing (Q656792) (← links)
• \(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes (Q671041) (← 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 continuous time growth models that allow for closed form solutions (Q1654174) (← links)
• Insurance and climate-driven extreme events (Q1657565) (← links)
• Optimal quality provision when reputation is subject to random inspections (Q1667175) (← links)
• Optimal dynamic tax evasion (Q1994146) (← links)
• \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump (Q2068234) (← links)
• Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid (Q2085135) (← links)
• Stochastic accumulation of human capital and welfare in the Uzawa-Lucas model: an analytical characterization (Q2414727) (← links)
• A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
• (Q5093361) (← links)
• The dynamics of Pareto distributed wealth in a small open economy (Q6074840) (← links)