The following pages link to Samuel N. Cohen (Q424489):
Displayed 47 items.
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- On Markovian solutions to Markov chain BSDEs (Q450741) (← links)
- Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces (Q456210) (← links)
- Data-driven nonlinear expectations for statistical uncertainty in decisions (Q527101) (← links)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- Switching cost models as hypothesis tests (Q1714074) (← links)
- A limit order book model for latency arbitrage (Q1938985) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions (Q2268728) (← links)
- A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373) (← links)
- Pathwise stochastic control with applications to robust filtering (Q2657939) (← links)
- Chaos representations for Marked Point Processes (Q2787524) (← links)
- Solutions of Backward Stochastic Differential Equations on Markov Chains (Q2790471) (← links)
- Ergodic backward stochastic difference equations (Q2833722) (← links)
- Ergodic BSDEs Driven by Markov Chains (Q2873870) (← links)
- Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
- Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations (Q2999822) (← links)
- Comparison Theorems for Finite State Backward Stochastic Differential Equations (Q3000881) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- (Q3062243) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- Malliavin calculus in a binomial framework (Q4627094) (← links)
- Nash equilibria for nonzero-sum ergodic stochastic differential games (Q4684904) (← links)
- Detecting and Repairing Arbitrage in Traded Option Prices (Q4994674) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Parameter Uncertainty in the Kalman--Bucy Filter (Q5232198) (← links)
- Stochastic Calculus and Applications (Q5254980) (← links)
- Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
- Arbitrage-Free Neural-SDE Market Models (Q6092913) (← links)
- Hedging Option Books Using Neural-SDE Market Models (Q6112769) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
- A Ring Isomorphism and corresponding Pseudoinverses (Q6211082) (← links)
- What risk measures are time consistent for all filtrations? (Q6219590) (← links)
- Sublinear Expectations and Martingales in discrete time (Q6225082) (← links)
- A martingale representation theorem for a class of jump processes (Q6245859) (← links)
- Filters and smoothers for self-exciting Markov modulated counting processes (Q6246735) (← links)
- Classical Adjoints for Ergodic Stochastic Control (Q6267391) (← links)
- Data and uncertainty in extreme risks - a nonlinear expectations approach (Q6287026) (← links)
- Bounding quantiles of Wasserstein distance between true and empirical measure (Q6321483) (← links)
- Estimating risks of option books using neural-SDE market models (Q6391130) (← links)
- Neural Q-learning for solving PDEs (Q6395304) (← links)
- Exponential contractions and robustness for approximate Wonham filters (Q6435204) (← links)
- Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations (Q6436064) (← links)
- Nowcasting with signature methods (Q6436977) (← links)
- Hyperbolic contractivity and the Hilbert metric on probability measures (Q6449994) (← links)
- Optimal adaptive control with separable drift uncertainty (Q6451002) (← links)