Bogdan Iftimie

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A robust investment-consumption optimization problem in a switching regime interest rate setting
Journal of Global Optimization
2023-07-13Paper
Optimization problem under change of regime of interest rate
Stochastics and Dynamics
2016-08-23Paper
A portfolio optimization problem with a corporate bond2014-04-28Paper
Functionals associated with gradient stochastic flows and nonlinear SPDEs
Advanced Mathematical Methods for Finance
2011-08-08Paper
A construction of admissible strategies for American options associated with piecewise continuous processes2011-07-21Paper
Homogenization of a singular random one-dimensional PDE
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2009-10-08Paper
Homogenization of a singular random one-dimensional PDE
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2009-10-08Paper
Evolution systems of Cauchy-Kowalewska and parabolic type with stochastic perturbations2009-06-19Paper
Singular homogenization with stationary in time and periodic in space coefficients
Journal of Functional Analysis
2006-04-28Paper
scientific article; zbMATH DE number 2156196 (Why is no real title available?)2005-04-15Paper
scientific article; zbMATH DE number 2037785 (Why is no real title available?)2004-02-03Paper
A pathwise solution for nonlinear parabolic equations with stochastic perturbations
Central European Journal of Mathematics
2003-10-20Paper


Research outcomes over time


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